Accurate soil moisture(SM)prediction is critical for understanding hydrological processes.Physics-based(PB)models exhibit large uncertainties in SM predictions arising from uncertain parameterizations and insufficient...Accurate soil moisture(SM)prediction is critical for understanding hydrological processes.Physics-based(PB)models exhibit large uncertainties in SM predictions arising from uncertain parameterizations and insufficient representation of land-surface processes.In addition to PB models,deep learning(DL)models have been widely used in SM predictions recently.However,few pure DL models have notably high success rates due to lacking physical information.Thus,we developed hybrid models to effectively integrate the outputs of PB models into DL models to improve SM predictions.To this end,we first developed a hybrid model based on the attention mechanism to take advantage of PB models at each forecast time scale(attention model).We further built an ensemble model that combined the advantages of different hybrid schemes(ensemble model).We utilized SM forecasts from the Global Forecast System to enhance the convolutional long short-term memory(ConvLSTM)model for 1–16 days of SM predictions.The performances of the proposed hybrid models were investigated and compared with two existing hybrid models.The results showed that the attention model could leverage benefits of PB models and achieved the best predictability of drought events among the different hybrid models.Moreover,the ensemble model performed best among all hybrid models at all forecast time scales and different soil conditions.It is highlighted that the ensemble model outperformed the pure DL model over 79.5%of in situ stations for 16-day predictions.These findings suggest that our proposed hybrid models can adequately exploit the benefits of PB model outputs to aid DL models in making SM predictions.展开更多
For more than a century, forecasting models have been crucial in a variety of fields. Models can offer the most accurate forecasting outcomes if error terms are normally distributed. Finding a good statistical model f...For more than a century, forecasting models have been crucial in a variety of fields. Models can offer the most accurate forecasting outcomes if error terms are normally distributed. Finding a good statistical model for time series predicting imports in Malaysia is the main target of this study. The decision made during this study mostly addresses the unrestricted error correction model (UECM), and composite model (Combined regression—ARIMA). The imports of Malaysia from the first quarter of 1991 to the third quarter of 2022 are employed in this study’s quarterly time series data. The forecasting outcomes of the current study demonstrated that the composite model offered more probabilistic data, which improved forecasting the volume of Malaysia’s imports. The composite model, and the UECM model in this study are linear models based on responses to Malaysia’s imports. Future studies might compare the performance of linear and nonlinear models in forecasting.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
Based on analyzing the limitations of the commonly used back-propagation neural network (BPNN), a wavelet neural network (WNN) is adopted as the nonlinear river channel flood forecasting method replacing the BPNN....Based on analyzing the limitations of the commonly used back-propagation neural network (BPNN), a wavelet neural network (WNN) is adopted as the nonlinear river channel flood forecasting method replacing the BPNN. The WNN has the characteristics of fast convergence and improved capability of nonlinear approximation. For the purpose of adapting the timevarying characteristics of flood routing, the WNN is coupled with an AR real-time correction model. The AR model is utilized to calculate the forecast error. The coefficients of the AR real-time correction model are dynamically updated by an adaptive fading factor recursive least square(RLS) method. The application of the flood forecasting method in the cross section of Xijiang River at Gaoyao shows its effectiveness.展开更多
[Objective] The aim was to establish drought forecasting model with high precision. [Method] With an ARIMA regression model, the research performed Palmer Drought mode(PDSI) time series modeling analysis of Henan Pr...[Objective] The aim was to establish drought forecasting model with high precision. [Method] With an ARIMA regression model, the research performed Palmer Drought mode(PDSI) time series modeling analysis of Henan Province based on PDSI time series and DPS(Data Processing Software) in order to build drought forecasting model. [Result] It is feasible to perform drought forecasting with appropriate parameters. [Conclusion] ARIMA model is practical and more precise in PDSI-based drought analysis and forecasting.展开更多
The subset threshold auto regressive (SSTAR) model, which is capable of reproducing the limit cycle behavior of nonlinear time series, is introduced. The algorithm for fitting the sampled data with SSTAR model is pr...The subset threshold auto regressive (SSTAR) model, which is capable of reproducing the limit cycle behavior of nonlinear time series, is introduced. The algorithm for fitting the sampled data with SSTAR model is proposed and applied to model and forecast power load. Numerical example verifies that desirable accuracy of short term load forecasting can be achieved by using the SSTAR 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
A statistical dynamic model for forecasting Chinese landfall of tropical cyclones (CLTCs) was developed based on the empirical relationship between the observed CLTC variability and the hindcast atmospheric circulat...A statistical dynamic model for forecasting Chinese landfall of tropical cyclones (CLTCs) was developed based on the empirical relationship between the observed CLTC variability and the hindcast atmospheric circulations from the Pusan National University coupled general circulation model (PNU-CGCM).In the last 31 years,CLTCs have shown strong year-to-year variability,with a maximum frequency in 1994 and a minimum frequency in 1987.Such features were well forecasted by the model.A cross-validation test showed that the correlation between the observed index and the forecasted CLTC index was high,with a coefficient of 0.71.The relative error percentage (16.3%) and root-mean-square error (1.07) were low.Therefore the coupled model performs well in terms of forecasting CLTCs;the model has potential for dynamic forecasting of landfall of tropical cyclones.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
Stock price forecasting is an important issue and interesting topic in financial markets.Because reasonable and accurate forecasts have the potential to generate high economic benefits,many researchers have been invol...Stock price forecasting is an important issue and interesting topic in financial markets.Because reasonable and accurate forecasts have the potential to generate high economic benefits,many researchers have been involved in the study of stock price forecasts.In this paper,the DWT-ARIMAGSXGB hybrid model is proposed.Firstly,the discrete wavelet transform is used to split the data set into approximation and error parts.Then the ARIMA(0,1,1),ARIMA(1,1,0),ARIMA(2,1,1)and ARIMA(3,1,0)models respectively process approximate partial data and the improved xgboost model(GSXGB)handles error partial data.Finally,the prediction results are combined using wavelet reconstruction.According to the experimental comparison of 10 stock data sets,it is found that the errors of DWT-ARIMA-GSXGB model are less than the four prediction models of ARIMA,XGBoost,GSXGB and DWT-ARIMA-XGBoost.The simulation results show that the DWT-ARIMA-GSXGB stock price prediction model has good approximation ability and generalization ability,and can fit the stock index opening price well.And the proposed model is considered to greatly improve the predictive performance of a single ARIMA model or a single XGBoost model in predicting stock prices.展开更多
Ensuring a sufficient energy supply is essential to a country. Natural gas constitutes a vital part in energy supply and therefore forecasting natural gas consumption reliably and accurately is an essential part of a ...Ensuring a sufficient energy supply is essential to a country. Natural gas constitutes a vital part in energy supply and therefore forecasting natural gas consumption reliably and accurately is an essential part of a country's energy policy. Over the years, studies have shown that a combinative model gives better projected results compared to a single model. In this study, we used Polynomial Curve and Moving Average Combination Projection (PCMACP) model to estimate the future natural gas consumption in China from 2009 to 2015. The new proposed PCMACP model shows more reliable and accurate results: its Mean Absolute Percentage Error (MAPE) is less than those of any previous models within the investigated range. According to the PCMACP model, the average annual growth rate will increase for the next 7 years and the amount of natural gas consumption will reach 171600 million cubic meters in 2015 in China.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
A 72-h fine-resolution atmosphere-wave-ocean coupled forecasting system was developed for the South China Sea and its adjacent seas. The forecasting model domain covers from from 15°S to 45°N in latitude and...A 72-h fine-resolution atmosphere-wave-ocean coupled forecasting system was developed for the South China Sea and its adjacent seas. The forecasting model domain covers from from 15°S to 45°N in latitude and 99°E to135°E in longitude including the Bohai Sea, the Yellow Sea, the East China Sea, the South China Sea and the Indonesian seas. To get precise initial conditions for the coupled forecasting model, the forecasting system conducts a 24-h hindcast simulation with data assimilation before forecasting. The Ensemble Adjustment Kalman Filter(EAKF) data assimilation method was adopted for the wave model MASNUM with assimilating Jason-2 significant wave height(SWH) data. The EAKF data assimilation method was also introduced to the ROMS model with assimilating sea surface temperature(SST), mean absolute dynamic topography(MADT) and Argo profiles data. To improve simulation of the structure of temperature and salinity, the vertical mixing scheme of the ocean model was improved by considering the surface wave induced vertical mixing and internal wave induced vertical mixing. The wave and current models were integrated from January 2014 to October 2015 driven by the ECMWF reanalysis 6 hourly mean dataset with data assimilation. Then the coupled atmosphere-wave-ocean forecasting system was carried out 14 months operational running since November 2015. The forecasting outputs include atmospheric forecast products, wave forecast products and ocean forecast products. A series of observation data are used to evaluate the coupled forecasting results, including the wind, SHW, ocean temperature and velocity.The forecasting results are in good agreement with observation data. The prediction practice for more than one year indicates that the coupled forecasting system performs stably and predict relatively accurate, which can support the shipping safety, the fisheries and the oil exploitation.展开更多
The authors make an endeavor to explain why a new hybrid wave model is here proposed when several such models have already been in operation and the so- called third generation wave modej is proving attractive. This p...The authors make an endeavor to explain why a new hybrid wave model is here proposed when several such models have already been in operation and the so- called third generation wave modej is proving attractive. This part of the paper is devoted to the wind wave model. Both deep and shallow water models have been developed, the former being actually a special case of the latter when water depth is great. The deep water model is exceptionally simple in form. Significant wave height is the only prognostic variable. In comparison with the usual methods to compute the energy input and dissipations empirically or by 'tuning', the proposed model has the merit that the effects of all source terms are combined into one term which is computed through empirical growth relations for significant waves, these relations being, relatively speaking, easier and more reliable to obtain than those for the source terms in the spectral energy balance equation. The discrete part of the model and the implementation of the model as a whole will be discussed in the second part of the present paper.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
In first paper of articles, the physical and calculating schemes of the water-bearing numerical model are described. The model is developed by bearing all species of hydrometeors in a conventional numerical model in ...In first paper of articles, the physical and calculating schemes of the water-bearing numerical model are described. The model is developed by bearing all species of hydrometeors in a conventional numerical model in which the dynamic framework of hydrostatic equilibrium is taken. The main contributions are: the mixing ratios of all species of hydrometeors are added as the prognostic variables of model, the prognostic equations of these hydrometeors are introduced, the cloud physical framework is specially designed, some technical measures are used to resolve a series of physical, mathematical and computational problems arising from water-bearing; and so on. The various problems (in such aspects as the designs of physical and calculating schemes and the composition of computational programme) which are exposed in feasibility test, in sensibility test, and especially in operational forecasting experiments are successfully resolved using a lot of technical measures having been developed from researches and tests. Finally, the operational forecasting running of the water-bearing numerical model and its forecasting system is realized stably and reliably, and the fine forecasts are obtained. All of these mentioned above will be described in second paper.展开更多
A nozzle clogging online forecasting model based on hydrodynamics engineering was developed, in which the actual flow rate was calculated from the mold width, thickness, and casting speed. There is a linear relationsh...A nozzle clogging online forecasting model based on hydrodynamics engineering was developed, in which the actual flow rate was calculated from the mold width, thickness, and casting speed. There is a linear relationship between the theoretical flow rate and the slide gate opening ratio as the molten steel level, argon flow rate, and the top slag weight are kept constant, and the relationship can be obtained by regression of the data collected at the beginning of the first heat in each casting sequence when the nozzle clogging does not occur. Then, during the casting, the theoretical flow rate can be calculated at intervals of one second. Comparing the theoretical flow rate with the actual flow rate, the online nozzle clogging ratio can be obtained at intervals of one second. The computer model based on the conception of the nozzle clogging ratio can display the degree of the nozzle clogging intuitively.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
The basic structure and cloud features of Typhoon Nida(2016) are simulated using a new microphysics scheme(Liuma) within the Weather Research and Forecasting(WRF) model. Typhoon characteristics simulated with the Lium...The basic structure and cloud features of Typhoon Nida(2016) are simulated using a new microphysics scheme(Liuma) within the Weather Research and Forecasting(WRF) model. Typhoon characteristics simulated with the Liuma microphysics scheme are compared with observations and those simulated with a commonly-used microphysics scheme(WSM6). Results show that using different microphysics schemes does not significantly alter the track of the typhoon but does significantly affect the intensity and the cloud structure of the typhoon. Results also show that the vertical distribution of cloud hydrometeors and the horizontal distribution of peripheral rainband are affected by the microphysics scheme. The mixing ratios of rain water and graupel correlate highly with the vertical velocity component and equivalent potential temperature at the typhoon eye-wall region. According to the simulation with WSM 6 scheme,it is likely that the very low typhoon central pressure results from the positive feedback between hydrometeors and typhoon intensity. As the ice-phase hydrometeors are mostly graupel in the Liuma microphysics scheme, further improvement in this aspect is required.展开更多
In order to improve the forecasting precision of road accidents, by introducing Markov chains forecasting method, a grey-Markov model for forecasting road accidents is established based on grey forecasting method. The...In order to improve the forecasting precision of road accidents, by introducing Markov chains forecasting method, a grey-Markov model for forecasting road accidents is established based on grey forecasting method. The model combines the advantages of both grey forecasting method and Markov chains forecasting method, overcomes the influence of random fluctuation data on forecasting precision and widens the application scope of the grey forecasting. An application example is conducted to evaluate the grey-Markov model, which shows that the precision of the grey-Markov model is better than that of grey model in forecasting road accidents.展开更多
基金supported by the Natural Science Foundation of China(Grant Nos.42088101 and 42205149)Zhongwang WEI was supported by the Natural Science Foundation of China(Grant No.42075158)+1 种基金Wei SHANGGUAN was supported by the Natural Science Foundation of China(Grant No.41975122)Yonggen ZHANG was supported by the National Natural Science Foundation of Tianjin(Grant No.20JCQNJC01660).
文摘Accurate soil moisture(SM)prediction is critical for understanding hydrological processes.Physics-based(PB)models exhibit large uncertainties in SM predictions arising from uncertain parameterizations and insufficient representation of land-surface processes.In addition to PB models,deep learning(DL)models have been widely used in SM predictions recently.However,few pure DL models have notably high success rates due to lacking physical information.Thus,we developed hybrid models to effectively integrate the outputs of PB models into DL models to improve SM predictions.To this end,we first developed a hybrid model based on the attention mechanism to take advantage of PB models at each forecast time scale(attention model).We further built an ensemble model that combined the advantages of different hybrid schemes(ensemble model).We utilized SM forecasts from the Global Forecast System to enhance the convolutional long short-term memory(ConvLSTM)model for 1–16 days of SM predictions.The performances of the proposed hybrid models were investigated and compared with two existing hybrid models.The results showed that the attention model could leverage benefits of PB models and achieved the best predictability of drought events among the different hybrid models.Moreover,the ensemble model performed best among all hybrid models at all forecast time scales and different soil conditions.It is highlighted that the ensemble model outperformed the pure DL model over 79.5%of in situ stations for 16-day predictions.These findings suggest that our proposed hybrid models can adequately exploit the benefits of PB model outputs to aid DL models in making SM predictions.
文摘For more than a century, forecasting models have been crucial in a variety of fields. Models can offer the most accurate forecasting outcomes if error terms are normally distributed. Finding a good statistical model for time series predicting imports in Malaysia is the main target of this study. The decision made during this study mostly addresses the unrestricted error correction model (UECM), and composite model (Combined regression—ARIMA). The imports of Malaysia from the first quarter of 1991 to the third quarter of 2022 are employed in this study’s quarterly time series data. The forecasting outcomes of the current study demonstrated that the composite model offered more probabilistic data, which improved forecasting the volume of Malaysia’s imports. The composite model, and the UECM model in this study are linear models based on responses to Malaysia’s imports. Future studies might compare the performance of linear and nonlinear models in forecasting.
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.
基金The National Natural Science Foundation of China(No.50479017).
文摘Based on analyzing the limitations of the commonly used back-propagation neural network (BPNN), a wavelet neural network (WNN) is adopted as the nonlinear river channel flood forecasting method replacing the BPNN. The WNN has the characteristics of fast convergence and improved capability of nonlinear approximation. For the purpose of adapting the timevarying characteristics of flood routing, the WNN is coupled with an AR real-time correction model. The AR model is utilized to calculate the forecast error. The coefficients of the AR real-time correction model are dynamically updated by an adaptive fading factor recursive least square(RLS) method. The application of the flood forecasting method in the cross section of Xijiang River at Gaoyao shows its effectiveness.
文摘[Objective] The aim was to establish drought forecasting model with high precision. [Method] With an ARIMA regression model, the research performed Palmer Drought mode(PDSI) time series modeling analysis of Henan Province based on PDSI time series and DPS(Data Processing Software) in order to build drought forecasting model. [Result] It is feasible to perform drought forecasting with appropriate parameters. [Conclusion] ARIMA model is practical and more precise in PDSI-based drought analysis and forecasting.
文摘The subset threshold auto regressive (SSTAR) model, which is capable of reproducing the limit cycle behavior of nonlinear time series, is introduced. The algorithm for fitting the sampled data with SSTAR model is proposed and applied to model and forecast power load. Numerical example verifies that desirable accuracy of short term load forecasting can be achieved by using the SSTAR 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supported by the Chinese Academy of Sciences key program(Grant No. KZCX2-YW-Q03-3)the Korea Meteorological Administration Research and Development Program(Grant No. CATER 2009-1147)+1 种基金the Korea Rural Development Administration Research and Development Programthe National Basic Research Program of China (Grant No. 2009CB421406)
文摘A statistical dynamic model for forecasting Chinese landfall of tropical cyclones (CLTCs) was developed based on the empirical relationship between the observed CLTC variability and the hindcast atmospheric circulations from the Pusan National University coupled general circulation model (PNU-CGCM).In the last 31 years,CLTCs have shown strong year-to-year variability,with a maximum frequency in 1994 and a minimum frequency in 1987.Such features were well forecasted by the model.A cross-validation test showed that the correlation between the observed index and the forecasted CLTC index was high,with a coefficient of 0.71.The relative error percentage (16.3%) and root-mean-square error (1.07) were low.Therefore the coupled model performs well in terms of forecasting CLTCs;the model has potential for dynamic forecasting of landfall of tropical cyclones.
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Stock price forecasting is an important issue and interesting topic in financial markets.Because reasonable and accurate forecasts have the potential to generate high economic benefits,many researchers have been involved in the study of stock price forecasts.In this paper,the DWT-ARIMAGSXGB hybrid model is proposed.Firstly,the discrete wavelet transform is used to split the data set into approximation and error parts.Then the ARIMA(0,1,1),ARIMA(1,1,0),ARIMA(2,1,1)and ARIMA(3,1,0)models respectively process approximate partial data and the improved xgboost model(GSXGB)handles error partial data.Finally,the prediction results are combined using wavelet reconstruction.According to the experimental comparison of 10 stock data sets,it is found that the errors of DWT-ARIMA-GSXGB model are less than the four prediction models of ARIMA,XGBoost,GSXGB and DWT-ARIMA-XGBoost.The simulation results show that the DWT-ARIMA-GSXGB stock price prediction model has good approximation ability and generalization ability,and can fit the stock index opening price well.And the proposed model is considered to greatly improve the predictive performance of a single ARIMA model or a single XGBoost model in predicting stock prices.
基金supported by the Youth Fund of Chinese Academy of Sciences Knowledge Innovation Program area frontier projects (No. S200603)the Innovation Team Project of Education Department of Liaoning Province (No. 2007T050)
文摘Ensuring a sufficient energy supply is essential to a country. Natural gas constitutes a vital part in energy supply and therefore forecasting natural gas consumption reliably and accurately is an essential part of a country's energy policy. Over the years, studies have shown that a combinative model gives better projected results compared to a single model. In this study, we used Polynomial Curve and Moving Average Combination Projection (PCMACP) model to estimate the future natural gas consumption in China from 2009 to 2015. The new proposed PCMACP model shows more reliable and accurate results: its Mean Absolute Percentage Error (MAPE) is less than those of any previous models within the investigated range. According to the PCMACP model, the average annual growth rate will increase for the next 7 years and the amount of natural gas consumption will reach 171600 million cubic meters in 2015 in China.
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.
基金The National Key Research and Development Program of China under contract No.2017YFC1404201the NSFCShandong Joint Fund for Marine Science Research Centers under contract No.U1606405+1 种基金the SOA Program on Global Change and AirSea Interactions under contract Nos GASI-IPOVAI-03 and GASI-IPOVAI-02the National Natural Science Foundation of China under contract Nos 41606040,41876029,41776016,41706035 and 41606036
文摘A 72-h fine-resolution atmosphere-wave-ocean coupled forecasting system was developed for the South China Sea and its adjacent seas. The forecasting model domain covers from from 15°S to 45°N in latitude and 99°E to135°E in longitude including the Bohai Sea, the Yellow Sea, the East China Sea, the South China Sea and the Indonesian seas. To get precise initial conditions for the coupled forecasting model, the forecasting system conducts a 24-h hindcast simulation with data assimilation before forecasting. The Ensemble Adjustment Kalman Filter(EAKF) data assimilation method was adopted for the wave model MASNUM with assimilating Jason-2 significant wave height(SWH) data. The EAKF data assimilation method was also introduced to the ROMS model with assimilating sea surface temperature(SST), mean absolute dynamic topography(MADT) and Argo profiles data. To improve simulation of the structure of temperature and salinity, the vertical mixing scheme of the ocean model was improved by considering the surface wave induced vertical mixing and internal wave induced vertical mixing. The wave and current models were integrated from January 2014 to October 2015 driven by the ECMWF reanalysis 6 hourly mean dataset with data assimilation. Then the coupled atmosphere-wave-ocean forecasting system was carried out 14 months operational running since November 2015. The forecasting outputs include atmospheric forecast products, wave forecast products and ocean forecast products. A series of observation data are used to evaluate the coupled forecasting results, including the wind, SHW, ocean temperature and velocity.The forecasting results are in good agreement with observation data. The prediction practice for more than one year indicates that the coupled forecasting system performs stably and predict relatively accurate, which can support the shipping safety, the fisheries and the oil exploitation.
文摘The authors make an endeavor to explain why a new hybrid wave model is here proposed when several such models have already been in operation and the so- called third generation wave modej is proving attractive. This part of the paper is devoted to the wind wave model. Both deep and shallow water models have been developed, the former being actually a special case of the latter when water depth is great. The deep water model is exceptionally simple in form. Significant wave height is the only prognostic variable. In comparison with the usual methods to compute the energy input and dissipations empirically or by 'tuning', the proposed model has the merit that the effects of all source terms are combined into one term which is computed through empirical growth relations for significant waves, these relations being, relatively speaking, easier and more reliable to obtain than those for the source terms in the spectral energy balance equation. The discrete part of the model and the implementation of the model as a whole will be discussed in the second part of the present paper.
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In first paper of articles, the physical and calculating schemes of the water-bearing numerical model are described. The model is developed by bearing all species of hydrometeors in a conventional numerical model in which the dynamic framework of hydrostatic equilibrium is taken. The main contributions are: the mixing ratios of all species of hydrometeors are added as the prognostic variables of model, the prognostic equations of these hydrometeors are introduced, the cloud physical framework is specially designed, some technical measures are used to resolve a series of physical, mathematical and computational problems arising from water-bearing; and so on. The various problems (in such aspects as the designs of physical and calculating schemes and the composition of computational programme) which are exposed in feasibility test, in sensibility test, and especially in operational forecasting experiments are successfully resolved using a lot of technical measures having been developed from researches and tests. Finally, the operational forecasting running of the water-bearing numerical model and its forecasting system is realized stably and reliably, and the fine forecasts are obtained. All of these mentioned above will be described in second paper.
基金financially supported by the State EconomicTrade Commission of China (No.OIBK-098-02-07)
文摘A nozzle clogging online forecasting model based on hydrodynamics engineering was developed, in which the actual flow rate was calculated from the mold width, thickness, and casting speed. There is a linear relationship between the theoretical flow rate and the slide gate opening ratio as the molten steel level, argon flow rate, and the top slag weight are kept constant, and the relationship can be obtained by regression of the data collected at the beginning of the first heat in each casting sequence when the nozzle clogging does not occur. Then, during the casting, the theoretical flow rate can be calculated at intervals of one second. Comparing the theoretical flow rate with the actual flow rate, the online nozzle clogging ratio can be obtained at intervals of one second. The computer model based on the conception of the nozzle clogging ratio can display the degree of the nozzle clogging intuitively.
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).
基金Ministry of Science and Technology of China(2017YFC1501406)National Key Research and Development Plan Program of China(2017YFA0604500)CMA Youth Founding Program(Q201706&NWPC-QNJJ-201702)
文摘The basic structure and cloud features of Typhoon Nida(2016) are simulated using a new microphysics scheme(Liuma) within the Weather Research and Forecasting(WRF) model. Typhoon characteristics simulated with the Liuma microphysics scheme are compared with observations and those simulated with a commonly-used microphysics scheme(WSM6). Results show that using different microphysics schemes does not significantly alter the track of the typhoon but does significantly affect the intensity and the cloud structure of the typhoon. Results also show that the vertical distribution of cloud hydrometeors and the horizontal distribution of peripheral rainband are affected by the microphysics scheme. The mixing ratios of rain water and graupel correlate highly with the vertical velocity component and equivalent potential temperature at the typhoon eye-wall region. According to the simulation with WSM 6 scheme,it is likely that the very low typhoon central pressure results from the positive feedback between hydrometeors and typhoon intensity. As the ice-phase hydrometeors are mostly graupel in the Liuma microphysics scheme, further improvement in this aspect is required.
文摘In order to improve the forecasting precision of road accidents, by introducing Markov chains forecasting method, a grey-Markov model for forecasting road accidents is established based on grey forecasting method. The model combines the advantages of both grey forecasting method and Markov chains forecasting method, overcomes the influence of random fluctuation data on forecasting precision and widens the application scope of the grey forecasting. An application example is conducted to evaluate the grey-Markov model, which shows that the precision of the grey-Markov model is better than that of grey model in forecasting road accidents.