Search results for: Rainfall Forecasting
271 Validation and Selection between Machine Learning Technique and Traditional Methods to Reduce Bullwhip Effects: a Data Mining Approach
Authors: Hamid R. S. Mojaveri, Seyed S. Mousavi, Mojtaba Heydar, Ahmad Aminian
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The aim of this paper is to present a methodology in three steps to forecast supply chain demand. In first step, various data mining techniques are applied in order to prepare data for entering into forecasting models. In second step, the modeling step, an artificial neural network and support vector machine is presented after defining Mean Absolute Percentage Error index for measuring error. The structure of artificial neural network is selected based on previous researchers' results and in this article the accuracy of network is increased by using sensitivity analysis. The best forecast for classical forecasting methods (Moving Average, Exponential Smoothing, and Exponential Smoothing with Trend) is resulted based on prepared data and this forecast is compared with result of support vector machine and proposed artificial neural network. The results show that artificial neural network can forecast more precisely in comparison with other methods. Finally, forecasting methods' stability is analyzed by using raw data and even the effectiveness of clustering analysis is measured.Keywords: Artificial Neural Networks (ANN), bullwhip effect, demand forecasting, Support Vector Machine (SVM).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2010270 Forecasting 24-Hour Ahead Electricity Load Using Time Series Models
Authors: Ramin Vafadary, Maryam Khanbaghi
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Forecasting electricity load is important for various purposes like planning, operation and control. Forecasts can save operating and maintenance costs, increase the reliability of power supply and delivery systems, and correct decisions for future development. This paper compares various time series methods to forecast 24 hours ahead of electricity load. The methods considered are the Holt-Winters smoothing, SARIMA Modeling, LSTM Network, Fbprophet and Tensorflow probability. The performance of each method is evaluated by using the forecasting accuracy criteria namely, the Mean Absolute Error and Root Mean Square Error. The National Renewable Energy Laboratory (NREL) residential energy consumption data are used to train the models. The results of this study show that SARIMA model is superior to the others for 24 hours ahead forecasts. Furthermore, a Bagging technique is used to make the predictions more robust. The obtained results show that by Bagging multiple time-series forecasts we can improve the robustness of the models for 24 hour ahead electricity load forecasting.
Keywords: Bagging, Fbprophet, Holt-Winters, LSTM, Load Forecast, SARIMA, tensorflow probability, time series.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 483269 Simulation of Population Dynamics of Aedes aegypti using Climate Dependent Model
Authors: Nuraini Yusoff, Harun Budin, Salemah Ismail
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A climate dependent model is proposed to simulate the population of Aedes aegypti mosquito. In developing the model, average temperature of Shah Alam, Malaysia was used to determine the development rate of each stage of the life cycle of mosquito. Rainfall dependent function was proposed to simulate the hatching rate of the eggs under several assumptions. The proposed transition matrix was obtained and used to simulate the population of eggs, larvae, pupae and adults mosquito. It was found that the peak of mosquito abundance comes during a relatively dry period following a heavy rainfall. In addition, lag time between the peaks of mosquito abundance and dengue fever cases in Shah Alam was estimated.Keywords: simulation, Aedes aegypti, Lefkovitch matrix, rainfall dependent model, Shah Alam
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2487268 Intelligent Neural Network Based STLF
Authors: H. Shayeghi, H. A. Shayanfar, G. Azimi
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Short-Term Load Forecasting (STLF) plays an important role for the economic and secure operation of power systems. In this paper, Continuous Genetic Algorithm (CGA) is employed to evolve the optimum large neural networks structure and connecting weights for one-day ahead electric load forecasting problem. This study describes the process of developing three layer feed-forward large neural networks for load forecasting and then presents a heuristic search algorithm for performing an important task of this process, i.e. optimal networks structure design. The proposed method is applied to STLF of the local utility. Data are clustered due to the differences in their characteristics. Special days are extracted from the normal training sets and handled separately. In this way, a solution is provided for all load types, including working days and weekends and special days. We find good performance for the large neural networks. The proposed methodology gives lower percent errors all the time. Thus, it can be applied to automatically design an optimal load forecaster based on historical data.
Keywords: Feed-forward Large Neural Network, Short-TermLoad Forecasting, Continuous Genetic Algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1830267 Forecasting Models for Steel Demand Uncertainty Using Bayesian Methods
Authors: Watcharin Sangma, Onsiri Chanmuang, Pitsanu Tongkhow
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A forecasting model for steel demand uncertainty in Thailand is proposed. It consists of trend, autocorrelation, and outliers in a hierarchical Bayesian frame work. The proposed model uses a cumulative Weibull distribution function, latent first-order autocorrelation, and binary selection, to account for trend, time-varying autocorrelation, and outliers, respectively. The Gibbs sampling Markov Chain Monte Carlo (MCMC) is used for parameter estimation. The proposed model is applied to steel demand index data in Thailand. The root mean square error (RMSE), mean absolute percentage error (MAPE), and mean absolute error (MAE) criteria are used for model comparison. The study reveals that the proposed model is more appropriate than the exponential smoothing method.
Keywords: Forecasting model, Steel demand uncertainty, Hierarchical Bayesian framework, Exponential smoothing method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2535266 Evaluation of the IMERG Product Performance at Estimating the Rainfall Properties in a Semi-Arid Region of Mexico
Authors: Eric Muñoz de la Torre, Julián González Trinidad, Efrén González Ramírez
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Rain varies greatly in its duration, intensity, and spatial coverage, it is important to have sub-daily rainfall data for various applications, including risk prevention, however, the ground measurements are limited by the low and irregular density of rain gauges. An alternative to this problem is the Satellite Precipitation Products (SPPs) that use passive microwave and infrared sensors to estimate rainfall, as IMERG, however, these SPPs have to be validated before their application. The aim of this study is to evaluate the performance of the IMERG: Integrated Multi-satellitE Retrievals for Global Precipitation Measurement final run V06B SPP in a semi-arid region of Mexico, using four rain gauges sub-daily data of October 2019 and June to September 2021, using the Minimum inter-event Time (MIT) criterion to separate unique rain events with a dry period of 10 hrs for the purpose of evaluating the rainfall properties (depth, duration and intensity). Point to pixel analysis, continuous, categorical, and volumetric statistical metrics were used. Results show that IMERG is capable to estimate the rainfall depth with a slight overestimation but is unable to identify the real duration and intensity of the rain events, showing moderate overestimations and underestimations, respectively. The study zone presented 80 to 85% of convective rain events, the rest were stratiform rain events, classified by the depth magnitude variation of IMERG pixels and rain gauges. IMERG showed poorer performance at detecting the first ones but had a good performance at estimating stratiform rain events that are originated by Cold Fronts.
Keywords: IMERG, rainfall, rain gauge, remote sensing, statistical evaluation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 79265 Forecasting Stock Price Manipulation in Capital Market
Authors: F. Rahnamay Roodposhti, M. Falah Shams, H. Kordlouie
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The aim of the article is extending and developing econometrics and network structure based methods which are able to distinguish price manipulation in Tehran stock exchange. The principal goal of the present study is to offer model for approximating price manipulation in Tehran stock exchange. In order to do so by applying separation method a sample consisting of 397 companies accepted at Tehran stock exchange were selected and information related to their price and volume of trades during years 2001 until 2009 were collected and then through performing runs test, skewness test and duration correlative test the selected companies were divided into 2 sets of manipulated and non manipulated companies. In the next stage by investigating cumulative return process and volume of trades in manipulated companies, the date of starting price manipulation was specified and in this way the logit model, artificial neural network, multiple discriminant analysis and by using information related to size of company, clarity of information, ratio of P/E and liquidity of stock one year prior price manipulation; a model for forecasting price manipulation of stocks of companies present in Tehran stock exchange were designed. At the end the power of forecasting models were studied by using data of test set. Whereas the power of forecasting logit model for test set was 92.1%, for artificial neural network was 94.1% and multi audit analysis model was 90.2%; therefore all of the 3 aforesaid models has high power to forecast price manipulation and there is no considerable difference among forecasting power of these 3 models.Keywords: Price Manipulation, Liquidity, Size of Company, Floating Stock, Information Clarity
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2853264 Levenberg-Marquardt Algorithm for Karachi Stock Exchange Share Rates Forecasting
Authors: Syed Muhammad Aqil Burney, Tahseen Ahmed Jilani, C. Ardil
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Financial forecasting is an example of signal processing problems. A number of ways to train/learn the network are available. We have used Levenberg-Marquardt algorithm for error back-propagation for weight adjustment. Pre-processing of data has reduced much of the variation at large scale to small scale, reducing the variation of training data.
Keywords: Gradient descent method, jacobian matrix.Levenberg-Marquardt algorithm, quadratic error surfaces,
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2474263 An Autonomous Collaborative Forecasting System Implementation – The First Step towards Successful CPFR System
Authors: Chi-Fang Huang, Yun-Shiow Chen, Yun-Kung Chung
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In the past decade, artificial neural networks (ANNs) have been regarded as an instrument for problem-solving and decision-making; indeed, they have already done with a substantial efficiency and effectiveness improvement in industries and businesses. In this paper, the Back-Propagation neural Networks (BPNs) will be modulated to demonstrate the performance of the collaborative forecasting (CF) function of a Collaborative Planning, Forecasting and Replenishment (CPFR®) system. CPFR functions the balance between the sufficient product supply and the necessary customer demand in a Supply and Demand Chain (SDC). Several classical standard BPN will be grouped, collaborated and exploited for the easy implementation of the proposed modular ANN framework based on the topology of a SDC. Each individual BPN is applied as a modular tool to perform the task of forecasting SKUs (Stock-Keeping Units) levels that are managed and supervised at a POS (point of sale), a wholesaler, and a manufacturer in an SDC. The proposed modular BPN-based CF system will be exemplified and experimentally verified using lots of datasets of the simulated SDC. The experimental results showed that a complex CF problem can be divided into a group of simpler sub-problems based on the single independent trading partners distributed over SDC, and its SKU forecasting accuracy was satisfied when the system forecasted values compared to the original simulated SDC data. The primary task of implementing an autonomous CF involves the study of supervised ANN learning methodology which aims at making “knowledgeable" decision for the best SKU sales plan and stocks management.Keywords: CPFR, artificial neural networks, global logistics, supply and demand chain.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1993262 WEMax: Virtual Manned Assembly Line Generation
Authors: Won Kyung Ham, Kang Hoon Cho, Yongho Chung, Sang C. Park
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Presented in this paper is a framework of a software ‘WEMax’. The WEMax is invented for analysis and simulation for manned assembly lines to sustain and improve performance of manufacturing systems. In a manufacturing system, performance, such as productivity, is a key of competitiveness for output products. However, the manned assembly lines are difficult to forecast performance, because human labors are not expectable factors by computer simulation models or mathematical models. Existing approaches to performance forecasting of the manned assembly lines are limited to matters of the human itself, such as ergonomic and workload design, and non-human-factor-relevant simulation. Consequently, an approach for the forecasting and improvement of manned assembly line performance is needed to research. As a solution of the current problem, this study proposes a framework that is for generation and simulation of virtual manned assembly lines, and the framework has been implemented as a software.
Keywords: Performance Forecasting, Simulation, Virtual Manned Assembly Line.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1898261 VaR Forecasting in Times of Increased Volatility
Authors: Ivo Jánský, Milan Rippel
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The paper evaluates several hundred one-day-ahead VaR forecasting models in the time period between the years 2004 and 2009 on data from six world stock indices - DJI, GSPC, IXIC, FTSE, GDAXI and N225. The models model mean using the ARMA processes with up to two lags and variance with one of GARCH, EGARCH or TARCH processes with up to two lags. The models are estimated on the data from the in-sample period and their forecasting accuracy is evaluated on the out-of-sample data, which are more volatile. The main aim of the paper is to test whether a model estimated on data with lower volatility can be used in periods with higher volatility. The evaluation is based on the conditional coverage test and is performed on each stock index separately. The primary result of the paper is that the volatility is best modelled using a GARCH process and that an ARMA process pattern cannot be found in analyzed time series.Keywords: VaR, risk analysis, conditional volatility, garch, egarch, tarch, moving average process, autoregressive process
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1429260 The Role of Business Survey Measures in Forecasting Croatian Industrial Production
Authors: M. Cizmesija, N. Erjavec, V. Bahovec
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While the European Union (EU) harmonized methodology is a benchmark of worldwide used business survey (BS) methodology, the choice of variables that are components of the confidence indicators, as the leading indicators, is not strictly determined and unique. Therefore, the aim of this paper is to investigate and to quantify the relationship between all business survey variables in manufacturing industry and industrial production as a reference macroeconomic series in Croatia. The assumption is that there are variables in the business survey, that are not components of Industrial Confidence Indicator (ICI) and which can accurately (and sometimes better then ICI) predict changes in Croatian industrial production. Empirical analyses are conducted using quarterly data of BS variables in manufacturing industry and Croatian industrial production over the period from the first quarter 2005 to the first quarter 2013. Research results confirmed the assumption: three BS variables which is not components of ICI (competitive position, demand and liquidity) are the best leading indicator then ICI, in forecasting changes in Croatian industrial production instantaneously, with one, two or three quarter ahead.
Keywords: Balance, Business Survey, Confidence Indicators, Industrial Production, Forecasting.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1921259 Analysis of Precipitation Time Series of Urban Centers of Northeastern Brazil using Wavelet Transform
Authors: Celso A. G. Santos, Paula K. M. M. Freire
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The urban centers within northeastern Brazil are mainly influenced by the intense rainfalls, which can occur after long periods of drought, when flood events can be observed during such events. Thus, this paper aims to study the rainfall frequencies in such region through the wavelet transform. An application of wavelet analysis is done with long time series of the total monthly rainfall amount at the capital cities of northeastern Brazil. The main frequency components in the time series are studied by the global wavelet spectrum and the modulation in separated periodicity bands were done in order to extract additional information, e.g., the 8 and 16 months band was examined by an average of all scales, giving a measure of the average annual variance versus time, where the periods with low or high variance could be identified. The important increases were identified in the average variance for some periods, e.g. 1947 to 1952 at Teresina city, which can be considered as high wet periods. Although, the precipitation in those sites showed similar global wavelet spectra, the wavelet spectra revealed particular features. This study can be considered an important tool for time series analysis, which can help the studies concerning flood control, mainly when they are applied together with rainfall-runoff simulations.Keywords: rainfall data, urban center, wavelet transform.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2447258 Prediction of Research Topics Using Ensemble of Best Predictors from Similar Dataset
Authors: Indra Budi, Rizal Fathoni Aji, Agus Widodo
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Prediction of future research topics by using time series analysis either statistical or machine learning has been conducted previously by several researchers. Several methods have been proposed to combine the forecasting results into single forecast. These methods use fixed combination of individual forecast to get the final forecast result. In this paper, quite different approach is employed to select the forecasting methods, in which every point to forecast is calculated by using the best methods used by similar validation dataset. The dataset used in the experiment is time series derived from research report in Garuda, which is an online sites belongs to the Ministry of Education in Indonesia, over the past 20 years. The experimental result demonstrates that the proposed method may perform better compared to the fix combination of predictors. In addition, based on the prediction result, we can forecast emerging research topics for the next few years.
Keywords: Combination, emerging topics, ensemble, forecasting, machine learning, prediction, research topics, similarity measure, time series.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2125257 Probabilistic Model Development for Project Performance Forecasting
Authors: Milad Eghtedari Naeini, Gholamreza Heravi
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In this paper, based on the past project cost and time performance, a model for forecasting project cost performance is developed. This study presents a probabilistic project control concept to assure an acceptable forecast of project cost performance. In this concept project activities are classified into sub-groups entitled control accounts. Then obtain the Stochastic S-Curve (SS-Curve), for each sub-group and the project SS-Curve is obtained by summing sub-groups- SS-Curves. In this model, project cost uncertainties are considered through Beta distribution functions of the project activities costs required to complete the project at every selected time sections through project accomplishment, which are extracted from a variety of sources. Based on this model, after a percentage of the project progress, the project performance is measured via Earned Value Management to adjust the primary cost probability distribution functions. Then, accordingly the future project cost performance is predicted by using the Monte-Carlo simulation method.Keywords: Monte Carlo method, Probabilistic model, Project forecasting, Stochastic S-curve
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2715256 Development of a Wind Resource Assessment Framework Using Weather Research and Forecasting (WRF) Model, Python Scripting and Geographic Information Systems
Authors: Jerome T. Tolentino, Ma. Victoria Rejuso, Jara Kaye Villanueva, Loureal Camille Inocencio, Ma. Rosario Concepcion O. Ang
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Wind energy is rapidly emerging as the primary source of electricity in the Philippines, although developing an accurate wind resource model is difficult. In this study, Weather Research and Forecasting (WRF) Model, an open source mesoscale Numerical Weather Prediction (NWP) model, was used to produce a 1-year atmospheric simulation with 4 km resolution on the Ilocos Region of the Philippines. The WRF output (netCDF) extracts the annual mean wind speed data using a Python-based Graphical User Interface. Lastly, wind resource assessment was produced using a GIS software. Results of the study showed that it is more flexible to use Python scripts than using other post-processing tools in dealing with netCDF files. Using WRF Model, Python, and Geographic Information Systems, a reliable wind resource map is produced.Keywords: Wind resource assessment, Weather Research and Forecasting (WRF) Model, python, GIS software.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2396255 Replacement of Power Transformers basis on Diagnostic Results and Load Forecasting
Authors: G. Gavrilovs, O. Borscevskis
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This paper describes interconnection between technical and economical making decision. The reason of this dealing could be different: poor technical condition, change of substation (electrical network) regime, power transformer owner budget deficit and increasing of tariff on electricity. Establishing of recommended practice as well as to give general advice and guidance in economical sector, testing, diagnostic power transformers to establish its conditions, identify problems and provide potential remedies.Keywords: Diagnostic results, load forecasting, power supplysystem, replacement of power transformer.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2066254 Technological Forecasting on Phytotherapics Development in Brazil
Authors: Simões, Evelyne Rolim Braun, Marques, Lana Grasiela Alves, Soares, Bruno Marques Pinheiro, Daniel Pascoalino, Santos, Maria Rita Morais Chaves, Pessoa, Claudia
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The prospective analysis is presented as an important tool to identify the most relevant opportunities and needs in research and development from planned interventions in innovation systems. This study chose Phyllanthus niruri, known as "stone break" to describe the knowledge about the specie, by using biotechnological forecasting through the software Vantage Point. It can be seen a considerable increase in studies on Phyllanthus niruri in recent years and that there are patents about this plant since twenty-five years ago. India was the country that most carried out research on the specie, showing interest, mainly in studies of hepatoprotection, antioxidant and anti-cancer activities. Brazil is in the second place, with special interest for anti-tumor studies. Given the identification of the Brazilian groups that exploit the species it is possible to mediate partnerships and cooperation aiming to help on the implementing of the Program of Herbal medicines (phytotherapics) in Brazil.
Keywords: Phyllanthus niruri, phytotherapics, technological forecasting.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2216253 Genetic Programming: Principles, Applications and Opportunities for Hydrological Modelling
Authors: Oluwaseun K. Oyebode, Josiah A. Adeyemo
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Hydrological modelling plays a crucial role in the planning and management of water resources, most especially in water stressed regions where the need to effectively manage the available water resources is of critical importance. However, due to the complex, nonlinear and dynamic behaviour of hydro-climatic interactions, achieving reliable modelling of water resource systems and accurate projection of hydrological parameters are extremely challenging. Although a significant number of modelling techniques (process-based and data-driven) have been developed and adopted in that regard, the field of hydrological modelling is still considered as one that has sluggishly progressed over the past decades. This is majorly as a result of the identification of some degree of uncertainty in the methodologies and results of techniques adopted. In recent times, evolutionary computation (EC) techniques have been developed and introduced in response to the search for efficient and reliable means of providing accurate solutions to hydrological related problems. This paper presents a comprehensive review of the underlying principles, methodological needs and applications of a promising evolutionary computation modelling technique – genetic programming (GP). It examines the specific characteristics of the technique which makes it suitable to solving hydrological modelling problems. It discusses the opportunities inherent in the application of GP in water related-studies such as rainfall estimation, rainfall-runoff modelling, streamflow forecasting, sediment transport modelling, water quality modelling and groundwater modelling among others. Furthermore, the means by which such opportunities could be harnessed in the near future are discussed. In all, a case for total embracement of GP and its variants in hydrological modelling studies is made so as to put in place strategies that would translate into achieving meaningful progress as it relates to modelling of water resource systems, and also positively influence decision-making by relevant stakeholders.
Keywords: Computational modelling, evolutionary algorithms, genetic programming, hydrological modelling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3329252 STLF Based on Optimized Neural Network Using PSO
Authors: H. Shayeghi, H. A. Shayanfar, G. Azimi
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The quality of short term load forecasting can improve the efficiency of planning and operation of electric utilities. Artificial Neural Networks (ANNs) are employed for nonlinear short term load forecasting owing to their powerful nonlinear mapping capabilities. At present, there is no systematic methodology for optimal design and training of an artificial neural network. One has often to resort to the trial and error approach. This paper describes the process of developing three layer feed-forward large neural networks for short-term load forecasting and then presents a heuristic search algorithm for performing an important task of this process, i.e. optimal networks structure design. Particle Swarm Optimization (PSO) is used to develop the optimum large neural network structure and connecting weights for one-day ahead electric load forecasting problem. PSO is a novel random optimization method based on swarm intelligence, which has more powerful ability of global optimization. Employing PSO algorithms on the design and training of ANNs allows the ANN architecture and parameters to be easily optimized. The proposed method is applied to STLF of the local utility. Data are clustered due to the differences in their characteristics. Special days are extracted from the normal training sets and handled separately. In this way, a solution is provided for all load types, including working days and weekends and special days. The experimental results show that the proposed method optimized by PSO can quicken the learning speed of the network and improve the forecasting precision compared with the conventional Back Propagation (BP) method. Moreover, it is not only simple to calculate, but also practical and effective. Also, it provides a greater degree of accuracy in many cases and gives lower percent errors all the time for STLF problem compared to BP method. Thus, it can be applied to automatically design an optimal load forecaster based on historical data.
Keywords: Large Neural Network, Short-Term Load Forecasting, Particle Swarm Optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2224251 The Hyperbolic Smoothing Approach for Automatic Calibration of Rainfall-Runoff Models
Authors: Adilson Elias Xavier, Otto Corrêa Rotunno Filho, Paulo Canedo de Magalhães
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This paper addresses the issue of automatic parameter estimation in conceptual rainfall-runoff (CRR) models. Due to threshold structures commonly occurring in CRR models, the associated mathematical optimization problems have the significant characteristic of being strongly non-differentiable. In order to face this enormous task, the resolution method proposed adopts a smoothing strategy using a special C∞ differentiable class function. The final estimation solution is obtained by solving a sequence of differentiable subproblems which gradually approach the original conceptual problem. The use of this technique, called Hyperbolic Smoothing Method (HSM), makes possible the application of the most powerful minimization algorithms, and also allows for the main difficulties presented by the original CRR problem to be overcome. A set of computational experiments is presented for the purpose of illustrating both the reliability and the efficiency of the proposed approach.
Keywords: Rainfall-runoff models, optimization procedure, automatic parameter calibration, hyperbolic smoothing method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 408250 Leaching of Mineral Nitrogen and Phosphate from Rhizosphere Soil Stressed by Drought and Intensive Rainfall
Authors: J. Elbl, J. K. Friedel, J. Záhora, L. Plošek, A. Kintl, J. Přichystalová, J. Hynšt, L. Dostálová, K. Zákoutská
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This work presents the first results from the long-term experiment, which is focused on the impact of intensive rainfall and long period of drought on microbial activities in soil. Fifteen lysimeters were prepared in the area of our interest. This area is a protection zone of underground source of drinking water. These lysimeters were filed with topsoil and subsoil collected in this area and divided into two groups. These groups differ in fertilization and amount of water received during the growing season. Amount of microbial biomass and leaching of mineral nitrogen and phosphates were chosen as main indicators of microbial activities in soil. Content of mineral nitrogen and phosphates was measured in soil solution, which was collected from each lysimeters. Amount of microbial biomass was determined in soil samples that were taken from the lysimeters before and after the long period of drought and intensive rainfall.
Keywords: Mineral nitrogen, Phosphates, Microbial activities, Drought, Precipitation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2144249 Forecasting the Istanbul Stock Exchange National 100 Index Using an Artificial Neural Network
Authors: Birol Yildiz, Abdullah Yalama, Metin Coskun
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Many studies have shown that Artificial Neural Networks (ANN) have been widely used for forecasting financial markets, because of many financial and economic variables are nonlinear, and an ANN can model flexible linear or non-linear relationship among variables. The purpose of the study was to employ an ANN models to predict the direction of the Istanbul Stock Exchange National 100 Indices (ISE National-100). As a result of this study, the model forecast the direction of the ISE National-100 to an accuracy of 74, 51%.Keywords: Artificial Neural Networks, Istanbul StockExchange, Non-linear Modeling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2239248 A Practical Approach for Electricity Load Forecasting
Authors: T. Rashid, T. Kechadi
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This paper is a continuation of our daily energy peak load forecasting approach using our modified network which is part of the recurrent networks family and is called feed forward and feed back multi context artificial neural network (FFFB-MCANN). The inputs to the network were exogenous variables such as the previous and current change in the weather components, the previous and current status of the day and endogenous variables such as the past change in the loads. Endogenous variable such as the current change in the loads were used on the network output. Experiment shows that using endogenous and exogenous variables as inputs to the FFFBMCANN rather than either exogenous or endogenous variables as inputs to the same network produces better results. Experiments show that using the change in variables such as weather components and the change in the past load as inputs to the FFFB-MCANN rather than the absolute values for the weather components and past load as inputs to the same network has a dramatic impact and produce better accuracy.
Keywords: Daily peak load forecasting, feed forward and feedback multi-context neural network.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1854247 Analysis of Meteorological Drought Using Standardized Precipitation Index – A Case Study of Puruliya District, West Bengal, India
Authors: Moumita Palchaudhuri, Sujata Biswas
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Drought is universally acknowledged as a phenomenon associated with scarcity of water. The Standardized Precipitation Index (SPI) expresses the actual rainfall as standardized departure from rainfall probability distribution function. In this study severity and spatial pattern of meteorological drought was analyzed in the Puruliya District, West Bengal, India using multi-temporal SPI. Daily gridded data for the period 1971-2005 from 4 rainfall stations surrounding the study area were collected from IMD, Pune, and used in the analysis. Geographic Information System (GIS) was used to generate drought severity maps for the different time scales and months of the year. Temporal SPI graphs show that the maximum SPI value (extreme drought) occurs in station 3 in the year 1993. Mild and moderate droughts occur in the central portion of the study area. Severe and extreme droughts were mostly found in the northeast, northwest and the southwest part of the region.
Keywords: Standardized Precipitation Index, Meteorological Drought, Geographical Information System, Drought severity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4949246 Forecasting Tala-AUD and Tala-USD Exchange Rates with ANN
Authors: Shamsuddin Ahmed, M. G. M. Khan, Biman Prasad, Avlin Prasad
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The focus of this paper is to construct daily time series exchange rate forecast models of Samoan Tala/USD and Tala/AUD during the year 2008 to 2012 with neural network The performance of the models was measured by using varies error functions such as Root Square mean error (RSME), Mean absolute error (MAE), and Mean absolute percentage error (MAPE). Our empirical findings suggest that AR (1) model is an effective tool to forecast the Tala/USD and Tala/AUD.Keywords: Neural Network Forecasting Model, Autoregressive time series, Exchange rate, Tala/AUD, winters model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2433245 Meteorological Data Study and Forecasting Using Particle Swarm Optimization Algorithm
Authors: S. Esfandeh, M. Sedighizadeh
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Weather systems use enormously complex combinations of numerical tools for study and forecasting. Unfortunately, due to phenomena in the world climate, such as the greenhouse effect, classical models may become insufficient mostly because they lack adaptation. Therefore, the weather forecast problem is matched for heuristic approaches, such as Evolutionary Algorithms. Experimentation with heuristic methods like Particle Swarm Optimization (PSO) algorithm can lead to the development of new insights or promising models that can be fine tuned with more focused techniques. This paper describes a PSO approach for analysis and prediction of data and provides experimental results of the aforementioned method on realworld meteorological time series.Keywords: Weather, Climate, PSO, Prediction, Meteorological
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2076244 Development of Map of Gridded Basin Flash Flood Potential Index: GBFFPI Map of QuangNam, QuangNgai, DaNang, Hue Provinces
Authors: Le Xuan Cau
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Flash flood is occurred in short time rainfall interval: from 1 hour to 12 hours in small and medium basins. Flash floods typically have two characteristics: large water flow and big flow velocity. Flash flood is occurred at hill valley site (strip of lowland of terrain) in a catchment with large enough distribution area, steep basin slope, and heavy rainfall. The risk of flash floods is determined through Gridded Basin Flash Flood Potential Index (GBFFPI). Flash Flood Potential Index (FFPI) is determined through terrain slope flash flood index, soil erosion flash flood index, land cover flash floods index, land use flash flood index, rainfall flash flood index. Determining GBFFPI, each cell in a map can be considered as outlet of a water accumulation basin. GBFFPI of the cell is determined as basin average value of FFPI of the corresponding water accumulation basin. Based on GIS, a tool is developed to compute GBFFPI using ArcObjects SDK for .NET. The maps of GBFFPI are built in two types: GBFFPI including rainfall flash flood index (real time flash flood warning) or GBFFPI excluding rainfall flash flood index. GBFFPI Tool can be used to determine a high flash flood potential site in a large region as quick as possible. The GBFFPI is improved from conventional FFPI. The advantage of GBFFPI is that GBFFPI is taking into account the basin response (interaction of cells) and determines more true flash flood site (strip of lowland of terrain) while conventional FFPI is taking into account single cell and does not consider the interaction between cells. The GBFFPI Map of QuangNam, QuangNgai, DaNang, Hue is built and exported to Google Earth. The obtained map proves scientific basis of GBFFPI.Keywords: ArcObjects SDK for .NET, Basin average value of FFPI, Gridded basin flash flood potential index, GBFFPI map.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1923243 Auto-regressive Recurrent Neural Network Approach for Electricity Load Forecasting
Authors: Tarik Rashid, B. Q. Huang, M-T. Kechadi, B. Gleeson
Abstract:
this paper presents an auto-regressive network called the Auto-Regressive Multi-Context Recurrent Neural Network (ARMCRN), which forecasts the daily peak load for two large power plant systems. The auto-regressive network is a combination of both recurrent and non-recurrent networks. Weather component variables are the key elements in forecasting because any change in these variables affects the demand of energy load. So the AR-MCRN is used to learn the relationship between past, previous, and future exogenous and endogenous variables. Experimental results show that using the change in weather components and the change that occurred in past load as inputs to the AR-MCRN, rather than the basic weather parameters and past load itself as inputs to the same network, produce higher accuracy of predicted load. Experimental results also show that using exogenous and endogenous variables as inputs is better than using only the exogenous variables as inputs to the network.
Keywords: Daily peak load forecasting, neural networks, recurrent neural networks, auto regressive multi-context neural network.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2543242 Investigation of Some Technical Indexes inStock Forecasting Using Neural Networks
Authors: Myungsook Klassen
Abstract:
Training neural networks to capture an intrinsic property of a large volume of high dimensional data is a difficult task, as the training process is computationally expensive. Input attributes should be carefully selected to keep the dimensionality of input vectors relatively small. Technical indexes commonly used for stock market prediction using neural networks are investigated to determine its effectiveness as inputs. The feed forward neural network of Levenberg-Marquardt algorithm is applied to perform one step ahead forecasting of NASDAQ and Dow stock prices.Keywords: Stock Market Prediction, Neural Networks, Levenberg-Marquadt Algorithm, Technical Indexes
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1947