Search results for: Flood prediction process

Authors: Adnan F. Sheikh, Fayaz A. Mir

Abstract:

After the recent devastating flood in Kashmir in 2014, dredging of the local water bodies, especially Jhelum River has become a priority for the government. Local government under the project name of 'Comprehensive Flood Management Programme' plans to undertake an increase in discharge of existing flood channels by removal of encroachments and acquisition of additional land, dredging and other works of the water bodies. The total quantity of soil to be dredged will be 16.15 lac cumecs. Dredged soil is a major component that would result from the project which requires disposal/utilization. This study analyses the effect of cement and sand on the engineering properties of soil. The tests were conducted with variable additions of sand (10%, 20% and 30%), whereas cement was added at 12%. Samples with following compositions: soil-cement (12%) and soil-sand (30%) were tested as well. Laboratory experiments were conducted to determine the engineering characteristics of soil, i.e., compaction, strength, and CBR characteristics. The strength characteristics of the soil were determined by unconfined compressive strength test and direct shear test. Unconfined compressive strength of the soil was tested immediately and for a curing period of seven days. CBR test was performed for unsoaked, soaked (worst condition- 4 days) and cured (4 days) samples.

Keywords: Comprehensive flood management programme, dredge soil, strength characteristics, flood.

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Authors: Fares Laouacheria, Said Kechida, Moncef Chabi

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The objective of the study was based on the hydrological routing modelling for the continuous monitoring of the hydrological situation in the Moudjar river catchment, especially during floods with Hydrologic Engineering Center–Hydrologic Modelling Systems (HEC-HMS). The HEC-GeoHMS was used to transform data from geographic information system (GIS) to HEC-HMS for delineating and modelling the catchment river in order to estimate the runoff volume, which is used as inputs to the hydrological routing model. Two hydrological routing models were used, namely Muskingum and Muskingum routing models, for conducting this study. In this study, a comparison between the parameters of the Muskingum and Muskingum-Cunge routing models in HEC-HMS was used for modelling flood routing in the Moudjar river catchment and determining the relationship between these parameters and the physical characteristics of the river. The results indicate that the effects of input parameters such as the weighting factor "X" and travel time "K" on the output results are more significant, where the Muskingum routing model was more sensitive to input parameters than the Muskingum-Cunge routing model. This study can contribute to understand and improve the knowledge of the mechanisms of river floods, especially in ungauged river catchments.

Keywords: HEC-HMS, hydrological modelling, Muskingum routing model, Muskingum-Cunge routing model.

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Authors: Rabih Ghostine, Craig Kapfer, Viswanathan Kannan, Ibrahim Hoteit

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Urban flooding resulting from a sudden release of water due to dam-break or excessive rainfall is a serious threatening environment hazard, which causes loss of human life and large economic losses. Anticipating floods before they occur could minimize human and economic losses through the implementation of appropriate protection, provision, and rescue plans. This work reports on the numerical modelling of flash flood propagation in urban areas after an excessive rainfall event or dam-break. A two-dimensional (2D) depth-averaged shallow water model is used with a refined unstructured grid of triangles for representing the urban area topography. The 2D shallow water equations are solved using a second-order well-balanced discontinuous Galerkin scheme. Theoretical test case and three flood events are described to demonstrate the potential benefits of the scheme: (i) wetting and drying in a parabolic basin (ii) flash flood over a physical model of the urbanized Toce River valley in Italy; (iii) wave propagation on the Reyran river valley in consequence of the Malpasset dam-break in 1959 (France); and (iv) dam-break flood in October 1982 at the town of Sumacarcel (Spain). The capability of the scheme is also verified against alternative models. Computational results compare well with recorded data and show that the scheme is at least as efficient as comparable second-order finite volume schemes, with notable efficiency speedup due to parallelization.

Keywords: Flood modeling, dam-break, shallow water equations, Discontinuous Galerkin scheme, MUSCL scheme.

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Authors: Akram Khaleghei Ghosheh Balagh, Viliam Makis

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In this paper, we investigate the residual life prediction problem for a partially observable system subject to two failure modes, namely a catastrophic failure and a failure due to the system degradation. The system is subject to condition monitoring and the degradation process is described by a hidden Markov model with unknown parameters. The parameter estimation procedure based on an EM algorithm is developed and the formulas for the conditional reliability function and the mean residual life are derived, illustrated by a numerical example.

Keywords: Partially observable system, hidden Markov model, competing risks, residual life prediction.

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Authors: N. Z. A. Hamid, M. S. M. Noorani

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This study is focused on the development of prediction models of the Ozone concentration time series. Prediction model is built based on chaotic approach. Firstly, the chaotic nature of the time series is detected by means of phase space plot and the Cao method. Then, the prediction model is built and the local linear approximation method is used for the forecasting purposes. Traditional prediction of autoregressive linear model is also built. Moreover, an improvement in local linear approximation method is also performed. Prediction models are applied to the hourly Ozone time series observed at the benchmark station in Malaysia. Comparison of all models through the calculation of mean absolute error, root mean squared error and correlation coefficient shows that the one with improved prediction method is the best. Thus, chaotic approach is a good approach to be used to develop a prediction model for the Ozone concentration time series.

Keywords: Chaotic approach, phase space, Cao method, local linear approximation method.

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Authors: Hyun-Woo Cho

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Detection of incipient abnormal events is important to improve safety and reliability of machine operations and reduce losses caused by failures. Improper set-ups or aligning of parts often leads to severe problems in many machines. The construction of prediction models for predicting faulty conditions is quite essential in making decisions on when to perform machine maintenance. This paper presents a multivariate calibration monitoring approach based on the statistical analysis of machine measurement data. The calibration model is used to predict two faulty conditions from historical reference data. This approach utilizes genetic algorithms (GA) based variable selection, and we evaluate the predictive performance of several prediction methods using real data. The results shows that the calibration model based on supervised probabilistic principal component analysis (SPPCA) yielded best performance in this work. By adopting a proper variable selection scheme in calibration models, the prediction performance can be improved by excluding non-informative variables from their model building steps.

Keywords: Prediction, operation monitoring, on-line data, nonlinear statistical methods, empirical model.

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Authors: Insung Jung, lockjo Koo, Gi-Nam Wang

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The objective of this paper is to design a model of human vital sign prediction for decreasing prediction error by using two states mapping based time series neural network BP (back-propagation) model. Normally, lot of industries has been applying the neural network model by training them in a supervised manner with the error back-propagation algorithm for time series prediction systems. However, it still has a residual error between real value and prediction output. Therefore, we designed two states of neural network model for compensation of residual error which is possible to use in the prevention of sudden death and metabolic syndrome disease such as hypertension disease and obesity. We found that most of simulations cases were satisfied by the two states mapping based time series prediction model compared to normal BP. In particular, small sample size of times series were more accurate than the standard MLP model. We expect that this algorithm can be available to sudden death prevention and monitoring AGENT system in a ubiquitous homecare environment.

Keywords: Neural network, U-healthcare, prediction, timeseries, computer aided prediction.

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Authors: Sadaf Sahar, Usman Qamar, Sadaf Ayaz

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In the software development lifecycle, the quality prediction techniques hold a prime importance in order to minimize future design errors and expensive maintenance. There are many techniques proposed by various researchers, but with the increasing complexity of the software lifecycle model, it is crucial to develop a flexible system which can cater for the factors which in result have an impact on the quality of the end product. These factors include properties of the software development process and the product along with its operation conditions. In this paper, a neural network (perceptron) based software quality prediction technique is proposed. Using this technique, the stakeholders can predict the quality of the resulting software during the early phases of the lifecycle saving time and resources on future elimination of design errors and costly maintenance. This technique can be brought into practical use using successful training.

Keywords: Software quality, fuzzy logic, perceptron, prediction.

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Authors: Manpreet Singh, Parvinder Singh Sandhu, Reet Kamal Kaur

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Protein structure determination and prediction has been a focal research subject in the field of bioinformatics due to the importance of protein structure in understanding the biological and chemical activities of organisms. The experimental methods used by biotechnologists to determine the structures of proteins demand sophisticated equipment and time. A host of computational methods are developed to predict the location of secondary structure elements in proteins for complementing or creating insights into experimental results. However, prediction accuracies of these methods rarely exceed 70%.

Keywords: Protein, Secondary Structure, Prediction, DNA, RNA.

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Authors: Mohammed T. Hayajneh

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Machining of Metal Matrix Composites (MMCs) is very significant process and has been a main problem that draws many researchers to investigate the characteristics of MMCs during different machining process. The poor machining properties of hard particles reinforced MMCs make drilling process a rather interesting task. Unlike drilling of conventional materials, many problems can be seriously encountered during drilling of MMCs, such as tool wear and cutting forces. Cutting tool wear is a very significant concern in industries. Cutting tool wear not only influences the quality of the drilled hole, but also affects the cutting tool life. Prediction the cutting tool life during drilling is essential for optimizing the cutting conditions. However, the relationship between tool life and cutting conditions, tool geometrical factors and workpiece material properties has not yet been established by any machining theory. In this research work, fuzzy subtractive clustering system has been used to model the cutting tool life in drilling of Al₂O₃ particle reinforced aluminum alloy composite to investigate of the effect of cutting conditions on cutting tool life. This investigation can help in controlling and optimizing of cutting conditions when the process parameters are adjusted. The built model for prediction the tool life is identified by using drill diameter, cutting speed, and cutting feed rate as input data. The validity of the model was confirmed by the examinations under various cutting conditions. Experimental results have shown the efficiency of the model to predict cutting tool life.

Keywords: Composite, fuzzy, tool life, wear.

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Authors: Hy Dang, Bo Mei

Abstract:

The development of machine learning methods and techniques has opened doors for investigation in many areas such as medicines, economics, finance, etc. One active research area involving machine learning is stock market prediction. This research paper tries to consider multiple techniques and methods for stock movement prediction using historical price or price factors. The paper explores the effectiveness of some deep learning frameworks for forecasting stock. Moreover, an architecture (TimeStock) is proposed which takes the representation of time into account apart from the price information itself. Our model achieves a promising result that shows a potential approach for the stock movement prediction problem.

Keywords: Classification, machine learning, time representation, stock prediction.

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Authors: Yu Bin, Zhang Yan

Abstract:

The prediction of transmembrane helical segments (TMHs) in membrane proteins is an important field in the bioinformatics research. In this paper, a method based on discrete wavelet transform (DWT) has been developed to predict the number and location of TMHs in membrane proteins. PDB coded as 1F88 was chosen as an example to describe the prediction of the number and location of TMHs in membrane proteins by using this method. One group of test data sets that contain total 19 protein sequences was utilized to access the effect of this method. Compared with the prediction results of DAS, PRED-TMR2, SOSUI, HMMTOP2.0 and TMHMM2.0, the obtained results indicate that the presented method has higher prediction accuracy.

Keywords: hydrophobicity, membrane protein, transmembranehelical segments, wavelet transform

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Authors: Pongpisit Huyakorn, Chaweewan Denpaiboon, Hidehiko Kanegae

Abstract:

The main aim of this research is to develop a methodology to encourage people's awareness, knowledge and understanding on the participation of flood management for cultural heritage, as the cooperation and interaction among government section, private section, and public section through role-play gaming simulation theory. The format of this research is to develop Role-play gaming simulation from existing documents, game or role-playing from several sources and existing data of the research site. We found that role-play gaming simulation can be implemented to help improving the understanding of the existing problem and the impact of the flood on cultural heritage, and the role-play game can be developed into the tool to improve people's knowledge, understanding and awareness about people's participation for flood management on cultural heritage, moreover the cooperation among the government, private section and public section will be improved through the theory of role-play gaming simulation.

Keywords: Climate change, Role-play gaming simulation, Sustainable development, Public participation, Cultural heritage

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Authors: Seung Hwan Park, Cheng-Sool Park, Jun Seok Kim, Youngji Yoo, Daewoong An, Jun-Geol Baek

Abstract:

Depending on the big data analysis becomes important, yield prediction using data from the semiconductor process is essential. In general, yield prediction and analysis of the causes of the failure are closely related. The purpose of this study is to analyze pattern affects the final test results using a die map based clustering. Many researches have been conducted using die data from the semiconductor test process. However, analysis has limitation as the test data is less directly related to the final test results. Therefore, this study proposes a framework for analysis through clustering using more detailed data than existing die data. This study consists of three phases. In the first phase, die map is created through fail bit data in each sub-area of die. In the second phase, clustering using map data is performed. And the third stage is to find patterns that affect final test result. Finally, the proposed three steps are applied to actual industrial data and experimental results showed the potential field application.

Keywords: Die-Map Clustering, Feature Extraction, Pattern Recognition, Semiconductor Manufacturing Process.

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Authors: Alexander L. Pyayt, Ilya I. Mokhov, Bernhard Lang, Valeria V. Krzhizhanovskaya, Robert J. Meijer

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More and more natural disasters are happening every year: floods, earthquakes, volcanic eruptions, etc. In order to reduce the risk of possible damages, governments all around the world are investing into development of Early Warning Systems (EWS) for environmental applications. The most important task of the EWS is identification of the onset of critical situations affecting environment and population, early enough to inform the authorities and general public. This paper describes an approach for monitoring of flood protections systems based on machine learning methods. An Artificial Intelligence (AI) component has been developed for detection of abnormal dike behaviour. The AI module has been integrated into an EWS platform of the UrbanFlood project (EU Seventh Framework Programme) and validated on real-time measurements from the sensors installed in a dike.

Keywords: Early Warning System, intelligent environmentalmonitoring, machine learning, flood protection.

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Authors: H.Mohammadi Majd, M.Jalali Azizpour , Foad Saadi

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In this paper back-propagation artificial neural network (BPANN) is employed to predict the deformation of the upsetting process. To prepare a training set for BPANN, some finite element simulations were carried out. The input data for the artificial neural network are a set of parameters generated randomly (aspect ratio d/h, material properties, temperature and coefficient of friction). The output data are the coefficient of polynomial that fitted on barreling curves. Neural network was trained using barreling curves generated by finite element simulations of the upsetting and the corresponding material parameters. This technique was tested for three different specimens and can be successfully employed to predict the deformation of the upsetting process

Keywords: Back-propagation artificial neural network(BPANN), prediction, upsetting

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Authors: Masoud Sadeghian, Alireza Fatehi

Abstract:

In this paper, we use nonlinear system identification method to predict and detect process fault of a cement rotary kiln. After selecting proper inputs and output, an input-output model is identified for the plant. To identify the various operation points in the kiln, Locally Linear Neuro-Fuzzy (LLNF) model is used. This model is trained by LOLIMOT algorithm which is an incremental treestructure algorithm. Then, by using this method, we obtained 3 distinct models for the normal and faulty situations in the kiln. One of the models is for normal condition of the kiln with 15 minutes prediction horizon. The other two models are for the two faulty situations in the kiln with 7 minutes prediction horizon are presented. At the end, we detect these faults in validation data. The data collected from White Saveh Cement Company is used for in this study.

Keywords: Cement Rotary Kiln, Fault Detection, Delay Estimation Method, Locally Linear Neuro Fuzzy Model, LOLIMOT.

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Authors: Yusuf S. Dambatta, Ahmed A. D. Sarhan

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Fused deposition modelling (FDM) is one of the most prominent rapid prototyping (RP) technologies which is being used to efficiently fabricate CAD 3D geometric models. However, the process is coupled with many drawbacks, of which the surface quality of the manufactured RP parts is among. Hence, studies relating to improving the surface roughness have been a key issue in the field of RP research. In this work, a technique of modelling the surface roughness in FDM is presented. Using experimentally measured surface roughness response of the FDM parts, an ANFIS prediction model was developed to obtain the surface roughness in the FDM parts using the main critical process parameters that affects the surface quality. The ANFIS model was validated and compared with experimental test results.

Keywords: Surface roughness, fused deposition modelling, adaptive neuro fuzzy inference system, ANFIS, orientation.

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Authors: Sun-Young Jang, Sung-Ah Kim, Dongyoun Shin

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Current real-estate value estimation, difficult for laymen, usually is performed by specialists. This paper presents an automated estimation process based on big data and machine-learning technology that calculates influences of building conditions on real-estate price measurement. The present study analyzed actual building sales sample data for Nonhyeon-dong, Gangnam-gu, Seoul, Korea, measuring the major influencing factors among the various building conditions. Further to that analysis, a prediction model was established and applied using RapidMiner Studio, a graphical user interface (GUI)-based tool for derivation of machine-learning prototypes. The prediction model is formulated by reference to previous examples. When new examples are applied, it analyses and predicts accordingly. The analysis process discerns the crucial factors effecting price increases by calculation of weighted values. The model was verified, and its accuracy determined, by comparing its predicted values with actual price increases.

Keywords: Big data, building-value analysis, machine learning, price prediction.

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Authors: Siyanee Hirunsalee, Hidehiko Kanegae

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This paper aims to study at the use of local knowledge to develop community self-protection in flood prone residential area, Ayutthaya Island has been chosen as a case study. This study tries to examine the strength of local knowledge which is able to develop community self-protection and cope with flood disaster. In-depth, this paper focuses on the influence of social network on knowledge transfer. After conducted the research, authors reviewed the strength of local knowledge and also mentioned the obstacles of community to use and also transfer local knowledge. Moreover, the result of the study revealed that local knowledge is not always transferred by the strongest-tie social network (family or kinship) as we used to believe. Surprisingly, local knowledge could be also transferred by the weaker-tie social network (teacher/ monk) with the better effectiveness in some knowledge.

Keywords: Community Self-Protection Development, FloodRisk Reduction, Knowledge Transfer, Local Knowledge

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Authors: Vuk M. Popovic, Dunja D. Popovic

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Software maintenance phase is started once a software project has been developed and delivered. After that, any modification to it corresponds to maintenance. Software maintenance involves modifications to keep a software project usable in a changed or a changing environment, to correct discovered faults, and modifications, and to improve performance or maintainability. Software maintenance and management of software maintenance are recognized as two most important and most expensive processes in a life of a software product. This research is basing the prediction of maintenance, on risks and time evaluation, and using them as data sets for working with neural networks. The aim of this paper is to provide support to project maintenance managers. They will be able to pass the issues planned for the next software-service-patch to the experts, for risk and working time evaluation, and afterward to put all data to neural networks in order to get software maintenance prediction. This process will lead to the more accurate prediction of the working hours needed for the software-service-patch, which will eventually lead to better planning of budget for the software maintenance projects.

Keywords: Laboratory information system, maintenance engineering, neural networks, software maintenance, software maintenance costs.

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Authors: Siti Nurhidayah Naqiah Abdull Rani, Herlina Abdul Rahim, Rashidah Ghazali, Noramli Abdul Razak

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Near infrared (NIR) spectroscopy has always been of great interest in the food and agriculture industries. The development of prediction models has facilitated the estimation process in recent years. In this study, 110 crude palm oil (CPO) samples were used to build a free fatty acid (FFA) prediction model. 60% of the collected data were used for training purposes and the remaining 40% used for testing. The visible peaks on the NIR spectrum were at 1725 nm and 1760 nm, indicating the existence of the first overtone of C-H bands. Principal component regression (PCR) was applied to the data in order to build this mathematical prediction model. The optimal number of principal components was 10. The results showed R2=0.7147 for the training set and R2=0.6404 for the testing set.

Keywords: Palm oil, fatty acid, NIRS, regression.

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Authors: Himanshu Payal, Sachin Maheshwari, Pushpendra S. Bharti

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Electrical discharge machining (EDM), a non-conventional machining process, finds wide applications for shaping difficult-to-cut alloys. Process modeling of EDM is required to exploit the process to the fullest. Process modeling of EDM is a challenging task owing to involvement of so many electrical and non-electrical parameters. This work is an attempt to model the EDM process using artificial neural network (ANN). Experiments were carried out on die-sinking EDM taking Inconel 825 as work material. ANN modeling has been performed using experimental data. The prediction ability of trained network has been verified experimentally. Results indicate that ANN can predict the values of performance measures of EDM satisfactorily.

Keywords: Artificial neural network, EDM, metal removal rate, modeling, surface roughness.

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Authors: Xiangtuo Chen, Paul-Henry Cournéde

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Crop yield prediction is a paramount issue in agriculture. The main idea of this paper is to find out efficient way to predict the yield of corn based meteorological records. The prediction models used in this paper can be classified into model-driven approaches and data-driven approaches, according to the different modeling methodologies. The model-driven approaches are based on crop mechanistic modeling. They describe crop growth in interaction with their environment as dynamical systems. But the calibration process of the dynamic system comes up with much difficulty, because it turns out to be a multidimensional non-convex optimization problem. An original contribution of this paper is to propose a statistical methodology, Multi-Scenarios Parameters Estimation (MSPE), for the parametrization of potentially complex mechanistic models from a new type of datasets (climatic data, final yield in many situations). It is tested with CORNFLO, a crop model for maize growth. On the other hand, the data-driven approach for yield prediction is free of the complex biophysical process. But it has some strict requirements about the dataset. A second contribution of the paper is the comparison of these model-driven methods with classical data-driven methods. For this purpose, we consider two classes of regression methods, methods derived from linear regression (Ridge and Lasso Regression, Principal Components Regression or Partial Least Squares Regression) and machine learning methods (Random Forest, k-Nearest Neighbor, Artificial Neural Network and SVM regression). The dataset consists of 720 records of corn yield at county scale provided by the United States Department of Agriculture (USDA) and the associated climatic data. A 5-folds cross-validation process and two accuracy metrics: root mean square error of prediction(RMSEP), mean absolute error of prediction(MAEP) were used to evaluate the crop prediction capacity. The results show that among the data-driven approaches, Random Forest is the most robust and generally achieves the best prediction error (MAEP 4.27%). It also outperforms our model-driven approach (MAEP 6.11%). However, the method to calibrate the mechanistic model from dataset easy to access offers several side-perspectives. The mechanistic model can potentially help to underline the stresses suffered by the crop or to identify the biological parameters of interest for breeding purposes. For this reason, an interesting perspective is to combine these two types of approaches.

Keywords: Crop yield prediction, crop model, sensitivity analysis, paramater estimation, particle swarm optimization, random forest.

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Authors: Damith Senanayake, Lakmal Muthugama, Laksheen Mendis, Tiroshan Madushanka

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Customer churn prediction is one of the most useful areas of study in customer analytics. Due to the enormous amount of data available for such predictions, machine learning and data mining have been heavily used in this domain. There exist many machine learning algorithms directly applicable for the problem of customer churn prediction, and here, we attempt to experiment on a novel approach by using a cognitive learning based technique in an attempt to improve the results obtained by using a combination of supervised learning methods, with cognitive unsupervised learning methods.

Keywords: Growing Self Organizing Maps, Kernel Methods, Churn Prediction.

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Authors: H.Mohammadi Majd, M.Jalali Azizpour, A.V. Hoseini

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In this paper back-propagation artificial neural network (BPANN) is employed to predict the limiting drawing ratio (LDR) of the deep drawing process. To prepare a training set for BPANN, some finite element simulations were carried out. die and punch radius, die arc radius, friction coefficient, thickness, yield strength of sheet and strain hardening exponent were used as the input data and the LDR as the specified output used in the training of neural network. As a result of the specified parameters, the program will be able to estimate the LDR for any new given condition. Comparing FEM and BPANN results, an acceptable correlation was found.

Keywords: Back-propagation artificial neural network(BPANN), deep drawing, prediction, limiting drawing ratio (LDR).

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Authors: Mohammad Zavid Parvez, Manoranjan Paul

Abstract:

A seizure prediction method is proposed by extracting global features using phase correlation between adjacent epochs for detecting relative changes and local features using fluctuation/ deviation within an epoch for determining fine changes of different EEG signals. A classifier and a regularization technique are applied for the reduction of false alarms and improvement of the overall prediction accuracy. The experiments show that the proposed method outperforms the state-of-the-art methods and provides high prediction accuracy (i.e., 97.70%) with low false alarm using EEG signals in different brain locations from a benchmark data set.

Keywords: Epilepsy, Seizure, Phase Correlation, Fluctuation, Deviation.

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Authors: H.Mohammadi Majd, M.Jalali Azizpour, M. Goodarzi

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In this paper back-propagation artificial neural network (BPANN) with Levenberg–Marquardt algorithm is employed to predict the limiting drawing ratio (LDR) of the deep drawing process. To prepare a training set for BPANN, some finite element simulations were carried out. die and punch radius, die arc radius, friction coefficient, thickness, yield strength of sheet and strain hardening exponent were used as the input data and the LDR as the specified output used in the training of neural network. As a result of the specified parameters, the program will be able to estimate the LDR for any new given condition. Comparing FEM and BPANN results, an acceptable correlation was found.

Keywords: BPANN, deep drawing, prediction, limiting drawingratio (LDR), Levenberg–Marquardt algorithm

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Authors: Guoyuan Qi , Yskandar Hamam, Barend Jacobus van Wyk, Shengzhi Du

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The majority of existing predictors for time series are model-dependent and therefore require some prior knowledge for the identification of complex systems, usually involving system identification, extensive training, or online adaptation in the case of time-varying systems. Additionally, since a time series is usually generated by complex processes such as the stock market or other chaotic systems, identification, modeling or the online updating of parameters can be problematic. In this paper a model-free predictor (MFP) for a time series produced by an unknown nonlinear system or process is derived using tracking theory. An identical derivation of the MFP using the property of the Newton form of the interpolating polynomial is also presented. The MFP is able to accurately predict future values of a time series, is stable, has few tuning parameters and is desirable for engineering applications due to its simplicity, fast prediction speed and extremely low computational load. The performance of the proposed MFP is demonstrated using the prediction of the Dow Jones Industrial Average stock index.

Keywords: Forecast, model-free predictor, prediction, time series

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Authors: Rahib Abiyev, Vasif H. Abiyev, C. Ardil

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In this paper the development of neural network based fuzzy inference system for electricity consumption prediction is considered. The electricity consumption depends on number of factors, such as number of customers, seasons, type-s of customers, number of plants, etc. It is nonlinear process and can be described by chaotic time-series. The structure and algorithms of neuro-fuzzy system for predicting future values of electricity consumption is described. To determine the unknown coefficients of the system, the supervised learning algorithm is used. As a result of learning, the rules of neuro-fuzzy system are formed. The developed system is applied for predicting future values of electricity consumption of Northern Cyprus. The simulation of neuro-fuzzy system has been performed.

Keywords: Fuzzy logic, neural network, neuro-fuzzy system, neuro-fuzzy prediction.

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