Search results for: meteorological forecasting
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 329

Search results for: meteorological forecasting

239 Radar Hydrology: New Z/R Relationships for Klang River Basin Malaysia based on Rainfall Classification

Authors: R. Suzana, T. Wardah, A.B. Sahol Hamid

Abstract:

The use of radar in Quantitative Precipitation Estimation (QPE) for radar-rainfall measurement is significantly beneficial. Radar has advantages in terms of high spatial and temporal condition in rainfall measurement and also forecasting. In Malaysia, radar application in QPE is still new and needs to be explored. This paper focuses on the Z/R derivation works of radarrainfall estimation based on rainfall classification. The works developed new Z/R relationships for Klang River Basin in Selangor area for three different general classes of rain events, namely low (<10mm/hr), moderate (>10mm/hr, <30mm/hr) and heavy (>30mm/hr) and also on more specific rain types during monsoon seasons. Looking at the high potential of Doppler radar in QPE, the newly formulated Z/R equations will be useful in improving the measurement of rainfall for any hydrological application, especially for flood forecasting.

Keywords: Radar, Quantitative Precipitation Estimation, Z/R development, flood forecasting

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238 Forecasting Models for Steel Demand Uncertainty Using Bayesian Methods

Authors: Watcharin Sangma, Onsiri Chanmuang, Pitsanu Tongkhow

Abstract:

 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.

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237 Forecasting Stock Price Manipulation in Capital Market

Authors: F. Rahnamay Roodposhti, M. Falah Shams, H. Kordlouie

Abstract:

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

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236 Levenberg-Marquardt Algorithm for Karachi Stock Exchange Share Rates Forecasting

Authors: Syed Muhammad Aqil Burney, Tahseen Ahmed Jilani, C. Ardil

Abstract:

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,

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235 An Autonomous Collaborative Forecasting System Implementation – The First Step towards Successful CPFR System

Authors: Chi-Fang Huang, Yun-Shiow Chen, Yun-Kung Chung

Abstract:

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.

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234 WEMax: Virtual Manned Assembly Line Generation

Authors: Won Kyung Ham, Kang Hoon Cho, Yongho Chung, Sang C. Park

Abstract:

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.

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233 VaR Forecasting in Times of Increased Volatility

Authors: Ivo Jánský, Milan Rippel

Abstract:

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

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232 The Role of Business Survey Measures in Forecasting Croatian Industrial Production

Authors: M. Cizmesija, N. Erjavec, V. Bahovec

Abstract:

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.

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231 Computation of Flood and Drought Years over the North-West Himalayan Region Using Indian Meteorological Department Rainfall Data

Authors: Sudip Kumar Kundu, Charu Singh

Abstract:

The climatic condition over Indian region is highly dependent on monsoon. India receives maximum amount of rainfall during southwest monsoon. Indian economy is highly dependent on agriculture. The presence of flood and drought years influenced the total cultivation system as well as the economy of the country as Indian agricultural systems is still highly dependent on the monsoon rainfall. The present study has been planned to investigate the flood and drought years for the north-west Himalayan region from 1951 to 2014 by using area average Indian Meteorological Department (IMD) rainfall data. For this investigation the Normalized index (NI) has been utilized to find out whether the particular year is drought or flood. The data have been extracted for the north-west Himalayan (NWH) region states namely Uttarakhand (UK), Himachal Pradesh (HP) and Jammu and Kashmir (J&K) to find out the rainy season average rainfall for each year, climatological mean and the standard deviation. After calculation it has been plotted by the diagrams (or graphs) to show the results- some of the years associated with drought years, some are flood years and rest are neutral. The flood and drought years can also relate with the large-scale phenomena El-Nino and La-Lina.

Keywords: Indian Meteorological Department, Rainfall, Normalized index, Flood, Drought, NWH.

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230 Prediction of Research Topics Using Ensemble of Best Predictors from Similar Dataset

Authors: Indra Budi, Rizal Fathoni Aji, Agus Widodo

Abstract:

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.

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229 Probabilistic Model Development for Project Performance Forecasting

Authors: Milad Eghtedari Naeini, Gholamreza Heravi

Abstract:

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

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228 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

Abstract:

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.

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227 Replacement of Power Transformers basis on Diagnostic Results and Load Forecasting

Authors: G. Gavrilovs, O. Borscevskis

Abstract:

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.

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226 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

Abstract:

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.

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225 Daily Global Solar Radiation Modeling Using Multi-Layer Perceptron (MLP) Neural Networks

Authors: Seyed Fazel Ziaei Asl, Ali Karami, Gholamreza Ashari, Azam Behrang, Arezoo Assareh, N.Hedayat

Abstract:

Predict daily global solar radiation (GSR) based on meteorological variables, using Multi-layer perceptron (MLP) neural networks is the main objective of this study. Daily mean air temperature, relative humidity, sunshine hours, evaporation, wind speed, and soil temperature values between 2002 and 2006 for Dezful city in Iran (32° 16' N, 48° 25' E), are used in this study. The measured data between 2002 and 2005 are used to train the neural networks while the data for 214 days from 2006 are used as testing data.

Keywords: Multi-layer Perceptron (MLP) Neural Networks;Global Solar Radiation (GSR), Meteorological Parameters, Prediction.

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224 STLF Based on Optimized Neural Network Using PSO

Authors: H. Shayeghi, H. A. Shayanfar, G. Azimi

Abstract:

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.

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223 Forecasting the Istanbul Stock Exchange National 100 Index Using an Artificial Neural Network

Authors: Birol Yildiz, Abdullah Yalama, Metin Coskun

Abstract:

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.

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222 Producing Outdoor Design Conditions Based on the Dependency between Meteorological Elements: Copula Approach

Authors: Zhichao Jiao, Craig Farnham, Jihui Yuan, Kazuo Emura

Abstract:

It is common to use the outdoor design weather data to select the air-conditioning capacity in the building design stage. The meteorological elements of outdoor design weather data are usually selected based on their excess frequency separately while the dependency between the elements is not well considered. It means that the simultaneous occurrence probability of these elements is smaller than the original excess frequency which may cause an overestimation of selecting air-conditioning capacity. Therefore, the copula approach which can capture the dependency between multivariate data was used to model the joint distributions of the meteorological elements, like air temperature and global solar radiation. We suggest a method based on the specific simultaneous occurrence probability of these two elements of selecting more credible outdoor design conditions. The hourly weather data at 12 noon from 2001 to 2010 in Tokyo, Japan are used to analyze the dependency structure and joint distribution, the Gaussian copula represents the dependence of data best. According to calculating the air temperature and global solar radiation in specific simultaneous occurrence probability and the common exceeding, the results show that both the air temperature and global solar radiation based on simultaneous occurrence probability are lower than these based on the conventional method in the same probability.

Keywords: Copula approach, Design weather database, energy conservation, HVAC.

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221 Machine Learning Techniques for Short-Term Rain Forecasting System in the Northeastern Part of Thailand

Authors: Lily Ingsrisawang, Supawadee Ingsriswang, Saisuda Somchit, Prasert Aungsuratana, Warawut Khantiyanan

Abstract:

This paper presents the methodology from machine learning approaches for short-term rain forecasting system. Decision Tree, Artificial Neural Network (ANN), and Support Vector Machine (SVM) were applied to develop classification and prediction models for rainfall forecasts. The goals of this presentation are to demonstrate (1) how feature selection can be used to identify the relationships between rainfall occurrences and other weather conditions and (2) what models can be developed and deployed for predicting the accurate rainfall estimates to support the decisions to launch the cloud seeding operations in the northeastern part of Thailand. Datasets collected during 2004-2006 from the Chalermprakiat Royal Rain Making Research Center at Hua Hin, Prachuap Khiri khan, the Chalermprakiat Royal Rain Making Research Center at Pimai, Nakhon Ratchasima and Thai Meteorological Department (TMD). A total of 179 records with 57 features was merged and matched by unique date. There are three main parts in this work. Firstly, a decision tree induction algorithm (C4.5) was used to classify the rain status into either rain or no-rain. The overall accuracy of classification tree achieves 94.41% with the five-fold cross validation. The C4.5 algorithm was also used to classify the rain amount into three classes as no-rain (0-0.1 mm.), few-rain (0.1- 10 mm.), and moderate-rain (>10 mm.) and the overall accuracy of classification tree achieves 62.57%. Secondly, an ANN was applied to predict the rainfall amount and the root mean square error (RMSE) were used to measure the training and testing errors of the ANN. It is found that the ANN yields a lower RMSE at 0.171 for daily rainfall estimates, when compared to next-day and next-2-day estimation. Thirdly, the ANN and SVM techniques were also used to classify the rain amount into three classes as no-rain, few-rain, and moderate-rain as above. The results achieved in 68.15% and 69.10% of overall accuracy of same-day prediction for the ANN and SVM models, respectively. The obtained results illustrated the comparison of the predictive power of different methods for rainfall estimation.

Keywords: Machine learning, decision tree, artificial neural network, support vector machine, root mean square error.

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220 Optimization of Air Pollution Control Model for Mining

Authors: Zunaira Asif, Zhi Chen

Abstract:

The sustainable measures on air quality management are recognized as one of the most serious environmental concerns in the mining region. The mining operations emit various types of pollutants which have significant impacts on the environment. This study presents a stochastic control strategy by developing the air pollution control model to achieve a cost-effective solution. The optimization method is formulated to predict the cost of treatment using linear programming with an objective function and multi-constraints. The constraints mainly focus on two factors which are: production of metal should not exceed the available resources, and air quality should meet the standard criteria of the pollutant. The applicability of this model is explored through a case study of an open pit metal mine, Utah, USA. This method simultaneously uses meteorological data as a dispersion transfer function to support the practical local conditions. The probabilistic analysis and the uncertainties in the meteorological conditions are accomplished by Monte Carlo simulation. Reasonable results have been obtained to select the optimized treatment technology for PM2.5, PM10, NOx, and SO2. Additional comparison analysis shows that baghouse is the least cost option as compared to electrostatic precipitator and wet scrubbers for particulate matter, whereas non-selective catalytical reduction and dry-flue gas desulfurization are suitable for NOx and SO2 reduction respectively. Thus, this model can aid planners to reduce these pollutants at a marginal cost by suggesting control pollution devices, while accounting for dynamic meteorological conditions and mining activities.

Keywords: Air pollution, linear programming, mining, optimization, treatment technologies.

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219 A Practical Approach for Electricity Load Forecasting

Authors: T. Rashid, T. Kechadi

Abstract:

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.

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218 Forecasting Tala-AUD and Tala-USD Exchange Rates with ANN

Authors: Shamsuddin Ahmed, M. G. M. Khan, Biman Prasad, Avlin Prasad

Abstract:

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.

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217 Variation of Metrological Parameters as They Affect the Tropospheric Radio Refractivity for Akure South-West Nigeria

Authors: Famoriji J.Oluwole

Abstract:

This research work examines the effect of variations of metrological parameters on the tropospheric radio refractivity during dry and raining seasons for Akure in 2013. The daily averages of radio refractivity during dry (January) and raining (August) seasons were calculated from the data obtained from the Nigeria Metrological Agency (NIMET). The data that was used for the computation of radio refractivity is a daily interval of the variations of metrological parameters for each day in the troposphere for Akure. Consequently, the daily averages of radio refractivity during raining season (August) were greater than the results in dry season (January) as a result of the variations in meteorological parameters such as temperature, humidity and atmospheric pressure in the lower troposphere.

Keywords: Troposphere, Radio refractivity, Akure, Meteorological parameters.

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216 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.

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215 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

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214 Volatility Model with Markov Regime Switching to Forecast Baht/USD

Authors: N. Sopipan, A. Intarasit, K. Chuarkham

Abstract:

 In this paper, we forecast the volatility of Baht/USDs using Markov Regime Switching GARCH (MRS-GARCH) models. These models allow volatility to have different dynamics according to unobserved regime variables. The main purpose of this paper is to find out whether MRS-GARCH models are an improvement on the GARCH type models in terms of modeling and forecasting Baht/USD volatility. The MRS-GARCH is the best performance model for Baht/USD volatility in short term but the GARCH model is best perform for long term.

Keywords: Volatility, Markov Regime Switching, Forecasting.

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213 Extreme Rainfall Frequency Analysis for Meteorological Sub-Division 4 of India Using L-Moments

Authors: Th. Arti Devi, Parthasarthi Choudhury

Abstract:

Extreme rainfall frequency analysis for Meteorological Sub-Division 4 of India was analyzed using L-moments approach. Serial Correlation and Mann Kendall tests were conducted for checking serially independent and stationarity of the observations. The discordancy measure for the sites was conducted to detect the discordant sites. The regional homogeneity was tested by comparing with 500 generated homogeneous regions using a 4 parameter Kappa distribution. The best fit distribution was selected based on ZDIST statistics and L-moments ratio diagram from the five extreme value distributions GPD, GLO, GEV, P3 and LP3. The LN3 distribution was selected and regional rainfall frequency relationship was established using index-rainfall procedure. A regional mean rainfall relationship was developed using multiple linear regression with latitude and longitude of the sites as variables.

Keywords: L-moments, ZDIST statistics, Serial correlation, Mann Kendall test.

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212 The Impact of Seasonality on Rainfall Patterns: A Case Study

Authors: Priti Kaushik, Randhir Singh Baghel, Somil Khandelwal

Abstract:

This study uses whole-year data from Rajasthan, India, at the meteorological divisional level to analyze and evaluate long-term spatiotemporal trends in rainfall and looked at the data from each of the thirteen tehsils in the Jaipur district to see how the rainfall pattern has altered over the last 10 years. Data on daily rainfall from the Indian Meteorological Department (IMD) in Jaipur are available for the years 2012 through 2021. We mainly focus on comparing data of tehsil wise in the Jaipur district, Rajasthan, India. Also analyzed is the fact that July and August always see higher rainfall than any other month. Rainfall usually starts to rise around week 25th and peaks in weeks 32nd or 33rd. They showed that on several occasions, 2017 saw the least amount of rainfall during a long span of 10 years. The greatest rain fell between 2012 and 2021 in 2013, 2019, and 2020.

Keywords: Data analysis, extreme events, rainfall, descriptive case studies, precipitation temperature.

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211 Neural Networks for Short Term Wind Speed Prediction

Authors: K. Sreelakshmi, P. Ramakanthkumar

Abstract:

Predicting short term wind speed is essential in order to prevent systems in-action from the effects of strong winds. It also helps in using wind energy as an alternative source of energy, mainly for Electrical power generation. Wind speed prediction has applications in Military and civilian fields for air traffic control, rocket launch, ship navigation etc. The wind speed in near future depends on the values of other meteorological variables, such as atmospheric pressure, moisture content, humidity, rainfall etc. The values of these parameters are obtained from a nearest weather station and are used to train various forms of neural networks. The trained model of neural networks is validated using a similar set of data. The model is then used to predict the wind speed, using the same meteorological information. This paper reports an Artificial Neural Network model for short term wind speed prediction, which uses back propagation algorithm.

Keywords: Short term wind speed prediction, Neural networks, Back propagation.

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210 Empirical Statistical Modeling of Rainfall Prediction over Myanmar

Authors: Wint Thida Zaw, Thinn Thu Naing

Abstract:

One of the essential sectors of Myanmar economy is agriculture which is sensitive to climate variation. The most important climatic element which impacts on agriculture sector is rainfall. Thus rainfall prediction becomes an important issue in agriculture country. Multi variables polynomial regression (MPR) provides an effective way to describe complex nonlinear input output relationships so that an outcome variable can be predicted from the other or others. In this paper, the modeling of monthly rainfall prediction over Myanmar is described in detail by applying the polynomial regression equation. The proposed model results are compared to the results produced by multiple linear regression model (MLR). Experiments indicate that the prediction model based on MPR has higher accuracy than using MLR.

Keywords: Polynomial Regression, Rainfall Forecasting, Statistical forecasting.

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