Search results for: meteorological forecasting

Authors: Shen Weishou, Ji Di, Zhang Hui, Yan Shouguang, Li Haidong, Lin Naifeng

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Based on a long-term vegetation index dataset of NDVI and meteorological data from 68 meteorological stations in the Qinghai-Tibet plateau and their relations with major climate factors were analyzed. The results show the following: 1) The linear trends of temperature in the Qinghai-Tibet plateau indicate that the temperature in the plateau generally increased, but it rose faster in the last 20 years. 2) The most significant NDVI increase occurred in the eastern and southern plateau. However, the western and northern plateau demonstrate a decreasing trend. 3) There is a significant positive linear correlation between NDVI and temperature and a negative correlation between NDVI and mean wind speed. However, no significant statistical relationship was found between NDVI and relative humidity, precipitation or sunshine duration.4) The changes in NDVI for the plateau are driven by temperature-precipitation, but for the desert and forest areas, the relation changes to precipitation-temperature-wind velocity and wind velocity-temperature-precipitation.

Keywords: Qinghai-Tibet plateau, NDVI, climate warming.

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Authors: Oluseyi O. Ajayi, Ohiose D. Ohijeagbon, Mercy Ogbonnaya, Ameh Attabo

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The study assessed the potential and economic viability of stand-alone wind systems for embedded generation, taking into account its benefits to small off-grid rural communities at 40 meteorological sites in Nigeria. A specific electric load profile was developed to accommodate communities consisting of 200 homes, a school and a community health centre. This load profile was incorporated within the distributed generation analysis producing energy in the MW range, while optimally meeting daily load demand for the rural communities. Twenty-four years (1987 to 2010) of wind speed data at a height of 10m utilized for the study were sourced from the Nigeria Meteorological Department, Oshodi. The HOMER® software optimizing tool was engaged for the feasibility study and design. Each site was suited to 3MW wind turbines in sets of five, thus 15MW was designed for each site. This design configuration was adopted in order to easily compare the distributed generation system amongst the sites to determine their relative economic viability in terms of life cycle cost, as well as levelised cost of producing energy. A net present value was estimated in terms of life cycle cost for 25 of the 40 meteorological sites. On the other hand, the remaining sites yielded a net present cost; meaning the installations at these locations were not economically viable when utilizing the present tariff regime for embedded generation in Nigeria.

Keywords: Wind speed, wind power, distributed generation, cost per kilowatt-hour, clean energy, Nigeria.

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Authors: Maria C. Mariani, Md Al Masum Bhuiyan, Osei K. Tweneboah, Hector G. Huizar

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This work is devoted to the study of modeling geophysical time series. A stochastic technique with time-varying parameters is used to forecast the volatility of data arising in geophysics. In this study, the volatility is defined as a logarithmic first-order autoregressive process. We observe that the inclusion of log-volatility into the time-varying parameter estimation significantly improves forecasting which is facilitated via maximum likelihood estimation. This allows us to conclude that the estimation algorithm for the corresponding one-step-ahead suggested volatility (with ±2 standard prediction errors) is very feasible since it possesses good convergence properties.

Keywords: Augmented Dickey Fuller Test, geophysical time series, maximum likelihood estimation, stochastic volatility model.

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Authors: Rohit Choudhry, Kumkum Garg

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In this paper, we propose a hybrid machine learning system based on Genetic Algorithm (GA) and Support Vector Machines (SVM) for stock market prediction. A variety of indicators from the technical analysis field of study are used as input features. We also make use of the correlation between stock prices of different companies to forecast the price of a stock, making use of technical indicators of highly correlated stocks, not only the stock to be predicted. The genetic algorithm is used to select the set of most informative input features from among all the technical indicators. The results show that the hybrid GA-SVM system outperforms the stand alone SVM system.

Keywords: Genetic Algorithms, Support Vector Machines, Stock Market Forecasting.

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Authors: Defu Zhang, Qingshan Jiang, Xin Li

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This paper deals with the application of a well-known neural network technique, multilayer back-propagation (BP) neural network, in financial data mining. A modified neural network forecasting model is presented, and an intelligent mining system is developed. The system can forecast the buying and selling signs according to the prediction of future trends to stock market, and provide decision-making for stock investors. The simulation result of seven years to Shanghai Composite Index shows that the return achieved by this mining system is about three times as large as that achieved by the buy and hold strategy, so it is advantageous to apply neural networks to forecast financial time series, the different investors could benefit from it.

Keywords: Data mining, neural network, stock forecasting.

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Authors: S. I. V. Sousa, F.G. Martins, M. C. Pereira, M. C. M. Alvim-Ferraz, H. Ribeiro, M. Oliveira, I. Abreu

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Exposure to ambient air pollution has been linked to a number of health outcomes, starting from modest transient changes in the respiratory tract and impaired pulmonary function, continuing to restrict activity/reduce performance and to the increase emergency rooms visits, hospital admissions or mortality. The increase of allergenic symptoms has been associated with air contaminants such as ozone, particulate matter, fungal spores and pollen. Considering the potential relevance of crossed effects of nonbiological pollutants and airborne pollens and fungal spores on allergy worsening, the aim of this work was to evaluate the influence of non-biological pollutants (O3 and PM10) and meteorological parameters on the concentrations of pollen and fungal spores using multiple linear regressions. The data considered in this study were collected in Oporto which is the second largest Portuguese city, located in the North. Daily mean of O3, PM10, pollen and fungal spore concentrations, temperature, relative humidity, precipitation, wind velocity, pollen and fungal spore concentrations, for 2003, 2004 and 2005 were considered. Results showed that the 90th percentile of the adjusted coefficient of determination, P90 (R2aj), of the multiple regressions varied from 0.613 to 0.916 for pollen and from 0.275 to 0.512 for fungal spores. O3 and PM10 showed to have some influence on the biological pollutants. Among the meteorological parameters analysed, temperature was the one that most influenced the pollen and fungal spores airborne concentrations. Relative humidity also showed to have some influence on the fungal spore dispersion. Nevertheless, the models for each pollen and fungal spore were different depending on the analysed period, which means that the correlations identified as statistically significant can not be, even so, consistent enough.

Keywords: Air pollutants, meteorological parameters, biologicalpollutants, multiple linear correlations.

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Authors: Arnab Bandyopadhyay, Anubhab Pal, Subhajit Debnath

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Climate change is a cumulative change in weather patterns over a period of time. Trend analysis using non-parametric Mann-Kendall test may help to determine the existence and magnitude of any statistically significant trend in the climatic data. Another index called Sen slope may be used to quantify the magnitude of such trends. A toolbar extension to ESRI ArcGIS named Arc Trends has been developed in this study for performing the above mentioned tasks. To study the temporal trend of meteorological parameters, 32 years (1971-2002) monthly meteorological data were collected for 133 selected stations over different agro-ecological regions of India. Both the maximum and minimum temperatures were found to be rising. A significant increasing trend in the relative humidity and a consistent significant decreasing trend in the wind speed all over the country were found. However, a general increase in rainfall was not found in recent years.

Keywords: Temporal trend, climate change, ArcGIS, Mann- Kendall test, Sen slope

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Authors: M. Tarafdar Haque, A.M. Kashtiban

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The electric power industry is currently undergoing an unprecedented reform. One of the most exciting and potentially profitable recent developments is increasing usage of artificial intelligence techniques. The intention of this paper is to give an overview of using neural network (NN) techniques in power systems. According to the growth rate of NNs application in some power system subjects, this paper introduce a brief overview in fault diagnosis, security assessment, load forecasting, economic dispatch and harmonic analyzing. Advantages and disadvantages of using NNs in above mentioned subjects and the main challenges in these fields have been explained, too.

Keywords: Neural network, power system, security assessment, fault diagnosis, load forecasting, economic dispatch, harmonic analyzing.

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Authors: Khalid Ali, Manar Jammal

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In order to meet the stringent latency and reliability requirements of the upcoming 5G networks, Open Radio Access Networks (O-RAN) have been proposed. The virtualization of O-RAN has allowed it to be treated as a Network Function Virtualization (NFV) architecture, while its components are considered Virtualized Network Functions (VNFs). Hence, intelligent Machine Learning (ML) based solutions can be utilized to apply different resource management and allocation techniques on O-RAN. However, intelligently allocating resources for O-RAN VNFs can prove challenging due to the dynamicity of traffic in mobile networks. Network providers need to dynamically scale the allocated resources in response to the incoming traffic. Elastically allocating resources can provide a higher level of flexibility in the network in addition to reducing the OPerational EXpenditure (OPEX) and increasing the resources utilization. Most of the existing elastic solutions are reactive in nature, despite the fact that proactive approaches are more agile since they scale instances ahead of time by predicting the incoming traffic. In this work, we propose and evaluate traffic forecasting models based on the ML algorithm. The algorithms aim at predicting future O-RAN traffic by using previous traffic data. Detailed analysis of the traffic data was carried out to validate the quality and applicability of the traffic dataset. Hence, two ML models were proposed and evaluated based on their prediction capabilities.

Keywords: O-RAN, traffic forecasting, NFV, ARIMA, LSTM, elasticity.

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Authors: W. A. D. P. Wanigasundera, P. C. B. Alahakoon

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Kandy district in Sri Lanka, has small scale and rain-fed paddy farming, and highly vulnerable to climate change. In this study, the status of climate change was assessed using meteorological data and compared with the perceptions of paddy farming community. Factors affecting the adaptation to the climate smart farming were also assessed.

 Meteorological data for 33 years were collected and the changes over time compared with the perceptions of farmers. The temperature, rainfall and number of rainy days have increased in both locations. The onset of rains also has shifted. The perceptions of the majority of the farmers were in line with the actual changes. The knowledge and attitudes about the causes of climate change and adaptation were medium and related to level of adoption. Formulating effective communication strategies, and a collaborative approach involving state, private sector, civil society to make Sri Lankan agriculture ‘climate-smart’ is urgently needed.

Keywords: Adaptation of climate-smart technology, climate change, perception, rain-fed paddy.

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Authors: Ioannis Andrianakis, Vasileios Gkatas, Nikos Eleftheriadis, Alexios Ellinidis, Ermioni Avramidou

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The paper discusses the main aspects involved in the development of a supply chain management system using the developed PredictionSCMS software as a basis for the discussion. The discussion is focused on three topics: the first is demand forecasting, where we present the predictive algorithms implemented and discuss related concepts such as the calculation of the safety stock, the effect of out-of-stock days etc. The second topic concerns the design of a supply chain, where the core parameters involved in the process are given, together with a methodology of incorporating these parameters in a meaningful order creation strategy. Finally, the paper discusses some critical events that can happen during the operation of a supply chain management system and how the developed software notifies the end user about their occurrence.

Keywords: Demand forecasting, machine learning, risk management, supply chain design.

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Authors: Elison Eduardo Jardim Bierhals, Claudineia Brazil, Deivid Pires, Rafael Haag, Elton Gimenez Rossini

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The objective of this work is to evaluate the results of solar radiation projections between 2006 and 2013 for the state of Rio Grande do Sul, Brazil. The projections are provided by the General Circulation Models (MCGs) belonging to the Coupled Model Intercomparison Phase 5 (CMIP5). In all, the results of the simulation of six models are evaluated, compared to monthly data, measured by a network of thirteen meteorological stations of the National Meteorological Institute (INMET). The performance of the models is evaluated by the Nash coefficient and the Bias. The results are presented in the form of tables, graphs and spatialization maps. The ACCESS1-0 RCP 4.5 model presented the best results for the solar radiation simulations, for the most optimistic scenario, in much of the state. The efficiency coefficients (CEF) were between 0.95 and 0.98. In the most pessimistic scenario, HADGen2-AO RCP 8.5 had the best accuracy among the analyzed models, presenting coefficients of efficiency between 0.94 and 0.98. From this validation, solar radiation projection maps were elaborated, indicating a seasonal increase of this climatic variable in some regions of the Brazilian territory, mainly in the spring.

Keywords: climate change, projections, solar radiation, validation.

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Authors: F. Ahwide, Y. Bouker, K. Hatem

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This paper presents long term wind data analysis in terms of annual and diurnal variations at different areas of Libya. The data of the wind speed and direction are taken each ten minutes for a period, at least two years, are used in the analysis. ‘WindPRO’ software and Excel workbook were used for the wind statistics and energy calculations. As for Darnah, average speeds are 10m, 20m and 40m and 6.57 m/s, 7.18 m/s, and 8.09 m/s, respectively. Highest wind speeds are observed at SSW, followed by S, WNW and NW sectors. Lowest wind speeds are observed between N and E sectors. Most frequent wind directions are NW and NNW. Hence, wind turbines can be installed against these directions. The most powerful sector is NW (31.3% of total expected wind energy), followed by 17.9% SSW, 11.5% NNW and 8.2% WNW

In Excel workbook, an estimation of annual energy yield at position of Derna, Al-Maqrun, Tarhuna and Al-Asaaba meteorological mast has been done, considering a generic wind turbine of 1.65 MW. (mtORRES, TWT 82-1.65MW) in position of meteorological mast. Three other turbines have been tested and a reduction of 18% over the net AEP. At 80m, the estimation of energy yield for Derna, Al- Maqrun, Tarhuna and Asaaba is 6.78 GWh or 3390 equivalent hours, 5.80 GWh or 2900 equivalent hours, 4.91 GWh or 2454 equivalent hours and 5.08 GWh or 2541 equivalent hours respectively. It seems a fair value in the context of a possible development of a wind energy project in the areas, considering a value of 2400 equivalent hours as an approximate limit to consider a wind warm economically profitable. Furthermore, an estimation of annual energy yield at positions of Misalatha, Azizyah and Goterria meteorological mast has been done, considering a generic wind turbine of 2 MW. We found that, at 80 m the estimation of energy yield is 3.12 GWh or 1557 equivalent hours, 4.47 GWh or 2235 equivalent hours and 4.07GWh or 2033 respectively.

It seems a very poor value in the context of possible development of a wind energy project in the areas, considering a value of 2400 equivalent hours as an approximate limit to consider a wind warm economically profitable. Anyway, more data and a detailed wind farm study would be necessary to draw conclusions.

Keywords: Wind turbines, wind data, energy yield, micrositting.

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Authors: A.L. Seetharam, B.L. Udaya Simha

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The Bangalore City is facing the acute problem of pollution in the atmosphere due to the heavy increase in the traffic and developmental activities in recent years. The present study is an attempt in the direction to assess trend of the ambient air quality status of three stations, viz., AMCO Batteries Factory, Mysore Road, GRAPHITE INDIA FACTORY, KHB Industrial Area, Whitefield and Ananda Rao Circle, Gandhinagar with respect to some of the major criteria pollutants such as Total Suspended particular matter (SPM), Oxides of nitrogen (NOx), and Oxides of sulphur (SO2). The sites are representative of various kinds of growths viz., commercial, residential and industrial, prevailing in Bangalore, which are contributing to air pollution. The concentration of Sulphur Dioxide (SO2) at all locations showed a falling trend due to use of refined petrol and diesel in the recent years. The concentration of Oxides of nitrogen (NOx) showed an increasing trend but was within the permissible limits. The concentration of the Suspended particular matter (SPM) showed the mixed trend. The correlation between model and observed values is found to vary from 0.4 to 0.7 for SO2, 0.45 to 0.65 for NOx and 0.4 to 0.6 for SPM. About 80% of data is observed to fall within the error band of ±50%. Forecast test for the best fit models showed the same trend as actual values in most of the cases. However, the deviation observed in few cases could be attributed to change in quality of petro products, increase in the volume of traffic, introduction of LPG as fuel in many types of automobiles, poor condition of roads, prevailing meteorological conditions, etc.

Keywords: Bangalore, urban air pollution, time series analysis.

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Authors: R. Behmanesh, I. Rahimi

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recurrent neural network (RNN) is an efficient tool for modeling production control process as well as modeling services. In this paper one RNN was combined with regression model and were employed in order to be checked whether the obtained data by the model in comparison with actual data, are valid for variable process control chart. Therefore, one maintenance process in workshop of Esfahan Oil Refining Co. (EORC) was taken for illustration of models. First, the regression was made for predicting the response time of process based upon determined factors, and then the error between actual and predicted response time as output and also the same factors as input were used in RNN. Finally, according to predicted data from combined model, it is scrutinized for test values in statistical process control whether forecasting efficiency is acceptable. Meanwhile, in training process of RNN, design of experiments was set so as to optimize the RNN.

Keywords: RNN, DOE, regression, control chart.

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Authors: Kitti Koonsanit, Chuleerat Jaruskulchai, Poonsak Miphokasap, Apisit Eiumnoh

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In the end of the day, meteorological data and environmental data becomes widely used such as plant varieties selection system. Variety plant selection for planted area is of almost importance for all crops, including varieties of sugarcane. Since sugarcane have many varieties. Variety plant non selection for planting may not be adapted to the climate or soil conditions for planted area. Poor growth, bloom drop, poor fruit, and low price are to be from varieties which were not recommended for those planted area. This paper presents plant varieties selection system for planted areas in Thailand from meteorological data and environmental data by the use of decision tree techniques. With this software developed as an environmental data analysis tool, it can analyze resulting easier and faster. Our software is a front end of WEKA that provides fundamental data mining functions such as classify, clustering, and analysis functions. It also supports pre-processing, analysis, and decision tree output with exporting result. After that, our software can export and display data result to Google maps API in order to display result and plot plant icons effectively.

Keywords: Plant varieties selection system, decision tree, expert recommendation.

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Authors: Mosaad Khadr, Gerd Morgenschweis, Andreas Schlenkhoff

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Drought is one of the most damaging climate-related hazards, it is generally considered as a prolonged absence of precipitation. This normal and recurring climate phenomenon had plagued civilization throughout history because of the negative impacts on economical, environmental and social sectors. Drought characteristics are thus recognized as important factors in water resources planning and management. The purpose of this study is to detect the changes in drought frequency, persistence and severity in the Ruhr river basin. The frequency of drought events was calculated using the Standardized Precipitation Index (SPI). Used data are daily precipitation records from seven meteorological stations covering the period 1961-2007. The main benefit of the application of this index is its versatility, only rainfall data is required to deliver five major dimensions of a drought : duration, intensity, severity, magnitude, and frequency. Furthermore, drought can be calculated in different time steps. In this study SPI was calculated for 1, 3, 6, 9, 12, and 24 months. Several drought events were detected in the covered period, these events contain mild, moderate and severe droughts. Also positive and negative trends in the SPI values were observed.

Keywords: Drought, Germany, Precipitation, Ruhr River, Standardized Precipitation Index (SPI), Trend Test.

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Authors: Tisciane Perpetuo e Oliveira, Dante Inga Narvaez, Marcelo Gradella Villalva

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Installations of solar photovoltaic systems have increased considerably in the last decade. Therefore, it has been noticed that monitoring of meteorological data (solar irradiance, air temperature, wind velocity, etc.) is important to predict the potential of a given geographical area in solar energy production. In this sense, the present work compares two computational tools that are capable of estimating the energy generation of a photovoltaic system through correlation analyzes of solar radiation data: PVsyst software and an algorithm based on the PVlib package implemented in MATLAB. In order to achieve the objective, it was necessary to obtain solar radiation data (measured and from a solarimetric database), analyze the decomposition of global solar irradiance in direct normal and horizontal diffuse components, as well as analyze the modeling of the devices of a photovoltaic system (solar modules and inverters) for energy production calculations. Simulated results were compared with experimental data in order to evaluate the performance of the studied methods. Errors in estimation of energy production were less than 30% for the MATLAB algorithm and less than 20% for the PVsyst software.

Keywords: Energy production, meteorological data, irradiance decomposition, solar photovoltaic system.

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Authors: S. Kotsiantis, E. Koumanakos, D. Tzelepis, V. Tampakas

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This paper explores the effectiveness of machine learning techniques in detecting firms that issue fraudulent financial statements (FFS) and deals with the identification of factors associated to FFS. To this end, a number of experiments have been conducted using representative learning algorithms, which were trained using a data set of 164 fraud and non-fraud Greek firms in the recent period 2001-2002. The decision of which particular method to choose is a complicated problem. A good alternative to choosing only one method is to create a hybrid forecasting system incorporating a number of possible solution methods as components (an ensemble of classifiers). For this purpose, we have implemented a hybrid decision support system that combines the representative algorithms using a stacking variant methodology and achieves better performance than any examined simple and ensemble method. To sum up, this study indicates that the investigation of financial information can be used in the identification of FFS and underline the importance of financial ratios.

Keywords: Machine learning, stacking, classifier.

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Authors: Achela K. Fernando, Xiujuan Zhang, Peter F. Kinley

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A feed-forward, back-propagation Artificial Neural Network (ANN) model has been used to forecast the occurrences of wastewater overflows in a combined sewerage reticulation system. This approach was tested to evaluate its applicability as a method alternative to the common practice of developing a complete conceptual, mathematical hydrological-hydraulic model for the sewerage system to enable such forecasts. The ANN approach obviates the need for a-priori understanding and representation of the underlying hydrological hydraulic phenomena in mathematical terms but enables learning the characteristics of a sewer overflow from the historical data. The performance of the standard feed-forward, back-propagation of error algorithm was enhanced by a modified data normalizing technique that enabled the ANN model to extrapolate into the territory that was unseen by the training data. The algorithm and the data normalizing method are presented along with the ANN model output results that indicate a good accuracy in the forecasted sewer overflow rates. However, it was revealed that the accurate forecasting of the overflow rates are heavily dependent on the availability of a real-time flow monitoring at the overflow structure to provide antecedent flow rate data. The ability of the ANN to forecast the overflow rates without the antecedent flow rates (as is the case with traditional conceptual reticulation models) was found to be quite poor.

Keywords: Artificial Neural Networks, Back-propagationlearning, Combined sewer overflows, Forecasting.

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Authors: Salvatore Marra, Francesco C. Morabito

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In this paper we present an efficient approach for the prediction of two sunspot-related time series, namely the Yearly Sunspot Number and the IR5 Index, that are commonly used for monitoring solar activity. The method is based on exploiting partially recurrent Elman networks and it can be divided into three main steps: the first one consists in a “de-rectification" of the time series under study in order to obtain a new time series whose appearance, similar to a sum of sinusoids, can be modelled by our neural networks much better than the original dataset. After that, we normalize the derectified data so that they have zero mean and unity standard deviation and, finally, train an Elman network with only one input, a recurrent hidden layer and one output using a back-propagation algorithm with variable learning rate and momentum. The achieved results have shown the efficiency of this approach that, although very simple, can perform better than most of the existing solar activity forecasting methods.

Keywords: Elman neural networks, sunspot, solar activity, time series prediction.

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Authors: Sunusi N., Kresna A. J., Islamiyati A., Raupong

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Hazard rate estimation is one of the important topics in forecasting earthquake occurrence. Forecasting earthquake occurrence is a part of the statistical seismology where the main subject is the point process. Generally, earthquake hazard rate is estimated based on the point process likelihood equation called the Hazard Rate Likelihood of Point Process (HRLPP). In this research, we have developed estimation method, that is hazard rate single decrement HRSD. This method was adapted from estimation method in actuarial studies. Here, one individual associated with an earthquake with inter event time is exponentially distributed. The information of epicenter and time of earthquake occurrence are used to estimate hazard rate. At the end, a case study of earthquake hazard rate will be given. Furthermore, we compare the hazard rate between HRLPP and HRSD method.

Keywords: Earthquake forecast, Hazard Rate, Likelihood point process, Point process.

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Authors: Jimeng Shi, Mahek Jain, Giri Narasimhan

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Time Series Forecasting (TSF) is used to predict the target variables at a future time point based on the learning from previous time points. To keep the problem tractable, learning methods use data from a fixed length window in the past as an explicit input. In this paper, we study how the performance of predictive models change as a function of different look-back window sizes and different amounts of time to predict into the future. We also consider the performance of the recent attention-based transformer models, which had good success in the image processing and natural language processing domains. In all, we compare four different deep learning methods (Recurrent Neural Network (RNN), Long Short-term Memory (LSTM), Gated Recurrent Units (GRU), and Transformer) along with a baseline method. The dataset (hourly) we used is the Beijing Air Quality Dataset from the website of University of California, Irvine (UCI), which includes a multivariate time series of many factors measured on an hourly basis for a period of 5 years (2010-14). For each model, we also report on the relationship between the performance and the look-back window sizes and the number of predicted time points into the future. Our experiments suggest that Transformer models have the best performance with the lowest Mean   Absolute Errors (MAE = 14.599, 23.273) and Root Mean Square Errors (RSME = 23.573, 38.131) for most of our single-step and multi-steps predictions. The best size for the look-back window to predict 1 hour into the future appears to be one day, while 2 or 4 days perform the best to predict 3 hours into the future.

Keywords: Air quality prediction, deep learning algorithms, time series forecasting, look-back window.

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Authors: Darren Zou

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Forecasting the stock market is a very challenging task. Various economic indicators such as GDP, exchange rates, interest rates, and unemployment have a substantial impact on the stock market. Time series models are the traditional methods used to predict stock market changes. In this paper, a machine learning method, Bayesian Additive Regression Tree (BART) is used in predicting stock market indexes based on multiple economic indicators. BART can be used to model heterogeneous treatment effects, and thereby works well when models are misspecified. It also has the capability to handle non-linear main effects and multi-way interactions without much input from financial analysts. In this research, BART is proposed to provide a reliable prediction on day-to-day stock market activities. By comparing the analysis results from BART and with time series method, BART can perform well and has better prediction capability than the traditional methods.

Keywords: Bayesian, Forecast, Stock, BART.

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Authors: L. Krpalkova, N. O' Mahony, A. Carvalho, S. Campbell, S. Harapanahalli, J. Walsh

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The objective of this study was to determine the effects of environmental stressors on the performance of lactating dairy cows and discuss some future trends. There exists a relationship between the meteorological data and milk yield prediction accuracy in pasture-based dairy systems. New precision technologies are available and are being developed to improve the sustainability of the dairy industry. Some of these technologies focus on welfare of individual animals on dairy farms. These technologies allow the automatic identification of animal behaviour and health events, greatly increasing overall herd health and yield while reducing animal health inspection demands and long-term animal healthcare costs. The data set consisted of records from 489 dairy cows at two dairy farms and temperature measured from the nearest meteorological weather station in 2018. The effects of temperature on milk production and behaviour of animals were analyzed. The statistical results indicate different effects of temperature on milk yield and behaviour. The “comfort zone” for animals is in the range 10 °C to 20 °C. Dairy cows out of this zone had to decrease or increase their metabolic heat production, and it affected their milk production and behaviour.

Keywords: Behaviour, milk yield, temperature, precision technologies.

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Authors: Seyed Hossein Iranmanesh, Mansoureh Zarezadeh

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This paper presents an application of Artificial Neural Network (ANN) to forecast actual cost of a project based on the earned value management system (EVMS). For this purpose, some projects randomly selected based on the standard data set , and it is produced necessary progress data such as actual cost ,actual percent complete , baseline cost and percent complete for five periods of project. Then an ANN with five inputs and five outputs and one hidden layer is trained to produce forecasted actual costs. The comparison between real and forecasted data show better performance based on the Mean Absolute Percentage Error (MAPE) criterion. This approach could be applicable to better forecasting the project cost and result in decreasing the risk of project cost overrun, and therefore it is beneficial for planning preventive actions.

Keywords: Earned Value Management System (EVMS), Artificial Neural Network (ANN), Estimate At Completion, Forecasting Methods, Project Performance Measurement.

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Authors: Juliana Barcelos Cordeiro, Khashayar Mahani, Farbod Farzan, Mohsen A. Jafari

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Energy disaggregation has been focused by many energy companies since energy efficiency can be achieved when the breakdown of energy consumption is known. Companies have been investing in technologies to come up with software and/or hardware solutions that can provide this type of information to the consumer. On the other hand, not all people can afford to have these technologies. Therefore, in this paper, we present a methodology for breaking down the aggregate consumption and identifying the highdemanding end-uses profiles. These energy profiles will be used to build the forecast model for optimal control purpose. A facility with high cooling load is used as an illustrative case study to demonstrate the results of proposed methodology. We apply a high level energy disaggregation through a pattern recognition approach in order to extract the consumption profile of its rooftop packaged units (RTUs) and present a forecast model for the energy consumption.  

Keywords: Energy consumption forecasting, energy efficiency, load disaggregation, pattern recognition approach.

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Authors: Ismail Karaca, Ridvan Saracoglu, Omer Soner

Abstract:

Fuzzy Logic, an advanced method to support decision-making, is used by various scientists in many disciplines. Fuzzy programming is a product of fuzzy logic, fuzzy rules, and implication. In marine science, fuzzy programming for ships is dramatically increasing together with autonomous ship studies. In this paper, a program to support the decision-making process for ship navigation has been designed. The program is produced in fuzzy logic and rules, by taking the marine accidents and expert opinions into account. After the program was designed, the program was tested by 46 ship accidents reported by the Transportation Safety Investigation Center of Turkey. Wind speed, sea condition, visibility, day/night ratio have been used as input data. They have been converted into a risk factor within the Fuzzy Logic Designer application and fuzzy rules set by marine experts. Finally, the expert's meteorological risk factor for each accident is compared with the program's risk factor, and the error rate was calculated. The main objective of this study is to improve the navigational safety of ships, by using the advance decision support model. According to the study result, fuzzy programming is a robust model that supports safe navigation.

Keywords: Calculation of risk factor, fuzzy logic, fuzzy programming for ship, safe navigation of ships.

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Authors: B. S. Fatoyinbo, D. Stretch, O. T. Amoo, D. Allopi

Abstract:

This study extends the use of the Drainage Area Regionalization (DAR) method in generating synthetic data and calibrating PyTOPKAPI stream yield for an ungauged basin at a daily time scale. The generation of runoff in determining a river yield has been subjected to various topographic and spatial meteorological variables, which integers form the Catchment Characteristics Model (CCM). Many of the conventional CCM models adapted in Africa have been challenged with a paucity of adequate, relevance and accurate data to parameterize and validate the potential. The purpose of generating synthetic flow is to test a hydrological model, which will not suffer from the impact of very low flows or very high flows, thus allowing to check whether the model is structurally sound enough or not. The employed physically-based, watershed-scale hydrologic model (PyTOPKAPI) was parameterized with GIS-pre-processing parameters and remote sensing hydro-meteorological variables. The validation with mean annual runoff ratio proposes a decent graphical understanding between observed and the simulated discharge. The Nash-Sutcliffe efficiency and coefficient of determination (R²) values of 0.704 and 0.739 proves strong model efficiency. Given the current climate variability impact, water planner can now assert a tool for flow quantification and sustainable planning purposes.

Keywords: Ungauged Basin, Catchment Characteristics Model, Synthetic data, GIS.

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Authors: Souhir Ben Amor, Heni Boubaker, Lotfi Belkacem

Abstract:

This aims of this paper is to forecast the electricity spot prices. First, we focus on modeling the conditional mean of the series so we adopt a generalized fractional -factor Gegenbauer process (k-factor GARMA). Secondly, the residual from the -factor GARMA model has used as a proxy for the conditional variance; these residuals were predicted using two different approaches. In the first approach, a local linear wavelet neural network model (LLWNN) has developed to predict the conditional variance using the Back Propagation learning algorithms. In the second approach, the Gegenbauer generalized autoregressive conditional heteroscedasticity process (G-GARCH) has adopted, and the parameters of the k-factor GARMA-G-GARCH model has estimated using the wavelet methodology based on the discrete wavelet packet transform (DWPT) approach. The empirical results have shown that the k-factor GARMA-G-GARCH model outperform the hybrid k-factor GARMA-LLWNN model, and find it is more appropriate for forecasts.

Keywords: k-factor, GARMA, LLWNN, G-GARCH, electricity price, forecasting.

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