Search results for: seasonal forecast models.

Authors: Petr Seďa

Abstract:

This paper deals with heterogeneous autoregressive models of realized volatility (HAR-RV models) on high-frequency data of stock indices in the USA. Its aim is to capture the behavior of three groups of market participants trading on a daily, weekly and monthly basis and assess their role in predicting the daily realized volatility. The benefits of this work lies mainly in the application of heterogeneous autoregressive models of realized volatility on stock indices in the USA with a special aim to analyze an impact of the global financial crisis on applied models forecasting performance. We use three data sets, the first one from the period before the global financial crisis occurred in the years 2006-2007, the second one from the period when the global financial crisis fully hit the U.S. financial market in 2008-2009 years, and the last period was defined over 2010-2011 years. The model output indicates that estimated realized volatility in the market is very much determined by daily traders and in some cases excludes the impact of those market participants who trade on monthly basis.

Keywords: Global financial crisis, heterogeneous autoregressive model, in-sample forecast, realized volatility, U.S. stock market.

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Authors: Fazıl Gökgöz, Fahrettin Filiz

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Electricity prices have sophisticated features such as high volatility, nonlinearity and high frequency that make forecasting quite difficult. Electricity price has a volatile and non-random character so that, it is possible to identify the patterns based on the historical data. Intelligent decision-making requires accurate price forecasting for market traders, retailers, and generation companies. So far, many shallow-ANN (artificial neural networks) models have been published in the literature and showed adequate forecasting results. During the last years, neural networks with many hidden layers, which are referred to as DNN (deep neural networks) have been using in the machine learning community. The goal of this study is to investigate electricity price forecasting performance of the shallow-ANN and DNN models for the Turkish day-ahead electricity market. The forecasting accuracy of the models has been evaluated with publicly available data from the Turkish day-ahead electricity market. Both shallow-ANN and DNN approach would give successful result in forecasting problems. Historical load, price and weather temperature data are used as the input variables for the models. The data set includes power consumption measurements gathered between January 2016 and December 2017 with one-hour resolution. In this regard, forecasting studies have been carried out comparatively with shallow-ANN and DNN models for Turkish electricity markets in the related time period. The main contribution of this study is the investigation of different shallow-ANN and DNN models in the field of electricity price forecast. All models are compared regarding their MAE (Mean Absolute Error) and MSE (Mean Square) results. DNN models give better forecasting performance compare to shallow-ANN. Best five MAE results for DNN models are 0.346, 0.372, 0.392, 0,402 and 0.409.

Keywords: Deep learning, artificial neural networks, energy price forecasting, Turkey.

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Authors: Muhammad Naeem, Abdus Salam, Muhammad Ashraf, Muhammad Imran, Mehtab Ahmad, Muhammad Jamshed Khan, Muhammad Mazhar Ayaz, Muzaffar Ali, Arshad Ali, Memoona Qayyum Abir Ishtiaq

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The present study was designed to demonstrate the seasonal variations in physico-chemical parameters of fish farm at Govt. Nursery Unit, Muzaffargarh, Department of Fisheries Govt. of Punjab, Pakistan for a period of eight months from January to August 2008. Water samples were collected on fifteen days basis and have been analyzed for estimation of Air temperature, Water temperature, Light penetration, pH, Total dissolved oxygen, Clouds, Carbonates, Bicarbonates, Total carbonates, Total dissolved solids, Chlorides, Calcium and Hardness. Seasonal fluctuations were observed in all the physico-chemical parameters of fish farm. The overall physicochemical parameters of fish pond water remained within the tolerable range throughout the study period.

Keywords: Freshwater, Fish farm, Water quality, Seasonal variation, Chemical factor

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Authors: S. Esfandeh, M. Sedighizadeh

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Weather systems use enormously complex combinations of numerical tools for study and forecasting. Unfortunately, due to phenomena in the world climate, such as the greenhouse effect, classical models may become insufficient mostly because they lack adaptation. Therefore, the weather forecast problem is matched for heuristic approaches, such as Evolutionary Algorithms. Experimentation with heuristic methods like Particle Swarm Optimization (PSO) algorithm can lead to the development of new insights or promising models that can be fine tuned with more focused techniques. This paper describes a PSO approach for analysis and prediction of data and provides experimental results of the aforementioned method on realworld meteorological time series.

Keywords: Weather, Climate, PSO, Prediction, Meteorological

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Authors: Nkongho Ayuketang Arreyndip, Ebobenow Joseph

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In this paper, temperature extremes are forecast by employing the block maxima method of the Generalized extreme value(GEV) distribution to analyse temperature data from the Cameroon Development Corporation (C.D.C). By considering two sets of data (Raw data and simulated data) and two (stationary and non-stationary) models of the GEV distribution, return levels analysis is carried out and it was found that in the stationary model, the return values are constant over time with the raw data while in the simulated data, the return values show an increasing trend but with an upper bound. In the non-stationary model, the return levels of both the raw data and simulated data show an increasing trend but with an upper bound. This clearly shows that temperatures in the tropics even-though show a sign of increasing in the future, there is a maximum temperature at which there is no exceedence. The results of this paper are very vital in Agricultural and Environmental research.

Keywords: Return level, Generalized extreme value (GEV), Meteorology, Forecasting.

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Authors: Tomohiro Hachino, Hitoshi Takata, Seiji Fukushima, Yasutaka Igarashi

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This paper presents a Gaussian process model-based short-term electric load forecasting. The Gaussian process model is a nonparametric model and the output of the model has Gaussian distribution with mean and variance. The multiple Gaussian process models as every hour ahead predictors are used to forecast future electric load demands up to 24 hours ahead in accordance with the direct forecasting approach. The separable least-squares approach that combines the linear least-squares method and genetic algorithm is applied to train these Gaussian process models. Simulation results are shown to demonstrate the effectiveness of the proposed electric load forecasting.

Keywords: Direct method, electric load forecasting, Gaussian process model, genetic algorithm, separable least-squares method.

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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: Panudet Saengseedam, Nanthachai Kantanantha

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This paper proposes a linear mixed model (LMM) with spatial effects to forecast rice and cassava yields in Thailand at the same time. A multivariate conditional autoregressive (MCAR) model is assumed to present the spatial effects. A Bayesian method is used for parameter estimation via Gibbs sampling Markov Chain Monte Carlo (MCMC). The model is applied to the rice and cassava yields monthly data which have been extracted from the Office of Agricultural Economics, Ministry of Agriculture and Cooperatives of Thailand. The results show that the proposed model has better performance in most provinces in both fitting part and validation part compared to the simple exponential smoothing and conditional auto regressive models (CAR) from our previous study.

Keywords: Bayesian method, Linear mixed model, Multivariate conditional autoregressive model, Spatial time series.

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Authors: Bi-Huei Tsai

Abstract:

Previous studies on financial distress prediction choose the conventional failing and non-failing dichotomy; however, the distressed extent differs substantially among different financial distress events. To solve the problem, “non-distressed”, “slightlydistressed” and “reorganization and bankruptcy” are used in our article to approximate the continuum of corporate financial health. This paper explains different financial distress events using the two-stage method. First, this investigation adopts firm-specific financial ratios, corporate governance and market factors to measure the probability of various financial distress events based on multinomial logit models. Specifically, the bootstrapping simulation is performed to examine the difference of estimated misclassifying cost (EMC). Second, this work further applies macroeconomic factors to establish the credit cycle index and determines the distressed cut-off indicator of the two-stage models using such index. Two different models, one-stage and two-stage prediction models are developed to forecast financial distress, and the results acquired from different models are compared with each other, and with the collected data. The findings show that the one-stage model has the lower misclassification error rate than the two-stage model. The one-stage model is more accurate than the two-stage model.

Keywords: Multinomial logit model, corporate governance, company failure, reorganization, bankruptcy.

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Authors: L. Basha, E. Gjika

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The exchange rate is one of the most important economic variables, especially for a small, open economy such as Albania. Its effect is noticeable on one country's competitiveness, trade and current account, inflation, wages, domestic economic activity and bank stability. This study investigates the fluctuation of Albania’s exchange rates using monthly average foreign currency, Euro (Eur) to Albanian Lek (ALL) exchange rate with a time span from January 2008 to June 2021 and the macroeconomic factors that have a significant effect on the exchange rate. Initially, the Random Forest Regression algorithm is constructed to understand the impact of economic variables in the behavior of monthly average foreign currencies exchange rates. Then the forecast of macro-economic indicators for 12 months was performed using time series models. The predicted values received are placed in the random forest model in order to obtain the average monthly forecast of Euro to Albanian Lek (ALL) exchange rate for the period July 2021 to June 2022.

Keywords: Exchange rate, Random Forest, time series, Machine Learning, forecasting.

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Authors: Khaing Win Mar, Thinn Thu Naing

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Nowadays, precipitation prediction is required for proper planning and management of water resources. Prediction with neural network models has received increasing interest in various research and application domains. However, it is difficult to determine the best neural network architecture for prediction since it is not immediately obvious how many input or hidden nodes are used in the model. In this paper, neural network model is used as a forecasting tool. The major aim is to evaluate a suitable neural network model for monthly precipitation mapping of Myanmar. Using 3-layerd neural network models, 100 cases are tested by changing the number of input and hidden nodes from 1 to 10 nodes, respectively, and only one outputnode used. The optimum model with the suitable number of nodes is selected in accordance with the minimum forecast error. In measuring network performance using Root Mean Square Error (RMSE), experimental results significantly show that 3 inputs-10 hiddens-1 output architecture model gives the best prediction result for monthly precipitation in Myanmar.

Keywords: Precipitation prediction, monthly precipitation, neural network models, Myanmar.

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Authors: Jiajia Pan, Hung Tao Shen

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Freeze and thaw occurs seasonally in river banks in northern countries. Little is known on how the riverbank soil temperature responds to air temperature changes and how freeze and thaw develops in a river bank seasonally. This study presents a two-dimensional heat conduction model for numerical investigations of seasonal freeze and thaw processes in an idealized river bank. The model uses the finite difference method and it is convenient for applications. The model is validated with an analytical solution and a field case with soil temperature distributions. It is then applied to the idealized river bank in terms of partially and fully saturated conditions with or without ice cover influence. Simulated results illustrate the response processes of the river bank to seasonal air temperature variations. It promotes the understanding of freeze and thaw processes in river banks and prepares for further investigation of frost and thaw impacts on riverbank stability.

Keywords: Freeze and thaw, river banks, 2D model, heat conduction.

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Authors: Yanqi Yang, Chongshan Liao, Cheuk Hin Ho, Susan Bridges

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Aim: To investigate students’ perceptions of using e-models in an inquiry-based curriculum. Approach: 52 second-year dental students completed a pre- and post-test questionnaire relating to their perceptions of e-models and their use in inquiry-based learning. The pre-test occurred prior to any learning with e-models. The follow-up survey was conducted after one year's experience of using e-models. Results: There was no significant difference between the two sets of questionnaires regarding students’ perceptions of the usefulness of e-models and their willingness to use e-models in future inquiry-based learning. Most students preferred using both plaster models and e-models in tandem. Conclusion: Students did not change their attitude towards e-models and most of them agreed or were neutral that e-models are useful in inquiry-based learning. Whilst recognizing the utility of 3D models for learning, students' preference for combining these with solid models has implications for the development of haptic sensibility in an operative discipline.

Keywords: E-models, inquiry-based curriculum, education.

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Authors: Surinder Deswal, Vineet Verma

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Air Quality Index (AQI) is used as a tool to indicate the level of severity and disseminate the information on air pollution to enable the public to understand the health and environmental impacts of air pollutant concentration levels. The annual and seasonal variation of criteria air pollutants concentration based on the National Ambient Air Quality Monitoring Programme has been conducted for a period of nine years (2006-2014) using the AQI system. AQI was calculated using IND-AQI methodology and Maximum Operator Concept is applied. An attempt has been made to quantify the variations in AQI on an annual and seasonal basis over a period of nine years. Further, year-wise frequency of occurrence of AQI in each category for all the five stations is analysed, which presents in depth analysis of trends over the period of study. The best air quality was observed in the Noida residential area, followed by Noida industrial area during the study period; whereas, Bulandshahar industrial area and Faridabad residential area were observed to have the worst air quality. A shift in the worst air quality from winter to summer season has also been observed during the study period. Further, the level of Respirable Suspended Particulate Matter was found to be above permissible limit at all the stations. The present study helps in enhancing public awareness and calls for the need of immediate measures to be taken to counter-effect the cause of the increasing level of air pollution.

Keywords: Air quality index, annual trends, criteria pollutants, seasonal variation.

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Authors: Ana Clara Santos, Maria Manuela Portela, Bettina Schaefli

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This work assesses the performance of an analytical model framework to generate daily flow duration curves, FDCs, based on climatic characteristics of the catchments and on their streamflow recession coefficients. According to the analytical model framework, precipitation is considered to be a stochastic process, modeled as a marked Poisson process, and recession is considered to be deterministic, with parameters that can be computed based on different models. The analytical model framework was tested for three case studies with different hydrological regimes located in Switzerland: pluvial, snow-dominated and glacier. For that purpose, five time intervals were analyzed (the four meteorological seasons and the civil year) and two developments of the model were tested: one considering a linear recession model and the other adopting a nonlinear recession model. Those developments were combined with recession coefficients obtained from two different approaches: forward and inverse estimation. The performance of the analytical framework when considering forward parameter estimation is poor in comparison with the inverse estimation for both, linear and nonlinear models. For the pluvial catchment, the inverse estimation shows exceptional good results, especially for the nonlinear model, clearing suggesting that the model has the ability to describe FDCs. For the snow-dominated and glacier catchments the seasonal results are better than the annual ones suggesting that the model can describe streamflows in those conditions and that future efforts should focus on improving and combining seasonal curves instead of considering single annual ones.

Keywords: Analytical streamflow distribution, stochastic process, linear and non-linear recession, hydrological modelling, daily discharges.

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Authors: Zahra Ghadampour, Gholamreza Rakhshandehroo

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A concern that researchers usually face in different applications of Artificial Neural Network (ANN) is determination of the size of effective domain in time series. In this paper, trial and error method was used on groundwater depth time series to determine the size of effective domain in the series in an observation well in Union County, New Jersey, U.S. different domains of 20, 40, 60, 80, 100, and 120 preceding day were examined and the 80 days was considered as effective length of the domain. Data sets in different domains were fed to a Feed Forward Back Propagation ANN with one hidden layer and the groundwater depths were forecasted. Root Mean Square Error (RMSE) and the correlation factor (R2) of estimated and observed groundwater depths for all domains were determined. In general, groundwater depth forecast improved, as evidenced by lower RMSEs and higher R2s, when the domain length increased from 20 to 120. However, 80 days was selected as the effective domain because the improvement was less than 1% beyond that. Forecasted ground water depths utilizing measured daily data (set #1) and data averaged over the effective domain (set #2) were compared. It was postulated that more accurate nature of measured daily data was the reason for a better forecast with lower RMSE (0.1027 m compared to 0.255 m) in set #1. However, the size of input data in this set was 80 times the size of input data in set #2; a factor that may increase the computational effort unpredictably. It was concluded that 80 daily data may be successfully utilized to lower the size of input data sets considerably, while maintaining the effective information in the data set.

Keywords: Neural networks, groundwater depth, forecast.

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Authors: Randhir Singh Baghel

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In this work, long-term spatiotemporal changes in rainfall are investigated and assessed at the meteorological divisional level using whole-year data from Rajasthan, India. Data from each of the district's eight tehsils are studied to see how the rainfall pattern has altered over the last 10 years.  We primarily compare information from the Jaipur district in Rajasthan, India, at the tehsil level. We looked at the full year, and from January to December, there was constantly more rain than any other month.  Furthermore, we compare the research of annual and monthly rainfall. Havey rainfall is also shown for two months, July and August.

Keywords: Climate change, temperature, seasonal monsoons, rainfall variability.

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Authors: Fazıl Gökgöz, Fahrettin Filiz

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Load forecasting has become crucial in recent years and become popular in forecasting area. Many different power forecasting models have been tried out for this purpose. Electricity load forecasting is necessary for energy policies, healthy and reliable grid systems. Effective power forecasting of renewable energy load leads the decision makers to minimize the costs of electric utilities and power plants. Forecasting tools are required that can be used to predict how much renewable energy can be utilized. The purpose of this study is to explore the effectiveness of LSTM-based neural networks for estimating renewable energy loads. In this study, we present models for predicting renewable energy loads based on deep neural networks, especially the Long Term Memory (LSTM) algorithms. Deep learning allows multiple layers of models to learn representation of data. LSTM algorithms are able to store information for long periods of time. Deep learning models have recently been used to forecast the renewable energy sources such as predicting wind and solar energy power. Historical load and weather information represent the most important variables for the inputs within the power forecasting models. The dataset contained power consumption measurements are gathered between January 2016 and December 2017 with one-hour resolution. Models use publicly available data from the Turkish Renewable Energy Resources Support Mechanism. Forecasting studies have been carried out with these data via deep neural networks approach including LSTM technique for Turkish electricity markets. 432 different models are created by changing layers cell count and dropout. The adaptive moment estimation (ADAM) algorithm is used for training as a gradient-based optimizer instead of SGD (stochastic gradient). ADAM performed better than SGD in terms of faster convergence and lower error rates. Models performance is compared according to MAE (Mean Absolute Error) and MSE (Mean Squared Error). Best five MAE results out of 432 tested models are 0.66, 0.74, 0.85 and 1.09. The forecasting performance of the proposed LSTM models gives successful results compared to literature searches.

Keywords: Deep learning, long-short-term memory, energy, renewable energy load forecasting.

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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: Hacene Benkhoula, Mohamed Badreddine Benabdella, Hamid Bouzeboudja, Abderrahmane Asraoui

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The wind is a random variable difficult to master, for this, we developed a mathematical and statistical methods enable to modeling and forecast wind power. Gaussian Processes (GP) is one of the most widely used families of stochastic processes for modeling dependent data observed over time, or space or time and space. GP is an underlying process formed by unrecognized operator’s uses to solve a problem. The purpose of this paper is to present how to forecast wind power by using the GP. The Gaussian process method for forecasting are presented. To validate the presented approach, a simulation under the MATLAB environment has been given.

Keywords: Forecasting, Gaussian process, modeling, wind power.

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Authors: Heba F. Hozyen, Hodallah H. Ahmed, S. I. A. Shalaby, G. E. S. Essawy

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Biochemical and hormonal changes that occur in both follicular fluid and blood are involved in the control of ovarian physiology. The present study was conducted on follicular fluid and serum samples obtained from 708 buffaloes. Samples were examined for estradiol, progesterone, and cholesterol concentrations in relation to seasonal changes, ovarian follicular size, and stage of estrous cycle. The obtained results revealed that follicular fluid and serum levels of estradiol, progesterone, and cholesterol were significantly lower during summer and autumn when compared to winter and spring seasons. With the increase in follicular size, the follicular fluid levels of progesterone and cholesterol were significantly decreased, while estradiol levels were significantly increased. Estradiol and progesterone levels were significantly higher in follicular fluid than blood, while cholesterol was significantly lower in follicular fluid than serum. In conclusion, the current study threw a light on the hormonal changes in the follicular fluid and blood under the effect of heat stress which could be related to the low fertility of buffalo in the summer.

Keywords: Buffalo, follicular fluid, follicular development, seasonal changes, steroids.

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Authors: Isaac Mugume, Charles Basalirwa, Daniel Waiswa, Triphonia Ngailo

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Rainfall is a major climatic parameter affecting many sectors such as health, agriculture and water resources. Its quantitative prediction remains a challenge to weather forecasters although numerical weather prediction models are increasingly being used for rainfall prediction. The performance of six convective parameterization schemes, namely the Kain-Fritsch scheme, the Betts-Miller-Janjic scheme, the Grell-Deveny scheme, the Grell-3D scheme, the Grell-Fretas scheme, the New Tiedke scheme of the weather research and forecast (WRF) model regarding quantitative rainfall prediction over Uganda is investigated using the root mean square error for the March-May (MAM) 2013 season. The MAM 2013 seasonal rainfall amount ranged from 200 mm to 900 mm over Uganda with northern region receiving comparatively lower rainfall amount (200–500 mm); western Uganda (270–550 mm); eastern Uganda (400–900 mm) and the lake Victoria basin (400–650 mm). A spatial variation in simulated rainfall amount by different convective parameterization schemes was noted with the Kain-Fritsch scheme over estimating the rainfall amount over northern Uganda (300–750 mm) but also presented comparable rainfall amounts over the eastern Uganda (400–900 mm). The Betts-Miller-Janjic, the Grell-Deveny, and the Grell-3D underestimated the rainfall amount over most parts of the country especially the eastern region (300–600 mm). The Grell-Fretas captured rainfall amount over the northern region (250–450 mm) but also underestimated rainfall over the lake Victoria Basin (150–300 mm) while the New Tiedke generally underestimated rainfall amount over many areas of Uganda. For deterministic rainfall prediction, the Grell-Fretas is recommended for rainfall prediction over northern Uganda while the Kain-Fritsch scheme is recommended over eastern region.

Keywords: Convective parameterization schemes, March-May 2013 rainfall season, spatial variation of parameterization schemes over Uganda, WRF model.

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Authors: Cenk Sezen, Turgay Partal

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North Sea Caspian Pattern Index (NCP) refers to an atmospheric teleconnection between the North Sea and North Caspian at the 500 hPa geopotential height level. The aim of this study is to search for effects of NCP on annual and seasonal mean temperature and also annual and seasonal precipitation totals in the Aegean region of Turkey. The study contains the data that consist of 46 years obtained from nine meteorological stations. To determine the relationship between NCP and the climatic parameters, firstly the Pearson correlation coefficient method was utilized. According to the results of the analysis, most of the stations in the region have a high negative correlation NCPI in all seasons, especially in the winter season in terms of annual and seasonal mean temperature (statistically at significant at the 90% level). Besides, high negative correlation values between NCPI and precipitation totals are observed during the winter season at the most of stations. Furthermore, the NCPI values were divided into two group as NCPI(-) and NCPI(+), and then mean temperature and precipitation total values, which are grouped according to the NCP(-) and NCP(+) phases, were determined as annual and seasonal. During the NCPI(-), higher mean temperature values are observed in all of seasons, particularly in the winter season compared to the mean temperature values under effect of NCP(+). Similarly, during the NCPI(-) in winter season precipitation total values have higher than the precipitation total values under the effect of NCP(+); however, in other seasons there no substantial changes were observed between the precipitation total values. As a result of this study, significant proof is obtained with regards to the influences of NCP on the temperature and precipitation regime in the Aegean region of Turkey.

Keywords: Aegean Region, North Sea Caspian Pattern, precipitation, temperature.

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Authors: Myint Myint Yi, Khin Sandar Linn, Marlar Kyaw

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This paper proposed a novel model for short term load forecast (STLF) in the electricity market. The prior electricity demand data are treated as time series. The model is composed of several neural networks whose data are processed using a wavelet technique. The model is created in the form of a simulation program written with MATLAB. The load data are treated as time series data. They are decomposed into several wavelet coefficient series using the wavelet transform technique known as Non-decimated Wavelet Transform (NWT). The reason for using this technique is the belief in the possibility of extracting hidden patterns from the time series data. The wavelet coefficient series are used to train the neural networks (NNs) and used as the inputs to the NNs for electricity load prediction. The Scale Conjugate Gradient (SCG) algorithm is used as the learning algorithm for the NNs. To get the final forecast data, the outputs from the NNs are recombined using the same wavelet technique. The model was evaluated with the electricity load data of Electronic Engineering Department in Mandalay Technological University in Myanmar. The simulation results showed that the model was capable of producing a reasonable forecasting accuracy in STLF.

Keywords: Neural network, Load forecast, Time series, wavelettransform.

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

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Presented in this paper is a framework of a software ‘WEMax’. The WEMax is invented for analysis and simulation for manned assembly lines to sustain and improve performance of manufacturing systems. In a manufacturing system, performance, such as productivity, is a key of competitiveness for output products. However, the manned assembly lines are difficult to forecast performance, because human labors are not expectable factors by computer simulation models or mathematical models. Existing approaches to performance forecasting of the manned assembly lines are limited to matters of the human itself, such as ergonomic and workload design, and non-human-factor-relevant simulation. Consequently, an approach for the forecasting and improvement of manned assembly line performance is needed to research. As a solution of the current problem, this study proposes a framework that is for generation and simulation of virtual manned assembly lines, and the framework has been implemented as a software.

Keywords: Performance Forecasting, Simulation, Virtual Manned Assembly Line.

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Authors: A. Nasiri Pour, B. Rostami Tabar, A.Rahimzadeh

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Accurate demand forecasting is one of the most key issues in inventory management of spare parts. The problem of modeling future consumption becomes especially difficult for lumpy patterns, which characterized by intervals in which there is no demand and, periods with actual demand occurrences with large variation in demand levels. However, many of the forecasting methods may perform poorly when demand for an item is lumpy. In this study based on the characteristic of lumpy demand patterns of spare parts a hybrid forecasting approach has been developed, which use a multi-layered perceptron neural network and a traditional recursive method for forecasting future demands. In the described approach the multi-layered perceptron are adapted to forecast occurrences of non-zero demands, and then a conventional recursive method is used to estimate the quantity of non-zero demands. In order to evaluate the performance of the proposed approach, their forecasts were compared to those obtained by using Syntetos & Boylan approximation, recently employed multi-layered perceptron neural network, generalized regression neural network and elman recurrent neural network in this area. The models were applied to forecast future demand of spare parts of Arak Petrochemical Company in Iran, using 30 types of real data sets. The results indicate that the forecasts obtained by using our proposed mode are superior to those obtained by using other methods.

Keywords: Lumpy Demand, Neural Network, Forecasting, Hybrid Approach.

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Authors: B. Dehghan, T. Toppi, M. Aprile, M. Motta

Abstract:

The environmental concerns related to global warming and ozone layer depletion along with the growing worldwide demand for heating and cooling have brought an increasing attention toward ecological and efficient Heating, Ventilation, and Air Conditioning (HVAC) systems. Furthermore, since space heating accounts for a considerable part of the European primary/final energy use, it has been identified as one of the sectors with the most challenging targets in energy use reduction. Heat pumps are commonly considered as a technology able to contribute to the achievement of the targets. Current research focuses on the full load operation and seasonal performance assessment of three gas-driven absorption heat pump cycles. To do this, investigations of the gas-driven air-source ammonia-water absorption heat pump systems for small-scale space heating applications are presented. For each of the presented cycles, both full-load under various temperature conditions and seasonal performances are predicted by means of numerical simulations. It has been considered that small capacity appliances are usually equipped with fixed geometry restrictors, meaning that the solution mass flow rate is driven by the pressure difference across the associated restrictor valve. Results show that gas utilization efficiency (GUE) of the cycles varies between 1.2 and 1.7 for both full and partial loads and vapor exchange (VX) cycle is found to achieve the highest efficiency. It is noticed that, for typical space heating applications, heat pumps operate over a wide range of capacities and thermal lifts. Thus, partially, the novelty introduced in the paper is the investigation based on a seasonal performance approach, following the method prescribed in a recent European standard (EN 12309). The overall result is a modest variation in the seasonal performance for analyzed cycles, from 1.427 (single-effect) to 1.493 (vapor-exchange).

Keywords: Absorption cycles, gas utilization efficiency, heat pump, seasonal performance, vapor exchange cycle.

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Authors: Mariyam Arif, Ye Liu, Israr Ul Haq, Ahsan Ashfaq

Abstract:

High cost of fossil fuels and intensifying installations of alternate energy generation sources are intimidating main challenges in power systems. Making accurate load forecasting an important and challenging task for optimal energy planning and management at both distribution and generation side. There are many techniques to forecast load but each technique comes with its own limitation and requires data to accurately predict the forecast load. Artificial Neural Network (ANN) is one such technique to efficiently forecast the load. Comparison between two different ranges of input datasets has been applied to dynamic ANN technique using MATLAB Neural Network Toolbox. It has been observed that selection of input data on training of a network has significant effects on forecasted results. Day-wise input data forecasted the load accurately as compared to year-wise input data. The forecasted load is then distributed among the six generators by using the linear programming to get the optimal point of generation. The algorithm is then verified by comparing the results of each generator with their respective generation limits.

Keywords: Artificial neural networks, demand-side management, economic dispatch, linear programming, power generation dispatch.

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Authors: LI qiu-min, TIAN yi-xiang, ZHANG gao-xun

Abstract:

GMDH algorithm can well describe the internal structure of objects. In the process of modeling, automatic screening of model structure and variables ensure the convergence rate.This paper studied a new GMDH model based on polynomial spline  stimation. The polynomial spline function was used to instead of the transfer function of GMDH to characterize the relationship between the input variables and output variables. It has proved that the algorithm has the optimal convergence rate under some conditions. The empirical results show that the algorithm can well forecast Consumer Price Index (CPI).

Keywords: spline, GMDH, nonparametric, bias, forecast.

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Authors: Amro Issam Hamed Attia Ramadan, Marco Zappatore, Pasquale Balena, Antonella Longo

Abstract:

Considering the energy crisis that is hitting Europe, it becomes increasingly necessary to change energy policies to depend less on fossil fuels and replace them with energy from renewable sources. This has triggered the urge to use clean energy, not only to satisfy energy needs and fulfill the required consumption, but also to decrease the danger of climatic changes due to harmful emissions. Many countries have already started creating energy communities based on renewable energy sources. The first step to understanding energy needs in any place is to perfectly know the consumption. In this work, we aim to estimate electricity consumption for a municipality that makes up part of a rural area located in southern Italy using forecast models that allow for the estimation of electricity consumption for the next 10 years, and we then apply the same model to the province where the municipality is located and estimate the future consumption for the same period to examine whether it is possible to start from the municipality level to reach the province level when creating energy communities.

Keywords: ARIMA, electricity consumption, forecasting models, time series.

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