Search results for: time series fractal analysis
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 13800

Search results for: time series fractal analysis

13710 A New Technique for Solar Activity Forecasting Using Recurrent Elman Networks

Authors: Salvatore Marra, Francesco C. Morabito

Abstract:

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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13709 Statistical Reliability Based Modeling of Series and Parallel Operating Systems using Extreme Value Theory

Authors: Mohamad Mahdavi, Mojtaba Mahdavi

Abstract:

This paper tries to represent a new method for computing the reliability of a system which is arranged in series or parallel model. In this method we estimate life distribution function of whole structure using the asymptotic Extreme Value (EV) distribution of Type I, or Gumbel theory. We use EV distribution in minimal mode, for estimate the life distribution function of series structure and maximal mode for parallel system. All parameters also are estimated by Moments method. Reliability function and failure (hazard) rate and p-th percentile point of each function are determined. Other important indexes such as Mean Time to Failure (MTTF), Mean Time to repair (MTTR), for non-repairable and renewal systems in both of series and parallel structure will be computed.

Keywords: Reliability, extreme value, parallel, series, lifedistribution

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13708 Fast Short-Term Electrical Load Forecasting under High Meteorological Variability with a Multiple Equation Time Series Approach

Authors: Charline David, Alexandre Blondin Massé, Arnaud Zinflou

Abstract:

We present a multiple equation time series approach for the short-term load forecasting applied to the electrical power load consumption for the whole Quebec province, in Canada. More precisely, we take into account three meteorological variables — temperature, cloudiness and wind speed —, and we use meteorological measurements taken at different locations on the territory. Our final model shows an average MAPE score of 1.79% over an 8-years dataset.

Keywords: Short-term load forecasting, special days, time series, multiple equations, parallelization, clustering.

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13707 Power Series Solution to Sliding Velocity in Three-Dimensional Multibody Systems with Impact and Friction

Authors: Hesham A. Elkaranshawy, Amr M. Abdelrazek, Hosam M. Ezzat

Abstract:

The system of ordinary nonlinear differential equations describing sliding velocity during impact with friction for a three-dimensional rigid-multibody system is developed. No analytical solutions have been obtained before for this highly nonlinear system. Hence, a power series solution is proposed. Since the validity of this solution is limited to its convergence zone, a suitable time step is chosen and at the end of it a new series solution is constructed. For a case study, the trajectory of the sliding velocity using the proposed method is built using 6 time steps, which coincides with a Runge- Kutta solution using 38 time steps.

Keywords: Impact with friction, nonlinear ordinary differential equations, power series solutions, rough collision.

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13706 Automatic Detection and Classification of Microcalcification, Mass, Architectural Distortion and Bilateral Asymmetry in Digital Mammogram

Authors: S. Shanthi, V. Muralibhaskaran

Abstract:

Mammography has been one of the most reliable methods for early detection of breast cancer. There are different lesions which are breast cancer characteristic such as microcalcifications, masses, architectural distortions and bilateral asymmetry. One of the major challenges of analysing digital mammogram is how to extract efficient features from it for accurate cancer classification. In this paper we proposed a hybrid feature extraction method to detect and classify all four signs of breast cancer. The proposed method is based on multiscale surrounding region dependence method, Gabor filters, multi fractal analysis, directional and morphological analysis. The extracted features are input to self adaptive resource allocation network (SRAN) classifier for classification. The validity of our approach is extensively demonstrated using the two benchmark data sets Mammographic Image Analysis Society (MIAS) and Digital Database for Screening Mammograph (DDSM) and the results have been proved to be progressive.

Keywords: Feature extraction, fractal analysis, Gabor filters, multiscale surrounding region dependence method, SRAN.

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13705 Arriving at an Optimum Value of Tolerance Factor for Compressing Medical Images

Authors: Sumathi Poobal, G. Ravindran

Abstract:

Medical imaging uses the advantage of digital technology in imaging and teleradiology. In teleradiology systems large amount of data is acquired, stored and transmitted. A major technology that may help to solve the problems associated with the massive data storage and data transfer capacity is data compression and decompression. There are many methods of image compression available. They are classified as lossless and lossy compression methods. In lossy compression method the decompressed image contains some distortion. Fractal image compression (FIC) is a lossy compression method. In fractal image compression an image is coded as a set of contractive transformations in a complete metric space. The set of contractive transformations is guaranteed to produce an approximation to the original image. In this paper FIC is achieved by PIFS using quadtree partitioning. PIFS is applied on different images like , Ultrasound, CT Scan, Angiogram, X-ray, Mammograms. In each modality approximately twenty images are considered and the average values of compression ratio and PSNR values are arrived. In this method of fractal encoding, the parameter, tolerance factor Tmax, is varied from 1 to 10, keeping the other standard parameters constant. For all modalities of images the compression ratio and Peak Signal to Noise Ratio (PSNR) are computed and studied. The quality of the decompressed image is arrived by PSNR values. From the results it is observed that the compression ratio increases with the tolerance factor and mammogram has the highest compression ratio. The quality of the image is not degraded upto an optimum value of tolerance factor, Tmax, equal to 8, because of the properties of fractal compression.

Keywords: Fractal image compression, IFS, PIFS, PSNR, Quadtree partitioning.

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13704 Analysis of Temperature Change under Global Warming Impact using Empirical Mode Decomposition

Authors: Md. Khademul Islam Molla, Akimasa Sumi, M. Sayedur Rahman

Abstract:

The empirical mode decomposition (EMD) represents any time series into a finite set of basis functions. The bases are termed as intrinsic mode functions (IMFs) which are mutually orthogonal containing minimum amount of cross-information. The EMD successively extracts the IMFs with the highest local frequencies in a recursive way, which yields effectively a set low-pass filters based entirely on the properties exhibited by the data. In this paper, EMD is applied to explore the properties of the multi-year air temperature and to observe its effects on climate change under global warming. This method decomposes the original time-series into intrinsic time scale. It is capable of analyzing nonlinear, non-stationary climatic time series that cause problems to many linear statistical methods and their users. The analysis results show that the mode of EMD presents seasonal variability. The most of the IMFs have normal distribution and the energy density distribution of the IMFs satisfies Chi-square distribution. The IMFs are more effective in isolating physical processes of various time-scales and also statistically significant. The analysis results also show that the EMD method provides a good job to find many characteristics on inter annual climate. The results suggest that climate fluctuations of every single element such as temperature are the results of variations in the global atmospheric circulation.

Keywords: Empirical mode decomposition, instantaneous frequency, Hilbert spectrum, Chi-square distribution, anthropogenic impact.

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13703 A Comparison of Grey Model and Fuzzy Predictive Model for Time Series

Authors: A. I. Dounis, P. Tiropanis, D. Tseles, G. Nikolaou, G. P. Syrcos

Abstract:

The prediction of meteorological parameters at a meteorological station is an interesting and open problem. A firstorder linear dynamic model GM(1,1) is the main component of the grey system theory. The grey model requires only a few previous data points in order to make a real-time forecast. In this paper, we consider the daily average ambient temperature as a time series and the grey model GM(1,1) applied to local prediction (short-term prediction) of the temperature. In the same case study we use a fuzzy predictive model for global prediction. We conclude the paper with a comparison between local and global prediction schemes.

Keywords: Fuzzy predictive model, grey model, local andglobal prediction, meteorological forecasting, time series.

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13702 Box Counting Dimension of the Union L of Trinomial Curves When α ≥ 1

Authors: Kaoutar Lamrini Uahabi, Mohamed Atounti

Abstract:

In the present work, we consider one category of curves denoted by L(p, k, r, n). These curves are continuous arcs which are trajectories of roots of the trinomial equation zn = αzk + (1 − α), where z is a complex number, n and k are two integers such that 1 ≤ k ≤ n − 1 and α is a real parameter greater than 1. Denoting by L the union of all trinomial curves L(p, k, r, n) and using the box counting dimension as fractal dimension, we will prove that the dimension of L is equal to 3/2.

Keywords: Feasible angles, fractal dimension, Minkowski sausage, trinomial curves, trinomial equation.

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13701 Time Series Regression with Meta-Clusters

Authors: Monika Chuchro

Abstract:

This paper presents a preliminary attempt to apply classification of time series using meta-clusters in order to improve the quality of regression models. In this case, clustering was performed as a method to obtain subgroups of time series data with normal distribution from the inflow into wastewater treatment plant data, composed of several groups differing by mean value. Two simple algorithms, K-mean and EM, were chosen as a clustering method. The Rand index was used to measure the similarity. After simple meta-clustering, a regression model was performed for each subgroups. The final model was a sum of the subgroups models. The quality of the obtained model was compared with the regression model made using the same explanatory variables, but with no clustering of data. Results were compared using determination coefficient (R2), measure of prediction accuracy- mean absolute percentage error (MAPE) and comparison on a linear chart. Preliminary results allow us to foresee the potential of the presented technique.

Keywords: Clustering, Data analysis, Data mining, Predictive models.

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13700 An IM-COH Algorithm Neural Network Optimization with Cuckoo Search Algorithm for Time Series Samples

Authors: Wullapa Wongsinlatam

Abstract:

Back propagation algorithm (BP) is a widely used technique in artificial neural network and has been used as a tool for solving the time series problems, such as decreasing training time, maximizing the ability to fall into local minima, and optimizing sensitivity of the initial weights and bias. This paper proposes an improvement of a BP technique which is called IM-COH algorithm (IM-COH). By combining IM-COH algorithm with cuckoo search algorithm (CS), the result is cuckoo search improved control output hidden layer algorithm (CS-IM-COH). This new algorithm has a better ability in optimizing sensitivity of the initial weights and bias than the original BP algorithm. In this research, the algorithm of CS-IM-COH is compared with the original BP, the IM-COH, and the original BP with CS (CS-BP). Furthermore, the selected benchmarks, four time series samples, are shown in this research for illustration. The research shows that the CS-IM-COH algorithm give the best forecasting results compared with the selected samples.

Keywords: Artificial neural networks, back propagation algorithm, time series, local minima problem, metaheuristic optimization.

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13699 Unscented Transformation for Estimating the Lyapunov Exponents of Chaotic Time Series Corrupted by Random Noise

Authors: K. Kamalanand, P. Mannar Jawahar

Abstract:

Many systems in the natural world exhibit chaos or non-linear behavior, the complexity of which is so great that they appear to be random. Identification of chaos in experimental data is essential for characterizing the system and for analyzing the predictability of the data under analysis. The Lyapunov exponents provide a quantitative measure of the sensitivity to initial conditions and are the most useful dynamical diagnostic for chaotic systems. However, it is difficult to accurately estimate the Lyapunov exponents of chaotic signals which are corrupted by a random noise. In this work, a method for estimation of Lyapunov exponents from noisy time series using unscented transformation is proposed. The proposed methodology was validated using time series obtained from known chaotic maps. In this paper, the objective of the work, the proposed methodology and validation results are discussed in detail.

Keywords: Lyapunov exponents, unscented transformation, chaos theory, neural networks.

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13698 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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13697 Chaos Theory and Application in Foreign Exchange Rates vs. IRR (Iranian Rial)

Authors: M. A. Torkamani, S. Mahmoodzadeh, S. Pourroostaei, C. Lucas

Abstract:

Daily production of information and importance of the sequence of produced data in forecasting future performance of market causes analysis of data behavior to become a problem of analyzing time series. But time series that are very complicated, usually are random and as a result their changes considered being unpredictable. While these series might be products of a deterministic dynamical and nonlinear process (chaotic) and as a result be predictable. Point of Chaotic theory view, complicated systems have only chaotically face and as a result they seem to be unregulated and random, but it is possible that they abide by a specified math formula. In this article, with regard to test of strange attractor and biggest Lyapunov exponent probability of chaos on several foreign exchange rates vs. IRR (Iranian Rial) has been investigated. Results show that data in this market have complex chaotic behavior with big degree of freedom.

Keywords: Chaos, Exchange Rate, Nonlinear Models.

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13696 Stochastic Modeling and Combined Spatial Pattern Analysis of Epidemic Spreading

Authors: S. Chadsuthi, W. Triampo, C. Modchang, P. Kanthang, D. Triampo, N. Nuttavut

Abstract:

We present analysis of spatial patterns of generic disease spread simulated by a stochastic long-range correlation SIR model, where individuals can be infected at long distance in a power law distribution. We integrated various tools, namely perimeter, circularity, fractal dimension, and aggregation index to characterize and investigate spatial pattern formations. Our primary goal was to understand for a given model of interest which tool has an advantage over the other and to what extent. We found that perimeter and circularity give information only for a case of strong correlation– while the fractal dimension and aggregation index exhibit the growth rule of pattern formation, depending on the degree of the correlation exponent (β). The aggregation index method used as an alternative method to describe the degree of pathogenic ratio (α). This study may provide a useful approach to characterize and analyze the pattern formation of epidemic spreading

Keywords: spatial pattern epidemics, aggregation index, fractaldimension, stochastic, long-rang epidemics

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13695 A Novel Method for the Characterization of Synchronization and Coupling in Multichannel EEG and ECoG

Authors: Manfred Hartmann, Andreas Graef, Hannes Perko, Christoph Baumgartner, Tilmann Kluge

Abstract:

In this paper we introduce a novel method for the characterization of synchronziation and coupling effects in multivariate time series that can be used for the analysis of EEG or ECoG signals recorded during epileptic seizures. The method allows to visualize the spatio-temporal evolution of synchronization and coupling effects that are characteristic for epileptic seizures. Similar to other methods proposed for this purpose our method is based on a regression analysis. However, a more general definition of the regression together with an effective channel selection procedure allows to use the method even for time series that are highly correlated, which is commonly the case in EEG/ECoG recordings with large numbers of electrodes. The method was experimentally tested on ECoG recordings of epileptic seizures from patients with temporal lobe epilepsies. A comparision with the results from a independent visual inspection by clinical experts showed an excellent agreement with the patterns obtained with the proposed method.

Keywords: EEG, epilepsy, regression analysis, seizurepropagation.

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13694 Noise Performance of Millimeter-wave Silicon Based Mixed Tunneling Avalanche Transit Time(MITATT) Diode

Authors: Aritra Acharyya, Moumita Mukherjee, J. P. Banerjee

Abstract:

A generalized method for small-signal simulation of avalanche noise in Mixed Tunneling Avalanche Transit Time (MITATT) device is presented in this paper where the effect of series resistance is taken into account. The method is applied to a millimeter-wave Double Drift Region (DDR) MITATT device based on Silicon to obtain noise spectral density and noise measure as a function of frequency for different values of series resistance. It is found that noise measure of the device at the operating frequency (122 GHz) with input power density of 1010 Watt/m2 is about 35 dB for hypothetical parasitic series resistance of zero ohm (estimated junction temperature = 500 K). Results show that the noise measure increases as the value of parasitic resistance increases.

Keywords: Noise Analysis, Silicon MITATT, Admittancecharacteristics, Noise spectral density.

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13693 Neuro-Fuzzy Network Based On Extended Kalman Filtering for Financial Time Series

Authors: Chokri Slim

Abstract:

The neural network's performance can be measured by efficiency and accuracy. The major disadvantages of neural network approach are that the generalization capability of neural networks is often significantly low, and it may take a very long time to tune the weights in the net to generate an accurate model for a highly complex and nonlinear systems. This paper presents a novel Neuro-fuzzy architecture based on Extended Kalman filter. To test the performance and applicability of the proposed neuro-fuzzy model, simulation study of nonlinear complex dynamic system is carried out. The proposed method can be applied to an on-line incremental adaptive learning for the prediction of financial time series. A benchmark case studie is used to demonstrate that the proposed model is a superior neuro-fuzzy modeling technique.

Keywords: Neuro-fuzzy, Extended Kalman filter, nonlinear systems, financial time series.

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13692 Fuzzy Time Series Forecasting Using Percentage Change as the Universe of Discourse

Authors: Meredith Stevenson, John E. Porter

Abstract:

Since the pioneering work of Zadeh, fuzzy set theory has been applied to a myriad of areas. Song and Chissom introduced the concept of fuzzy time series and applied some methods to the enrollments of the University of Alabama. In recent years, a number of techniques have been proposed for forecasting based on fuzzy set theory methods. These methods have either used enrollment numbers or differences of enrollments as the universe of discourse. We propose using the year to year percentage change as the universe of discourse. In this communication, the approach of Jilani, Burney, and Ardil is modified by using the year to year percentage change as the universe of discourse. We use enrollment figures for the University of Alabama to illustrate our proposed method. The proposed method results in better forecasting accuracy than existing models.

Keywords: Fuzzy forecasting, fuzzy time series, fuzzified enrollments, time-invariant model

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13691 Artificial Neural Network Model for a Low Cost Failure Sensor: Performance Assessment in Pipeline Distribution

Authors: Asar Khan, Peter D. Widdop, Andrew J. Day, Aliaster S. Wood, Steve, R. Mounce, John Machell

Abstract:

This paper describes an automated event detection and location system for water distribution pipelines which is based upon low-cost sensor technology and signature analysis by an Artificial Neural Network (ANN). The development of a low cost failure sensor which measures the opacity or cloudiness of the local water flow has been designed, developed and validated, and an ANN based system is then described which uses time series data produced by sensors to construct an empirical model for time series prediction and classification of events. These two components have been installed, tested and verified in an experimental site in a UK water distribution system. Verification of the system has been achieved from a series of simulated burst trials which have provided real data sets. It is concluded that the system has potential in water distribution network management.

Keywords: Detection, leakage, neural networks, sensors, water distribution networks

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13690 Automatic Detection and Spatio-temporal Analysis of Commercial Accumulations Using Digital Yellow Page Data

Authors: Yuki. Akiyama, Hiroaki. Sengoku, Ryosuke. Shibasaki

Abstract:

In this study, the locations and areas of commercial accumulations were detected by using digital yellow page data. An original buffering method that can accurately create polygons of commercial accumulations is proposed in this paper.; by using this method, distribution of commercial accumulations can be easily created and monitored over a wide area. The locations, areas, and time-series changes of commercial accumulations in the South Kanto region can be monitored by integrating polygons of commercial accumulations with the time-series data of digital yellow page data. The circumstances of commercial accumulations were shown to vary according to areas, that is, highly- urbanized regions such as the city center of Tokyo and prefectural capitals, suburban areas near large cities, and suburban and rural areas.

Keywords: Commercial accumulations, Spatio-temporal analysis, Urban monitoring, Yellow page data

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13689 Two States Mapping Based Neural Network Model for Decreasing of Prediction Residual Error

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

Abstract:

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

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

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13688 Forecasting US Dollar/Euro Exchange Rate with Genetic Fuzzy Predictor

Authors: R. Mechgoug, A. Titaouine

Abstract:

Fuzzy systems have been successfully used for exchange rate forecasting. However, fuzzy system is very confusing and complex to be designed by an expert, as there is a large set of parameters (fuzzy knowledge base) that must be selected, it is not a simple task to select the appropriate fuzzy knowledge base for an exchange rate forecasting. The researchers often look the effect of fuzzy knowledge base on the performances of fuzzy system forecasting. This paper proposes a genetic fuzzy predictor to forecast the future value of daily US Dollar/Euro exchange rate time’s series. A range of methodologies based on a set of fuzzy predictor’s which allow the forecasting of the same time series, but with a different fuzzy partition. Each fuzzy predictor is built from two stages, where each stage is performed by a real genetic algorithm.

Keywords: Foreign exchange rate, time series forecasting, Fuzzy System, and Genetic Algorithm.

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13687 Forecasting Exchange Rate between Thai Baht and the US Dollar Using Time Series Analysis

Authors: Kunya Bowornchockchai

Abstract:

The objective of this research is to forecast the monthly exchange rate between Thai baht and the US dollar and to compare two forecasting methods. The methods are Box-Jenkins’ method and Holt’s method. Results show that the Box-Jenkins’ method is the most suitable method for the monthly Exchange Rate between Thai Baht and the US Dollar. The suitable forecasting model is ARIMA (1,1,0)  without constant and the forecasting equation is Yt = Yt-1 + 0.3691 (Yt-1 - Yt-2) When Yt  is the time series data at time t, respectively.

Keywords: Box–Jenkins Method, Holt’s Method, Mean Absolute Percentage Error (MAPE).

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13686 Behavior of Solutions of the System of Recurrence Equations Based on the Verhulst-Pearl Model

Authors: Vladislav N. Dumachev, Vladimir A. Rodin

Abstract:

By utilizing the system of the recurrence equations, containing two parameters, the dynamics of two antagonistically interconnected populations is studied. The following areas of the system behavior are detected: the area of the stable solutions, the area of cyclic solutions occurrence, the area of the accidental change of trajectories of solutions, and the area of chaos and fractal phenomena. The new two-dimensional diagram of the dynamics of the solutions change (the fractal cabbage) has been obtained. In the cross-section of this diagram for one of the equations the well-known Feigenbaum tree of doubling has been noted.Keywordsbifurcation, chaos, dynamics of populations, fractals

Keywords: bifurcation, chaos, dynamics of populations, fractals

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13685 Forecasting 24-Hour Ahead Electricity Load Using Time Series Models

Authors: Ramin Vafadary, Maryam Khanbaghi

Abstract:

Forecasting electricity load is important for various purposes like planning, operation and control. Forecasts can save operating and maintenance costs, increase the reliability of power supply and delivery systems, and correct decisions for future development. This paper compares various time series methods to forecast 24 hours ahead of electricity load. The methods considered are the Holt-Winters smoothing, SARIMA Modeling, LSTM Network, Fbprophet and Tensorflow probability. The performance of each method is evaluated by using the forecasting accuracy criteria namely, the Mean Absolute Error and Root Mean Square Error. The National Renewable Energy Laboratory (NREL) residential energy consumption data are used to train the models. The results of this study show that SARIMA model is superior to the others for 24 hours ahead forecasts. Furthermore, a Bagging technique is used to make the predictions more robust. The obtained results show that by Bagging multiple time-series forecasts we can improve the robustness of the models for 24 hour ahead electricity load forecasting.

Keywords: Bagging, Fbprophet, Holt-Winters, LSTM, Load Forecast, SARIMA, tensorflow probability, time series.

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13684 Time Series Forecasting Using Various Deep Learning Models

Authors: Jimeng Shi, Mahek Jain, Giri Narasimhan

Abstract:

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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13683 Forecasting Rainfall in Thailand: A Case Study of Nakhon Ratchasima Province

Authors: N. Sopipan

Abstract:

In this paper, we study the rainfall using a time series for weather stations in Nakhon Ratchasima province in Thailand by various statistical methods to enable us to analyse the behaviour of rainfall in the study areas. Time-series analysis is an important tool in modelling and forecasting rainfall. The ARIMA and Holt-Winter models were built on the basis of exponential smoothing. All the models proved to be adequate. Therefore it is possible to give information that can help decision makers establish strategies for the proper planning of agriculture, drainage systems and other water resource applications in Nakhon Ratchasima province. We obtained the best performance from forecasting with the ARIMA Model(1,0,1)(1,0,1)12.

Keywords: ARIMA Models, Exponential Smoothing, Holt- Winter model.

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13682 Improved Power Spectrum Estimation for RR-Interval Time Series

Authors: B. S. Saini, Dilbag Singh, Moin Uddin, Vinod Kumar

Abstract:

The RR interval series is non-stationary and unevenly spaced in time. For estimating its power spectral density (PSD) using traditional techniques like FFT, require resampling at uniform intervals. The researchers have used different interpolation techniques as resampling methods. All these resampling methods introduce the low pass filtering effect in the power spectrum. The lomb transform is a means of obtaining PSD estimates directly from irregularly sampled RR interval series, thus avoiding resampling. In this work, the superiority of Lomb transform method has been established over FFT based approach, after applying linear and cubicspline interpolation as resampling methods, in terms of reproduction of exact frequency locations as well as the relative magnitudes of each spectral component.

Keywords: HRV, Lomb Transform, Resampling, RR-intervals.

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13681 Series-Parallel Systems Reliability Optimization Using Genetic Algorithm and Statistical Analysis

Authors: Essa Abrahim Abdulgader Saleem, Thien-My Dao

Abstract:

The main objective of this paper is to optimize series-parallel system reliability using Genetic Algorithm (GA) and statistical analysis; considering system reliability constraints which involve the redundant numbers of selected components, total cost, and total weight. To perform this work, firstly the mathematical model which maximizes system reliability subject to maximum system cost and maximum system weight constraints is presented; secondly, a statistical analysis is used to optimize GA parameters, and thirdly GA is used to optimize series-parallel systems reliability. The objective is to determine the strategy choosing the redundancy level for each subsystem to maximize the overall system reliability subject to total cost and total weight constraints. Finally, the series-parallel system case study reliability optimization results are showed, and comparisons with the other previous results are presented to demonstrate the performance of our GA.

Keywords: Genetic algorithm, optimization, reliability, statistical analysis.

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