矿压显现观测数据的时间序列分析

正确分析和处理矿山压力观测数据以了解和掌握矿压显现规律,对于保证煤矿安全生产具有重要意义。文章首先对原始的矿压显现观测数据进行预处理,得出各数据间存在的统计相关性,然后采用时间序列分析方法,分别对矿压显现数据进行平稳化处理、正态性检验和正态性处理、建立模型并最终得出模型的预测。预测结果表明,采用时间序列分析方法分析矿压显现规律是一种可行的研究方法,且预测的步长越大,误差越大。     

基于KNN-ANN算法的边际电价预测

在电力市场中,价格一直受到买卖双方的广泛关注。但是,电价影响因素的不确定性给电价的预测带来难度。针对该问题,提出一种通过结合人工神经网络和KNN算法来进行时间序列预测的模型,用KNN算法找出历史数据中相似的数据子序列集合(最近邻),并用人工神经网络来寻找这些最近邻的最优权重,得出预测的时间序列。以美国纽约州电力市场的电价数据进行实验分析,同时比较了利用ARIMA算法以及Naive I预测的结果,证明该方法简单、有效。     

基于人工神经网络的非线性回归

探讨了人工神经网络在回归分析领域应用的理论基础,对基于人工神经网络的非线性回归进行了深入的实践分析。以BP网络为例给出了基于人工神经网络的非线性回归实例分析。结果表明利用人工神经网络进行非线性回归是一种良好的数据回归方法,可以方便地应用于解决非线性回归问题。     

基于时间序列与BP-ANN的短时交通流速度预测模型研究

针对现有的交通流速度预测模型使用唯一数据集且模型单一的问题,提出一种时间序列与人工神经网络相结合的预测模型。该模型通过时间序列分别对实时数据和历史数据建模预测,并应用人工神经网络调整实时数据和历史数据的预测值。实验结果表明该预测模型能够将预测误差控制在7%以内,且能够对不同输入参数下的短时交通流速度进行有效预测。     

多时间序列k′/k-支配Skyline查询处理

时间序列是各个领域中大量存在的一类数据,有着极广泛的应用.多时间序列是其中常见的一种数据类型,它从多个角度以单时间序列的形式去描述同一个对象.目前关于时间序列的研究主要集中于单时间序列,而多时间序列的研究工作则相对较少,如多时间序列的查询处理等,但是在实际生活中多时间序列的查询却有着非常广泛的应用.首先定义了多时间序列的支配关系,然后在此基础上给出多时间序列k′/k-支配Skyline查询的定义,并提出了GMS和GMI两种查询算法,对算法的正确性和复杂性也进行了证明和分析.合成数据和真实数据上的大量实验表明,两种算法都可以得到较好的查询结果,而GMI算法的查询效率较GMS算法有很大程度地提升.     

ARMA时间序列模型在销售预测中的应用

时间序列分析是经济领域应用研究最广泛的工具之一,它用恰当的模型描述历史数据随时间变化的规律,并分析预测变量值。ARMA模型是一种最常见的重要时间序列模型,它被广泛应用到经济领域预测中。本文给出ARMA模型的三种模式和实现方法,然后结合超市销售数据揭示超市销售的规律性,并运用ARMA模型对超市销售量进行预测。     

一种基于HMM的动态语音模式时间归一化方法

研究了利用隐马尔可夫模型(HMM)对动态语音模式进行时间归一化的方法。引入了借助于HMM对语音基元观测序列所做的一种分段，这种分段被称之为语音基元观测序列的HMM全状态分段，并且定义了HMM全状态分段的符合度。根据HMM全状态分段的符合度确定了语音基元观测序列的最优HMM全状态分段，通过最优HMM全状态分段把语音基元观测序列转换为固定维数的向量，从而实现了动态语音模式的时间归一化。将动态语音模式的这一时间归一化方法在结合HMM和人工神经网络(ANN)的混合语音识别方法中进行了应用，实验结果表明这一时间归一化方法的有效性。     

基于ARMA模型检出时间序列中的离群值

时间序列观测过程中有时会受到突然干扰,使得数据序列出现离群值(Outliers),而且这种干扰出现的时刻往往未知.例如,观测仪器的偶然故障、人为的观测差错,用磁带记录信号时,出现代码错误等现象都会造成离群值的发生.如果不检出离群值而直接用观测序列作时间序列分析,如周期识别、参数估计、预测等,会产生假像,甚致得出错误的结果.所以,从观测数据中将离群值检出并消除是必要的.同时还需找到出现突然干扰的时刻,以便查出该时刻出现突然干扰或其它事故的原因.本文不仅给出离群值的估计,也给出离群值出现时刻的估计.     

管道流量泄漏时间序列分类的算法研究

时间序列分类比一般分类问题困难,主要在于要分类的时间序列数据不等长,因此不能直接应用一般的分类算法。首先提出基于聚类模型的数据转换,然后进行基于模型的聚类分析,用领域相关法对时间序列建模,用模型参数组成等长向量来表示每条序列,最后进行时间序列匹配算法分析,用分类算法进行训练和分类。结合管道流量泄漏点提出一种时间序列匹配的新方法,利用同类样本间的连续性规律,将时间序列排序,并在相邻的时间序列之间添加样本点,新方法优于基于动态时间弯折的传统方法;针对管道流量泄漏时间序列分类的算法研究观测到不同算法在不同因素影响下的性能表现,为今后发展新的算法提供有力依据。     

时间序列分类问题的算法比较

时间序列分类是时间序列数据分析中的重要任务之一.不同于时间序列分析中常用的算法与问题,时间序列分类是要把整个时间序列当作输入,其目的是要赋予这个序列某个离散标记.它比一般分类问题困难,主要在于要分类的时间序列数据不等长,这使得一般的分类算法不能直接应用.即使是等长的时间序列,由于不同序列在相同位置的数值一般不可直接比较,一般的分类算法依然还是不适合直接应用.为了解决这些难点,通常有两种方法:第一,定义合适的距离度量(这里,最常用的距离度量是DTW距离),使得在此度量意义下相近的序列有相同的分类标签,这类方法属于领域无关的方法;第二,首先对时间序列建模(利用序列中前后数据的依赖关系建立模型),再用模型参数组成等长向量来表示每条序列,最后用一般的分类算法进行训练和分类,这类方法属于领域相关的方法.长期以来,研究者往往只倾向于使用其中一种算法,而这两类算法的比较却比较缺乏.文中深入分析了这两类方法,并且分别在不同的合成数据集和实际数据集上比较了两类方法.作者观测到了两类算法在不同因素影响下的性能表现,从而为今后发展新的算法提供了有力依据.     

A moving-average filter based hybrid ARIMA–ANN model for forecasting time series data

A suitable combination of linear and nonlinear models provides a more accurate prediction model than an individual linear or nonlinear model for forecasting time series data originating from various applications. The linear autoregressive integrated moving average (ARIMA) and nonlinear artificial neural network (ANN) models are explored in this paper to devise a new hybrid ARIMA–ANN model for the prediction of time series data. Many of the hybrid ARIMA–ANN models which exist in the literature apply an ARIMA model to given time series data, consider the error between the original and the ARIMA-predicted data as a nonlinear component, and model it using an ANN in different ways. Though these models give predictions with higher accuracy than the individual models, there is scope for further improvement in the accuracy if the nature of the given time series is taken into account before applying the models. In the work described in this paper, the nature of volatility was explored using a moving-average filter, and then an ARIMA and an ANN model were suitably applied. Using a simulated data set and experimental data sets such as sunspot data, electricity price data, and stock market data, the proposed hybrid ARIMA–ANN model was applied along with individual ARIMA and ANN models and some existing hybrid ARIMA–ANN models. The results obtained from all of these data sets show that for both one-step-ahead and multistep-ahead forecasts, the proposed hybrid model has higher prediction accuracy.     

Hybrid neural network models for hydrologic time series forecasting

The need for increased accuracies in time series forecasting has motivated the researchers to develop innovative models. In this paper, a new hybrid time series neural network model is proposed that is capable of exploiting the strengths of traditional time series approaches and artificial neural networks (ANNs). The proposed approach consists of an overall modelling framework, which is a combination of the conventional and ANN techniques. The steps involved in the time series analysis, e.g. de-trending and de-seasonalisation, can be carried out before gradually presenting the modified time series data to the ANN. The proposed hybrid approach for time series forecasting is tested using the monthly streamflow data at Colorado River at Lees Ferry, USA. Specifically, results from four time series models of auto-regressive (AR) type and four ANN models are presented. The results obtained in this study suggest that the approach of combining the strengths of the conventional and ANN techniques provides a robust modelling framework capable of capturing the non-linear nature of the complex time series and thus producing more accurate forecasts. Although the proposed hybrid neural network models are applied in hydrology in this study, they have tremendous scope for application in a wide range of areas for achieving increased accuracies in time series forecasting.     

A combination of artificial neural network and random walk models for financial time series forecasting

Properly comprehending and modeling the dynamics of financial data has indispensable practical importance. The prime goal of a financial time series model is to provide reliable future forecasts which are crucial for investment planning, fiscal risk hedging, governmental policy making, etc. These time series often exhibit notoriously haphazard movements which make the task of modeling and forecasting extremely difficult. As per the research evidence, the random walk (RW) is so far the best linear model for forecasting financial data. Artificial neural network (ANN) is another promising alternative with the unique capability of nonlinear self-adaptive modeling. Numerous comparisons of the performances of RW and ANN models have also been carried out in the literature with mixed conclusions. In this paper, we propose a combination methodology which attempts to benefit from the strengths of both RW and ANN models. In our proposed approach, the linear part of a financial dataset is processed through the RW model, and the remaining nonlinear residuals are processed using an ensemble of feedforward ANN (FANN) and Elman ANN (EANN) models. The forecasting ability of the proposed scheme is examined on four real-world financial time series in terms of three popular error statistics. The obtained results clearly demonstrate that our combination method achieves reasonably better forecasting accuracies than each of RW, FANN and EANN models in isolation for all four financial time series.     

A combined neural-wavelet model for prediction of Ligvanchai watershed precipitation

Doubtlessly the first step in a river management is the precipitation modeling over the related watershed. However, considering high-stochastic property of the process, many models are being still developed in order to define such a complex phenomenon in the field of hydrologic engineering. Recently artificial neural network (ANN) as a non-linear inter-extrapolator is extensively used by hydrologists for rainfall modeling as well as other fields of hydrology.In the current research, the wavelet analysis was linked to the ANN concept for prediction of Ligvanchai watershed precipitation at Tabriz, Iran. For this purpose, the main time series was decomposed to some multi-frequently time series by wavelet theory, then these time series were imposed as input data to the ANN to predict the precipitation 1 month ahead. The obtained results show the proposed model can predict both short- and long-term precipitation events because of using multi-scale time series as the ANN input layer.     

Improved estimation of electricity demand function by using of artificial neural network,principal component analysis and data envelopment analysis

Due to various seasonal and monthly changes in electricity consumption and difficulties in modeling it with the conventional methods, a novel algorithm is proposed in this paper. This study presents an approach that uses Artificial Neural Network (ANN), Principal Component Analysis (PCA), Data Envelopment Analysis (DEA) and ANOVA methods to estimate and predict electricity demand for seasonal and monthly changes in electricity consumption. Pre-processing and post-processing techniques in the data mining field are used in the present study. We analyze the impact of the data pre-processing and post-processing on the ANN performance and a 680 ANN-MLP is constructed for this purpose. DEA is used to compare the constructed ANN models as well as ANN learning algorithm performance. The average, minimum, maximum and standard deviation of mean absolute percentage error (MAPE) of each constructed ANN are used as the DEA inputs. The DEA helps the user to use an appropriate ANN model as an acceptable forecasting tool. In the other words, various error calculation methods are used to find a robust ANN learning algorithm. Moreover, PCA is used as an input selection method, and a preferred time series model is chosen from the linear (ARIMA) and nonlinear models. After selecting the preferred ARIMA model, the Mcleod–Li test is applied to determine the nonlinearity condition. Once the nonlinearity condition is satisfied, the preferred nonlinear model is selected and compared with the preferred ARIMA model, and the best time series model is selected. Then, a new algorithm is developed for the time series estimation; in each case an ANN or conventional time series model is selected for the estimation and prediction. To show the applicability and superiority of the proposed ANN-PCA-DEA-ANOVA algorithm, the data regarding the Iranian electricity consumption from April 1992 to February 2004 are used. The results show that the proposed algorithm provides an accurate solution for the problem of estimating electricity consumption.     

Artificial neural networks for rapid WWTP performance evaluation: Methodology and case study

Reliable performance evaluation of wastewater treatment plants (WWTPs) can be done by simulating the plant behavior over a wide range of influent disturbances, including series of rain events with different intensity and duration, seasonal temperature variations, holiday effects, etc. Such simulation-based WWTP performance evaluations are in practice limited by the long simulation time of the mechanistic WWTP models. By moderate simplification (avoiding big losses in prediction accuracy) of the mechanistic WWTP model only a limited reduction of the simulation time can be achieved. The approach proposed in this paper combines an influent disturbance generator with a mechanistic WWTP model for generating a limited sequence of training data (4 months of dynamic data). An artificial neural network (ANN) is then trained on the available WWTP input-output data, and is subsequently used to simulate the remainder of the influent time series (20 years of dynamic data) generated with the influent disturbance generator. It is demonstrated that the ANN reduces simulation time by a factor of 36, even when including the time needed for the generation of training data and for ANN training. For repeated integrated urban wastewater system simulations that do not require repeated training of the ANN, the ANN reduces simulation time by a factor of 1300 compared to the mechanistic model. ANN prediction of effluent ammonium, BOD₅ and total suspended solids was good when compared to mechanistic WWTP model predictions, whereas prediction of effluent COD and total nitrogen concentrations was a bit less satisfactory. With correlation coefficients R² > 0.95 and prediction errors lower than 10%, the accuracy of the ANN is sufficient for applications in simulation-based WWTP design and simulation of integrated urban wastewater systems, especially when taking into account the uncertainties related to mechanistic WWTP modeling.     

周相似特性下交通流组合预测方法研究

根据交通流量具有周相似的特性,构造了周相似序列。用霍特指数平滑法对周相似序列进行预测,用人工神经网络对残差部分进行预测。将指数平滑法与神经网络法相结合,以便发挥每种方法的优势,获得比单个方法更好的预测结果。实例分析表明,比单独使用ARIMA或单独使用神经网络方法,使用组合方法的预测误差最小,适合于实时的交通流预测。     

应用模糊神经网络进行负荷预测的研究

应用模糊神经网络实现的预测系统通过对历史数据的自适应学习获得初始的模糊 预测模型,借助等价结构的ANN基于实时数据的梯度信息对系统参数进行BP训练,具有较 强的适应性和自学习能力.以电力短期负荷预测(STLF)为应用背景,进行了系统化的实验研 究,结果表明这一智能化的预测系统的性能是令人满意的.     

Prediction of wind-induced pressures on a large gymnasium roof using artificial neural networks

The application of artificial neural networks (ANNs) to solve wind engineering problems has received increasing interests in recent years. This paper is concerned with developing two ANN approaches (a backpropagation neural network [BPNN] and a fuzzy neural network [FNN]) for the prediction of mean, root-mean-square (rms) pressure coefficients and time series of wind-induced pressures on a large gymnasium roof. In this study, simultaneous pressure measurements are made on a large gymnasium roof model in a boundary layer wind tunnel and parts of the model test data are used as the training sets for developing two ANN models to recognize the input–output patterns. Comparisons of the prediction results by the two ANN approaches and those from the wind tunnel test are made to examine the performance of the two ANN models, which demonstrates that the two ANN approaches can successfully predict the pressures on the entire surfaces of the large roof on the basis of wind tunnel pressure measurements from a certain number of pressure taps. Moreover, the FNN approach is found to be superior to the BPNN approach. It is shown through this study that the developed ANN approaches can be served as an effective tool for the design and analysis of wind effects on large roof structures.     

Improvement of time forecasting models using a novel hybridization of bootstrap and double bootstrap artificial neural networks

Hybrid models such as the Artificial Neural Network-Autoregressive Integrated Moving Average (ANN–ARIMA) model are widely used in forecasting. However, inaccuracies and inefficiency remain in evidence. To yield the ANN–ARIMA with a higher degree of accuracy, efficiency and precision, the bootstrap and the double bootstrap methods are commonly used as alternative methods through the reconstruction of an ANN–ARIMA standard error. Unfortunately, these methods have not been applied in time series-based forecasting models. The aims of this study are twofold. First, is to propose the hybridization of bootstrap model and that of double bootstrap mode called Bootstrap Artificial Neural Network-Autoregressive Integrated Moving Average (B-ANN–ARIMA) and Double Bootstrap Artificial Neural Network-Autoregressive Integrated Moving Average (DB-ANN–ARIMA), respectively. Second, is to investigate the performance of these proposed models by comparing them with ARIMA, ANN and ANN–ARIMA. Our investigation is based on three well-known real datasets, i.e., Wolf’s sunspot data, Canadian lynx data and, Malaysia ringgit/United States dollar exchange rate data. Statistical analysis on SSE, MSE, RMSE, MAE, MAPE and VAF is then conducted to verify that the proposed models are better than previous ARIMA, ANN and ANN–ARIMA models. The empirical results show that, compared with ARIMA, ANNs and ANN–ARIMA models, the proposed models generate smaller values of SSE, MSE, RMSE, MAE, MAPE and VAF for both training and testing datasets. In other words, the proposed models are better than those that we compare with. Their forecasting values are closer to the actual values. Thus, we conclude that the proposed models can be used to generate better forecasting values with higher degree of accuracy, efficiency and, precision in forecasting time series results becomes a priority.