一种基于SARIMA-LSTM模型的电网主机负载预测方法

随着智能电网的不断发展,如何提高对信息设备运行状态的预测准确率以及设置适应数据变化的动态阈值区间是电网IT运维面临的巨大挑战。为了解决这些问题,提出了组合时间序列预测模型(SARIMA-LSTM),即在传统周期性ARIMA 模型(SARIMA)的基础上,引入深度学习领域的LSTM模型,并摒弃了过去精度低、效果差的误差拟合方法,使用误差自回归方法来补偿预测结果。该模型可以学习到传统ARIMA模型无法捕捉到的误差波动规律,解决其无法预测非线性数据的问题。实验结果表明,在实际预测电网内存负载数据时,与ARIMA模型和SAIRIMA模型相比,SARIMA-LSTM模型可以实现更高的预测精度。     

基于组合模型的短时交通流预测方法

准确、实时的交通流预测对交通规划、交通管理和交通控制具有重要意义.然而,由于道路网络拓扑结构约束和交通流随时间动态变化的空时相关特性,交通流预测仍然具有挑战性.为了同时捕获交通流的空间和时间相关性,提出一种将图卷积网络(GCN)和门控循环单元(GRU)相结合的组合模型方法.利用GCU能够灵活处理图结构数据的优点来捕捉各个路段的空间特征,继而发挥GRU在处理时间序列方面的优势挖掘交通流的内在时间规律,空时融合后得到最终预测结果.利用美国交通研究数据实验室的高速公路交通数据对该模型进行仿真验证,结果表明,所提出的GCN-GRU组合模型方法具有更高的预测精度,预测结果优于自回归积分滑动平均(ARIMA)模型和GRU模型等基准预测方法.     

基于ARIMA和LSTM混合模型的时间序列预测

由于现实中的时间序列通常同时具有线性和非线性特征,传统ARIMA模型在时间序列建模中常表现出一定局限性。对此,提出基于ARIMA和LSTM混合模型进行时间序列预测。应用线性ARIMA模型进行时间序列预测,用支持向量回归(SVR)模型对误差序列进行预测,采用深度LSTM模型对ARIMA模型和SVR模型的预测结果组合,并将贝叶斯优化算法用于选择深度LSTM模型的超参数。实验结果表明,与其他混合模型相比,该模型在五种不同时间序列预测中能够有效提高预测精度。     

结合MLR和ARIMA模型的时空建模及预测

针对传统时间序列建模预测过程中忽略空间因素影响和时空交互的问题,提出了一种基于时空多元回归（MLR）的ARIMA预测方法,并应用于某省月均气温的时空预测研究中。通过时序分解去除时空变量明显的季节变化;运用全子集回归法确定显著影响气温的因素,继而得到去季节项数据的MLR模型,从而去除气温的时空趋势变化得到随机变化项;对各站点的随机项时间序列分别进行ARIMA建模;将随机项的预测值与前两项预测值重组,获得最终各站点的时空预测值。实验结果表明,预测值与观测值整体相关系数为0.993 4,误差绝对值均值约为0.9 ℃。     

区间时间序列的混合预测模型

提出一种基于自回归求和移动平均(ARIMA) 与人工神经网络(ANN) 的区间时间序列混合模型, 并用混合模型分别对区间中值序列和区间半径序列建模. 采用Monte Carlo 方法生成模拟区间序列, 分别用ARIMA、ANN和混合模型3 种方法进行建模和预测实验, 并用统计学方法检验模型误差. 最后分别采用3 种方法对H市轨道交通某号线牵引能耗区间序列进行了建模和预测, 实验结果表明混合模型的建模精度和预测性能均优于单一模型.

     

基于ARIMA-SVM组合模型的移动通信用户数预测

运营商通过分析各时段、各区域的历史移动通信业务数据,能够预测未来一段时间的业务量,从而提供面向管理层的决策支持。为准确把握国内移动通信用户数的波动规律,提高预测精度,通过对2012年1月到2014年2月的26个月忙时移动通信用户总数和3G用户数进行分析,采用差分自回归移动平均模型(ARIMA)对业务量时间序列数据进行线性建模,并采用支持向量机(SVM)对ARIMA模型残差进行非线性建模,将ARIMA模型与SVM模型组合对忙时移动通信用户数进行预测,结果表明,ARIMA-SVM组合模型预测精度明显优于单一模型,发挥了两种模型各自的优势。该组合模型是一种切实可行的移动通信业务预测方法。     

基于ARIMA模型的自动站风速预测

对风速预测进行了研究, 提出了基于ARIMA模型的风速预测模型, 为了检验ARIMA模型的有效性, 综合考虑可决系数和AIC(最小信息量)准则, 利用历史150天数据进行ARIMA建模, 对某自动站后一天的风速进行预测, 经过多次仿真计算, 结果表明该方法是有效的.     

企业销售状况动态预测系统的设计与实现

以可视化程序设计语言为开发平台,提出了一种基于求和自回归滑动平均模型(ARIMA)的销售状况动态预测系统设计方案,介绍了系统的组成和程序设计的思想.该系统具有销售数据库维护、更新、查询和销售状况预测两大功能模块,并且将销售数据库与预测模型建立了关联,从而实现了根据销售数据库的实时数据对预测模型进行动态更新,达到了较好的预测精度.在实际生产中的应用结果表明:该系统操作简单,方便实用,取得了较好的效果. .     

基于ARIMA和LSTM模型的建筑安全事故预测

研究比较差分自回归移动平均模型(Autoregressive Integrated Moving Average model,简称ARIMA)与长短期记忆神经网络(LongShortTermMemory,LSTM)模型在建筑安全事故预测中的效果。采用2012—2018年全国建筑安全事故快报数据训练ARIMA及LSTM模型,并对全国每年、每月发生的建筑安全事故次数进行预测,使用RMSE和MAE作为评价指标对比两种模型的预测准确率。ARIMA(1,1,0)模型和LSTM模型的RMSE、MAE值分别为8.1318、6.5911和16.4341、14.5534。结果表明,ARIMA模型比LSTM模型更适于预测建筑安全事故发生次数。     

基于多K最近邻回归算法的软测量模型

针对单一模型预测精度较低的问题,提出多K最近邻回归算法(MKNN)的软测量建模方法.该方法采用高斯过程选择软测量模型的辅助变量,通过自适应仿射传播聚类方法将输入样本数据分成多组数据,对每组数据用K最近邻回归(KNN)算法建立子模型,各个子模型的预测输出通过主元回归(PCR)方法连接.用该方法建立粗汽油干点软测量模型,仿真研究表明,该算法的预测精度和泛化能力优于单KNN模型.     

一种基于数据融合和方法融合的时空综合预测算法

时空数据挖掘是数据挖掘中的重要研究内容,其中时空预测的应用领域最为广泛．针对目前时空预测方法中的不足,提出了一种基于数据融合和方法融合的时空综合预测算法．该方法首先采用统计学原理对目标对象本身的时序进行预测;然后通过神经网络解算相邻对象的空间影响,继而对混合数据序列使用时空自回归预测模型;最后使用线性回归将单个的时间预测、空间预测和时空预测有效地融合在一起,得到综合预测结果．应用该方法预测铁路客流,突破了传统铁路客流预测方法的局限,实验结果表明了算法的有效性．     

Non-parametric regression for space–time forecasting under missing data

As more and more real time spatio-temporal datasets become available at increasing spatial and temporal resolutions, the provision of high quality, predictive information about spatio-temporal processes becomes an increasingly feasible goal. However, many sensor networks that collect spatio-temporal information are prone to failure, resulting in missing data. To complicate matters, the missing data is often not missing at random, and is characterised by long periods where no data is observed. The performance of traditional univariate forecasting methods such as ARIMA models decreases with the length of the missing data period because they do not have access to local temporal information. However, if spatio-temporal autocorrelation is present in a space–time series then spatio-temporal approaches have the potential to offer better forecasts. In this paper, a non-parametric spatio-temporal kernel regression model is developed to forecast the future unit journey time values of road links in central London, UK, under the assumption of sensor malfunction. Only the current traffic patterns of the upstream and downstream neighbouring links are used to inform the forecasts. The model performance is compared with another form of non-parametric regression, K-nearest neighbours, which is also effective in forecasting under missing data. The methods show promising forecasting performance, particularly in periods of high congestion.     

A new ARIMA-based neuro-fuzzy approach and swarm intelligence for time series forecasting

Time series forecasting is an important and widely interesting topic in the research of system modeling. We propose a new computational intelligence approach to the problem of time series forecasting, using a neuro-fuzzy system (NFS) with auto-regressive integrated moving average (ARIMA) models and a novel hybrid learning method. The proposed intelligent system is denoted as the NFS–ARIMA model, which is used as an adaptive nonlinear predictor to the forecasting problem. For the NFS–ARIMA, the focus is on the design of fuzzy If-Then rules, where ARIMA models are embedded in the consequent parts of If-Then rules. For the hybrid learning method, the well-known particle swarm optimization (PSO) algorithm and the recursive least-squares estimator (RLSE) are combined together in a hybrid way so that they can update the free parameters of NFS–ARIMA efficiently. The PSO is used to update the If-part parameters of the proposed predictor, and the RLSE is used to adapt the Then-part parameters. With the hybrid PSO–RLSE learning method, the NFS–ARIMA predictor may converge in fast learning pace with admirable performance. Three examples are used to test the proposed approach for forecasting ability. The results by the proposed approach are compared to other approaches. The performance comparison shows that the proposed approach performs appreciably better than the compared approaches. Through the experimental results, the proposed approach has shown excellent prediction performance.     

基于动态递归神经网络模型的混沌时间序列预测

提出了一种动态递归神经网络模型进行混沌时间序列预测，以最佳延迟时间为间隔的最小嵌入维数作为递归神经网络的输入维数，并按预测相点步进动态递归的生成训练数据，利用混沌特性处理样本及优化网络结构，用递归神经网络映射混沌相空间相点演化的非线性关系，提高了预测精度和稳定性。将该模型应用于Lorenz系统数据仿真以及沪市股票综合指数预测，其结果与已有网络模型预测的结果相比较，精度有很大提高。因此，证明了该预测模型在实际混沌时间序列预测领域的有效性和实用性。     

Hybridization of autoregressive integrated moving average (ARIMA) with probabilistic neural networks (PNNs)

Autoregressive integrated moving average (ARIMA) models are one of the most important time series models applied in financial market forecasting over the past three decades. Improving forecasting especially time series forecasting accuracy is an important yet often difficult task facing forecasters. Both theoretical and empirical findings have indicated that integration of different models can be an effective way of improving upon their predictive performance, especially when the models in the ensemble are quite different. In the literature, several hybrid techniques have been proposed by combining different time series models together, in order to yield results that are more accurate. In this paper, a new hybrid model of the autoregressive integrated moving average (ARIMA) and probabilistic neural network (PNN), is proposed in order to yield more accurate results than traditional ARIMA models. In proposed model, the estimated values of the ARIMA model are modified based on the distinguished trend of the ARIMA residuals and optimum step length, which are respectively obtained from a probabilistic neural network and a mathematical programming model. Empirical results with three well-known real data sets indicate that the proposed model can be an effective way in order to construct a more accurate hybrid model than ARIMA model. Therefore, it can be used as an appropriate alternative model for forecasting tasks, especially when higher forecasting accuracy is needed.     

Forecasting time series using a methodology based on autoregressive integrated moving average and genetic programming

The autoregressive integrated moving average (ARIMA), which is a conventional statistical method, is employed in many fields to construct models for forecasting time series. Although ARIMA can be adopted to obtain a highly accurate linear forecasting model, it cannot accurately forecast nonlinear time series. Artificial neural network (ANN) can be utilized to construct more accurate forecasting model than ARIMA for nonlinear time series, but explaining the meaning of the hidden layers of ANN is difficult and, moreover, it does not yield a mathematical equation. This study proposes a hybrid forecasting model for nonlinear time series by combining ARIMA with genetic programming (GP) to improve upon both the ANN and the ARIMA forecasting models. Finally, some real data sets are adopted to demonstrate the effectiveness of the proposed forecasting model.     

软件可靠性预测的ARIMA方法研究

对基于求和自回归滑动平均模型（ARIMA模型）的软件可靠性预测方法进行了研究,提出了将软件可靠性失效数据看作时间序列,通过建立相应的ARIMA（p,d,q）模型来进行预测的方法。对该方法的基本思想、模型表述、建模流程进行了详细介绍,并依据上述方法选用Musa经典数据集中的Project SS2中的数据进行了预测,结果表明预测的准确性较高,说明该方法适用于软件可靠性预测。     

Modelling and forecasting tourism from East Asia to Thailand under temporal and spatial aggregation

Tourism is one of the key service industries in Thailand, with a 5.27% share of Gross Domestic Product in 2003. Since 2000, international tourist arrivals, particularly those from East Asia, to Thailand have been on a continuous upward trend. Tourism forecasts can be made based on previous observations, so that historical analysis of tourist arrivals can provide a useful understanding of inbound trips and the behaviour of trends in foreign tourist arrivals to Thailand. As tourism is seasonal, a good forecast is required for stakeholders in the industry to manage risk. Previous research on tourism forecasts has typically been based on annual and monthly data analysis, while few past empirical tourism studies using the Box–Jenkins approach have taken account of pre-testing for seasonal unit roots based on Franses [P.H. Franses, Seasonality, nonstationarity and the forecasting of monthly time series, International Journal of Forecasting 7 (1991) 199–208] and Beaulieu and Miron [J.J. Beaulieu, J.A. Miron, Seasonal unit roots in aggregate U.S. data, Journal of Econometrics 55 (1993) 305–328] framework. An analysis of the time series of tourism demand, specifically monthly tourist arrivals from six major countries in East Asia to Thailand, from January 1971 to December 2005 is examined. This paper analyses stationary and non-stationary tourist arrivals series by formally testing for the presence of unit roots and seasonal unit roots prior to estimation, model selection and forecasting. Various Box–Jenkins autoregressive integrated moving average (ARIMA) models and seasonal ARIMA models are estimated, with the tourist arrivals series showing seasonal patterns. The fitted ARIMA and seasonal ARIMA models forecast tourist arrivals from East Asia very well for the period 2006(1)–2008(1). Total monthly and annual forecasts can be obtained through temporal and spatial aggregation.     

An improved demand forecasting method to reduce bullwhip effect in supply chains

Accurate forecasting of demand under uncertain environment is one of the vital tasks for improving supply chain activities because order amplification or bullwhip effect (BWE) and net stock amplification (NSAmp) are directly related to the way the demand is forecasted. Improper demand forecasting results in increase in total supply chain cost including shortage cost and backorder cost. However, these issues can be resolved to some extent through a proper demand forecasting mechanism. In this study, an integrated approach of Discrete wavelet transforms (DWT) analysis and artificial neural network (ANN) denoted as DWT-ANN is proposed for demand forecasting. Initially, the proposed model is tested and validated by conducting a comparative study between Autoregressive Integrated Moving Average (ARIMA) and proposed DWT-ANN model using a data set from open literature. Further, the model is tested with demand data collected from three different manufacturing firms. The analysis indicates that the mean square error (MSE) of DWT-ANN is comparatively less than that of the ARIMA model. A better forecasting model generally results in reduction of BWE. Therefore, BWE and NSAmp values are estimated using a base-stock inventory control policy for both DWT-ANN and ARIMA models. It is observed that these parameters are comparatively less in case of DWT-ANN model.