Modelling sustainable international tourism demand to the Brazilian Amazon

The Amazon rainforest is one of the world's greatest natural wonders and holds great importance and significance for the world's environmental balance. Around 60% of the Amazon rainforest is located in the Brazilian territory. The two biggest states of the Amazon region are Amazonas (the upper Amazon) and Pará (the lower Amazon), which together account for around 73% of the Brazilian Legal Amazon, and are the only states that are serviced by international airports in Brazil's north region. The purpose of this paper is to model and forecast sustainable international tourism demand for the states of Amazonas, Pará, and the aggregate of the two states. By sustainable tourism is meant a distinctive type of tourism that has relatively low environmental and cultural impacts. Economic progress brought about by illegal wood extraction and commercial agriculture has destroyed large areas of the Amazon rainforest. The sustainable tourism industry has the potential to contribute to the economic development of the Amazon region without destroying the rainforest. The paper presents unit root tests for monthly and annual data, estimates alternative time series models and conditional volatility models of the shocks to international tourist arrivals, and provides forecasts for 2006 and 2007.     

基于小波神经网络的电网负荷预测

为提高负荷预测的精度及反映天气因素对负荷的影响.选用小波理论中的Malht算法进行多尺度分析.应用新疆塔北电网近年的负荷数据和气象资料进行了预测,预测结果表明其具有较好的性能.     

CBOE Volatility Index Forecasting under COVID-19: An Integrated BiLSTM-ARIMA-GARCH Model

After the outbreak of COVID-19, the global economy entered a deep freeze. This observation is supported by the Volatility Index (VIX), which reflects the market risk expected by investors. In the current study, we predicted the VIX using variables obtained from the sentiment analysis of data on Twitter posts related to the keyword “COVID-19,” using a model integrating the bidirectional long-term memory (BiLSTM), autoregressive integrated moving average (ARIMA) algorithm, and generalized autoregressive conditional heteroskedasticity (GARCH) model. The Linguistic Inquiry and Word Count (LIWC) program and Valence Aware Dictionary for Sentiment Reasoning (VADER) model were utilized as sentiment analysis methods. The results revealed that during COVID-19, the proposed integrated model, which trained both the Twitter sentiment values and historical VIX values, presented better results in forecasting the VIX in time-series regression and direction prediction than those of the other existing models.     

Empowering wave energy with control technology: Possibilities and pitfalls

With an increasing focus on climate action and energy security, an appropriate mix of renewable energy technologies is imperative. Despite having considerable global potential, wave energy has still not reached a state of maturity or economic competitiveness to have made an impact. Challenges include the high capital and operational costs associated with deployment in the harsh ocean environment, so it is imperative that the full energy harnessing capacity of wave energy devices, and arrays of devices in farms, is realised. To this end, control technology has an important role to play in maximising power capture, while ensuring that physical system constraints are respected, and control actions do not adversely affect device lifetime. Within the gamut of control technology, a variety of tools can be brought to bear on the wave energy control problem, including various control strategies (optimal, robust, nonlinear, etc.), data-based model identification, estimation, and forecasting. However, the wave energy problem displays a number of unique features which challenge the traditional application of these techniques, while also presenting a number of control ‘paradoxes’. This review articulates the important control-related characteristics of the wave energy control problem, provides a survey of currently applied control and control-related techniques, and gives some perspectives on the outstanding challenges and future possibilities. The emerging area of control co-design, which is especially relevant to the relatively immature area of wave energy system design, is also covered.     

Disaggregation & aggregation of time series components: A hybrid forecasting approach using generalized regression neural networks and the theta method

A hybrid forecasting method is proposed which leverages from statistical and neural network techniques to perform multi-step ahead forecasting. The proposed method is based on the disaggregation of time series components, the prediction of each component individually and the reassembling of the extrapolations to obtain an estimation for the global data. The STL decomposition procedure from the literature [5] is implemented to obtain the seasonal, trend and irregular components of the time series, whilst Generalized Regression Neural Networks (GRNN) [12] are used to perform out-of sample extrapolations of the seasonal and residual components. The univariate Theta model is employed for the estimation of the directional component. The application of the GRNN is based on the dynamic calibration of the training process for each of the seasonal and irregular components individually. The proposed hybrid forecasting method is applied to 60 time series from the NN3 competition and 227 time series from the M1 Competition dataset, to obtain 18 out-of sample predictions. The results from the application demonstrate that the proposed method can outperform standard statistical techniques in the literature. One of the main contributions of the current research lies in the investigation of the strengths and weaknesses of the GRNN in extrapolating structural components of time series.     

A dynamic holding strategy in public transit systems with real-time information

Holding strategies are among the most commonly used operation control strategies in transit systems. In this paper, a dynamic holding strategy is developed, which consists of two major steps: (1) judging whether an early bus should be held, and (2) optimizing the holding times of the held bus. A model based on support vector machine (SVM), which contains four input variables (time-of-day, segment, the latest speed on the next segment, and the bus speed on the current segment) for forecasting the early bus departure times from the next stop is also developed. Then, in order to determine the optimal holding times, a model aiming to minimize the user costs is constructed and a genetic algorithm is used to optimize the holding times. Finally, the dynamic holding strategy proposed in this study is illustrated with the microscopic simulation model Paramics and some conclusions are drawn.

基于马尔科夫链理论的改进的最大Lyapunov指数混沌预测法

针对很多文献都一直规避的基于最大Lyapunov指数的混沌预测会出现两个预测值的问题,引入马尔科夫链改进最大Lyapunov指数的混沌预测方法。改进的方法将时间序列的斜率作为状态变量,并根据马尔科夫链建立状态转移矩阵,判定预测值演化方向,进而根据混沌动力学系统的演化规律选择最优的预测值。最后利用渝武高速公路的交通流数据进行验证,结果表明了改进算法的可行性和有效性。     

Quantifiable data mining using ratio rules

Association Rule Mining algorithms operate on a data matrix (e.g., customers products) to derive association rules [AIS93b, SA96]. We propose a new paradigm, namely, Ratio Rules, which are quantifiable in that we can measure the “goodness” of a set of discovered rules. We also propose the “guessing error” as a measure of the “goodness”, that is, the root-mean-square error of the reconstructed values of the cells of the given matrix, when we pretend that they are unknown. Another contribution is a novel method to guess missing/hidden values from the Ratio Rules that our method derives. For example, if somebody bought $10 of milk and $3 of bread, our rules can “guess” the amount spent on butter. Thus, unlike association rules, Ratio Rules can perform a variety of important tasks such as forecasting, answering “what-if” scenarios, detecting outliers, and visualizing the data. Moreover, we show that we can compute Ratio Rules in a single pass over the data set with small memory requirements (a few small matrices), in contrast to association rule mining methods which require multiple passes and/or large memory. Experiments on several real data sets (e.g., basketball and baseball statistics, biological data) demonstrate that the proposed method: (a) leads to rules that make sense; (b) can find large itemsets in binary matrices, even in the presence of noise; and (c) consistently achieves a “guessing error” of up to 5 times less than using straightforward column averages. Received: March 15, 1999 / Accepted: November 1, 1999     

Load forecasting framework of electricity consumptions for an Intelligent Energy Management System in the user-side

This work presents an electricity consumption-forecasting framework configured automatically and based on an Adaptative Neural Network Inference System (ANFIS). This framework is aimed to be implemented in industrial plants, such as automotive factories, with the objective of giving support to an Intelligent Energy Management System (IEMS). The forecasting purpose is to support the decision-making (i.e. scheduling workdays, on-off production lines, shift power loads to avoid load peaks, etc.) to optimize and improve economical, environmental and electrical key performance indicators. The base structure algorithm, the ANFIS algorithm, was configured by means of a Multi Objective Genetic Algorithm (MOGA), with the aim of getting an automatic-configuration system modelling. This system was implemented in an independent section of an automotive factory, which was selected for the high randomness of its main loads. The time resolution for forecasting was the quarter hour. Under these challenging conditions, the autonomous configuration, system learning and prognosis were tested with success.