A collaborative demand forecasting process with event-based fuzzy judgements

Mathematical forecasting approaches can lead to reliable demand forecast in some environments by extrapolating regular patterns in time-series. However, unpredictable events that do not appear in historical data can reduce the usefulness of mathematical forecasts for demand planning purposes. Since forecasters have partial knowledge of the context and of future events, grouping and structuring the fragmented implicit knowledge, in order to be easily and fully integrated in final demand forecasts is the objective of this work. This paper presents a judgemental collaborative approach for demand forecasting in which the mathematical forecasts, considered as the basis, are adjusted by the structured and combined knowledge from different forecasters. The approach is based on the identification and classification of four types of particular events. Factors corresponding to these events are evaluated through a fuzzy inference system to ensure the coherence of the results. To validate the approach, two case studies were developed with forecasters from a plastic bag manufacturer and a distributor belonging to the food retailing industry. The results show that by structuring and combining the judgements of different forecasters to identify and assess future events, companies can experience a high improvement in demand forecast accuracy.     

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.     

The adaptive fuzzy time series model with an application to Taiwan’s tourism demand

In this study, an adaptive fuzzy time series model for forecasting Taiwan’s tourism demand is proposed to further enhance the predicted accuracy. We first transfer fuzzy time series data to the fuzzy logic group, assign weights to each period, and then use the proposed adaptive fuzzy time series model for forecasting in which an enrollment forecasting values is applied to obtain the smallest forecasting error. Finally, an illustrated example for forecasting Taiwan’s tourism demand is used to verify the effectiveness of proposed model and confirmed the potential benefits of the proposed approach with a very small forecasting error MAPE and RMSE.     

一种基于客户端的网络蠕虫预警方法

针对现有网络蠕虫预警方法的不足，通过对网络蠕虫繁衍原理和行为模式的分析，提出一种基于客户端的网络蠕虫预警方法。改进了现有方法中所有操作均在服务器端进行的不足。与现有的网络蠕虫预警方法比较，新方法更加有效，而且能够预警未知的蠕虫。又因为这种方法结合了客户端和服务器端的功能，所以大大减轻了服务器端的负担。     

Performance Evaluation of Machine Learning Methods in Cultural Modeling

Cultural modeling (CM) is an emergent and promising research area in social computing. It aims to develop behavioral models of human groups and analyze the impact of culture factors on human group behavior using computational methods. Machine learning methods, in particular classification, play a critical role in such applications. Since various cultural-related data sets possess different characteristics, it is important to gain a computational understanding of performance characteristics of various machine learning methods. In this paper, we investigate the performance of seven representative classification algorithms using a benchmark cultural modeling data set and analyze the experimental results as to group behavior forecasting.     

Demand forecasting of perishable farm products using support vector machine

This article presents a new algorithm for forecasting demand for perishable farm products, based on the support vector machine (SVM) method. Since SVMs have greater generalisation performance and guarantee global minima for given training data, it is believed that support vector regression will perform well for forecasting demand for perishable farm products. In order to improve forecasting precision (FP), this article quantifies the factors affecting the sales forecast of perishable farm products based on the fuzzy theory, which is suitable for real situations. Numerical experiments show that forecasting systems with SVMs and fuzzy theory outperform the radial basis function neural network, based on the criteria of day absolute error, relative mean error and FP. Since there is no structured way to choose the free parameters of SVMs, the variational range of free parameters and the effects of the parameters on prediction performance are discussed in this article. Analysis of experimental results proves that it is advantageous to apply SVMs forecasting system in perishable farm products demand forecasting.     

基于数据的改进回声状态网络在高炉煤气发生量预测中的应用

以钢铁企业高炉煤气系统这一复杂生产过程为背景, 针对高炉煤气发生量的预测问题, 提出一种基于数据的网络模型预测方法. 鉴于生产数据含噪高的特点, 采用经验模态分解将历史数据分解为若干独立的固有模态函数, 将小尺度函数经低通滤波器自适应去噪后, 再对数据重构以建立预测模型. 在建模过程中提出一种改进的回声状态网络, 通过奇异值分解求取网络输出权值, 克服了线性回归算法出现的病态问题, 提高了模型的预测精度. 现场实际数据预测结果表明所提出方法的有效性, 为制定煤气管网平衡调度方案提供科学的决策支持.     

Multi-agent modeling of multiple FX-markets by neural networks

We introduce an explanatory multi-agent approach of multiple FX-market modeling based on neural networks. We consider the explicit and implicit dynamics of the market price. This paper extends previous work of modeling a single FX-market to an integrated approach, which allows one to treat several FX-markets simultaneously. Our approach is based on feedforward neural networks. Neural networks allow the fitting of high-dimensional nonlinear models, which is often utilized in econometrics. Merging the economic theory of multi-agents with neural networks, our model concerns semantic specifications instead of being limited to ad hoc functional relationships. As an advantage, our multi-agent model allows one to fit the behavior of real-world financial data. We exemplify the USD/DEM and YEN/DEM FX-Market simultaneously. Fitting real-world data, our approach is superior to more conventional forecasting techniques.     

Using multiplicative neuron model to establish fuzzy logic relationships

Determination of fuzzy logic relationships between observations is quite effective on the forecasting performance of fuzzy time series approaches. In various studies available in the literature, it has been seen that utilizing artificial neural networks for establishing fuzzy relations increase the forecasting accuracy. In this study, a novel high order fuzzy time series forecasting approach in which multiplicative neuron model is used to define fuzzy relations is proposed in order to reach high forecasting level. Also, particle swarm optimization method is utilized to train multiplicative neuron model. In order to show forecasting performance of the proposed method, it is applied to a well-known data Taiwan future exchange and the results produced by the proposed approach is compared to those obtained from other fuzzy time series forecasting models. As a result of the implementation, it is observed that the proposed approach gives the best forecasts for Taiwan future exchange time series.     

A new hybrid approach based on SARIMA and partial high order bivariate fuzzy time series forecasting model

In the literature, there have been many studies using fuzzy time series for the purpose of forecasting. The most studied model is the first order fuzzy time series model. In this model, an observation of fuzzy time series is obtained by using the previous observation. In other words, only the first lagged variable is used when constructing the first order fuzzy time series model. Therefore, this model can not be sufficient for some time series such as seasonal time series which is an important class in time series models. Besides, the time series encountered in real life have not only autoregressive (AR) structure but also moving average (MA) structure. The fuzzy time series models available in the literature are AR structured and are not appropriate for MA structured time series. In this paper, a hybrid approach is proposed in order to analyze seasonal fuzzy time series. The proposed hybrid approach is based on partial high order bivariate fuzzy time series forecasting model which is first introduced in this paper. The order of this model is determined by utilizing Box-Jenkins method. In order to show the efficiency of the proposed hybrid method, real time series are analyzed with this method. The results obtained from the proposed method are compared with the other methods. As a result, it is observed that more accurate results are obtained from the proposed hybrid method.     

A combination of hidden Markov model and fuzzy model for stock market forecasting

This paper presents a novel combination of the hidden Markov model (HMM) and the fuzzy models for forecasting stock market data. In a previous study we used an HMM to identify similar data patterns from the historical data and then used a weighted average to generate a ‘one-day-ahead’ forecast. This paper uses a similar approach to identify data patterns by using the HMM and then uses fuzzy logic to obtain a forecast value. The HMM's log-likelihood for each of the input data vectors is used to partition the dataspace. Each of the divided dataspaces is then used to generate a fuzzy rule. The fuzzy model developed from this approach is tested on stock market data drawn from different sectors. Experimental results clearly show an improved forecasting accuracy compared to other forecasting models such as, ARIMA, artificial neural network (ANN) and another HMM-based forecasting model.     

New model for system behavior prediction based on belief rule based systems

To predict the behavior of a complex engineering system, a model can be built and trained using historical data. However, it may be difficult to obtain a complete and accurate set of data to train the model. Consequently, the model may be incapable of predicting the future behavior of the system with reasonable accuracy. On the other hand, expert knowledge of a qualitative nature and partial historical information about system behavior may be available which can be converted into a belief rule base (BRB). Based on the unique features of BRB, this paper is devoted to overcoming the above mentioned difficulty by developing a forecasting model composed of two BRBs and two recursive learning algorithms, which operate together in an integrated manner. An initially constructed forecasting model has some unknown parameters which may be manually tuned and then trained or updated using the learning algorithms once data become available. Based on expert intervention which can reflect system operation patterns, two algorithms are developed on the basis of the evidential reasoning (ER) algorithm and the recursive expectation maximization (EM) algorithm with the former used for handling judgmental outputs and the latter for processing numerical outputs, respectively. Using the proposed algorithms, the training of the forecasting model can be started as soon as there are some data available, without having to wait until a complete set of data are all collected, which is critical when the forecasting model needs to be updated in real-time within a given time limit. A numerical simulation study shows that under expert intervention, the forecasting model is flexible, can be automatically tuned to predict the behavior of a complicated system, and may be applied widely in engineering. It is demonstrated that if certain conditions are met, the proposed recursive algorithms can converge to a local optimum. A case study is also conducted to show the wide potential applications of the forecasting model.     

半结构化数据查询重写

查询重写是数据库研究的一个基本问题，它和查询优化，数据仓库，信息集成，语义缓存等问题紧密相关，目前Internet上存在海量的半结构化数据，在信息集成过程中产生了大量半结构化视图，如何利用物化半结构化视图来重写用户查询，减少响应时间成为研究热点问题，上述问题本质上是NP问题，提出了一种半结构化查询重写的新方法，该方法在保证算法正确性和完备性的基础上，利用半结构化数据特点和查询子目标之间的关系，减少了指数空间的查询重写候选方案生成，理论分析表明，它极大地降低了算法的代价。     

基于时序分解的用电负荷分析与预测

在智能电网普及的大数据背景下,对电力数据进行精准的分析和预测对电网规划和经济部门的管理决策具有重要的指导意义,但大多数模型都只是在单一的时间尺度上进行研究。针对这一问题提出一种基于时序分解的后向传播算法的循环神经网络预测模型。通过对真实的居民用电消费数据以及外部因素数据统计处理,深入地分析了居民用电特点以及行为规律,并根据其数据的特征以及天气、节假日等外部因素对用户用电行为的影响建立预测模型,对用户未来时段的用电量进行预测。此外,考虑到居民用电消费数据的时序特征在不同时间尺度呈现不同的变化规律,通过时序分解建立预测模型来对用户用电行为的周期性和趋势性进行建模,并通过加权融合达到一起训练的效果,具有一定的协同性,提升预测精度。     

基于径向基神经网络的Web Service QoS#br# 属性值组合预测方法

为正确预测Web Service的服务质量(Quality of Service, QoS),帮助用户选择符合服务质量需求的Web Service,提出一种基于径向基神经网络模型的服务质量组合预测方法。首先使用时间序列模型对数据集建立线性和非线性预测模型,并选择最优模型,同时根据数据特点建立不同滑动窗口的灰色等维新息模型,再将上述2模型的预测结果作为输入源传递给径向基神经网络的训练模型,进行预测。实验结果表明,该方法与已有方法相比较,在预测精度方面有一定程度的提高。     

Predicting potential deadlocks in multithreaded programs

In a multithreaded program, competition of threads for shared resources raises the deadlock possibility, which narrows the system liveness. Because such errors appear in specific schedules of concurrent executions of threads, runtime verification of threads behavior is a significant concern. In this study, we extended our previous approach for prediction of runtime behavior of threads may lead to an impasse. Such a prediction is of importance because of the nondeterministic manner of competing threads. The prediction process tries to forecast future behavior of threads based on their observed behavior. To this end, we map observed behavior of threads into time‐series data sets and use statistical and artificial intelligence methods for forecasting subsequent members of the sets as future behavior of the threads. The deadlock prediction is carried out based on probing the allocation graph obtained from actual and predicted allocation of resources to threads. In our approach, we use an artificial neural network (ANN) because ANNs enjoy the applicable performance and flexibility in predicting complex behavior. Using three case studies, we contrasted results of the current and our previous approaches to demonstrate results. Copyright © 2015 John Wiley & Sons, Ltd.     

基于K-Means和CNN的用户短期电力负荷预测

随着电力物联网的不断发展,用户级电力负荷预测在电力需求侧管理中呈现出日益重要的作用.为了提高用户级电力负荷预测的性能,本文提出一种基于K-means聚类与卷积神经网络特征提取的短期电力负荷预测模型.首先,利用K-means将用户聚为两类:对于日相关性强的用户,将相邻时刻和日周期的历史负荷作为输入,采用CNN模型提取特征进行预测;对于日相关性弱的用户,仅将相邻时刻的历史负荷输入到CNN模型进行预测.为了验证所提出算法的性能,我们在实际的用户负荷数据上做了实验,并与随机森林、支持向量回归机进行对比,结果表明本文所构建模型的预测平均绝对百分误差降低了20%以上.     

Integration of genetic fuzzy systems and artificial neural networks for stock price forecasting

Stock market prediction is regarded as a challenging task in financial time-series forecasting. The central idea to successful stock market prediction is achieving best results using minimum required input data and the least complex stock market model. To achieve these purposes this article presents an integrated approach based on genetic fuzzy systems (GFS) and artificial neural networks (ANN) for constructing a stock price forecasting expert system. At first, we use stepwise regression analysis (SRA) to determine factors which have most influence on stock prices. At the next stage we divide our raw data into k clusters by means of self-organizing map (SOM) neural networks. Finally, all clusters will be fed into independent GFS models with the ability of rule base extraction and data base tuning. We evaluate capability of the proposed approach by applying it on stock price data gathered from IT and Airlines sectors, and compare the outcomes with previous stock price forecasting methods using mean absolute percentage error (MAPE). Results show that the proposed approach outperforms all previous methods, so it can be considered as a suitable tool for stock price forecasting problems.     

离群数据挖掘方法在电力负荷预测中的应用

根据负荷预测的理论,通过历史数据为基础进行电力负荷数据预测。由于实际运行过程中,采集数据存在错误,使得获得到的负荷预测曲线包含较大的锯齿状。提出一种新的离群数据挖掘方法,即求二直线的夹角方法寻找尖锐点,离群数据为尖锐点处对应电力负荷有功值,然后使用曲线平滑的方法对这些离群数据进行了处理。实验证明,运用提出的这一新的离群数据挖掘方法处理负荷预测曲线,预测结果明显改进。     

网页中商品“属性—值”关系的自动抽取方法研究

商品属性及其对应值的自动挖掘,对于基于Web的商品市场需求分析、商品推荐、售后服务等诸多领域有重要的应用价值。该文提出一种基于网页标题的模板构建方法,从结构化网页中抽取完整的商品“属性—值”关系。该方法包含四个关键技术 1)利用商品网页标题构建领域相关的属性词包;2)基于预设分隔符细化文本节点;3)结合领域商品属性词包获取种子“属性—值”关系;4)结合网页布局信息和字符信息来筛选与构建模板。该文的实验基于相机和手机两个领域展开,获得94.68%的准确率和90.57%的召回率。