Recurrent Neural Supervised Models for Generating Solar Radiation Synthetic Series

In this paper, a neural network method for generating solar radiation synthetic series is proposed and evaluated. In solar energy application fields such as photovoltaic systems and solar heating systems, the need of long sequences of solar irradiation data is fundamental. Nevertheless those series are not frequently available: in many locations the records are incomplete or difficult to manage, whereas in other places there are no records at all. Hence, many authors have proposed different methods to generate synthetic series of irradiation trying to preserve some statistical properties of the recorded ones. The neural procedure shown here represents a simple alternative way to address this problem. A comparative study of the neural-based synthetic series and series generated by other methods has been carried out with the objective of demonstrating the universality and generalisation capabilities of this new approach. The results show the good performance of this irradiation series generation method.     

基于神经网络的时序预测模型研究

古人云“以史为鉴”,说的是吸取历史的经验教训,对未来的情况做出预判或者改变。生活中,亦是存在相似的利用历史数据对未来变化趋势进行预测分析的时间序列问题。本文就时间序列一类的问题进行研究,探讨如何更好地根据历史统计数据,对未来的变化趋势进行预测分析。本文基于神经网络,以气象观测历史数据作为研究的对象,建立了气温变化时序预测模型。本模型利用大数据相关技术对数据进行特征处理,通过深度神经网络,学习特征数据和标签数据之间复杂的非线性关系,从而实现对气温变化的趋势预测。实验结果表明,相较其他模型,本文的模型能够更好地进行时序预测,同时也证明了神经网络用于气象预测的可行性。     

Noisy Time Series Prediction using Recurrent Neural Networks and Grammatical Inference

Financial forecasting is an example of a signal processing problem which is challenging due to small sample sizes, high noise, non-stationarity, and non-linearity. Neural networks have been very successful in a number of signal processing applications. We discuss fundamental limitations and inherent difficulties when using neural networks for the processing of high noise, small sample size signals. We introduce a new intelligent signal processing method which addresses the difficulties. The method proposed uses conversion into a symbolic representation with a self-organizing map, and grammatical inference with recurrent neural networks. We apply the method to the prediction of daily foreign exchange rates, addressing difficulties with non-stationarity, overfitting, and unequal a priori class probabilities, and we find significant predictability in comprehensive experiments covering 5 different foreign exchange rates. The method correctly predicts the directionof change for the next day with an error rate of 47.1%. The error rate reduces to around 40% when rejecting examples where the system has low confidence in its prediction. We show that the symbolic representation aids the extraction of symbolic knowledge from the trained recurrent neural networks in the form of deterministic finite state automata. These automata explain the operation of the system and are often relatively simple. Automata rules related to well known behavior such as tr end following and mean reversal are extracted.     

基于变窗口神经网络集成的时间序列预测

提出一个变窗口神经网络集成预测模型。该模型利用自相关分析构造出差异度较大的个体神经网络,提高了预测系统的泛化能力,同时能够有效剔除异常序列,提高预测精度。采用真实世界的数据集对该模型进行仿真。实验结果表明,该预测模型具有较高的预测精度,能有效预测移动通信的话务量。     

Time Series Generation by Recurrent Neural Networks

The properties of time series, generated by continuous valued feed-forward networks in which the next input vector is determined from past output values, are studied. Asymptotic solutions developed suggest that the typical stable behavior is (quasi) periodic with attractor dimension that is limited by the number of hidden units, independent of the details of the weights. The results are robust under additive noise, except for expected noise-induced effects – attractor broadening and loss of phase coherence at large times. These effects, however, are moderated by the size of the network N.     

结合模糊控制的时序数据预测循环神经网络

时序数据处理任务中,循环神经网络模型以及相关衍生模型有较好的性能,如长短期记忆模型(LSTM),门限循环单元(GRU)等.模型的记忆层能够保存每个时间步的信息,但是无法高效处理某些领域的时序数据中的非等时间间隔和不规律的数据波动,如金融数据.本文提出了一种基于模糊控制的新型门限循环单元(GRU-Fuzzy)来解决这些问...     

基于神经网络集成学习算法的金融时间序列预测

本文在传统神经网络(NN)、循环神经网络(RNN)、长短时记忆网络(LSTM)与门控循环单元(GRU)等神经网络时间预测模型基础上, 进一步构建集成学习(EL)时间序列预测模型, 研究神经网络类模型、集成学习模型和传统时间序列模型在股票指数预测上的表现. 本文以16只A股和国际股票市场指数为样本, 比较模型在不同预测期间和不同国家和地区股票市场上的表现.本文主要结论如下: 第一, 神经网络类时间序列预测模型和神经网络集成学习时间序列预测模型在表现上显著稳健优于传统金融时间序列预测模型, 预测性能提高大约35%; 第二, 神经网络类模型和神经网络集成学习模型在中国和美国股票市场上的表现优于其他发达国家和地区的股票市场.     

用于非线性时间序列预测的POD-RBF神经网络

基于正规正交分解(Proper Orthogonal Decomposition,POD)提出一种适用于非线性时间序列预测的径向基函数(Radial Basis Function,RBF)神经网络模型-POD-RBF神经网络模型.该模型在选取中心时考虑了时间序列数据之间的时序关系,并且使得中心的选取具有并行性.股票价格预测问题的模拟结果表明,POD-RBF神经网络可以有效地用于非线性时间序列预测问题.与基于硬C均值(Hard C-means,HCM)聚类的RBF神经网络(HCM-RBF)和基于正交最小二乘(Orthogonal LestSquare,OLS)的RBF神经网络(OLS-PBF)相比,POD-RBF神经网络不仅具有更好的训练、预测精度,而且具有更好的收敛稳定性、更好的泛化能力和抵抗噪声干扰的能力.     

进化回归神经网络对时序数据和关联数据的建模能力研究

重点研究进化回归神经网络对时序数据和关联数据的建模能力。针对两个标准问题,采用不同形式的建模数据,比较了前向网络和回归神经网络的建模及预测效果,进一步将进化算法用于不同结构回归神经网络的训练并比较了它们的建模能力。仿真结果表明回归神经网络对时序关联数据有很好的建模和预测能力,相比于前向网络,无需过程时序特点的先验知识,可以采用最简单的建模数据形式。而进化算法相比于常规的梯度下降算法,用于训练不同的回归网络结构通用性好,且训练过程不受局部极小问题的困扰,适当规模的训练过程可以获得性能良好的神经网络模型。     

交通流量VNNTF神经网络模型多步预测研究

研究了VNNTF 神经网络（Volterra neural network trafficflow model,VNNTF） 交通流量混沌时间序列多步预测问题. 通过分析比较交通流量混沌时间序列相空间重构的嵌入维数和Volterra 离散模型之间的关系,给出了确定交通流量Volterra 级数模型截断阶数和截断项数的方法,并在此基础上建立了VNNTF 神经网络交通流量时间序列模型;设计了交通流量Volterra 神经网络的快速学习算法;最后,利用交通流量混沌时间序列对VNNTF 网络模型,Volterra 预测滤波器和BP 网络进行了多步预测实验,比较了多步预测结果的仿真图、绝对误差的柱状图以及归一化后的方均根;实验结果表明VNNTF 神经网络的多步预测性能明显优于Volterra 预测滤波器和BP 神经网络.     

智能神经元网络时间序列预测模型的研究

人工神经元网络的研究技术在理论和实际应用上已经比较成熟,在信号处理系统中也采用该技术进行非线性时间序列信号的预测分析。但是由于该理论黑箱模型的特点,无法引入先验知识,从而预测精度难以提高。针对该问题,文中提出了智能神经网络的动态预测模型,引入智能神经元,建立区别于传统神经网络的预测模型,达到了较为理想的预测效果。并以工业生产参数的时间序列预测——某油井生产过程中MinCurrent参数值,作为实验模型,对该方法进行了验证,结果表明了该模型预测精度较高、计算速度快。     

一种基于自演化预训练的多变量时间序列预测算法

时间序列预测是典型的时间序列分析任务,对于辅助决策、资源配置、提前采取止损措施等方面有重要意义,在包括电力、气象、交通、商业等领域有广泛应用.近年来,时间序列预测算法一直是机器学习的热门研究领域,其中多变量时间序列预测是一个具有挑战性的任务.本文研究多变量时间序列预测的局部变量预测精度问题,即多变量预测需要在提升整体预...     

基于混沌时间序列的变电站设备温度预测

变电站输变线路和设备的温度变化能够反映其老化、负载过高等引起的安全隐患.通过对变电站设备温度数据的非线性分析和预测,实现对设备的有效预警,将避免事故引起的巨大损失.对变电站已测温度数据建立时间序列,利用小数据量法验证变电站设备温度时间序列的混沌特性.研究基于RBF神经网络的混沌时间序列预测并与神经网络预测进行对比,单步预测与多步预测结果均优于神经网络预测.仿真结论证明了基于神经网络的混沌时间序列预测方法的有效性.     

贝叶斯神经网络在股票时间序列预测中的应用

针对BP神经网络初始权值随机获取所导致的易陷入局部最优的问题,采用贝叶斯正则化（Bayesian Regularization,BR）算法改进传统BP神经网络模型。该算法在保证网络误差最小的前提下,通过历史数据的先验概率调整BP模型的适应度函数,使网络的泛化能力得到提升。在股票时间序列预测的实证性研究中表明,比传统BP模型在预测精度上提高42.81%。     

Fault Diagnosis Based on the Fuzzy‐Recurrent Neural Network

A fuzzy‐recurrent neural network (FRNN) has been constructed by adding some feedback connections to a feedforward fuzzy neural network (FNN). The FRNN expands the modeling ability of a FNN in order to deal with temporal problems. A basic concept of the FRNN is first to use process or expert knowledge, including appropriate fuzzy logic rules and membership functions, to construct an initial structure and to then use parameter‐learning algorithms to fine‐tune the membership functions and other parameters. Its recurrent property makes it suitable for dealing with temporal problems, such as on‐line fault diagnosis. In addition, it also provides human‐understandable meaning to the normal feedforward multilayer neural network, in which the internal units are always opaque to users. In a word, the trained FRNN has good interpreting ability and one‐step‐ahead predicting ability. To demonstrate the performance of the FRNN in diagnosis, a comparison is made with a conventional feedforward network. The efficiency of the FRNN is verified by the results.     

基于神经网络的非线性时间序列故障预报

对模型未知非线性系统, 将系统输出组成时间序列并通过空间嵌入的方法转化为一个离散动态系统. 利用线性 AR 模型拟合时间序列的线性部分, 用神经网络拟合时间序列的非线性部分并补偿外界未知的扰动, 提出了通过对状态的观测实现时间序列一步预测的方法. 利用滚动优化的思想将一步预测推广, 提出了时间序列的 N 步预测方法, 证明了时间序列预测误差有界. 通过对预测误差进行概率密度估计和检验, 提出了故障的预报方法. 对 F-16 歼击机的结构故障预报结果表明了方法的有效性.     

A New Intelligent System Methodology for Time Series Forecasting with Artificial Neural Networks

The Time-delay Added Evolutionary Forecasting (TAEF) approach is a new method for time series prediction that performs an evolutionary search for the minimum number of dimensions necessary to represent the underlying information that generates the time series. The methodology proposed is inspired in Takens theorem and consists of an intelligent hybrid model composed of an artificial neural network combined with a modified genetic algorithm. Initially, the TAEF method finds the best fitted model to forecast the series and then performs a behavioral statistical test in order to adjust time phase distortions that may appear in the representation of some series. An experimental investigation conducted with relevant time series show the robustness of the method through a comparison, according to several performance measures, to previous results found in the literature and those obtained with more traditional methods.     

Chained DLS-ICBP Neural Networks with Multiple Steps Time Series Prediction

Based on the circular back-propagation (CBP) network, the improved circular back-propagation (ICBP) neural network was previously put forward and exhibits more general architecture than the former. It has a favorable characteristic that ICBP is better than CBP in generalization and adaptation though the number of its adaptable weights is generally less than that of CBP. The forecasting experiments on chaotic time series, multiple-input multiple-output (MIMO) systems and the data sets of daily life water consumed quantity have proved that ICBP has better capabilities of prediction and approximation than CBP. But in the above predicting process, ICBP neglects inherent structural changes and time correlation in time series themselves. In other words, they do not take into account the influence of different distances between observations and the predicting point on forecasting performance. The principle of discounted least-square (DLS) formulates this influence exactly. In this paper, the DLS principle is borrowed to construct the learning algorithm of DLS-ICBP. On this basis we construct chained DLS-ICBP neural networks by combining a new kind of chain structure to DLS-ICBP and investigate multiple steps time series prediction. We prove that DLS-ICBP has better single and multiple step predictive capabilities than ICBP through experiments on the data sets of Benchmarks and water consumed quantity.     

基于小波神经网络的时间序列流数据的研究

利用多分辨分析方法,结合小波分析和神经网络思想构建一种新型的神经网络模型———小波神经网络,解决了传统神经网络中隐层节点数难以确定的问题。通过对股票的预测,说明该方法能有效地提高预测精度,避免了人工神经网络模型的固有缺陷。     

Constructive Backpropagation for Recurrent Networks

Choosing a network size is a difficult problem in neural network modelling. In many recent studies, constructive or destructive methods that add or delete connections, neurons or layers have been studied in order to solve this problem. In this work we consider the constructive approach, which is in many cases a very computationally efficient approach. In particular, we address the construction of recurrent networks by the use of constructive backpropagation. The benefits of the proposed scheme are firstly that fully recurrent networks with an arbitrary number of layers can be constructed efficiently. Secondly, after the network has been constructed we can continue the adaptation of the network weights as well as we can of its structure. This includes both addition and deletion of neurons/layers in a computationally efficient manner. Thus, the investigated method is very flexible compared to many previous methods. In addition, according to our time series prediction experiments, the proposed method is competitive in terms of modelling performance and training time compared to the well-known recurrent cascade-correlation method.