Wyniki wyszukiwania - BazTech

1

Impact of starting outlier removal on accuracy of time series forecast ING

Romanuke Vadim

Maritime Technical Journal

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2022

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nr 1 (224)

1--15

EN

The presence of an outlier at the starting point of a univariate time series negatively influences the forecasting accuracy. The starting outlier is effectively removed only by making it equal to the second time point value. The forecasting accuracy is significantly improved after the removal. The favorable impact of the starting outlier removal on the time series forecasting accuracy is strong. It is the least favorable for time series with exponential rising. In the worst case of a time series, on average only 7 % to 11 % forecasts after the starting outlier removal are worse than they would be without the removal.

PL

Wartość odstająca w punkcie początkowym jednowymiarowego szeregu czasowego negatywnie wpływa na dokładność prognozowania. W ramach przeprowadzonych badań dokonano analizy wpływu usunięcia wartości odstającej poprzez zrównanie jej z wartością drugiego punktu cza-sowego. Uzyskane wyniki wskazują, że przyjęta metoda znacznie poprawia dokładność progno-zowania dla większości szeregów czasowych. Jednak w przypadku szeregów czasowych z wykładniczym wzrostem, metoda okazała się mniej skuteczna. Minimalny wzrost dokładności prognozowania wynosił w tym przypadku od 7 % do 11 %.

2

Arima Model optimal selection for time series forecasting

Romanuke Vadim

Maritime Technical Journal

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2022

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nr 1 (224)

28--40

EN

A fast-and-flexible method of ARIMA model optimal selection is suggested for univariate time series forecasting. The method allows obtaining as-highly-accurate-as-possible forecasts auto-matically. It is based on effectively finding lags by the autocorrelation function of a detrended time series, where the best-fitting polynomial trend is subtracted from the time series. The fore-casting quality criteria are the root-mean-square error (RMSE) and the maximum absolute error (MaxAE) allowing to register information about the average inaccuracy and worst outlier. Thus, the ARIMA model optimal selection is performed by simultaneously minimizing RMSE and Max-AE, whereupon the minimum defines the best model. Otherwise, if the minimum does not exist, a combination of minimal-RMSE and minimal-MaxAE ARIMA models is used.

PL

W pracy zaproponowano szybką i elastyczną metodę optymalnego doboru modelu ARIMA na potrzeby prognozowania szeregów czasowych z jedną zmienną. Metoda pozwala na uzyskanie możliwie najdokładniejszych prognoz, opierając się na skutecznym znajdowaniu opóźnień. Po-szukiwanie opóźnień realizowane jest za pomocą funkcji autokorelacji szeregu czasowego bez trendu, w którym najlepiej dopasowany trend wielomianowy jest odejmowany od szeregu cza-sowego. Za kryteria jakości prognozowania przyjęto średni błąd kwadratowy (RMSE) i maksy-malny błąd bezwzględny (MaxAE), które pozwoliły na rejestrację informacji o średniej i maksymalnej niedokładności. Optymalny dobór modelu ARIMA odbywa się poprzez jednoczesną minimalizację RMSE i MaxAE, dla której wartość minimalna określa najlepszy model. W przeciw-nym razie, jeśli minimum nie istnieje, używana jest kombinacja modeli ARIMA z minimalnym RMSE i minimalnym MaxAE.

3

Data analysis-based time series forecast for managing household electricity consumption

Bezzar Nour El-Houda, Laimeche Lakhdar, Meraoumia Abdallah, Houam Lotfi

Demonstratio Mathematica

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2022

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Vol. 55, nr 1

900--921

EN

Recently, electricity consumption forecasting has attracted much research due to its importance in our daily life as well as in economic activities. This process is seen as one of the ways to manage future electricity needs, including anticipating the supply-demand balance, especially at peak times, and helping the customer make real-time decisions about their consumption. Therefore, based on statistical techniques (ST) and/or artificial intelligence (AI), many forecasting models have been developed in the literature, but unfortunately, in addition to poor choice of the appropriate model, time series datasets were used directly without being seriously analyzed. In this article, we have proposed an efficient electricity consumption prediction model that takes into account the shortcomings mentioned earlier. Therefore, the database was analyzed to address all anomalies such as non-numeric values, aberrant, and missing values. In addition, by analyzing the correlation between the data, the possible periods for forecasting electricity consumption were determined. The experimental results carried out on the Individual Household Electricity Power Consumption dataset showed a clear superiority of the proposed model over most of the ST and/or AI-based models proposed in the literature.

4

Forecasting models for chaotic fractional-order oscillators using neural networks

Bingi Kishore, Prusty B Rajanarayan

International Journal of Applied Mathematics and Computer Science

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2021

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Vol. 31, no. 3

387--398

EN

This paper proposes novel forecasting models for fractional-order chaotic oscillators, such as Duffing’s, Van der Pol’s, Tamaševičius’s and Chua’s, using feedforward neural networks. The models predict a change in the state values which bears a weighted relationship with the oscillator states. Such an arrangement is a suitable candidate model for out-of-sample forecasting of system states. The proposed neural network-assisted weighted model is applied to the above oscillators. The improved out-of-sample forecasting results of the proposed modeling strategy compared with the literature are comprehensively analyzed. The proposed models corresponding to the optimal weights result in the least mean square error (MSE) for all the system states. Further, the MSE for the proposed model is less in most of the oscillators compared with the one reported in the literature. The proposed prediction model’s out-of-sample forecasting plots show the best tracking ability to approximate future state values.

5

Accurate prediction of continuous blood glucose based on support vector regression and differential evolution algorithm

Hamdi T., Ben Ali J., Di Costanzo V., Fnaiech F., Moreau E., Ginoux J. M.

Biocybernetics and Biomedical Engineering

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2018

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Vol. 38, no. 2

362--372

EN

Type 1 diabetes (T1D) is a chronic disease requiring patients to know their blood glucose values in order to ensure blood glucose levels as close to normal as possible. Hence, the ability to predict blood glucose levels is of a great interest for clinical researchers. In this sense, the literature is rich with several solutions that can predict blood glucose levels. Unfortunately, these methods require the patient to specific their daily activities: meal intake, insulin injection and emotional factors, which can be error prone. To reduce this burden on the patent, this work proposes to use only continuous glucose monitoring (CGM) data to predict blood glucose levels independently of other factors. To support this, support vector regression (SVR) and differential evolution (DE) algorithms were investigated. The proposed method is validated using real CGM data of 12 patients. The obtained average of root mean square error (RMSE) was 9.44, 10.78, 11.82 and 12.95 mg/dL for prediction horizon (PH) respectively equal to 15, 30, 45 and 60 min. The results of the present study and comparison with some previous works show that the proposed method holds promise. The SVR based on DE algorithm achieved high prediction accuracy while being robustness, automatic, and requiring no human intervention.

6

Reservoir water level forecasting using group method of data handling

Zaji A. H., Bonakdari H., Gharabaghi B.

Acta Geophysica

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2018

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Vol. 66, no. 4

717--730

EN

Accurately forecasted reservoir water level is among the most vital data for efficient reservoir structure design and management. In this study, the group method of data handling is combined with the minimum description length method to develop a very practical and functional model for predicting reservoir water levels. The models’ performance is evaluated using two groups of input combinations based on recent days and recent weeks. Four different input combinations are considered in total. The data collected from Chahnimeh#1 Reservoir in eastern Iran are used for model training and validation. To assess the models’ applicability in practical situations, the models are made to predict a non-observed dataset for the nearby Chahnimeh#4 Reservoir. According to the results, input combinations (L, L-1) and (L, L-1, L-12) for recent days with root-mean-squared error (RMSE) of 0.3478 and 0.3767, respectively, outperform input combinations (L, L-7) and (L, L-7, L-14) for recent weeks with RMSE of 0.3866 and 0.4378, respectively, with the dataset from https://www. typingclub.com/st. Accordingly, (L, L-1) is selected as the best input combination for making 7-day ahead predictions of reservoir water levels.

7

Możliwości wykorzystania sieci neuronowych do prognozowania obciążenia narzędzi urabiających

Jonak J.

Mechanics and Mechanical Engineering

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2002

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Vol. 6, nr 3

107-114

PL

W referacie przedstawiona wyniki wstępnej analizy nad możliwością wykorzystania sztucznych sieci neuronowych typu MLP oraz RBF. do prognozowania obciążenia narzędzi urabiających. Analiza losowych przebiegów (szeregów) czasowych siły skrawania, charakterystycznych dla procesów urabiania skał narzędziami górniczymi, może być w przyszłości przydatna do analizy procesów urabiania głowicą kombajnu górniczego, prowadzonej pod kątem sterowania procesem urabiania, z wykorzystaniem np. rozmytych systemów eksperckich czasu rzeczywistego.

EN

The paper presents results of the preliminary analysis of the possibilities of the application of MLP and RBF artificial neural networks to forecast the load of excavating tools. The analysis of stochastic time runs (series) of cutting forces characteristic of the excavation processes of rocks by mining tools, may be in the future useful for the analysis of the excavating processes by the head of a combined cutter loader carried out with respect to the excavating process control, using for example, actual time fuzzy expert systems.