scholarly journals Power Forecasting of Combined Heating and Cooling Systems Based on Chaotic Time Series

2015 ◽  
Vol 2015 ◽  
pp. 1-7
Author(s):  
Liu Hai ◽  
Song Yong ◽  
Du Qingfu
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Phase Space ◽  
Output Power ◽  
Distributed Generation ◽  
Delay Time ◽  
Meteorological Data ◽  
Embedding Dimension ◽  
Generation System ◽  
The Neural Network

Theoretic analysis shows that the output power of the distributed generation system is nonlinear and chaotic. And it is coupled with the microenvironment meteorological data. Chaos is an inherent property of nonlinear dynamic system. A predicator of the output power of the distributed generation system is to establish a nonlinear model of the dynamic system based on real time series in the reconstructed phase space. Firstly, chaos should be detected and quantified for the intensive studies of nonlinear systems. If the largest Lyapunov exponent is positive, the dynamical system must be chaotic. Then, the embedding dimension and the delay time are chosen based on the improved C-C method. The attractor of chaotic power time series can be reconstructed based on the embedding dimension and delay time in the phase space. By now, the neural network can be trained based on the training samples, which are observed from the distributed generation system. The neural network model will approximate the curve of output power adequately. Experimental results show that the maximum power point of the distributed generation system will be predicted based on the meteorological data. The system can be controlled effectively based on the prediction.

scholarly journals Hybrid prediction method of ECG signals based on VMD, PSR, and RBF neural network

2020 ◽  
Author(s):  
Fuying Huang ◽  
Tuanfa Qin ◽  
Limei Wang ◽  
Haibin Wan
Keyword(s):  
Neural Network ◽  
Phase Space ◽  
Delay Time ◽  
Prediction Accuracy ◽  
Rbf Neural Network ◽  
Prediction Method ◽  
Prediction Methods ◽  
Embedding Dimension ◽  
Ecg Signals ◽  
Ecg Data

Abstract Background: It is significant for doctors and body area networks (BANs) to predict ECG signals accurately. At present, the prediction accuracy of many existing ECG prediction methods is generally low. In order to improve the prediction accuracy of ECG signals in BANs, a hybrid prediction method of ECG signals is proposed in this paper. Methods: The proposed prediction method combines variational mode decomposition (VMD), phase space reconstruction (PSR), and a radial basis function (RBF) neural network. First, the embedding dimension and delay time of PSR are calculated according to the trained set of ECG data. Second, the ECG data are decomposed into several intrinsic mode functions (IMFs). Third, the phase space of each IMF is reconstructed according to the embedding dimension and the delay time. Fourth, an RBF neural network is established and each IMF is predicted by the network. Finally, the prediction results of all IMFs are added to realize the final prediction result. Results: To evaluate the prediction performance of the proposed method, simulation experiments are carried out on ECG data from the MIT-BIH Arrhythmia Database. The experimental results show that the prediction index RMSE (root mean square error) of the proposed method is only 10-3 magnitude and that of some traditional prediction methods is 10-2 magnitude.Conclusions: Compared with some traditional prediction methods, the proposed method improves the prediction accuracy of ECG signals obviously.

Embedding Parameters Based Distinguish between Normal and Epileptic EEG Using Artificial Neural Network

2010 ◽  
Vol 20-23 ◽  
pp. 588-593
Author(s):  
Ye Yuan
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Artificial Neural Network ◽  
Delay Time ◽  
Probabilistic Neural Network ◽  
Embedding Dimension ◽  
Artificial Neural ◽  
Two Parameters ◽  
Electroencephalogram Eeg ◽  
Better Than

The embedding parameters of electroencephalogram (EEG) time series, i.e., the embedding dimension and delay time, are used together as the input features of artificial neural network for distinguishing between normal and epileptic EEG time series. Cao’s method and mutual information method are applied for computing the embedding dimension and delay time of normal and epileptic EEG time series, respectively. The probabilistic neural network (PNN) is used in this paper for distinguishing between normal and epileptic EEG time series. The results of the simulation show that the overall accuracy as high as 100% can be achieved by using the method proposed in this paper, and that the accuracy obtained based on the both parameters is better than that obtained based on each of the two parameters respectively.

scholarly journals Parameter Selection for Phase Space Reconstruction in Hydrological Series and Rationality Analysis of its Chaotic Characteristics

10.29007/2fb8 ◽  
2018 ◽  
Author(s):  
Hongyan Li ◽  
Shanshan Bao ◽  
Yunqing Xuan
Keyword(s):  
Time Series ◽  
Phase Space ◽  
River Basin ◽  
Delay Time ◽  
Phase Space Reconstruction ◽  
Sequence Length ◽  
Rainfall Time Series ◽  
Embedding Dimension ◽  
Characteristic Index ◽  
Runoff Series

This study performed a rationality analysis of the delay time and embedding dimension value during phase space reconstruction in hydrological series and the effect on their chaotic characteristics. Using a monthly average runoff time series from the Ayanqian station (upstream) and the Jiangqiao station (midstream) in the Nen River Basin, we reached the following regularity conclusions. 1 Based on the flood season (4 months) in the Nen River Basin, we can deduce that the correlation sequence length for the runoff is 4~5 months, i.e., the delay time =3 or 4 is a reasonable choice. 2 Learn from the predictability experiment results for the monthly rainfall time series, we know that the calculation results of the G-P algorithm for the dimension of runoff series for the Nen River Basin are reasonable, i.e., the embedding dimension is no more than seven. 3 the most suitable parameters for the phase space reconstruction and its chaotic characteristic index in the Nen River Basin are as follows: delay time = 3~4, embedding dimension = 6~7, correlation dimension = 2.90~3.00, maximum Lyapunov index = 0.24~0.32, and the forecast time is 3~4 months.

scholarly journals Detecting Predictable Segments of Chaotic Financial Time Series via Neural Network

Electronics ◽  
2020 ◽  
Vol 9 (5) ◽  
pp. 823
Author(s):  
Tianle Zhou ◽  
Chaoyi Chu ◽  
Chaobin Xu ◽  
Weihao Liu ◽  
Hao Yu
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Phase Space ◽  
Financial Market ◽  
Financial Time Series ◽  
Influential Factors ◽  
Series Data ◽  
Phase Point ◽  
Price Fluctuations ◽  
Financial Time

In this study, a new idea is proposed to analyze the financial market and detect price fluctuations, by integrating the technology of PSR (phase space reconstruction) and SOM (self organizing maps) neural network algorithms. The prediction of price and index in the financial market has always been a challenging and significant subject in time-series studies, and the prediction accuracy or the sensitivity of timely warning price fluctuations plays an important role in improving returns and avoiding risks for investors. However, it is the high volatility and chaotic dynamics of financial time series that constitute the most significantly influential factors affecting the prediction effect. As a solution, the time series is first projected into a phase space by PSR, and the phase tracks are then sliced into several parts. SOM neural network is used to cluster the phase track parts and extract the linear components in each embedded dimension. After that, LSTM (long short-term memory) is used to test the results of clustering. When there are multiple linear components in the m-dimension phase point, the superposition of these linear components still remains the linear property, and they exhibit order and periodicity in phase space, thereby providing a possibility for time series prediction. In this study, the Dow Jones index, Nikkei index, China growth enterprise market index and Chinese gold price are tested to determine the validity of the model. To summarize, the model has proven itself able to mark the unpredictable time series area and evaluate the unpredictable risk by using 1-dimension time series data.

scholarly journals Research on GDP Forecast Analysis Combining BP Neural Network and ARIMA Model

2021 ◽  
Vol 2021 ◽  
pp. 1-10
Author(s):  
Shaobo Lu
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Prediction Model ◽  
Error Correction ◽  
Relative Error ◽  
Bp Neural Network ◽  
Arima Model ◽  
Forecast Model ◽  
Price Prediction ◽  
The Neural Network

Based on the BP neural network and the ARIMA model, this paper predicts the nonlinear residual of GDP and adds the predicted values of the two models to obtain the final predicted value of the model. First, the focus is on the ARMA model in the univariate time series. However, in real life, forecasts are often affected by many factors, so the following introduces the ARIMAX model in the multivariate time series. In the prediction process, the network structure and various parameters of the neural network are not given in a systematic way, so the operation of the neural network is affected by many factors. Each forecasting method has its scope of application and also has its own weaknesses caused by the characteristics of its own model. Secondly, this paper proposes an effective combination method according to the GDP characteristics and builds an improved algorithm BP neural network price prediction model, the research on the combination of GDP prediction model is currently mostly focused on the weighted form, and this article proposes another combination, namely, error correction. According to the price characteristics, we determine the appropriate number of hidden layer nodes and build a BP neural network price prediction model based on the improved algorithm. Validation of examples shows that the error-corrected GDP forecast model is also better than the weighted GDP forecast model, which shows that error correction is also a better combination of forecasting methods. The forecast results of BP neural network have lower errors and monthly prices. The relative error of prediction is about 2.5%. Through comparison with the prediction results of the ARIMA model, in the daily price prediction, the relative error of the BP neural network prediction is 1.5%, which is lower than the relative error of the ARIMA model of 2%.

International Real Estate Review

2004 ◽  
Vol 7 (1) ◽  
pp. 121-138
Author(s):  
Xin J. Ge ◽  
◽  
G. Runeson ◽  
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Hong Kong ◽  
Time Series Data ◽  
Series Data ◽  
Residential Property ◽  
Neural Network Approach ◽  
Price Performance ◽  
The Neural Network ◽  
Property Price

This paper develops a forecasting model of residential property prices for Hong Kong using an artificial neural network approach. Quarterly time-series data are applied for testing and the empirical results suggest that property price index, lagged one period, rental index, and the number of agreements for sales and purchases of units are the major determinants of the residential property price performance in Hong Kong. The results also suggest that the neural network methodology has the ability to learn, generalize, and converge time series.

scholarly journals The application of a neural network-based ragweed pollen forecast by the Ragweed Pollen Alarm System in the Pannonian biogeographical region

Aerobiologia ◽  
2019 ◽  
Vol 36 (2) ◽  
pp. 131-140 ◽  
Author(s):  
Z. Csépe ◽  
Á. Leelőssy ◽  
G. Mányoki ◽  
D. Kajtor-Apatini ◽  
O. Udvardy ◽  
...  
Keyword(s):  
Neural Network ◽  
Multilayer Perceptron ◽  
Meteorological Data ◽  
Ragweed Pollen ◽  
Alarm System ◽  
Good Tool ◽  
Data Set ◽  
The Neural Network ◽  
Biogeographical Region ◽  
Monitoring Stations

Abstract Ragweed Pollen Alarm System (R-PAS) has been running since 2014 to provide pollen information for countries in the Pannonian biogeographical region (PBR). The aim of this study was to develop forecast models of the representative aerobiological monitoring stations, identified by analysis based on a neural network computation. Monitoring stations with 7-day Hirst-type pollen trap having 10-year long validated data set of ragweed pollen were selected for the study from the PBR. Variables including forecasted meteorological data, pollen data of the previous days and nearby monitoring stations were used as input of the model. We used the multilayer perceptron model to forecast the pollen concentration. The multilayer perceptron (MLP) is a feedforward artificial neural network. MLP is a data-driven method to forecast the behaviour of complex systems. In our case, it has three layers, one of which is hidden. MLP utilizes a supervised learning technique called backpropagation for training to get better performance. By testing the neural network, we selected different sets of variables to predict pollen levels for the next 3 days in each of the monitoring stations. The predicted pollen level categories (low–medium–high–very high) are shown on isarithmic map. We used the mean square error, mean absolute error and correlation coefficient metrics to show the forecasting system’s performance. The average of the Pearson correlations is around 0.6 but shows big variability (0.13–0.88) among different locations. Model uncertainty is mainly caused by the limitation of the available input data and the variability in ragweed season patterns. Visualization of the results of the neural network forecast on isarithmic maps is a good tool to communicate pollen information to general public in the PBR.

Prediction of Chaotic Time Series of Bridge Monitoring System Based on Multi-Step Recursive BP Neural Network

2010 ◽  
Vol 159 ◽  
pp. 138-143 ◽  
Author(s):  
Jian Xi Yang ◽  
Jian Ting Zhou
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Phase Space ◽  
Bp Neural Network ◽  
Chaotic Time Series ◽  
Effective Theory ◽  
Maximum Lyapunov Exponent ◽  
Space Correlation ◽  
Bridge Monitoring System ◽  
Monitoring Information

BHM is an important means to assess and predict the safety operation of large bridge in service around the world. Given the missing of real-time monitoring information for some time and the lack of effective theory and technique to capture the missing information and even to predict the evolution of structure, this paper made an attempt to predict the evolution of monitoring information using time series and chaotic theory. Firstly, maximum Lyapunov exponent of available monitoring information is calculated to assess the chaos of the bridge structure. The parameters of reconstructed phase space, correlation dimension and time delay, are calculated by C-C algorithm and G-P algorithm respectively. According to empirical formula, one 3-layer BP neural network is established Ten recursions are carried out. The results show that multi-layer recursive BP neural network is able to predict BHM information. Using chaotic time series to reconstruct phase space and applying multi-layer recursive BP neural network to predict BHM information facilitates further estimation and prediction of bridge safety condition by means of chaotic nonlinear characteristics.

scholarly journals A factorisation-aware Matrix element emulator

2021 ◽  
Vol 2021 (11) ◽  
Author(s):  
D. Maître ◽  
H. Truong
Keyword(s):  
Neural Network ◽  
Phase Space ◽  
Matrix Element ◽  
Percent Level ◽  
Matrix Elements ◽  
Leading Order ◽  
Jet Production ◽  
The Neural Network ◽  
The Matrix ◽  
The One

Abstract In this article we present a neural network based model to emulate matrix elements. This model improves on existing methods by taking advantage of the known factorisation properties of matrix elements. In doing so we can control the behaviour of simulated matrix elements when extrapolating into more singular regions than the ones used for training the neural network. We apply our model to the case of leading-order jet production in e+e− collisions with up to five jets. Our results show that this model can reproduce the matrix elements with errors below the one-percent level on the phase-space covered during fitting and testing, and a robust extrapolation to the parts of the phase-space where the matrix elements are more singular than seen at the fitting stage.

scholarly journals Comparison of Feedforward and Recurrent Neural Network in Forecasting Chaotic Dynamical System

2019 ◽  
Vol 10 (37) ◽  
pp. 31-44
Author(s):  
Engin Kandıran ◽  
Avadis Hacınlıyan
Keyword(s):  
Neural Network ◽  
Dynamical System ◽  
Time Series ◽  
Function Approximation ◽  
Feedforward Neural Network ◽  
Network Architectures ◽  
Chaotic Dynamical System ◽  
Global Function ◽  
The Neural Network ◽  
Hidden Layer

Artificial neural networks are commonly accepted as a very successful tool for global function approximation. Because of this reason, they are considered as a good approach to forecasting chaotic time series in many studies. For a given time series, the Lyapunov exponent is a good parameter to characterize the series as chaotic or not. In this study, we use three different neural network architectures to test capabilities of the neural network in forecasting time series generated from different dynamical systems. In addition to forecasting time series, using the feedforward neural network with single hidden layer, Lyapunov exponents of the studied systems are forecasted.

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