scholarly journals A Novel Hybrid Deep Learning Model for Sugar Price Forecasting Based on Time Series Decomposition

2021 ◽  
Vol 2021 ◽  
pp. 1-9
Author(s):  
Jinlai Zhang ◽  
Yanmei Meng ◽  
Jin Wei ◽  
Jie Chen ◽  
Johnny Qin

Sugar price forecasting has attracted extensive attention from policymakers due to its significant impact on people’s daily lives and markets. In this paper, we present a novel hybrid deep learning model that utilizes the merit of a time series decomposition technology empirical mode decomposition (EMD) and a hyperparameter optimization algorithm Tree of Parzen Estimators (TPEs) for sugar price forecasting. The effectiveness of the proposed model was implemented in a case study with the price of London Sugar Futures. Two experiments are conducted to verify the superiority of the EMD and TPE. Moreover, the specific effects of EMD and TPE are analyzed by the DM test and improvement percentage. Finally, empirical results demonstrate that the proposed hybrid model outperforms other models.

IEEE Access ◽  
2021 ◽  
pp. 1-1
Author(s):  
Harjanto Prabowo ◽  
Alam A. Hidayat ◽  
Tjeng Wawan Cenggoro ◽  
Reza Rahutomo ◽  
Kartika Purwandari ◽  
...  

Symmetry ◽  
2021 ◽  
Vol 13 (6) ◽  
pp. 931
Author(s):  
Kecheng Peng ◽  
Xiaoqun Cao ◽  
Bainian Liu ◽  
Yanan Guo ◽  
Wenlong Tian

The intensity variation of the South Asian high (SAH) plays an important role in the formation and extinction of many kinds of mesoscale systems, including tropical cyclones, southwest vortices in the Asian summer monsoon (ASM) region, and the precipitation in the whole Asia Europe region, and the SAH has a vortex symmetrical structure; its dynamic field also has the symmetry form. Not enough previous studies focus on the variation of SAH daily intensity. The purpose of this study is to establish a day-to-day prediction model of the SAH intensity, which can accurately predict not only the interannual variation but also the day-to-day variation of the SAH. Focusing on the summer period when the SAH is the strongest, this paper selects the geopotential height data between 1948 and 2020 from NCEP to construct the SAH intensity datasets. Compared with the classical deep learning methods of various kinds of efficient time series prediction model, we ultimately combine the Ensemble Empirical Mode Decomposition with Adaptive Noise (CEEMDAN) method, which has the ability to deal with the nonlinear and unstable single system, with the Permutation Entropy (PE) method, which can extract the SAH intensity feature of IMF decomposed by CEEMDAN, and the Convolution-based Gated Recurrent Neural Network (ConvGRU) model is used to train, test, and predict the intensity of the SAH. The prediction results show that the combination of CEEMDAN and ConvGRU can have a higher accuracy and more stable prediction ability than the traditional deep learning model. After removing the redundant features in the time series, the prediction accuracy of the SAH intensity is higher than that of the classical model, which proves that the method has good applicability for the prediction of nonlinear systems in the atmosphere.


2020 ◽  
Vol 23 (4) ◽  
pp. 2513-2527
Author(s):  
Khouanetheva Pholsena ◽  
Li Pan ◽  
Zhenpeng Zheng

2021 ◽  
Author(s):  
Yuanjun Li ◽  
Satomi Suzuki ◽  
Roland Horne

Abstract Knowledge of well connectivity in a reservoir is crucial, especially for early-stage field development and water injection management. However, traditional interference tests can often take several weeks or even longer depending on the distance between wells and the hydraulic diffusivity of the reservoir. Therefore, instead of physically shutting in production wells, we can take advantage of deep learning methods to perform virtual interference tests. In this study, we first used the historical field data to train the deep learning model, a modified Long- and Short-term Time-series network (LSTNet). This model combines the Convolution Neural Network (CNN) to extract short-term local dependency patterns, the Recurrent Neural Network (RNN) to discover long-term patterns for time series trends, and a traditional autoregressive model to alleviate the scale insensitive problem. To address the time-lag issue in signal propagation, we employed a skip-recurrent structure that extends the existing RNN structure by connecting a current state with a previous state when the flow rate signal from an adjacent well starts to impact the observation well. In addition, we found that wells connected to the same manifold usually have similar liquid production patterns, which can lead to false causation of subsurface pressure communication. Thus we enhanced the model performance by using external feature differences to remove the surface connection in the data, thereby reducing input similarity. This enhancement can also amplify the weak signal and thus distinguish input signals. To examine the deep learning model, we used the datasets generated from Norne Field with two different geological settings: sealing and nonsealing cases. The production wells are placed at two sides of the fault to test the false-negative prediction. With these improvements and with parameter tuning, the modified LSTNet model could successfully indicate the well connectivity for the nonsealing cases and reveal the sealing structures in the sealing cases based on the historical data. The deep learning method we employed in this work can predict well pressure without using hand-crafted features, which are usually formed based on flow patterns and geological settings. Thus, this method should be applicable to general cases and more intuitive. Furthermore, this virtual interference test with a deep learning framework can avoid production loss.


2021 ◽  
Vol 10 (1) ◽  
Author(s):  
Xu Zhao ◽  
Ke Liao ◽  
Wei Wang ◽  
Junmei Xu ◽  
Lingzhong Meng

Abstract Background Intraoperative physiological monitoring generates a large quantity of time-series data that might be associated with postoperative outcomes. Using a deep learning model based on intraoperative time-series monitoring data to predict postoperative quality of recovery has not been previously reported. Methods Perioperative data from female patients having laparoscopic hysterectomy were prospectively collected. Deep learning, logistic regression, support vector machine, and random forest models were trained using different datasets and evaluated by 5-fold cross-validation. The quality of recovery on postoperative day 1 was assessed using the Quality of Recovery-15 scale. The quality of recovery was dichotomized into satisfactory if the score ≥122 and unsatisfactory if <122. Models’ discrimination was estimated using the area under the receiver operating characteristics curve (AUROC). Models’ calibration was visualized using the calibration plot and appraised by the Brier score. The SHapley Additive exPlanation (SHAP) approach was used to characterize different input features’ contributions. Results Data from 699 patients were used for modeling. When using preoperative data only, all four models exhibited poor performance (AUROC ranging from 0.65 to 0.68). The inclusion of the intraoperative intervention and/or monitoring data improved the performance of the deep leaning, logistic regression, and random forest models but not the support vector machine model. The AUROC of the deep learning model based on the intraoperative monitoring data only was 0.77 (95% CI, 0.72–0.81), which was indistinct from that based on the intraoperative intervention data only (AUROC, 0.79; 95% CI, 0.75–0.82) and from that based on the preoperative, intraoperative intervention, and monitoring data combined (AUROC, 0.81; 95% CI, 0.78–0.83). In contrast, when using the intraoperative monitoring data only, the logistic regression model had an AUROC of 0.72 (95% CI, 0.68–0.77), and the random forest model had an AUROC of 0.74 (95% CI, 0.73–0.76). The Brier score of the deep learning model based on the intraoperative monitoring data was 0.177, which was lower than that of other models. Conclusions Deep learning based on intraoperative time-series monitoring data can predict post-hysterectomy quality of recovery. The use of intraoperative monitoring data for outcome prediction warrants further investigation. Trial registration This trial (Identifier: NCT03641625) was registered at ClinicalTrials.gov by the principal investigator, Lingzhong Meng, on August 22, 2018.


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