scholarly journals Wavelet-IANN model for predicting flow discharge up to several days and months ahead

2017 ◽  
Vol 20 (1) ◽  
pp. 134-148 ◽  
Author(s):  
Mohamad Javad Alizadeh ◽  
Vahid Nourani ◽  
Mojtaba Mousavimehr ◽  
Mohamad Reza Kavianpour
Keyword(s):  
Time Series ◽  
Lead Times ◽  
Time Step ◽  
Flow Discharge ◽  
Main River ◽  
Input Structure ◽  
Proposed Model ◽  
Ann Models ◽  
Input Variables ◽  
Previous Time Step

Abstract In this study, an integrated artificial neural network (IANN) model incorporating both observed and predicted time series as input variables conjoined with wavelet transform for flow forecasting with different lead times. The daily model employs forecasts of the tributaries in its input structure in order to predict the daily flow in the main river in the next time steps. The predictive models for the tributaries are those of the conventional wavelet-ANN models in which they comprised only observed time series as input variables. The monthly model updates its input structure by other forecasts of the tributaries and also the predicted time series of the main river in the previous time step. The model is utilized for flow forecasting in the Snoqualmie River basin, Washington State, USA. In the integrated model, the output of each tributary (sub-basins) and also the previous flow time series of the main river are used as input variables. Regarding the results of this study, the daily flow discharge can be successfully estimated for up to several days ahead (4 d) in the main river and tributaries. Moreover, an acceptable prediction of the flow within the next two months can be achieved by applying the proposed model.

Prediction of Water Level Using Time Series, Wavelet and Neural Network Approaches

2022 ◽  
pp. 1077-1097
Author(s):  
Nguyen Quang Dat ◽  
Ngoc Anh Nguyen Thi ◽  
Vijender Kumar Solanki ◽  
Ngo Le An
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Water Level ◽  
Project Work ◽  
Level Data ◽  
Water Level Data ◽  
Ann Models ◽  
Input Variables ◽  
Network Approaches ◽  
Short Time

To control water resources in many domains such as agriculture, flood forecasting, and hydro-electrical dams, forecasting water level needs to predict. In this article, a new computational approach using a data driven model and time series is proposed to calculate the forecast water level in short time. Concretely, wavelet-artificial neural network (WAANN) and time series (TS) are combined together called WAANN-TS that encourages the advantage of each model. For this real time project work, Yen Bai station, Northwest Vietnam was chosen as an experimental case study to apply the proposed model. Input variables into the Wavelet-ANN structure is water level data. Time series and ANN models are built, and their performances are compared. The results indicate the greater accuracy of the proposed models at Hanoi station. The final proposal WAANN−TS for water level forecasting shows good performance with root mean square error (RMSE) from 10−10 to 10−11.

scholarly journals Forecasting of Evaporation from Hemren Reservoir by using Artificial Neural Network

2013 ◽  
Vol 6 (4) ◽  
pp. 38-33
Author(s):  
SAAD SH. SAMMEN
Keyword(s):  
Correlation Coefficient ◽  
Water Resource Management ◽  
Mean Squared Error ◽  
Irrigation System ◽  
Direct Methods ◽  
Ann Model ◽  
Proposed Model ◽  
Sunshine Hours ◽  
Ann Models ◽  
Input Variables

The evaporation is one of the basic components of the hydrologic cycle and is essential for studies such as water balance, irrigation system design, and water resource management and it is requires knowledge of the values of many climatic variables. In order to estimate the evaporation, direct measurement methods or physical and empirical models can be used. Using direct methods require installing meteorological stations and instruments for measuring evaporation. Installing such instruments in various areas requires specific facilities and cost which is hard to be employed. Accordingly, this paper is an attempt to assess the potential and usefulness of ANN based modeling for evaporation prediction from Hemren reservoir by using daily temperature, relative humidity, wind velocity, sunshine hours, and evaporation data in Hemren meteorological station. Also, this study outlines a procedure to evaluate the effects of input variables on the output variable using the weight connections of ANN models.The Lev. Marqn. Back Prog. (LMBP) has been utilized to construct the ANN models. For the development ANN model, different networks with different numbers of neurons and layers were evaluated. Mean Squared Error (MSE) and the Correlation Coefficient (R2) were employed to evaluate the accuracy of the proposed model. The study shows that the best model for estimation of evaporation is ANN (4-10-1), it have MSE equal to 0.112711 and the correlation coefficient (R2) equal to 0.999540.

scholarly journals Temporal rainfall disaggregation using a micro-canonical cascade model: possibilities to improve the autocorrelation

2020 ◽  
Vol 24 (1) ◽  
pp. 169-188 ◽  
Author(s):  
Hannes Müller-Thomy
Keyword(s):  
Time Series ◽  
Extreme Event ◽  
Cascade Model ◽  
Special Focus ◽  
Rainfall Time Series ◽  
Lower Saxony ◽  
Step Method ◽  
Time Step ◽  
Previous Time ◽  
Previous Time Step

Abstract. In urban hydrology rainfall time series of high resolution in time are crucial. Such time series with sufficient length can be generated through the disaggregation of daily data with a micro-canonical cascade model. A well-known problem of time series generated in this way is the inadequate representation of the autocorrelation. In this paper two cascade model modifications are analysed regarding their ability to improve the autocorrelation in disaggregated time series with 5 min resolution. Both modifications are based on a state-of-the-art reference cascade model (method A). In the first modification, a position dependency is introduced in the first disaggregation step (method B). In the second modification the position of a wet time step is redefined in addition by taking into account the disaggregated finer time steps of the previous time step instead of the previous time step itself (method C). Both modifications led to an improvement of the autocorrelation, especially the position redefinition (e.g. for lag-1 autocorrelation, relative errors of −3 % (method B) and 1 % (method C) instead of −4 % for method A). To ensure the conservation of a minimum rainfall amount in the wet time steps, the mimicry of a measurement device is simulated after the disaggregation process. Simulated annealing as a post-processing strategy was tested as an alternative as well as an addition to the modifications in methods B and C. For the resampling, a special focus was given to the conservation of the extreme rainfall values. Therefore, a universal extreme event definition was introduced to define extreme events a priori without knowing their occurrence in time or magnitude. The resampling algorithm is capable of improving the autocorrelation, independent of the previously applied cascade model variant (e.g. for lag-1 autocorrelation the relative error of −4 % for method A is reduced to 0.9 %). Also, the improvement of the autocorrelation by the resampling was higher than by the choice of the cascade model modification. The best overall representation of the autocorrelation was achieved by method C in combination with the resampling algorithm. The study was carried out for 24 rain gauges in Lower Saxony, Germany.

Prediction of Water Level Using Time Series, Wavelet and Neural Network Approaches

2020 ◽  
Vol 10 (3) ◽  
pp. 1-19
Author(s):  
Nguyen Quang Dat ◽  
Ngoc Anh Nguyen Thi ◽  
Vijender Kumar Solanki ◽  
Ngo Le An
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Water Level ◽  
Project Work ◽  
Level Data ◽  
Water Level Data ◽  
Ann Models ◽  
Input Variables ◽  
Network Approaches ◽  
Short Time

To control water resources in many domains such as agriculture, flood forecasting, and hydro-electrical dams, forecasting water level needs to predict. In this article, a new computational approach using a data driven model and time series is proposed to calculate the forecast water level in short time. Concretely, wavelet-artificial neural network (WAANN) and time series (TS) are combined together called WAANN-TS that encourages the advantage of each model. For this real time project work, Yen Bai station, Northwest Vietnam was chosen as an experimental case study to apply the proposed model. Input variables into the Wavelet-ANN structure is water level data. Time series and ANN models are built, and their performances are compared. The results indicate the greater accuracy of the proposed models at Hanoi station. The final proposal WAANN−TS for water level forecasting shows good performance with root mean square error (RMSE) from 10−10 to 10−11.

scholarly journals A Neutrosophic Forecasting Model for Time Series Based on First-Order State and Information Entropy of High-Order Fluctuation

Entropy ◽  
2019 ◽  
Vol 21 (5) ◽  
pp. 455 ◽  
Author(s):  
Hongjun Guan ◽  
Zongli Dai ◽  
Shuang Guan ◽  
Aiwu Zhao
Keyword(s):  
Time Series ◽  
Information Entropy ◽  
Stock Exchange ◽  
Time Series Forecasting ◽  
High Order ◽  
Stock Index ◽  
Neutrosophic Set ◽  
Forecasting Model ◽  
Forecasting Models ◽  
Proposed Model

In time series forecasting, information presentation directly affects prediction efficiency. Most existing time series forecasting models follow logical rules according to the relationships between neighboring states, without considering the inconsistency of fluctuations for a related period. In this paper, we propose a new perspective to study the problem of prediction, in which inconsistency is quantified and regarded as a key characteristic of prediction rules. First, a time series is converted to a fluctuation time series by comparing each of the current data with corresponding previous data. Then, the upward trend of each of fluctuation data is mapped to the truth-membership of a neutrosophic set, while a falsity-membership is used for the downward trend. Information entropy of high-order fluctuation time series is introduced to describe the inconsistency of historical fluctuations and is mapped to the indeterminacy-membership of the neutrosophic set. Finally, an existing similarity measurement method for the neutrosophic set is introduced to find similar states during the forecasting stage. Then, a weighted arithmetic averaging (WAA) aggregation operator is introduced to obtain the forecasting result according to the corresponding similarity. Compared to existing forecasting models, the neutrosophic forecasting model based on information entropy (NFM-IE) can represent both fluctuation trend and fluctuation consistency information. In order to test its performance, we used the proposed model to forecast some realistic time series, such as the Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX), the Shanghai Stock Exchange Composite Index (SHSECI), and the Hang Seng Index (HSI). The experimental results show that the proposed model can stably predict for different datasets. Simultaneously, comparing the prediction error to other approaches proves that the model has outstanding prediction accuracy and universality.

scholarly journals A Spatiotemporal Convolutional Gated Recurrent Unit Network for Mean Wave Period Field Forecasting

2021 ◽  
Vol 9 (4) ◽  
pp. 383
Author(s):  
Ting Yu ◽  
Jichao Wang
Keyword(s):  
Lead Time ◽  
Wave Period ◽  
Data Driven ◽  
Lead Times ◽  
Proposed Model ◽  
Data Driven Approach ◽  
Mean Wave Period ◽  
Scattering Index ◽  
Gated Recurrent Unit ◽  
Methods Numerical

Mean wave period (MWP) is one of the key parameters affecting the design of marine facilities. Currently, there are two main methods, numerical and data-driven methods, for forecasting wave parameters, of which the latter are widely used. However, few studies have focused on MWP forecasting, and even fewer have investigated it with spatial and temporal information. In this study, correlations between ocean dynamic parameters are explored to obtain appropriate input features, significant wave height (SWH) and MWP. Subsequently, a data-driven approach, the convolution gated recurrent unit (Conv-GRU) model with spatiotemporal characteristics, is utilized to field forecast MWP with 1, 3, 6, 12, and 24-h lead times in the South China Sea. Six points at different locations and six consecutive moments at every 12-h intervals are selected to study the forecasting ability of the proposed model. The Conv-GRU model has a better performance than the single gated recurrent unit (GRU) model in terms of root mean square error (RMSE), the scattering index (SI), Bias, and the Pearson’s correlation coefficient (R). With the lead time increasing, the forecast effect shows a decreasing trend, specifically, the experiment displays a relatively smooth forecast curve and presents a great advantage in the short-term forecast of the MWP field in the Conv-GRU model, where the RMSE is 0.121 m for 1-h lead time.

scholarly journals A Novel Time-Sensitive Composite Similarity Model for Multivariate Time-Series Correlation Analysis

Entropy ◽  
2021 ◽  
Vol 23 (6) ◽  
pp. 731
Author(s):  
Mengxia Liang ◽  
Xiaolong Wang ◽  
Shaocong Wu
Keyword(s):  
Time Series ◽  
Correlation Analysis ◽  
Stock Price ◽  
Multivariate Time Series ◽  
Temporal Features ◽  
Proposed Model ◽  
Time Series Segmentation ◽  
Similarity Model ◽  
Dynamic Time ◽  
Investment Portfolios

Finding the correlation between stocks is an effective method for screening and adjusting investment portfolios for investors. One single temporal feature or static nontemporal features are generally used in most studies to measure the similarity between stocks. However, these features are not sufficient to explore phenomena such as price fluctuations similar in shape but unequal in length which may be caused by multiple temporal features. To research stock price volatilities entirely, mining the correlation between stocks should be considered from the point view of multiple features described as time series, including closing price, etc. In this paper, a time-sensitive composite similarity model designed for multivariate time-series correlation analysis based on dynamic time warping is proposed. First, a stock is chosen as the benchmark, and the multivariate time series are segmented by the peaks and troughs time-series segmentation (PTS) algorithm. Second, similar stocks are screened out by similarity. Finally, the rate of rising or falling together between stock pairs is used to verify the proposed model’s effectiveness. Compared with other models, the composite similarity model brings in multiple temporal features and is generalizable for numerical multivariate time series in different fields. The results show that the proposed model is very promising.

Influence of Clearances and Thermal Effects on the Dynamic Behavior of Gear-Hydrodynamic Journal Bearing Systems

2013 ◽  
Vol 135 (6) ◽  
Author(s):  
R. Fargère ◽  
P. Velex
Keyword(s):  
Degrees Of Freedom ◽  
Integration Scheme ◽  
Time Step ◽  
Specific Element ◽  
Normal Contact ◽  
Contact Algorithm ◽  
Gear Teeth ◽  
Proposed Model ◽  
Elastic Couplings ◽  
Definition Of

A global model of mechanical transmissions is introduced which deals with most of the possible interactions between gears, shafts, and hydrodynamic journal bearings. A specific element for wide-faced gears with nonlinear time-varying mesh stiffness and tooth shape deviations is combined with shaft finite elements, whereas the bearing contributions are introduced based on the direct solution of Reynolds' equation. Because of the large bearing clearances, particular attention has been paid to the definition of the degrees-of-freedom and their datum. Solutions are derived by combining a time step integration scheme, a Newton–Raphson method, and a normal contact algorithm in such a way that the contact conditions in the bearings and on the gear teeth are simultaneously dealt with. A series of comparisons with the experimental results obtained on a test rig are given which prove that the proposed model is sound. Finally, a number of results are presented which show that parameters often discarded in global models such as the location of the oil inlet area, the oil temperature in the bearings, the clearance/elastic couplings interactions, etc. can be influential on static and dynamic tooth loading.

scholarly journals Assessing dry weather flow contribution in TSS and COD storm events loads in combined sewer systems

2011 ◽  
Vol 63 (12) ◽  
pp. 2983-2991 ◽  
Author(s):  
M. Métadier ◽  
J. L. Bertrand-Krajewski
Keyword(s):  
Time Series ◽  
Oxygen Demand ◽  
Seasonal Effect ◽  
Storm Events ◽  
Combined System ◽  
Time Step ◽  
Urban Catchment ◽  
Sewer Systems ◽  
Continuous Discharge

Continuous high resolution long term turbidity measurements along with continuous discharge measurements are now recognised as an appropriate technique for the estimation of in sewer total suspended solids (TSS) and Chemical Oxygen Demand (COD) loads during storm events. In the combined system of the Ecully urban catchment (Lyon, France), this technique is implemented since 2003, with more than 200 storm events monitored. This paper presents a method for the estimation of the dry weather (DW) contribution to measured total TSS and COD event loads with special attention devoted to uncertainties assessment. The method accounts for the dynamics of both discharge and turbidity time series at two minutes time step. The study is based on 180 DW days monitored in 2007–2008. Three distinct classes of DW days were evidenced. Variability analysis and quantification showed that no seasonal effect and no trend over the year were detectable. The law of propagation of uncertainties is applicable for uncertainties estimation. The method has then been applied to all measured storm events. This study confirms the interest of long term continuous discharge and turbidity time series in sewer systems, especially in the perspective of wet weather quality modelling.

Towards optimal ATM cash replenishment using time series analysis

2021 ◽  
pp. 1-13
Author(s):  
Muhammad Rafi ◽  
Mohammad Taha Wahab ◽  
Muhammad Bilal Khan ◽  
Hani Raza
Keyword(s):  
Time Series ◽  
Moving Average ◽  
Arima Model ◽  
Mean Absolute Percentage Error ◽  
Percentage Error ◽  
Absolute Percentage Error ◽  
Automatic Teller Machine ◽  
Proposed Model ◽  
Auto Regressive ◽  
Specific Amount

Automatic Teller Machine (ATM) are still largely used to dispense cash to the customers. ATM cash replenishment is a process of refilling ATM machine with a specific amount of cash. Due to vacillating users demands and seasonal patterns, it is a very challenging problem for the financial institutions to keep the optimal amount of cash for each ATM. In this paper, we present a time series model based on Auto Regressive Integrated Moving Average (ARIMA) technique called Time Series ARIMA Model for ATM (TASM4ATM). This study used ATM back-end refilling historical data from 6 different financial organizations in Pakistan. There are 2040 distinct ATMs and 18 month of replenishment data from these ATMs are used to train the proposed model. The model is compared with the state-of- the-art models like Recurrent Neural Network (RNN) and Amazon’s DeepAR model. Two approaches are used for forecasting (i) Single ATM and (ii) clusters of ATMs (In which ATMs are clustered with similar cash-demands). The Mean Absolute Percentage Error (MAPE) and Symmetric Mean Absolute Percentage Error (SMAPE) are used to evaluate the models. The suggested model produces far better forecasting as compared to the models in comparison and produced an average of 7.86/7.99 values for MAPE/SMAPE errors on individual ATMs and average of 6.57/6.64 values for MAPE/SMAPE errors on clusters of ATMs.

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