Pronóstico del precio de cobre utilizando técnicas de aprendizaje profundo

Pronosticar los precios futuros de cobre es una tarea desafiante dadas las características dinámicas y no lineales de varios factores que afectan el precio del cobre. Este artículo describe modelos de pronóstico, basados en arquitecturas de redes neuronales, para predecir los retornos del precio de cobre en tres horizontes de tiempo: un día, una semana y un mes adelante. Diversas variables se consideran como variables de entrada, como los precios históricos de diferentes materias primas metálicas y variables macroeconómicas globales. Evaluamos los modelos con datos diarios de 2007 a 2020. Los resultados experimentales mostraron que los modelos de salida única presentan un mejor rendimiento predictivo que los modelos de salida múltiple. Las arquitecturas de mejor rendimiento fueron los modelos de memorias largas a corto plazo (LSTM) en datos de prueba.Forecasting the future prices of copper commodity is a challenging task given the dynamic and non-linear characteristics of various factors that affect the copper price. This article describes forecasting models, based on neural network architectures, to predict copper price returns at three time horizons: one-day, one-week, and onemonth ahead. Several variables are considered as input variables, like historical prices of different metallic commodities and global macroeconomic variables. We evaluated the models with daily data from 2007 to 2020. The experimental results showed that mono-output models present better predictive performance than multi-output models. The best-performing architectures were the Long Short-Term Memories (LSTM) models on test data

메타 휴리스틱 최적화를 이용한 기계학습 기반 선박 건조 공정 리드 타임 예측

학위논문(석사) -- 서울대학교대학원 : 공과대학 조선해양공학과, 2021.8. 하오유주.In the shipbuilding industry, each production process has a respective lead time; that is, the duration between start and finish times. Lead time is basic data that is necessary for high-efficiency production planning and systematic production management. Therefore, lead time must be accurate. However, the traditional method of lead time management is not scientific because it mostly makes the plan by calculating the average lead times derived from historical data. Therefore, to understand the complex relationship between lead time and other influencing factors, this study proposes to use machine learning (ML) algorithms, support vector machine (SVM) and artificial neural network (ANN), which are frequently applied in prediction fields. Moreover, to improve prediction accuracy, this study proposes to apply meta-heuristic algorithms to optimize the parameters of the ML models. This thesis builds hybrid models, including meta-heuristic-ANN, meta-heuristic-SVM models. In addition, this study compares model’s performance with each other. In searching for the ML model’s parameters, the results point out that the new self-organizing hierarchical particle swarm optimization (PSO) with jumping time-varying acceleration coefficients (NHPSO-JTVAC) algorithm is superior in terms of performance. More importantly, the test results demonstrate that the integrated models, based on NHPSO-JTVAC, have the smallest mean absolute percentage error (MAPE) test error in the three shipyard block process data sets, 11.79%, 16.03% and 16.45%, respectively. The results also demonstrate that the built models based on NHPSO-JTVAC can achieve further meaningful enhancements in terms of prediction accuracy. Overall, the NHPSO–JTVAC-SVM, NHPSO–JTVAC-ANN models are feasible for predicting the lead time in shipbuilding.조선 산업에서 각 공정은 리드 타임을 가진다. 리드 타임이란 공정 시작과 종료 간에 시간으로, 고효율의 생산계획과 체계적 생산관리를 위해 매우 중요한 지표이다. 특히, 생산 계획 단계에서 정확한 리드타임 예측은 납기 준수를 위한 계획 수립을 위해 매우 중요하다. 그러나 기존의 예측 방법은 과거 데이터의 평균값을 사용했기 때문에 정확도가 매우 떨어졌다. 따라서 본 연구에서는 리드 타임과 다른 영향 요인 간의 복잡한 관계를 이해하기 위해 예측 분야에서 자주 적용되는 머신 러닝 (ML) 모델인 서포트 벡터 머신 (SVM) 및 인공 신경망 (ANN) 적용을 제안한다. 또한, 기계학습 모델 예측 정확도를 향상시키기 위해 메타 휴리스틱 알고리즘을 적용하여 모델의 파라미터를 최적화하고자 한다. 본 연구는 meta-heuristics-ANN, meta-heuristics-SVM 모델을 포함하는 하이브리드 모델을 구축한다. 더불어, 본 연구는 메타 휴리스틱 알고리즘 기반으로 최적화된 기계학습 모델의 성능을 서로 비교한다. 연구 결과를 통해, ML 모델의 파라미터를 탐색하는 과정에서 particle swam optimization (PSO)의 enhanced 버전인 NHPSO-JTVAC 알고리즘이 탐색 성능 면에서 다른 알고리즘보다 우수하다는 것을 알 수 있다. 뿐만 아니라 테스트 결과를 살펴보면 NHPSO-JTVAC에 기반한 하이브리드 모델이 조선소 세 개의 블록 공정 데이터에서 (각각 11.79%, 16.03% 및 16.45%) 가장 작은 MAPE 테스트 오차임을 알 수 있다. 이것은 NHPSO-JTVAC를 기반으로 구축된 모델이 예측 정확도 측면에서 의미 있는 향상을 더 달성할 수 있음을 보여준다. 전반적으로 NHPSO-JTVAC-SVM, NHPSO-JTVAC-ANN 모델은 조선소 블록 공정의 리드 타임을 예측하는 데 적합하다는 것을 확인할 수 있다.Chapter 1 Introduction 1 1.1 Background and Motivation 1 1.2 Related Works 3 1.2.1 Related Works for Lead Time Prediction 3 1.2.2 Related Works for Hybrid Predictive Model 4 1.3 Thesis Organization 6 Chapter 2 Machine Learning 7 2.1 Support Vector Machine 7 2.1.1 Support Vector Machine Algorithm 7 2.1.2 Hyperparameter Optimization for SVM 10 2.2 Artificial Neural Network 11 2.2.1 Artificial Neural Network Algorithm 11 2.2.2 Hyperparameter Optimization for ANN 15 Chapter 3 Meta-heuristic Optimization Algorithms 17 3.1 Particle Swarm Optimization 17 3.2 NHPSO-JTVAC: An Advanced Version of PSO 18 3.3 Bat Algorithm 19 3.4 Firefly Algorithm 21 3.5 Grasshopper Optimization Algorithm 22 3.6 Moth Search Algorithm 24 Chapter 4 Hybrid Artificial Intelligence Models 27 4.1 Hybrid Meta-heuristic-SVM Models 27 4.1.1 Hybrid PSO-SVM Model 29 4.1.2 Hybrid NHPSO-JTVAC-SVM Model 30 4.1.3 Hybrid BA-SVM Model 31 4.1.4 Hybrid FA-SVM Model 33 4.1.5 Hybrid GOA-SVM Model 34 4.1.6 Hybrid MSA-SVM Model 35 4.2 Hybrid Meta-heuristic-ANN Models 36 4.2.1 Hybrid PSO-ANN Model 38 4.2.2 Hybrid NHPSO-JTVAC-ANN Model 39 4.2.3 Hybrid BA-ANN Model 40 4.2.4 Hybrid FA-ANN Model 41 4.2.5 Hybrid GOA-ANN Model 42 4.2.6 Hybrid MSA-ANN Model 43 Chapter 5 Lead Time Prediction Based on Hybrid AI Models 44 5.1 Data and Preparation 44 5.1.1 Data Normalization 45 5.1.2 Feature Selection 45 5.2 Lead Time Prediction 46 5.3 Performance Metrics 47 Chapter 6 Experimental Results 49 6.1 Results Based on Hybrid SVM-based Models 49 6.2 Results Based on Hybrid ANN-based Models 55 6.3 Overall Results 60 Chapter 7 Conclusions and Future Works 62 Bibliography 63 Appendix A 68 Abstract in Korean 69석

Big Data on Decision Making in Energetic Management of Copper Mining

Indexado en: Web of Science; Scopus.It is proposed an analysis of the related variables with the energetic consumption in the process of concentrate of copper; specifically ball mills and SAG. The methodology considers the analysis of great volumes of data, which allows to identify the variables of interest (tonnage, temperature and power) to reach to an improvement plan in the energetic efficiency. The correct processing of the great volumen of data, previous imputation to the null data, not informed and out of range, coming from the milling process of copper, a decision support systems integrated, it allows to obtain clear and on line information for the decision making. As results it is establish that exist correlation between the energetic consumption of the Ball and SAG Mills, regarding the East, West temperature and winding. Nevertheless, it is not observed correlation between the energetic consumption of the Ball Mills and the SAG Mills, regarding to the tonnages of feed of SAG Mill. In consequence, From the experimental design, a similarity of behavior between two groups of different mills was determined in lines process. In addition, it was determined that there is a difference in energy consumption between the mills of the same group. This approach modifies the method presented in [1].(a)http://www.univagora.ro/jour/index.php/ijccc/article/view/2784/106

MODEL EFFECT OF COPPER PRICE ON FREEPORT MCMORAN STOCK PRICE

The copper price in copper mining companies is an essential aspect in terms of profit, revenue, production targets, and hedging. This research aims to determine an alternative of copper price modeling and its causality relationship to Freeport McMoRan (FCX) stock price. The methods utilized in this research were Autoregressive Integrated Moving Average (ARIMA), Artificial Neural Network (ANN), Genetic Algorithms (GA) and Granger Causality Test. Based on this research result, all modeling methods equally show excellent performance for modeling copper price. Another finding from this research is that the copper price positively affects the FCX stock price. Therefore, it can be concluded that the copper commodity price influences the value of a copper mining company. The results of this research can be utilized as a reference for company analysts as a part to estimate profit probability, estimate revenue, estimate production targets, and hedging strategies. Keywords: ARIMA, causality, genetic algorithm, neural network, price mode

Application of artificial intelligence techniques for predicting the flyrock, Sungun mine, Iran

Flyrock is known as one of the main problems in open pit mining operations. This phenomenon can threaten the safety of mine personnel, equipment and buildings around the mine area. One way to reduce the risk of accidents due to flyrock is to accurately predict that the safe area can be identified and also with proper design of the explosion pattern, the amount of flyrock can be greatly reduced. For this purpose, 14 effective parameters on flyrock have been selected in this paper i.e. burden, blasthole diameter, sub-drilling, number of blastholes, spacing, total length, amount of explosives and a number of other effective parameters, predicting the amount of flyrock in a case study, Songun mine, using linear multivariate regression (LMR) and artificial intelligence algorithms such as Gray Wolf Optimization algorithm (GWO), Moth-Flame Optimization algorithm (MFO), Whale Optimization Algorithm (WOA), Ant Lion Optimizer (ALO) and Multi-Verse Optimizer (MVO). Results showed that intelligent algorithms have better capabilities than linear regression method and finally method MVO showed the best performance for predicting flyrock. Moreover, the results of the sensitivity analysis show that the burden, ANFO, total rock blasted, total length and blast hole diameter are the most significant factors to determine flyrock, respectively, while dynamite has the lowest impact on flyrock generation.Peer ReviewedObjectius de Desenvolupament Sostenible::9 - Indústria, Innovació i InfraestructuraPostprint (published version

latent Dirichlet allocation method-based nowcasting approach for prediction of silver price

Silver is a metal that offers significant value to both investors and companies. The purpose of this study is to make an estimation of the price of silver. While making this estimation, it is planned to include the frequency of searches on Google Trends for the words that affect the silver price. Thus, it is aimed to obtain a more accurate estimate. First, using the Latent Dirichlet Allocation method, the keywords to be analyzed in Google Trends were collected from various articles on the Internet. Mining data from Google Trends combined with the information obtained by LDA is the new approach this study took, to predict the price of silver. No study has been found in the literature that has adopted this approach to estimate the price of silver. The estimation was carried out with Random Forest Regression, Gaussian Process Regression, Support Vector Machine, Regression Trees and Artificial Neural Networks methods. In addition, ARIMA, which is one of the traditional methods that is widely used in time series analysis, was also used to benchmark the accuracy of the methodology. The best MSE ratio was obtained as 0,000227131 ± 0.0000235205 by the Regression Trees method. This score indicates that it would be a valid technique to estimate the price of "Silver" by using Google Trends data using the LDA method

Artificial intelligence for superconducting transformers

Artificial intelligence (AI) techniques are currently widely used in different parts of the electrical engineering sector due to their privileges for being used in smarter manufacturing and accurate and efficient operating of electric devices. Power transformers are a vital and expensive asset in the power network, where their consistent and fault-free operation greatly impacts the reliability of the whole system. The superconducting transformer has the potential to fully modernize the power network in the near future with its invincible advantages, including much lighter weight, more compact size, much lower loss, and higher efficiency compared with conventional oil-immersed counterparts. In this article, we have looked into the perspective of using AI for revolutionizing superconducting transformer technology in many aspects related to their design, operation, condition monitoring, maintenance, and asset management. We believe that this article offers a roadmap for what could be and needs to be done in the current decade 2020-2030 to integrate AI into superconducting transformer technology

Enhanced artificial bee colony-least squares support vector machines algorithm for time series prediction

Over the past decades, the Least Squares Support Vector Machines (LSSVM) has been widely utilized in prediction task of various application domains. Nevertheless, existing literature showed that the capability of LSSVM is highly dependent on the value of its hyper-parameters, namely regularization parameter and kernel parameter, where this would greatly affect the generalization of LSSVM in prediction task. This study proposed a hybrid algorithm, based on Artificial Bee Colony (ABC) and LSSVM, that consists of three algorithms; ABC-LSSVM, lvABC-LSSVM and cmABC-LSSVM. The lvABC algorithm is introduced to overcome the local optima problem by enriching the searching behaviour using Levy mutation. On the other hand, the cmABC algorithm that incorporates conventional mutation addresses the over- fitting or under-fitting problem. The combination of lvABC and cmABC algorithm, which is later introduced as Enhanced Artificial Bee Colony–Least Squares Support Vector Machine (eABC-LSSVM), is realized in prediction of non renewable natural resources commodity price. Upon the completion of data collection and data pre processing, the eABC-LSSVM algorithm is designed and developed. The predictability of eABC-LSSVM is measured based on five statistical metrics which include Mean Absolute Percentage Error (MAPE), prediction accuracy, symmetric MAPE (sMAPE), Root Mean Square Percentage Error (RMSPE) and Theils’ U. Results showed that the eABC-LSSVM possess lower prediction error rate as compared to eight hybridization models of LSSVM and Evolutionary Computation (EC) algorithms. In addition, the proposed algorithm is compared to single prediction techniques, namely, Support Vector Machines (SVM) and Back Propagation Neural Network (BPNN). In general, the eABC-LSSVM produced more than 90% prediction accuracy. This indicates that the proposed eABC-LSSVM is capable of solving optimization problem, specifically in the prediction task. The eABC-LSSVM is hoped to be useful to investors and commodities traders in planning their investment and projecting their profit