A hybrid ARIMA and artificial neural networks model to forecast particulate matter in urban areas: The case of Temuco, Chile

Air quality time series consists of complex linear and non-linear patterns and are difficult to forecast. Box-Jenkins Time Series (ARIMA) and multilinear regression (MLR) models have been applied to air quality forecasting in urban areas, but they have limited accuracy owing to their inability to predict extreme events. Artificial neural networks (ANN) can recognize non-linear patterns that include extremes. A novel hybrid model combining ARIMA and ANN to improve forecast accuracy for an area with limited air quality and meteorological data was applied to Temuco, Chile, where residential wood burning is a major pollution source during cold winters, using surface meteorological and PM10 measurements. Experimental results indicated that the hybrid model can be an effective tool to improve the PM10 forecasting accuracy obtained by either of the models used separately, and compared with a deterministic MLR. The hybrid model was able to capture 100% and 80% of alert and pre-emergency episodes, respectively. This approach demonstrates the potential to be applied to air quality forecasting in other cities and countries

A hybrid ARIMA and artificial neural networks model to forecast particulate matter in urban areas: The case of Temuco, Chile

Box-Jenkins Time Series (ARIMA) and the multivariate linear models (MLM) have been important and popular linear tools in air quality forecasting during the past decade for urban areas. On the other hand, artificial neural networks (ANN) recently have been used successfully as a nonlinear tool in several research studies of pollution forecasting. A hybrid model that combines both ARIMA and ANN tools was proposed to improve the unique capabilities of ARIMA and ANN tools in linear and non linear modeling on particulate matter forecasting. To examine the effectiveness of the proposed hybrid model over real particulate matter data, the time series of PM10 and meteorological data observed in ambient air during 2000-2006 at a site in Temuco, Chile, was used In 2005, this city was declared a non-attainment area for PM10, whose pollution is the result of a great economic growth, a fast urban expansion, woodstoves, industrial sources, and a strong diesel vehicles growth. Experimental results with meteorological and PM10 data sets indicated that the hybrid model can be an effective tool to improve the forecasting accuracy obtained by either of the models used separately, and compared with a statistical multivariate linear regression. This is an abstract of a paper presented at the 100th Annual Conference and Exhibition of the Air and Waste Management Association 2007 (Pittsburgh, PA, 6/26-29/2007)

A HYBRID TRANSFER FUNCTION AND ARTIFICIAL NEURAL NETWORK MODEL FOR TIME SERIES FORECASTING

In �nance and banking, the ability to accurately predict the future cash requirement is fundamental to many decision activities. In this research, we study time series forecasting of cash in ow and out ow requirements as the output series of Indonesian Central Bank (BI) at the representative o�ces in Aceh Province, Indonesia. We use a Consumer Price Index (CPI) as the leading indicator of the input series to predict the output series. A CPI measures change in the price level of a market basket of consumer goods and services purchased by households. CPI has been used in time series modeling as a good predictor for response. In this study, we propose a hybrid approach to forecast the cash in ow and out ow by combining linear and non linear models. This methodology combines both Transfer Function and Radial Basis Function (RBF) Neural Network models. The idea behind this model is the time series are rarely pure linear or nonlinear parts in practical situations. The RBF neural network is used to develop a prediction model of the residual from Transfer Function model. The RBF Neural Networks model is trained by Gaussian activation function in hidden layer. The main concept of the proposed hybrid model approach is to let the Transfer Function forms the linear component and let the neural network forms the nonlinear component and then combine the results from both linear and nonlinear models. This combination model provides a better forecast accuracy than the individual linear or non linear model

A New Hybrid Methodology for Nonlinear Time Series Forecasting

Artificial neural networks (ANNs) are flexible computing frameworks and universal approximators that can be applied to a wide range of forecasting problems with a high degree of accuracy. However, using ANNs to model linear problems have yielded mixed results, and hence; it is not wise to apply them blindly to any type of data. This is the reason that hybrid methodologies combining linear models such as ARIMA and nonlinear models such as ANNs have been proposed in the literature of time series forecasting. Despite of all advantages of the traditional methodologies for combining ARIMA and ANNs, they have some assumptions that will degenerate their performance if the opposite situation occurs. In this paper, a new methodology is proposed in order to combine the ANNs with ARIMA in order to overcome the limitations of traditional hybrid methodologies and yield more general and more accurate hybrid models. Empirical results with Canadian Lynx data set indicate that the proposed methodology can be a more effective way in order to combine linear and nonlinear models together than traditional hybrid methodologies. Therefore, it can be applied as an appropriate alternative methodology for hybridization in time series forecasting field, especially when higher forecasting accuracy is needed

River flow forecasting: a hybrid model of self organizing maps and least square support vector machine

Successful river flow time series forecasting is a major goal and an essential procedure that is necessary in water resources planning and management. This study introduced a new hybrid model based on a combination of two familiar non-linear method of mathematical modeling: Self Organizing Map (SOM) and Least Square Support Vector Machine (LSSVM) model referred as SOM-LSSVM model. The hybrid model uses the SOM algorithm to cluster the training data into several disjointed clusters and the individual LSSVM is used to forecast the river flow. The feasibility of this proposed model is evaluated to actual river flow data from Bernam River located in Selangor, Malaysia. Their results have been compared to those obtained using LSSVM and artificial neural networks (ANN) models. The experiment results show that the SOM-LSSVM model outperforms other models for forecasting river flow. It also indicates that the proposed model can forecast more precisely and provides a promising alternative technique in river flow forecasting

Intelligent techniques, harmonically coupled and SARIMA models in forecasting solar radiation data: A hybridization approach

The unsteady and intermittent feature (mainly due to atmospheric mechanisms and diurnal cycles) of solar energy resource is often a stumbling block, due to its unpredictable nature, to receiving high-intensity levels of solar radiation at ground level. Hence, there has been a growing demand for accurate solar irradiance forecasts that properly explain the mixture of deterministic and stochastic characteristic (which may be linear or nonlinear) in which solar radiation presents itself on the earth’s surface. The seasonal autoregressive integrated moving average (SARIMA) models are popular for accurately modelling linearity, whilst the neural networks effectively capture the aspect of nonlinearity embedded in solar radiation data at ground level. This comparative study couples sinusoidal predictors at specified harmonic frequencies with SARIMA models, neural network autoregression (NNAR) models and the hybrid (SARIMA-NNAR) models to form the respective harmonically coupled models, namely, HCSARIMA models, HCNNAR models and HCSARIMA-NNAR models, with the sinusoidal predictor function, SARIMA, and NNAR parts capturing the deterministic, linear and nonlinear components, respectively. These models are used to forecast 10-minutely and 60-minutely averaged global horizontal irradiance data series obtained from the RVD Richtersveld solar radiometric station in the Northern Cape, South Africa. The forecasting accuracy of the three above-mentioned models is undertaken based on the relative mean square error, mean absolute error and mean absolute percentage error. The HCNNAR model and HCSARIMA-NNAR model gave more accurate forecasting results for 60-minutely and 10-minutely data, respectively. Highlights HCSARIMA models were outperformed by both HCNNAR models and HCSARIMA-NNAR models in the forecasting arena. HCNNAR models were most appropriate for forecasting larger time scales (i.e. 60-minutely). HCSARIMA-NNAR models were most appropriate for forecasting smaller time scales (i.e. 10-minutely). Models fitted on the January data series performed better than those fitted on the June data series

Toward efficient energy systems based on natural gas consumption prediction with LSTM Recurrent Neural Networks

Finding suitable forecasting methods for an effective management of energy resources is of paramount importance for improving the efficiency in energy consumption and decreasing its impact on the environment. Natural gas is one of the main sources of electrical energy in Algeria and worldwide. To address this demand, this paper introduces a novel hybrid forecasting approach that resolves the two-stage method's deficiency, by designing a Multi Layered Perceptron (MLP) neural network as a nonlinear forecasting monitor. This model estimates the next day gas consumption profile and selects one of several local models to perform the forecast. The study focuses firstly on an analysis and clustering of natural gas daily consumption profiles, and secondly on building a comprehensive Long Short Term Memory (LSTM) recurrent models according to load behavior. The results are compared with four benchmark approaches: the MLP neural network approach, LSTM, seasonal time series with exogenous variables models and multiple linear regression models. Compared with these alternative approaches and their high dependence on historical loads, the proposed approach presents a new efficient functionality. It estimates the next day consumption profile, which leads to a significant improvement of the forecasting accuracy, especially for days with exceptional customers consumption behavior change

An advanced short-term wind power forecasting framework based on the optimized deep neural network models

With the continued growth of wind power penetration into conventional power grid systems, wind power forecasting plays an increasingly competitive role in organizing and deploying electrical and energy systems. The wind power time series, though, often present non-linear and non-stationary characteristics, allowing them quite challenging to estimate precisely. The aim of this paper is in proposing a novel hybrid model named Evol-CNN in order to predict the short-term wind power at 10-min interval up to 3-hr based on deep convolutional neural network (CNN) and evolutionary search optimizer. Specifically, we develop an improved version of Grey Wolf Optimization (GWO) algorithm by incorporating two effective modifications in its original structure. The proposed GWO algorithm is more effective than the original version due to performing in a faster way and the ability to escape from local optima. The proposed GWO algorithm is utilized to find the optimal values of hyperparameters for deep CNN model. Moreover, the optimal CNN model is employed to predict wind power time series. The main advantage of the proposed Evol-CNN model is to enhance the capability of time series forecasting models in obtaining more accurate predictions. Several forecasting benchmarks are compared with the Evol-CNN model to address its effectiveness. The simulation results indicate that the Evol-CNN has a significant advantage over the competitive benchmarks and also, has the minimum error regarding of 10-min, 1-hr and 3-hr ahead forecasting.© 2022 The Authors. Published by Elsevier Ltd. This is an open access article under the CC BY license (http://creativecommons.org/licenses/by/4.0/).fi=vertaisarvioitu|en=peerReviewed