7,325 research outputs found

    Additional Smoothing Transition Autoregressive Models

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    In this paper we present, propose and examine additional membership functions. There is no reason why more functions cannot be proposed. More specifically, we present the tangent hyperbolic, Gaussian and Generalized bell functions. Because Smoothing Transition Autoregressive (STAR) models follow fuzzy logic approach, more functions should be tested. Furthermore, fuzzy rules can be incorporated or other training or computational methods can be applied as the error backpropagation algorithm instead to nonlinear squares. Some numerical applications are presented and MATLAB routines are providedSmoothing transition; exponential, logistic; Gaussian, Generalized Bell function; tangent hyperbolic; stock returns; unemployment rate; forecast; MATLAB

    Mortality modelling and forecasting: a review of methods

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    A Deep Spatio-Temporal Fuzzy Neural Network for Passenger Demand Prediction

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    In spite of its importance, passenger demand prediction is a highly challenging problem, because the demand is simultaneously influenced by the complex interactions among many spatial and temporal factors and other external factors such as weather. To address this problem, we propose a Spatio-TEmporal Fuzzy neural Network (STEF-Net) to accurately predict passenger demands incorporating the complex interactions of all known important factors. We design an end-to-end learning framework with different neural networks modeling different factors. Specifically, we propose to capture spatio-temporal feature interactions via a convolutional long short-term memory network and model external factors via a fuzzy neural network that handles data uncertainty significantly better than deterministic methods. To keep the temporal relations when fusing two networks and emphasize discriminative spatio-temporal feature interactions, we employ a novel feature fusion method with a convolution operation and an attention layer. As far as we know, our work is the first to fuse a deep recurrent neural network and a fuzzy neural network to model complex spatial-temporal feature interactions with additional uncertain input features for predictive learning. Experiments on a large-scale real-world dataset show that our model achieves more than 10% improvement over the state-of-the-art approaches.Comment: https://epubs.siam.org/doi/abs/10.1137/1.9781611975673.1

    Short-term traffic speed forecasting based on data recorded at irregular intervals

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    Recent growth in demand for proactive real-time transportation management systems has led to major advances in short-time traffic forecasting methods. Recent studies have introduced time series theory, neural networks, and genetic algorithms to short-term traffic forecasting to make forecasts more reliable, efficient, and accurate. However, most of these methods can only deal with data recorded at regular time intervals, which restricts the range of data collection tools to presence-type detectors or other equipment that generates regular data. The study reported here is an attempt to extend several existing time series forecasting methods to accommodate data recorded at irregular time intervals, which would allow transportation management systems to obtain predicted traffic speeds from intermittent data sources such as Global Positioning System (GPS). To improve forecasting performance, acceleration information was introduced, and information from segments adjacent to the current forecasting segment was adopted. The study tested several methods using GPS data from 480 Hong Kong taxis. The results show that the best performance in terms of mean absolute relative error is obtained by using a neural network model that aggregates speed information and acceleration information from the current forecasting segment and adjacent segments.published_or_final_versio

    The Fuzzy Logic Method for Simpler Forecasting

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    Fildes and Makridakis (1998), Makridakis and Hibon (2000), and Fildes (2001) indicate that simple extrapolative forecasting methods that are robust forecast equally as well or better than more complicated methods, i.e. Box‐Jenkins and other methods. We study the Direct Set Assignment (DSA) extrapolative forecasting method. The DSA method is a non‐linear extrapolative forecasting method developed within the Mamdani Development Framework, and designed to mimic the architecture of a fuzzy logic control system. We combine the DSA method Winters’ Exponential smoothing. This combination provides the best observed forecast accuracy in seven of nine subcategories of time series, and is the top three in terms of observed accuracy in two subcategories. Hence, fuzzy logic which is the basis of the DSA method often is the best method for forecasting

    Ensemble evaluation of hydrological model hypotheses

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    It is demonstrated for the first time how model parameter, structural and data uncertainties can be accounted for explicitly and simultaneously within the Generalized Likelihood Uncertainty Estimation (GLUE) methodology. As an example application, 72 variants of a single soil moisture accounting store are tested as simplified hypotheses of runoff generation at six experimental grassland field-scale lysimeters through model rejection and a novel diagnostic scheme. The fields, designed as replicates, exhibit different hydrological behaviors which yield different model performances. For fields with low initial discharge levels at the beginning of events, the conceptual stores considered reach their limit of applicability. Conversely, one of the fields yielding more discharge than the others, but having larger data gaps, allows for greater flexibility in the choice of model structures. As a model learning exercise, the study points to a “leaking” of the fields not evident from previous field experiments. It is discussed how understanding observational uncertainties and incorporating these into model diagnostics can help appreciate the scale of model structural error

    Multi-time-horizon Solar Forecasting Using Recurrent Neural Network

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    The non-stationarity characteristic of the solar power renders traditional point forecasting methods to be less useful due to large prediction errors. This results in increased uncertainties in the grid operation, thereby negatively affecting the reliability and increased cost of operation. This research paper proposes a unified architecture for multi-time-horizon predictions for short and long-term solar forecasting using Recurrent Neural Networks (RNN). The paper describes an end-to-end pipeline to implement the architecture along with the methods to test and validate the performance of the prediction model. The results demonstrate that the proposed method based on the unified architecture is effective for multi-horizon solar forecasting and achieves a lower root-mean-squared prediction error compared to the previous best-performing methods which use one model for each time-horizon. The proposed method enables multi-horizon forecasts with real-time inputs, which have a high potential for practical applications in the evolving smart grid.Comment: Accepted at: IEEE Energy Conversion Congress and Exposition (ECCE 2018), 7 pages, 5 figures, code available: sakshi-mishra.github.i
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