Multi-step learning rule for recurrent neural models: an application to time series forecasting

Multi-step prediction is a difficult task that has attracted increasing interest in recent years. It tries to achieve predictions several steps ahead into the future starting from current information. The interest in this work is the development of nonlinear neural models for the purpose of building multi-step time series prediction schemes. In that context, the most popular neural models are based on the traditional feedforward neural networks. However, this kind of model may present some disadvantages when a long-term prediction problem is formulated because they are trained to predict only the next sampling time. In this paper, a neural model based on a partially recurrent neural network is proposed as a better alternative. For the recurrent model, a learning phase with the purpose of long-term prediction is imposed, which allows to obtain better predictions of time series in the future. In order to validate the performance of the recurrent neural model to predict the dynamic behaviour of the series in the future, three different data time series have been used as study cases. An artificial data time series, the logistic map, and two real time series, sunspots and laser data. Models based on feedforward neural networks have also been used and compared against the proposed model. The results suggest than the recurrent model can help in improving the prediction accuracy.Publicad

Multi-time-horizon Solar Forecasting Using Recurrent Neural Network

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

Comparison of modelling techniques for milk-production forecasting

peer-reviewedThe objective of this study was to assess the suitability of 3 different modeling techniques for the prediction of total daily herd milk yield from a herd of 140 lactating pasture-based dairy cows over varying forecast horizons. A nonlinear auto-regressive model with exogenous input, a static artificial neural network, and a multiple linear regression model were developed using 3 yr of historical milk-production data. The models predicted the total daily herd milk yield over a full season using a 305-d forecast horizon and 50-, 30-, and 10-d moving piecewise horizons to test the accuracy of the models over long- and short-term periods. All 3 models predicted the daily production levels for a full lactation of 305 d with a percentage root mean square error (RMSE) of ≤12.03%. However, the nonlinear auto-regressive model with exogenous input was capable of increasing its prediction accuracy as the horizon was shortened from 305 to 50, 30, and 10 d [RMSE (%) = 8.59, 8.1, 6.77, 5.84], whereas the static artificial neural network [RMSE (%) = 12.03, 12.15, 11.74, 10.7] and the multiple linear regression model [RMSE (%) = 10.62, 10.68, 10.62, 10.54] were not able to reduce their forecast error over the same horizons to the same extent. For this particular application the nonlinear auto-regressive model with exogenous input can be presented as a more accurate alternative to conventional regression modeling techniques, especially for short-term milk-yield predictions