Non-linear prediction of security returns with moving average rules

A greenhouse system (GHS) is a closed structure that facilitates modified growth conditions to crops and provides protection from pests, diseases and adverse weather. However, a GHS exhibits non-linearity due to the interaction between the biological subsystem and the physical subsystem. Non-linear systems are difficult to control, particularly when their characteristics change with time. These systems are best handled with methods of computation intelligence, such as artificial neural networks (ANNs) and fuzzy systems. In the present work, the approximation capability of a neural network is used to model and control sufficient growth conditions of a GHS. An optimal neural network-based non-linear auto regressive with exogenous input (NARX) time series model is developed for a GHS. Based on the NARX model, two intelligent control schemes, namely a neural predictive controller (NPC) and non-linear auto regressive moving average (NARMA-L2) controller are proposed to achieve the desired growth conditions such as humidity and temperature for a better yield. Finally, closed-loop performances of the above two control schemes for servo and regulatory operations are analysed for various operating conditions using performance indices.

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Hybrid MARMA-NARX model for flow forecasting based on the large-scale climate signals, sea-surface temperatures, and rainfall

Hydrology Research ◽

10.2166/nh.2018.145 ◽

2018 ◽

Vol 49 (6) ◽

pp. 1788-1803 ◽

Cited By ~ 5

Author(s):

Mohammad Ebrahim Banihabib ◽

Arezoo Ahmadian ◽

Mohammad Valipour

Keyword(s):

Linear Model ◽

Hybrid Model ◽

Large Scale ◽

Linear Models ◽

Moving Average ◽

Effective Parameters ◽

Forecasting Accuracy ◽

Local Factor ◽

Non Linear ◽

Climate Signals

Abstract In this study, to reflect the effect of large-scale climate signals on runoff, these indices are accompanied with rainfall (the most effective local factor in runoff) as the inputs of the hybrid model. Where one-year in advance forecasting of reservoir inflows can provide data to have an optimal reservoir operation, reports show we still need more accurate models which include all effective parameters to have more forecasting accuracy than traditional linear models (ARMA and ARIMA). Thus, hybridization of models was employed for improving the accuracy of flow forecasting. Moreover, various forecasters including large-scale climate signals were tested to promote forecasting. This paper focuses on testing MARMA-NARX hybrid model to enhance the accuracy of monthly inflow forecasts. Since the inflow in different periods of the year has in linear and non-linear trends, the hybrid model is proposed as a means of combining linear model, monthly autoregressive moving average (MARMA), and non-linear model, nonlinear autoregressive model with exogenous (NARX) inputs to upgrade the accuracy of flow forecasting. The results of the study showed enhanced forecasting accuracy through using the hybrid model.

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