Monitoring of Time Series Using Fuzzy Weighted Prediction Models

2018 ◽  
pp. 107-114 ◽  
Author(s):  
Olgierd Hryniewicz ◽  
Katarzyna Kaczmarek-Majer
Keyword(s):  
Time Series ◽  
Prediction Models

Seismic Response of Embankment Dams Based on Recorded Strong-Motion Data in Japan

2019 ◽  
Vol 35 (2) ◽  
pp. 955-976 ◽  
Author(s):  
DongSoon Park ◽  
Tadahiro Kishida
Keyword(s):  
Time Series ◽  
Seismic Response ◽  
Prediction Models ◽  
Strong Motion ◽  
Dynamic Responses ◽  
Design Stage ◽  
Ground Acceleration ◽  
Motion Data ◽  
Embankment Dams ◽  
Strong Motion Database

It is important to investigate strong-motion time series recorded at dams to understand their complex seismic responses. This paper develops a strong-motion database recorded at existing embankment dams and analyzes correlations between dam dynamic responses and ground-motion parameters. The Japan Commission on Large Dams database used here includes 190 recordings at the crests and foundations of 60 dams during 54 earthquakes from 1978 to 2012. Seismic amplifications and fundamental periods from recorded time series were computed and examined by correlation with shaking intensities and dam geometries. The peak ground acceleration (PGA) at the dam crest increases as the PGA at the foundation bedrock increases, but their ratio gradually decreases. The fundamental period broadly increases with the dam height and PGA at the foundation bedrock. The nonlinear dam response becomes more apparent as the PGA at the foundation bedrock becomes >0.2 g. The prediction models of these correlations are proposed for estimating the seismic response of embankment dams, which can inform the preliminary design stage.

scholarly journals ANALISIS KORELASI CURAH HUJAN DAN SUHU PERMUKAAN LAUT WILAYAH INDONESIA, SERTA IMPLIKASINYA UNTUK PRAKIRAAN CURAH HUJAN (STUDI KASUS KABUPATEN CILACAP) (CORRELATION ANALYSIS OF RAINFALL AND INDONESIA SEA SURFACE TEMPERATURE, AND ITS ...

Agromet ◽  
2007 ◽  
Vol 21 (2) ◽  
pp. 46 ◽  
Author(s):  
W. Estiningtyas ◽  
F. Ramadhani ◽  
E. Aldrian
Keyword(s):  
Time Series ◽  
Surface Temperature ◽  
Sea Surface Temperature ◽  
Negative Correlation ◽  
Prediction Models ◽  
Time Series Data ◽  
Sea Surface ◽  
Rainfall Pattern ◽  
Series Data ◽  
Rainfall Prediction

<p>Significant decrease in rainfall caused extreme climate has significant impact on agriculture sector, especialy food crops production. It is one of reason and push developing of rainfall prediction models as anticipate from extreme climate events. Rainfall prediction models develop base on time series data, and then it has been included anomaly aspect, like rainfall prediction model with Kalman filtering method. One of global parameter that has been used as climate anomaly indicator is sea surface temperature. Some of research indicate, there are relationship between sea surface temperature and rainfall. Relationship between Indonesian rainfall and global sea surface temperature has been known, but its relationship with Indonesian’s sea surface temperature not know yet, especialy for rainfall in smaller area like district. So, therefore the research about relationship between rainfall in distric area and Indonesian’s sea surface temperature and it application for rainfall prediction is needed. Based on Indonesian’s sea surface temperature time series data Januari 1982 until Mei 2006 show there are zona of Indonesian’s sea surface temperature (with temperature more than 27,6 0C) dominan in Januari-Mei and moved with specific pattern. Highest value of spasial correlation beetwen Cilacap’s rainfall and Indonesian’s sea surface temperature is 0,30 until 0,50 with different zona of Indonesian’s sea surface temperature. Highest positive correlation happened in March and July. Negative correlation is -0,30 until -0,70 with highest negative correlation in May and June. Model validation resulted correlation coeffcient 85,73%, fits model 20,74%, r2 73,49%, RMSE 20,5% and standart deviation 37,96. Rainfall prediction Januari-Desember 2007 period indicated rainfall pattern is near same with average rainfall pattern, rainfall less than 100/month. The result of this research indicate Indonesian’s sea surface temperature can be used as indicator rainfall condition in distric area, that means rainfall in district area can be predicted based on Indonesian’s sea surface temperature in zona with highest correlation in every month.</p><p>------------------------------------------------------------------</p><p>Penurunan curah hujan yang cukup signifikan akibat iklim ekstrim telah membawa dampak yang cukup signifikan pula pada sektor pertanian, terutama produksi tanaman pangan. Hal ini menjadi salah satu alasan yang mendorong semakin berkembangnya model-model prakiraan hujan sebagai upaya antipasi terhadap kejadian iklim ekstrim. Model prakiraan hujan yang pada awalnya hanya berbasis pada data time series, kini telah berkembang dengan memperhitungkan aspek anomali iklim, seperti model prakiraan hujan dengan metode filter Kalman. Salah satu indikator global yang dapat digunakan sebagai indikator anomali iklim adalah suhu permukaan laut. Dari berbagai hasil penelitian diketahui bahwa suhu permukaan laut ini memiliki keterkaitan dengan kejadian curah hujan. Hubungan curah hujan Indonesia dengan suhu permukaan laut global sudah banyak diketahui, tetapi keterkaitannya dengan suhu permukaan laut wilayah Indonesia belum banyak mendapat perhatian, terutama untuk curah hujan pada cakupan yang lebih sempit seperti kabupaten. Oleh karena itu perlu dilakukan penelitian yang mengkaji hubungan kedua parameter tersebut serta mengaplikasikannya untuk prakiraan curah hujan pada wilayah Kabupaten. Hasil penelitian berdasarkan data suhu permukaan laut wilayah Indonesia rata-rata Januari 1982 hingga Mei 2006 menunjukkan zona dengan suhu lebih dari 27,6 0C yang dominan pada bulan Januari-Mei dan bergerak dengan pola yang cukup jelas. Korelasi spasial antara curah hujan kabupaten Cilacap dengan SPL wilayah Indonesia rata-rata bulan Januari-Desember menunjukkan korelasi positip tertinggi antara 0,30 hingga 0,50 dengan zona SPL yang beragam. Korelasi tertinggi terjadi pada bulan Maret dan Juli. Sedangkan korelasi negatip berkisar antara -0,30 hingga -0,70 dengan korelasi negatip tertinggi pada bulan Mei dan Juni. Validasi model prakiraan hujan menghasilkan nilai koefisien korelasi 85,73%, fits model 20,74%, r2 sebesar 73,49%, RMSE 20,5% dan standar deviasi 37,96. Hasil prakiraan hujan bulanan periode Januari-Desember 2007 mengindikasikan pola curah hujan yang tidak jauh berbeda dengan rata-rata selama 19 tahun (1988-2006) dengan jeluk hujan kurang dari 100 mm/bulan. Hasil penelitian mengindikasikan bahwa SPL wilayah Indonesia dapat digunakan sebagai indikator untuk menunjukkan kondisi curah hujan di suatu wilayah (kabupaten), artinya curah hujan dapat diprediksi berdasarkan perubahan SPL pada zona-zona dengan korelasi yang tertinggi pada setiap bulannya.</p>

scholarly journals A Period-Aware Hybrid Model Applied for Forecasting AQI Time Series

2020 ◽  
Vol 12 (11) ◽  
pp. 4730 ◽  
Author(s):  
Ping Wang ◽  
Hongyinping Feng ◽  
Guisheng Zhang ◽  
Daizong Yu
Keyword(s):  
Time Series ◽  
Air Quality ◽  
Hybrid Model ◽  
Prediction Models ◽  
Time Series Prediction ◽  
Input Vector ◽  
Period Function ◽  
Data Set ◽  
Luenberger Observer ◽  
Extraction Algorithm

An accurate, reliable and stable air quality prediction system is conducive to the public health and management of atmospheric ecological environment; therefore, many models, individual or hybrid, have been implemented widely to deal with the prediction problem. However, many of these models do not take into consideration or extract improperly the period information in air quality index (AQI) time series, which impacts the models’ learning efficiency greatly. In this paper, a period extraction algorithm is proposed by using a Luenberger observer, and then a novel period-aware hybrid model combined the period extraction algorithm and tradition time series models is build to exploit the comprehensive forecasting capacity to the AQI time series with nonlinear and non-stationary noise. The hybrid model requires a multi-phase implementation. In the first step, the Luenberger observer is used to estimate the implied period function in the one-dimensional AQI series, and then the analyzed time series is mapped to the period space through the function to obtain the period information sub-series of the original series. In the second step, the period sub-series is combined with the original input vector as input vector components according to the time points to establish a new data set. Finally, the new data set containing period information is applied to train the traditional time series prediction models. Both theoretical proof and experimental results obtained on the AQI hour values of Beijing, Tianjin, Taiyuan and Shijiazhuang in North China prove that the hybrid model with period information presents stronger robustness and better forecasting accuracy than the traditional benchmark models.

scholarly journals Advanced interpretation of subsidence in Murcia (SE Spain) using A-DInSAR data – modelling and validation

2009 ◽  
Vol 9 (3) ◽  
pp. 647-661 ◽  
Author(s):  
G. Herrera ◽  
J. A. Fernández ◽  
R. Tomás ◽  
G. Cooksley ◽  
J. Mulas
Keyword(s):  
Time Series ◽  
Metropolitan Area ◽  
Prediction Models ◽  
Time History ◽  
Element Model ◽  
Absolute Error ◽  
Sar Interferometry ◽  
Se Spain ◽  
Drought Period ◽  
Aquifer System

Abstract. Subsidence is a natural hazard that affects wide areas in the world causing important economic costs annually. This phenomenon has occurred in the metropolitan area of Murcia City (SE Spain) as a result of groundwater overexploitation. In this work aquifer system subsidence is investigated using an advanced differential SAR interferometry remote sensing technique (A-DInSAR) called Stable Point Network (SPN). The SPN derived displacement results, mainly the velocity displacement maps and the time series of the displacement, reveal that in the period 2004–2008 the rate of subsidence in Murcia metropolitan area doubled with respect to the previous period from 1995 to 2005. The acceleration of the deformation phenomenon is explained by the drought period started in 2006. The comparison of the temporal evolution of the displacements measured with the extensometers and the SPN technique shows an average absolute error of 3.9±3.8 mm. Finally, results from a finite element model developed to simulate the recorded time history subsidence from known water table height changes compares well with the SPN displacement time series estimations. This result demonstrates the potential of A-DInSAR techniques to validate subsidence prediction models as an alternative to using instrumental ground based techniques for validation.

Bankruptcy prediction using multivariate grey prediction models

2020 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Yi-Chung Hu ◽  
Peng Jiang ◽  
Hang Jiang ◽  
Jung-Fa Tsai
Keyword(s):  
Time Series ◽  
Prediction Models ◽  
Bankruptcy Prediction ◽  
Financial Data ◽  
Grey Prediction ◽  
Grey System ◽  
Content Type ◽  
Business Environments ◽  
The Face ◽  
Financial Decision

PurposeIn the face of complex and challenging economic and business environments, developing and implementing approaches to predict bankruptcy has become important for firms. Bankruptcy prediction can be regarded as a grey system problem because while factors such as the liquidity, solvency and profitability of a firm influence whether it goes bankrupt, the precise manner in which these factors influence the discrimination between failed and non-failed firms is uncertain. In view of the applicability of multivariate grey prediction models (MGPMs), this paper aimed to develop a grey bankruptcy prediction model (GBPM) based on the GM (1, N) (BP-GM (1, N)).Design/methodology/approachAs the traditional GM (1, N) is designed for time series forecasting, it is better to find an appropriate permutation of firms in the financial data as if the resulting sequences are time series. To solve this challenging problem, this paper proposes GBPMs by integrating genetic algorithms (GAs) into the GM (1, N).FindingsExperimental results obtained for the financial data of Taiwanese firms in the information technology industries demonstrated that the proposed BP-GM (1, N) performs well.Practical implicationsAmong artificial intelligence (AI)-based techniques, GBPMs are capable of explaining which of the financial ratios has a stronger impact on bankruptcy prediction by driving coefficients.Originality/valueApplying MGPMs to a problem without relation to time series is challenging. This paper focused on bankruptcy prediction, a crucial issue in financial decision-making for businesses, and proposed several GBPMs.

scholarly journals Regression Models for Outlier Identification (Hurricanes and Typhoons) in Wave Hindcast Databases

2012 ◽  
Vol 29 (2) ◽  
pp. 267-285 ◽  
Author(s):  
R. Mínguez ◽  
B. G. Reguero ◽  
A. Luceño ◽  
F. J. Méndez
Keyword(s):  
Time Series ◽  
Prediction Models ◽  
Numerical Models ◽  
Wave Climate ◽  
Spatiotemporal Resolution ◽  
Statistical Characterization ◽  
Outlier Identification ◽  
Wave Hindcast ◽  
Spatial Coverage ◽  
Instrumental Records

Abstract The development of numerical wave prediction models for hindcast applications allows a detailed description of wave climate in locations where long-term instrumental records are not available. Wave hindcast databases (WHDBs) have become a powerful tool for the design of offshore and coastal structures, offering important advantages for the statistical characterization of wave climate all over the globe (continuous time series, wide spatial coverage, constant time span, homogeneous forcing, and more than 60-yr-long time series). However, WHDBs present several deficiencies reported in the literature. One of these deficiencies is related to typhoons and hurricanes, which are inappropriately reproduced by numerical models. The main reasons are (i) the difficulty of specifying accurate wind fields during these events and (ii) the insufficient spatiotemporal resolution used. These difficulties make the data related to these events appear as “outliers” when compared with instrumental records. These bad data distort results from calibration and/or correction techniques. In this paper, several methods for detecting the presence of typhoons and/or hurricane data are presented, and their automatic outlier identification capabilities are analyzed and compared. All the methods are applied to a global wave hindcast database and results are compared with existing hurricane and buoy databases in the Gulf of Mexico, Caribbean Sea, and North Atlantic Ocean.

Grey system based novel approach for stock market forecasting

2015 ◽  
Vol 5 (2) ◽  
pp. 178-193 ◽  
Author(s):  
R.M. Kapila Tharanga Rathnayaka ◽  
D.M.K.N Seneviratna ◽  
Wei Jianguo
Keyword(s):  
Time Series ◽  
Prediction Models ◽  
Stock Exchange ◽  
Moving Average ◽  
Grey Prediction ◽  
Grey System ◽  
Short Term ◽  
Content Type ◽  
Stock Market Forecasting ◽  
Novel Approach

Purpose – Making decisions in finance have been regarded as one of the biggest challenges in the modern economy today; especially, analysing and forecasting unstable data patterns with limited sample observations under the numerous economic policies and reforms. The purpose of this paper is to propose suitable forecasting approach based on grey methods in short-term predictions. Design/methodology/approach – High volatile fluctuations with instability patterns are the common phenomenon in the Colombo Stock Exchange (CSE), Sri Lanka. As a subset of the literature, very few studies have been focused to find the short-term forecastings in CSE. So, the current study mainly attempted to understand the trends and suitable forecasting model in order to predict the future behaviours in CSE during the period from October 2014 to March 2015. As a result of non-stationary behavioural patterns over the period of time, the grey operational models namely GM(1,1), GM(2,1), grey Verhulst and non-linear grey Bernoulli model were used as a comparison purpose. Findings – The results disclosed that, grey prediction models generate smaller forecasting errors than traditional time series approach for limited data forecastings. Practical implications – Finally, the authors strongly believed that, it could be better to use the improved grey hybrid methodology algorithms in real world model approaches. Originality/value – However, for the large sample of data forecasting under the normality assumptions, the traditional time series methodologies are more suitable than grey methodologies; especially GM(1,1) give some dramatically unsuccessful results than auto regressive intergrated moving average in model pre-post stage.

A Traffic Prediction Method Based on the Hybrid Model of CLWT

2015 ◽  
Vol 713-715 ◽  
pp. 1564-1569
Author(s):  
Jin Long Fei ◽  
Wei Lin ◽  
Tao Han ◽  
Yue Fei Zhu
Keyword(s):  
Time Series ◽  
Hybrid Model ◽  
Network Traffic ◽  
Prediction Models ◽  
Prediction Method ◽  
Support Vector ◽  
Prediction Methods ◽  
Recurrent Nerve ◽  
Nerve Network ◽  
Traffic Time Series

Current prediction models for network traffic cannot accurately depict the multi-properties of the Internet traffic. This paper proposes a wavelet-based hybrid model prediction method for network traffic called CLWT model and proposes a prediction method for traffic based on this model. The traffic time series can be rapidly decomposed respectively into approximate time series and detail time series with LF and HF response. The approximate time series predicts by making use of Least Squares Support Vector Machine and proceeds error calibration by using Generalized Recurrent Nerve Network. The detail time series predict it by making use of self-adaption chaotic prediction methods after the medium-soft threshold noise reduction. Finally the prediction value of time series is got by making use of promoting wavelet reconstitution. The effectiveness for the prediction methods mentioned in the paper has been validated by simulation experiment. High prediction accuracy is obtained compared with the existing methods.

scholarly journals Dynamical characteristics of magnetospheric energetic ion time series: evidence for low dimensional chaos

2003 ◽  
Vol 21 (9) ◽  
pp. 1995-2010 ◽  
Author(s):  
M. A. Athanasiu ◽  
G. P. Pavlos ◽  
D. V. Sarafopoulos ◽  
E. T. Sarris
Keyword(s):  
Time Series ◽  
Chaotic Dynamics ◽  
Lorenz System ◽  
Prediction Models ◽  
Surrogate Data ◽  
Nonlinear Phenomena ◽  
Energetic Ions ◽  
Dynamical Characteristics ◽  
Noise Perturbation ◽  
Low Dimensional

Abstract. This paper is a companion to the first work (Pavlos et al., 2003), which contains significant results concerning the dynamical characteristics of the magnetospheric energetic ions’ time series. The low dimensional and nonlinear deterministic characteristics of the same time series were described in Pavlos et al. (2003). In this second work we present significant results concerning the Lyapunov spectrum, the mutual information and prediction models. The dynamical characteristics of the magnetospheric ions’ signals are compared with corresponding characteristics obtained for the stochastic Lorenz system when a coloured noise perturbation is present. In addition, the null hypothesis is tested for the dynamical characteristics of the magnetospheric ions’ signal by using nonlinear surrogate data. The results of the above comparisons provide significant evidence for the existence of low dimensional chaotic dynamics underlying the energetic ions’ time series.Key words. Magnetospheric physics (energetic particles) – Radio sciences (nonlinear phenomena)

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