Multi-step ahead wind speed forecasting using a hybrid model based on two-stage decomposition technique and AdaBoost-extreme learning machine

2017 ◽  
Vol 153 ◽  
pp. 589-602 ◽  
Author(s):  
Tian Peng ◽  
Jianzhong Zhou ◽  
Chu Zhang ◽  
Yang Zheng
Keyword(s):  
Wind Speed ◽  
Extreme Learning Machine ◽  
Hybrid Model ◽  
Decomposition Technique ◽  
Two Stage ◽  
Wind Speed Forecasting ◽  
Model Based ◽  
Learning Machine

scholarly journals Multistep-Ahead Stock Price Forecasting Based on Secondary Decomposition Technique and Extreme Learning Machine Optimized by the Differential Evolution Algorithm

2020 ◽  
Vol 2020 ◽  
pp. 1-13
Author(s):  
Zhenpeng Tang ◽  
Tingting Zhang ◽  
Junchuan Wu ◽  
Xiaoxu Du ◽  
Kaijie Chen
Keyword(s):  
Differential Evolution ◽  
Extreme Learning Machine ◽  
Hybrid Model ◽  
Stock Price ◽  
Differential Evolution Algorithm ◽  
Prediction Performance ◽  
Stock Index ◽  
Decomposition Technique ◽  
Mode Decomposition ◽  
Learning Machine

The prediction research of the stock market prices is of great significance. Based on the secondary decomposition techniques of variational mode decomposition (VMD) and ensemble empirical mode decomposition (EEMD), this paper constructs a new hybrid prediction model by combining with extreme learning machine (ELM) optimized by the differential evolution (DE) algorithm. The hybrid model applies VMD technology to the original stock index price sequence to obtain different modal components and the residual item, then applies EEMD technology to the residual item, and then superimposes the prediction results of the DE-ELM model for each modal component and the residual item to obtain the final prediction results. In order to verify the validity of the model, this paper constructs a series of benchmark models and, respectively, tests the samples of the S&P 500 index and the HS300 index by one-step, three-step, and five-step forward forecasting. The empirical results show that the hybrid model proposed in this paper achieves the best prediction performance in all prediction scenarios, which indicates that the modeling idea focusing on the residual term effectively improves the prediction performance of the model. In addition, the prediction effect of the model combined with the decomposition technology is superior to the single DE-ELM model, where the secondary decomposition technique has a significant decomposition advantage compared to the single decomposition technique.

A hybrid model based on synchronous optimisation for multi-step short-term wind speed forecasting

2018 ◽  
Vol 215 ◽  
pp. 131-144 ◽  
Author(s):  
Chaoshun Li ◽  
Zhengguang Xiao ◽  
Xin Xia ◽  
Wen Zou ◽  
Chu Zhang
Keyword(s):  
Wind Speed ◽  
Hybrid Model ◽  
Short Term ◽  
Wind Speed Forecasting ◽  
Model Based

An adaptive dynamic short-term wind speed forecasting model using secondary decomposition and an improved regularized extreme learning machine

Energy ◽  
2018 ◽  
Vol 165 ◽  
pp. 939-957 ◽  
Author(s):  
Na Sun ◽  
Jianzhong Zhou ◽  
Lu Chen ◽  
Benjun Jia ◽  
Muhammad Tayyab ◽  
...  
Keyword(s):  
Wind Speed ◽  
Extreme Learning Machine ◽  
Forecasting Model ◽  
Short Term ◽  
Wind Speed Forecasting ◽  
Adaptive Dynamic ◽  
Learning Machine
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