A Decomposition-Ensemble Model with Regrouping method and Attention-based Gated Recurrent Unit Network for Energy Price Prediction

Energy ◽  
2021 ◽  
pp. 120941
Author(s):  
Hongli Niu ◽  
Kunliang Xu ◽  
Cheng Liu
2021 ◽  
Vol 34 (1) ◽  
Author(s):  
Weixin Xu ◽  
Huihui Miao ◽  
Zhibin Zhao ◽  
Jinxin Liu ◽  
Chuang Sun ◽  
...  

AbstractAs an integrated application of modern information technologies and artificial intelligence, Prognostic and Health Management (PHM) is important for machine health monitoring. Prediction of tool wear is one of the symbolic applications of PHM technology in modern manufacturing systems and industry. In this paper, a multi-scale Convolutional Gated Recurrent Unit network (MCGRU) is proposed to address raw sensory data for tool wear prediction. At the bottom of MCGRU, six parallel and independent branches with different kernel sizes are designed to form a multi-scale convolutional neural network, which augments the adaptability to features of different time scales. These features of different scales extracted from raw data are then fed into a Deep Gated Recurrent Unit network to capture long-term dependencies and learn significant representations. At the top of the MCGRU, a fully connected layer and a regression layer are built for cutting tool wear prediction. Two case studies are performed to verify the capability and effectiveness of the proposed MCGRU network and results show that MCGRU outperforms several state-of-the-art baseline models.


2021 ◽  
Vol 8 ◽  
Author(s):  
Yongsheng Zhu ◽  
Qinghua Zhong

In brain-computer-interface (BCI) devices, signal acquisition via reducing the electrode channels can reduce the computational complexity of models and filter out the irrelevant noise. Differential entropy (DE) plays an important role in emotional components of signals, which can reflect the area activity differences. Therefore, to extract distinctive feature signals and improve the recognition accuracy based on feature signals, a method of DE feature signal recognition based on a Convolutional Gated Recurrent Unit network was proposed in this paper. Firstly, the DE and power spectral density (PSD) of each original signal were mapped to two topographic maps, and the activated channels could be selected in activation modes. Secondly, according to the position of original electrodes, 1D feature signal sequences with four bands were reconstructed into a 3D feature signal matrix, and a radial basis function interpolation was used to fill in zero values. Then, the 3D feature signal matrices were fed into a 2D Convolutional Neural Network (2DCNN) for spatial feature extraction, and the 1D feature signal sequences were fed into a bidirectional Gated Recurrent Unit (BiGRU) network for temporal feature extraction. Finally, the spatial-temporal features were fused by a fully connected layer, and recognition experiments based on DE feature signals at the different time scales were carried out on a DEAP dataset. The experimental results showed that there were different activation modes at different time scales, and the reduction of the electrode channel could achieve a similar accuracy with all channels. The proposed method achieved 87.89% on arousal and 88.69% on valence.


2020 ◽  
Author(s):  
Victor Biazon ◽  
Reinaldo Bianchi

Trading in the stock market always comes with the challenge of deciding the best action to take on each time step. The problem is intensified by the theory that it is not possible to predict stock market time series as all information related to the stock price is already contained in it. In this work we propose a novel model called Discrete Wavelet Transform Gated Recurrent Unit Network (DWT-GRU). The model learns from the data to choose between buying, holding and selling, and when to execute them. The proposed model was compared to other recurrent neural networks, with and without wavelets preprocessing, and the buy and hold strategy. The results shown that the DWT-GRU outperformed all the set baselines in the analysed stocks of the Brazilian stock market.


2020 ◽  
Vol 40 (7) ◽  
pp. 0706001
Author(s):  
江灏 Jiang Hao ◽  
王尤刚 Wang Yougang ◽  
陈静 Chen Jing ◽  
黄新宇 Huang Xinyu

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