Hybrid Neural Network Models for Hydrologic Time Series Forecasting Based on Genetic Algorithm

Author(s):  
Ganji Huang ◽  
Lingzhi Wang

Recently, the stock market prediction has become one of the essential application areas of time-series forecasting research. The successful prediction of the stock market can be better guided to the investors to maximize their profit and to minimize the risk of investment. The stock market data are very much complex, non-linear and dynamic. Due to this reason, still, it is a challenging task. In recent time, deep learning method has become one of the most popular machine learning methods for time-series forecasting due to their temporal feature extraction capabilities. In this paper, we have proposed a novel Deep Learning-based Integrated Stacked Model (DISM) that integrates both the 1D Convolution neural network and LSTM recurrent neural network to find the spatial and temporal features from the stock market data. Our proposed DISM is applied to forecast the stock market. Here, we have also compared our proposed DISM with the single structured stacked LSTM, and 1D Convolution neural network models, and some other statistical models. We have observed that our proposed DISM produces better results in terms of accuracy and stability.


Author(s):  
Sai Van Cuong ◽  
M. V. Shcherbakov

The research of the problem of automatic high-frequency time series forecasting (without expert) is devoted. The efficiency of high-frequency time series forecasting using different statistical and machine learning modelsis investigated. Theclassical statistical forecasting methods are compared with neural network models based on 1000 synthetic sets of high-frequency data. The neural network models give better prediction results, however, it takes more time to compute compared to statistical approaches.


Healthcare ◽  
2020 ◽  
Vol 8 (2) ◽  
pp. 181 ◽  
Author(s):  
Patricia Melin ◽  
Julio Cesar Monica ◽  
Daniela Sanchez ◽  
Oscar Castillo

In this paper, a multiple ensemble neural network model with fuzzy response aggregation for the COVID-19 time series is presented. Ensemble neural networks are composed of a set of modules, which are used to produce several predictions under different conditions. The modules are simple neural networks. Fuzzy logic is then used to aggregate the responses of several predictor modules, in this way, improving the final prediction by combining the outputs of the modules in an intelligent way. Fuzzy logic handles the uncertainty in the process of making a final decision about the prediction. The complete model was tested for the case of predicting the COVID-19 time series in Mexico, at the level of the states and the whole country. The simulation results of the multiple ensemble neural network models with fuzzy response integration show very good predicted values in the validation data set. In fact, the prediction errors of the multiple ensemble neural networks are significantly lower than using traditional monolithic neural networks, in this way showing the advantages of the proposed approach.


Author(s):  
A. Saravanan ◽  
J. Jerald ◽  
A. Delphin Carolina Rani

AbstractThe objective of the paper is to develop a new method to model the manufacturing cost–tolerance and to optimize the tolerance values along with its manufacturing cost. A cost–tolerance relation has a complex nonlinear correlation among them. The property of a neural network makes it possible to model the complex correlation, and the genetic algorithm (GA) is integrated with the best neural network model to optimize the tolerance values. The proposed method used three types of neural network models (multilayer perceptron, backpropagation network, and radial basis function). These network models were developed separately for prismatic and rotational parts. For the construction of network models, part size and tolerance values were used as input neurons. The reference manufacturing cost was assigned as the output neuron. The qualitative production data set was gathered in a workshop and partitioned into three files for training, testing, and validation, respectively. The architecture of the network model was identified based on the best regression coefficient and the root-mean-square-error value. The best network model was integrated into the GA, and the role of genetic operators was also studied. Finally, two case studies from the literature were demonstrated in order to validate the proposed method. A new methodology based on the neural network model enables the design and process planning engineers to propose an intelligent decision irrespective of their experience.


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