Predicting Trend of High Frequency CSI 300 Index: Based on Empirical Mode Decomposition and BP Neural Network

Author(s):  
Guangyan Gan ◽  
Xueyu Zhou ◽  
Haoxuan Li
Ocean Science ◽  
2019 ◽  
Vol 15 (2) ◽  
pp. 349-360 ◽  
Author(s):  
Zhiyuan Wu ◽  
Changbo Jiang ◽  
Mack Conde ◽  
Bin Deng ◽  
Jie Chen

Abstract. Sea surface temperature (SST) is the major factor that affects the ocean–atmosphere interaction, and in turn the accurate prediction of SST is the key to ocean dynamic prediction. In this paper, an SST-predicting method based on empirical mode decomposition (EMD) algorithms and back-propagation neural network (BPNN) is proposed. Two different EMD algorithms have been applied extensively for analyzing time-series SST data and some nonlinear stochastic signals. The ensemble empirical mode decomposition (EEMD) algorithm and complementary ensemble empirical mode decomposition (CEEMD) algorithm are two improved algorithms of EMD, which can effectively handle the mode-mixing problem and decompose the original data into more stationary signals with different frequencies. Each intrinsic mode function (IMF) has been taken as input data to the back-propagation neural network model. The final predicted SST data are obtained by aggregating the predicted data of individual series of IMFs (IMFi). A case study of the monthly mean SST anomaly (SSTA) in the northeastern region of the North Pacific shows that the proposed hybrid CEEMD-BPNN model is much more accurate than the hybrid EEMD-BPNN model, and the prediction accuracy based on a BP neural network is improved by the CEEMD method. Statistical analysis of the case study demonstrates that applying the proposed hybrid CEEMD-BPNN model is effective for the SST prediction. Highlights include the following: Highlights. An SST-predicting method based on the hybrid EMD algorithms and BP neural network method is proposed in this paper. SST prediction results based on the hybrid EEMD-BPNN and CEEMD-BPNN models are compared and discussed. A case study of SST in the North Pacific shows that the proposed hybrid CEEMD-BPNN model can effectively predict the time-series SST.


Electronics ◽  
2021 ◽  
Vol 10 (11) ◽  
pp. 1248
Author(s):  
Rafia Nishat Toma ◽  
Cheol-Hong Kim ◽  
Jong-Myon Kim

Condition monitoring is used to track the unavoidable phases of rolling element bearings in an induction motor (IM) to ensure reliable operation in domestic and industrial machinery. The convolutional neural network (CNN) has been used as an effective tool to recognize and classify multiple rolling bearing faults in recent times. Due to the nonlinear and nonstationary nature of vibration signals, it is quite difficult to achieve high classification accuracy when directly using the original signal as the input of a convolution neural network. To evaluate the fault characteristics, ensemble empirical mode decomposition (EEMD) is implemented to decompose the signal into multiple intrinsic mode functions (IMFs) in this work. Then, based on the kurtosis value, insignificant IMFs are filtered out and the original signal is reconstructed with the rest of the IMFs so that the reconstructed signal contains the fault characteristics. After that, the 1-D reconstructed vibration signal is converted into a 2-D image using a continuous wavelet transform with information from the damage frequency band. This also transfers the signal into a time-frequency domain and reduces the nonstationary effects of the vibration signal. Finally, the generated images of various fault conditions, which possess a discriminative pattern relative to the types of faults, are used to train an appropriate CNN model. Additionally, with the reconstructed signal, two different methods are used to create an image to compare with our proposed image creation approach. The vibration signal is collected from a self-designed testbed containing multiple bearings of different fault conditions. Two other conventional CNN architectures are compared with our proposed model. Based on the results obtained, it can be concluded that the image generated with fault signatures not only accurately classifies multiple faults with CNN but can also be considered as a reliable and stable method for the diagnosis of fault bearings.


Sign in / Sign up

Export Citation Format

Share Document