A Nonlinear Autoregressive Neural Network Model for Short-Term Wind Forecasting

2017 ◽  
Author(s):  
Adil Ahmed ◽  
Muhammad Khalid
Keyword(s):  
Neural Network ◽  
Network Model ◽  
Neural Network Model ◽  
Short Term ◽  
Wind Forecasting ◽  
Nonlinear Autoregressive ◽  
Autoregressive Neural Network

scholarly journals Automatic time series forecasting using nonlinear autoregressive neural network model with exogenous input

2021 ◽  
Vol 10 (5) ◽  
pp. 2836-2844
Author(s):  
Hermansah Hermansah ◽  
Dedi Rosadi ◽  
Abdurakhman Abdurakhman ◽  
Herni Utami
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Network Model ◽  
Neural Network Model ◽  
Mean Squared Error ◽  
Real Data ◽  
Hidden Neurons ◽  
Nonlinear Autoregressive ◽  
Automatic Forecasting ◽  
Autoregressive Neural Network

This study aims to determine an automatic forecasting method of univariate time series, using the nonlinear autoregressive neural network model with exogenous input (NARX). In this automatic setting, users only need to supply the input of time series. Then, an automatic forecasting algorithm sets up the appropriate features, estimate the parameters in the model, and calculate forecasts, without the users’ intervention. The algorithm method used include preprocessing, tests for trends, and the application of first differences. The time series were tested for seasonality, and seasonal differences were obtained from a successful analysis. These series were also linearly scaled to [−1, +1]. The autoregressive lags and hidden neurons were further selected through the stepwise and optimization algorithms, respectively. The 20 NARX models were fitted with different random starting weights, and the forecasts were combined using the ensemble operator, in order to obtain the final product. This proposed method was applied to real data, and its performance was compared with several available automatic models in the literature. The forecasting accuracy was also measured by mean squared error (MSE) and mean absolute percent error (MAPE), and the results showed that the proposed method outperformed the other automatic models.

scholarly journals SELECTION OF INPUT VARIABLES OF NONLINEAR AUTOREGRESSIVE NEURAL NETWORK MODEL FOR TIME SERIES DATA FORECASTING

2020 ◽  
Vol 13 (2) ◽  
pp. 116-124
Author(s):  
Hermansah Hermansah ◽  
Dedi Rosadi ◽  
Abdurakhman Abdurakhman ◽  
Herni Utami
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Network Model ◽  
Neural Network Model ◽  
Time Series Data ◽  
Series Data ◽  
Input Variables ◽  
Nonlinear Autoregressive ◽  
Selection Of ◽  
Autoregressive Neural Network

NARNN is a type of ANN model consisting of a limited number of parameters and widely used for various applications. This study aims to determine the appropriate NARNN model, for the selection of input variables of nonlinear autoregressive neural network model for time series data forecasting, using the stepwise method. Furthermore, the study determines the optimal number of neurons in the hidden layer, using a trial and error method for some architecture. The NARNN model is combined in three parts, namely the learning method, the activation function, and the ensemble operator, to get the best single model. Its application in this study was conducted on real data, such as the interest rate of Bank Indonesia. The comparison results of MASE, RMSE, and MAPE values with ARIMA and Exponential Smoothing models shows that the NARNN is the best model used to effectively improve forecasting accuracy.

An improved self-organizing incremental neural network model for short-term time-series load prediction

2021 ◽  
Vol 292 ◽  
pp. 116912
Author(s):  
Rong Wang Ng ◽  
Kasim Mumtaj Begam ◽  
Rajprasad Kumar Rajkumar ◽  
Yee Wan Wong ◽  
Lee Wai Chong
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Network Model ◽  
Neural Network Model ◽  
Load Prediction ◽  
Short Term ◽  
Self Organizing

A Novel Quantum Neural Network Model with Variable Selection for Short Term Load Forecasting

2010 ◽  
Vol 20-23 ◽  
pp. 612-617 ◽  
Author(s):  
Wei Sun ◽  
Yu Jun He ◽  
Ming Meng
Keyword(s):  
Neural Network ◽  
Variable Selection ◽  
Network Model ◽  
Neural Network Model ◽  
Load Forecasting ◽  
Short Term ◽  
Bp Network ◽  
Quantum Neural Network ◽  
Short Term Load Forecasting ◽  
Selection For

The paper presents a novel quantum neural network (QNN) model with variable selection for short term load forecasting. In the proposed QNN model, first, the combiniation of maximum conditonal entropy theory and principal component analysis method is used to select main influential factors with maximum correlation degree to power load index, thus getting effective input variables set. Then the quantum neural network forecating model is constructed. The proposed QNN forecastig model is tested for certain province load data. The experiments and the performance with QNN neural network model are given, and the results showed the method could provide a satisfactory improvement of the forecasting accuracy compared with traditional BP network model.

scholarly journals Supervised Mover's Distance: A simple model for sentence comparison

2018 ◽  
Author(s):  
Muktabh Mayank Srivastava
Keyword(s):  
Neural Network ◽  
Simple Model ◽  
Network Model ◽  
Neural Network Model ◽  
Short Term Memory ◽  
Network Module ◽  
Short Term ◽  
Term Memory ◽  
Long Short Term Memory ◽  
Simple Neural Network

We propose a simple neural network model which can learn relation between sentences by passing their representations obtained from Long Short Term Memory(LSTM) through a Relation Network. The Relation Network module tries to extract similarity between multiple contextual representations obtained from LSTM. Our model is simple to implement, light in terms of parameters and works across multiple supervised sentence comparison tasks. We show good results for the model on two sentence comparison datasets.

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