scholarly journals An ARMA Type Pi-Sigma Artificial Neural Network for Nonlinear Time Series Forecasting

2018 ◽  
Vol 8 (2) ◽  
pp. 121-132 ◽  
Author(s):  
Esra Akdeniz ◽  
Erol Egrioglu ◽  
Eren Bas ◽  
Ufuk Yolcu
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Time Series ◽  
Artificial Neural Network ◽  
Artificial Neural Networks ◽  
Real Life ◽  
Life Time ◽  
High Order ◽  
Non Linear ◽  
Artificial Neural

Abstract Real-life time series have complex and non-linear structures. Artificial Neural Networks have been frequently used in the literature to analyze non-linear time series. High order artificial neural networks, in view of other artificial neural network types, are more adaptable to the data because of their expandable model order. In this paper, a new recurrent architecture for Pi-Sigma artificial neural networks is proposed. A learning algorithm based on particle swarm optimization is also used as a tool for the training of the proposed neural network. The proposed new high order artificial neural network is applied to three real life time series data and also a simulation study is performed for Istanbul Stock Exchange data set.

scholarly journals Modeliranje i prognoziranje broja zaposlenih u turizmu i hotelskoj industriji u Republici Hrvatskoj primjenom modela umjetnih neuronskih mreža

2020 ◽  
Vol 10 (2) ◽  
pp. 3-20
Author(s):  
Tea Baldigara
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Time Series ◽  
Artificial Neural Network ◽  
Artificial Neural Networks ◽  
Percentage Error ◽  
Neural Network Models ◽  
Artificial Neural ◽  
Prognostic Power ◽  
Modelling And Forecasting

The paper investigates the performance and prognostic power of artificial neural network models in modelling and forecasting of time series of seasonal character. Models of artificial neural networks have been applied in modelling and forecasting the monthly total number of employees, the number of employed men and the number of employed women in the activity of providing accommodation services and preparing and serving food and beverages in the Republic of Croatia. The obtained modelling results have been compared with the results obtained by applying some of the traditionally used quantitative models in the analysis of seasonal time series, such as the Holt-Winters model of triple exponential smoothing and the seasonal multiplicative model of exponential trend. The evaluation of the performance and prognostic power of individual models was performed by comparing the average absolute and average absolute percentage error and the correlation coefficient between the actual and estimated values, and the predicted values were compared with the actual values. The evaluation of the obtained results showed that the selected model of acyclic multilayer perceptron is suitable for modelling and forecasting time series of seasonal character. The comparison of prognostic powers and actual and projected values of the number of employees suggests that the designed model of the artificial neural network is very reliable. This indicates that the models of artificial neural networks have great application potentials in the domain of modelling and forecasting of time series of a seasonal character.

scholarly journals Uncertainty encountered when modelling self-excited thermoacoustic oscillations with artificial neural networks

2017 ◽  
Vol 9 (4) ◽  
pp. 367-379 ◽  
Author(s):  
Stefan Jaensch ◽  
Wolfgang Polifke
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Time Series ◽  
Artificial Neural Network ◽  
Artificial Neural Networks ◽  
Cfd Simulation ◽  
Forced Response ◽  
Data Sets ◽  
Artificial Neural ◽  
Thermoacoustic Oscillations

Artificial neural networks are a popular nonlinear model structure and are known to be able to describe complex nonlinear phenomena. This article investigates the capability of artificial neural networks to serve as a basis for deducing nonlinear low-order models of the dynamics of a laminar flame from a Computational Fluid Dynamics (CFD) simulation. The methodology can be interpreted as an extension of the CFD/system identification approach: a CFD simulation of the flame is perturbed with a broadband, high-amplitude signal and the resulting fluctuations of the global heat release rate and of the reference velocity are recorded. Thereafter, an artificial neural network is identified based on the time series collected. Five data sets that differ in amplitude distribution and length were generated for the present study. Based on each of these data sets, a parameter study was conducted by varying the structure of the artificial neural network. A general fit-value criterion is applied and the 10 artificial neural networks with the highest fit values are selected. Comparing of these 10 artificial neural networks allows to obtain information on the uncertainty encountered. It is found that the methodology allows to capture the forced response of the flame reasonably well. The validation against the forced response, however, depends strongly on the forcing signal used. Therefore, an additional validation criterion is investigated. The artificial neural networks are coupled with a thermoacoustic network model. This allows to model self-excited thermoacoustic oscillations. If the training time series are sufficiently long, this coupled model allows to predict the trend of the root mean square values of fluctuations of the global heat release rate. However, the prediction of the maximal value of the fluctuation amplitude is poor. Another drawback found is that even if very long-time series are available, the behaviour of artificial neural networks cannot be guaranteed. It is concluded that more sophisticated nonlinear low-order models are necessary.

scholarly journals Optimal Artificial Neural Network Type Selection Method for Usage in Smart House Systems

Sensors ◽  
2020 ◽  
Vol 21 (1) ◽  
pp. 47
Author(s):  
Vasyl Teslyuk ◽  
Artem Kazarian ◽  
Natalia Kryvinska ◽  
Ivan Tsmots
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Artificial Neural Network ◽  
Artificial Neural Networks ◽  
Input Data ◽  
Optimization Criterion ◽  
Fuzzy Input ◽  
Different Types ◽  
Smart House ◽  
Artificial Neural

In the process of the “smart” house systems work, there is a need to process fuzzy input data. The models based on the artificial neural networks are used to process fuzzy input data from the sensors. However, each artificial neural network has a certain advantage and, with a different accuracy, allows one to process different types of data and generate control signals. To solve this problem, a method of choosing the optimal type of artificial neural network has been proposed. It is based on solving an optimization problem, where the optimization criterion is an error of a certain type of artificial neural network determined to control the corresponding subsystem of a “smart” house. In the process of learning different types of artificial neural networks, the same historical input data are used. The research presents the dependencies between the types of neural networks, the number of inner layers of the artificial neural network, the number of neurons on each inner layer, the error of the settings parameters calculation of the relative expected results.

scholarly journals FEATURES OF DIAGNOSTIC ARTIFICIAL NEURAL NETWORKS FOR HYBRID EXPERT SYSTEMS

2019 ◽  
Vol 26 ◽  
pp. 36-46
Author(s):  
S. KONOVALOV ◽  
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Artificial Neural Network ◽  
Artificial Neural Networks ◽  
Expert Systems ◽  
Technical System ◽  
Bulletin Board ◽  
Confidence Factor ◽  
Complex Technical System ◽  
Artificial Neural

In the proposed article, various methods of constructing an artificial neural network as one of the components of a hybrid expert system for diagnosis were investigated. A review of foreign literature in recent years was conducted, where hybrid expert systems were considered as an integral part of complex technical systems in the field of security. The advantages and disadvantages of artificial neural networks are listed, and the main problems in creating hybrid expert systems for diagnostics are indicated, proving the relevance of further development of artificial neural networks for hybrid expert systems. The approaches to the analysis of natural language sentences, which are used for the work of hybrid expert systems with artificial neural networks, are considered. A bulletin board is shown, its structure and principle of operation are described. The structure of the bulletin board is divided into levels and sublevels. At sublevels, a confidence factor is applied. The dependence of the values of the confidence factor on the fulfillment of a particular condition is shown. The links between the levels and sublevels of the bulletin board are also described. As an artificial neural network architecture, the «key-threshold» model is used, the rule of neuron operation is shown. In addition, an artificial neural network has the property of training, based on the application of the penalty property, which is able to calculate depending on the accident situation. The behavior of a complex technical system, as well as its faulty states, are modeled using a model that describes the structure and behavior of a given system. To optimize the data of a complex technical system, an evolutionary algorithm is used to minimize the objective function. Solutions to the optimization problem consist of Pareto solution vectors. Optimization and training tasks are solved by using the Hopfield network. In general, a hybrid expert system is described using semantic networks, which consist of vertices and edges. The reference model of a complex technical system is stored in the knowledge base and updated during the acquisition of new knowledge. In an emergency, or about its premise, with the help of neural networks, a search is made for the cause and the control action necessary to eliminate the accident. The considered approaches, interacting with each other, can improve the operation of diagnostic artificial neural networks in the case of emergency management, showing more accurate data in a short time. In addition, the use of such a network for analyzing the state of health, as well as forecasting based on diagnostic data using the example of a complex technical system, is presented.

scholarly journals An artificial neural network identifies glyphosate-impacted brackish communities based on 16S rRNA amplicon MiSeq read counts

2019 ◽  
Author(s):  
René Janßen ◽  
Jakob Zabel ◽  
Uwe von Lukas ◽  
Matthias Labrenz
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Artificial Neural Network ◽  
Artificial Neural Networks ◽  
Environmental Monitoring ◽  
Microbial Communities ◽  
List Type ◽  
Neural Net ◽  
Next Generation ◽  
Artificial Neural

AbstractArtificial neural networks can be trained on complex data sets to detect, predict, or model specific aspects. Aim of this study was to train an artificial neural network to support environmental monitoring efforts in case of a contamination event by detecting induced changes towards the microbial communities. The neural net was trained on taxonomic cluster count tables obtained via next-generation amplicon sequencing of water column samples originating from a lab microcosm incubation experiment conducted over 140 days to determine the effects of the herbicide glyphosate on succession within brackish-water microbial communities. Glyphosate-treated assemblages were classified correctly; a subsetting approach identified the clusters primarily responsible for this, permitting the reduction of input features. This study demonstrates the potential of artificial neural networks to predict indicator species in cases of glyphosate contamination. The results could empower the development of environmental monitoring strategies with applications limited to neither glyphosate nor amplicon sequence data.Highlight bullet pointsAn artificial neural net was able to identify glyphosate-affected microbial community assemblages based on next generation sequencing dataDecision-relevant taxonomic clusters can be identified by a stochastically subsetting approachJust a fraction of present clusters is needed for classificationFiltering of input data improves classification

scholarly journals A single layer artificial neural network type architecture with molecular engineered bacteria for reversible and irreversible computing

2021 ◽  
Author(s):  
Kathakali Sarkar ◽  
Deepro Bonnerjee ◽  
Rajkamal Srivastava ◽  
Sangram Bagh
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Artificial Neural Network ◽  
Artificial Neural Networks ◽  
Basic Concept ◽  
Single Layer ◽  
Artificial Neural ◽  
Engineered Bacteria ◽  
Network Type

Here, we adapted the basic concept of artificial neural networks (ANN) and experimentally demonstrate a broadly applicable single layer ANN type architecture with molecular engineered bacteria to perform complex irreversible...

Forecasting Stock Returns with Artificial Neural Networks

2011 ◽  
pp. 47-79 ◽  
Author(s):  
Suraphan Thawornwong ◽  
David Enke
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Artificial Neural Network ◽  
Artificial Neural Networks ◽  
Stock Returns ◽  
Future Research ◽  
Network Architectures ◽  
Network Applications ◽  
Artificial Neural ◽  
Neural Network Applications

During the last few years there has been growing literature on applications of artificial neural networks to business and financial domains. In fact, a great deal of attention has been placed in the area of stock return forecasting. This is due to the fact that once artificial neural network applications are successful, monetary rewards will be substantial. Many studies have reported promising results in successfully applying various types of artificial neural network architectures for predicting stock returns. This chapter reviews and discusses various neural network research methodologies used in 45 journal articles that attempted to forecast stock returns. Modeling techniques and suggestions from the literature are also compiled and addressed. The results show that artificial neural networks are an emerging and promising computational technology that will continue to be a challenging tool for future research.

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