scholarly journals Neural network time series prediction based on multilayer perceptron

2019 ◽  
Vol 17 (1) ◽  
pp. 23-34 ◽  
Author(s):  
Oleg Rudenko ◽  
Oleksandr Bezsonov ◽  
Oleksandr Romanyk

Until recently, the statistical approach was the main technique in solving the prediction problem. In the framework of static models, the tasks of forecasting, the identification of hidden periodicity in data, analysis of dependencies, risk assessment in decision making, and others are solved. The general disadvantage of statistical models is the complexity of choosing the type of the model and selecting its parameters. Computing intelligence methods, among which artificial neural networks should be considered at first, can serve as alternative to statistical methods. The ability of the neural network to comprehensively process information follows from their ability to generalize and isolate hidden dependencies between input and output data. Significant advantage of neural networks is that they are capable of learning and generalizing the accumulated knowledge. The article proposes a method of neural networks training in solving the problem of prediction of the time series. Most of the predictive tasks of the time series are characterized by high levels of nonlinearity and non-stationary, noisiness, irregular trends, jumps, abnormal emissions. In these conditions, rigid statistical assumptions about the properties of the time series often limit the possibilities of classical forecasting methods. The alternative methods to statistical methods can be the methods of computational intelligence, which include artificial neural networks. The simulation results confirmed that the proposed method of training the neural network can significantly improve the prediction accuracy of the time series.

Author(s):  
Anna Bakurova ◽  
Olesia Yuskiv ◽  
Dima Shyrokorad ◽  
Anton Riabenko ◽  
Elina Tereschenko

The subject of the research is the methods of constructing and training neural networks as a nonlinear modeling apparatus for solving the problem of predicting the energy consumption of metallurgical enterprises. The purpose of this work is to develop a model for forecasting the consumption of the power system of a metallurgical enterprise and its experimental testing on the data available for research of PJSC "Dneprospetsstal". The following tasks have been solved: analysis of the time series of power consumption; building a model with the help of which data on electricity consumption for a historical period is processed; building the most accurate forecast of the actual amount of electricity for the day ahead; assessment of the forecast quality. Methods used: time series analysis, neural network modeling, short-term forecasting of energy consumption in the metallurgical industry. The results obtained: to develop a model for predicting the energy consumption of a metallurgical enterprise based on artificial neural networks, the MATLAB complex with the Neural Network Toolbox was chosen. When conducting experiments, based on the available statistical data of a metallurgical enterprise, a selection of architectures and algorithms for learning neural networks was carried out. The best results were shown by the feedforward and backpropagation network, architecture with nonlinear autoregressive and learning algorithms: Levenberg-Marquard nonlinear optimization, Bayesian Regularization method and conjugate gradient method. Another approach, deep learning, is also considered, namely the neural network with long short-term memory LSTM and the adam learning algorithm. Such a deep neural network allows you to process large amounts of input information in a short time and build dependencies with uninformative input information. The LSTM network turned out to be the most effective among the considered neural networks, for which the indicator of the maximum prediction error had the minimum value. Conclusions: analysis of forecasting results using the developed models showed that the chosen approach with experimentally selected architectures and learning algorithms meets the necessary requirements for forecast accuracy when developing a forecasting model based on artificial neural networks. The use of models will allow automating high-precision operational hourly forecasting of energy consumption in market conditions. Keywords: energy consumption; forecasting; artificial neural network; time series.


2014 ◽  
Vol 38 (6) ◽  
pp. 1681-1693 ◽  
Author(s):  
Braz Calderano Filho ◽  
Helena Polivanov ◽  
César da Silva Chagas ◽  
Waldir de Carvalho Júnior ◽  
Emílio Velloso Barroso ◽  
...  

Soil information is needed for managing the agricultural environment. The aim of this study was to apply artificial neural networks (ANNs) for the prediction of soil classes using orbital remote sensing products, terrain attributes derived from a digital elevation model and local geology information as data sources. This approach to digital soil mapping was evaluated in an area with a high degree of lithologic diversity in the Serra do Mar. The neural network simulator used in this study was JavaNNS and the backpropagation learning algorithm. For soil class prediction, different combinations of the selected discriminant variables were tested: elevation, declivity, aspect, curvature, curvature plan, curvature profile, topographic index, solar radiation, LS topographic factor, local geology information, and clay mineral indices, iron oxides and the normalized difference vegetation index (NDVI) derived from an image of a Landsat-7 Enhanced Thematic Mapper Plus (ETM+) sensor. With the tested sets, best results were obtained when all discriminant variables were associated with geological information (overall accuracy 93.2 - 95.6 %, Kappa index 0.924 - 0.951, for set 13). Excluding the variable profile curvature (set 12), overall accuracy ranged from 93.9 to 95.4 % and the Kappa index from 0.932 to 0.948. The maps based on the neural network classifier were consistent and similar to conventional soil maps drawn for the study area, although with more spatial details. The results show the potential of ANNs for soil class prediction in mountainous areas with lithological diversity.


Author(s):  
Jason K. Ostanek

In much of the public literature on pin-fin heat transfer, Nusselt number is presented as a function of Reynolds number using a power-law correlation. Power-law correlations typically have an accuracy of 20% while the experimental uncertainty of such measurements is typically between 5% and 10%. Additionally, the use of power-law correlations may require many sets of empirical constants to fully characterize heat transfer for different geometrical arrangements. In the present work, artificial neural networks were used to predict heat transfer as a function of streamwise spacing, spanwise spacing, pin-fin height, Reynolds number, and row position. When predicting experimental heat transfer data, the neural network was able to predict 73% of array-averaged heat transfer data to within 10% accuracy while published power-law correlations predicted 48% of the data to within 10% accuracy. Similarly, the neural network predicted 81% of row-averaged data to within 10% accuracy while 52% of the data was predicted to within 10% accuracy using power-law correlations. The present work shows that first-order heat transfer predictions may be simplified by using a single neural network model rather than combining or interpolating between power-law correlations. Furthermore, the neural network may be expanded to include additional pin-fin features of interest such as fillets, duct rotation, pin shape, pin inclination angle, and more making neural networks expandable and adaptable models for predicting pin-fin heat transfer.


2021 ◽  
Author(s):  
Mikhail Borisov ◽  
Mikhail Krinitskiy

<p>Total cloud score is a characteristic of weather conditions. At the moment, there are algorithms that automatically calculate cloudiness based on a photograph of the sky These algorithms do not know how to find the solar disk, so their work is not absolutely accurate.</p><p>To create an algorithm that solves this data, the data used, obtained as a result of sea research voyages, is used, which is marked up for training the neural network.</p><p>As a result of the work, an algorithm was obtained based on neural networks, based on a photograph of the sky, in order to determine the size and position of the solar disk, other algorithms can be used to work with images of the visible hemisphere of the sky.</p>


Author(s):  
Yunong Zhang ◽  
Ning Tan

Artificial neural networks (ANN), especially with error back-propagation (BP) training algorithms, have been widely investigated and applied in various science and engineering fields. However, the BP algorithms are essentially gradient-based iterative methods, which adjust the neural-network weights to bring the network input/output behavior into a desired mapping by taking a gradient-based descent direction. This kind of iterative neural-network (NN) methods has shown some inherent weaknesses, such as, 1) the possibility of being trapped into local minima, 2) the difficulty in choosing appropriate learning rates, and 3) the inability to design the optimal or smallest NN-structure. To resolve such weaknesses of BP neural networks, we have asked ourselves a special question: Could neural-network weights be determined directly without iterative BP-training? The answer appears to be YES, which is demonstrated in this chapter with three positive but different examples. In other words, a new type of artificial neural networks with linearly-independent or orthogonal activation functions, is being presented, analyzed, simulated and verified by us, of which the neural-network weights and structure could be decided directly and more deterministically as well (in comparison with usual conventional BP neural networks).


Author(s):  
Joarder Kamruzzaman ◽  
Ruhul Sarker

The primary aim of this chapter is to present an overview of the artificial neural network basics and operation, architectures, and the major algorithms used for training the neural network models. As can be seen in subsequent chapters, neural networks have made many useful contributions to solve theoretical and practical problems in finance and manufacturing areas. The secondary aim here is therefore to provide a brief review of artificial neural network applications in finance and manufacturing areas.


2016 ◽  
pp. 89-112
Author(s):  
Pushpendu Kar ◽  
Anusua Das

The recent craze for artificial neural networks has spread its roots towards the development of neuroscience, pattern recognition, machine learning and artificial intelligence. The theoretical neuroscience is basically converging towards the basic concept that the brain acts as a complex and decentralized computer which can perform rigorous calculations in a different approach compared to the conventional digital computers. The motivation behind the study of neural networks is due to their similarity in the structure of the human central nervous system. The elementary processing component of an Artificial Neural Network (ANN) is called as ‘Neuron'. A large number of neurons interconnected with each other mimic the biological neural network and form an ANN. Learning is an inevitable process that can be used to train an ANN. We can only transfer knowledge to the neural network by the learning procedure. This chapter presents the detailed concepts of artificial neural networks in addition to some significant aspects on the present research work.


2015 ◽  
Vol 760 ◽  
pp. 771-776
Author(s):  
Daniel Constantin Anghel ◽  
Nadia Belu

This paper presents the application of Artificial Neural Networks to predict the malfunction probability of the human-machine-environment system, in order to provide some guidance to designers of manufacturing processes. Artificial Neural Networks excel in gathering difficult non-linear relationships between the inputs and outputs of a system. We used, in this work, a feed forward neural network in order to predict the malfunction probability. The neural network is simulated with Matlab. The design experiment presented in this paper was realized at University of Pitesti, at the Faculty of Mechanics and Technology, Technology and Management Department.


2016 ◽  
pp. 117-150
Author(s):  
Esteban Tlelo-Cuautle ◽  
José de Jesús Rangel-Magdaleno ◽  
Luis Gerardo De la Fraga

2008 ◽  
Vol 18 (05) ◽  
pp. 389-403 ◽  
Author(s):  
THOMAS D. JORGENSEN ◽  
BARRY P. HAYNES ◽  
CHARLOTTE C. F. NORLUND

This paper describes a new method for pruning artificial neural networks, using a measure of the neural complexity of the neural network. This measure is used to determine the connections that should be pruned. The measure computes the information-theoretic complexity of a neural network, which is similar to, yet different from previous research on pruning. The method proposed here shows how overly large and complex networks can be reduced in size, whilst retaining learnt behaviour and fitness. The technique proposed here helps to discover a network topology that matches the complexity of the problem it is meant to solve. This novel pruning technique is tested in a robot control domain, simulating a racecar. It is shown, that the proposed pruning method is a significant improvement over the most commonly used pruning method Magnitude Based Pruning. Furthermore, some of the pruned networks prove to be faster learners than the benchmark network that they originate from. This means that this pruning method can also help to unleash hidden potential in a network, because the learning time decreases substantially for a pruned a network, due to the reduction of dimensionality of the network.


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