Prediction of air particulate matter in Beijing, China, based on the improved particle swarm optimization algorithm and long short-term memory neural network

2021 ◽  
pp. 1-17
Author(s):  
Shengwei Wang ◽  
Ping Li ◽  
Hao Ji ◽  
Yulin Zhan ◽  
Honghong Li

Intelligent algorithms using deep learning can help learn feature data with nonlinearity and uncertainty, such as time-series particle concentration data. This paper proposes an improved particle swarm optimization (IPSO) algorithm using nonlinear decreasing weights to optimize the hyperparameters, such as the number of hidden layer neurons, learning rate, and maximum number of iterations of the long short-term memory (LSTM) neural network, to predict the time series for air particulate concentration and capture its data dependence. The IPSO algorithm uses nonlinear decreasing weights to make the inertia weights nonlinearly decreasing during the iteration process to improve the convergence speed and capability of finding the global optimization of the PSO. This study addresses the limitations of the traditional method and exhibits accurate predictions. The results of the improved algorithm reveal that the root means square, mean absolute percentage error, and mean absolute error of the IPSO-LSTM model predicted changes in six particle concentrations, which decreased by 1.59% to 5.35%, 0.25% to 3.82%, 7.82% to 13.65%, 0.7% to 3.62%, 0.01% to 3.55%, and 1.06% to 17.21%, respectively, compared with the LSTM and PSO-LSTM models. The IPSO-LSTM prediction model has higher accuracy than the other models, and its accurate prediction model is suitable for regional air quality management and effective control of the adverse effects of air pollution.

2018 ◽  
Vol 232 ◽  
pp. 01024
Author(s):  
Liujia Lv ◽  
Weijian Kong ◽  
Jie Qi ◽  
Jue Zhang

This paper presents an improved long short-term memory (LSTM) neural network based on particle swarm optimization (PSO), which is applied to predict the closing price of the stock. PSO is introduced to optimize the weights of the LSTM neural network, which reduces the prediction error. After preprocessing the historical data of the stock, including opening price, closing price, highest price, lowest price, and daily volume these five attributes, we train the LSTM by employing time series of the historical data. Finally, we apply the proposed LSTM to predict the closing price of the stock in the last two years. Compared with typical algorithms by simulation, we find the LSTM has better performance in reliability and adaptability, and the improved PSO-LSTM algorithm has better accuracy.


2019 ◽  
Vol 41 (15) ◽  
pp. 4462-4471 ◽  
Author(s):  
Xiuyan Peng ◽  
Biao Zhang ◽  
Haiguang Zhou

This paper proposes a prediction method of ship motion attitude with high accuracy based on the long short-term memory neural network. The model parameters should be initialized randomly, resulting in critical decreases of the nonlinear learning ability of current parameter optimization methods. Therefore, a multilayer heterogeneous particle swarm optimization is proposed to optimize the parameters of long short-term memory neural network and applied to the prediction of ship motion. In multilayer heterogeneous particle swarm optimization, this paper proposes the concept of attractors, transforms the speed update equation, enhances the information interaction ability between particles, improves the optimization performance of the particle swarm optimization algorithm, and improves its optimization effect on the parameters of the long short-term memory networks. In the simulations, the measured data were used as input to predict the results of the ship motion. The results showed that the proposed method offers higher learning accuracy, faster convergence speed, and better prediction performance for accurate estimation of ship motion attitude than existing methods.


2021 ◽  
Vol 42 (18) ◽  
pp. 6921-6944
Author(s):  
Yi Chen ◽  
Yi He ◽  
Lifeng Zhang ◽  
Youdong Chen ◽  
Hongyu Pu ◽  
...  

2018 ◽  
Vol 7 (4.15) ◽  
pp. 25 ◽  
Author(s):  
Said Jadid Abdulkadir ◽  
Hitham Alhussian ◽  
Muhammad Nazmi ◽  
Asim A Elsheikh

Forecasting time-series data are imperative especially when planning is required through modelling using uncertain knowledge of future events. Recurrent neural network models have been applied in the industry and outperform standard artificial neural networks in forecasting, but fail in long term time-series forecasting due to the vanishing gradient problem. This study offers a robust solution that can be implemented for long-term forecasting using a special architecture of recurrent neural network known as Long Short Term Memory (LSTM) model to overcome the vanishing gradient problem. LSTM is specially designed to avoid the long-term dependency problem as their default behavior. Empirical analysis is performed using quantitative forecasting metrics and comparative model performance on the forecasted outputs. An evaluation analysis is performed to validate that the LSTM model provides better forecasted outputs on Standard & Poor’s 500 Index (S&P 500) in terms of error metrics as compared to other forecasting models.  


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