scholarly journals Forecasting stock index based on hybrid artificial neural network models

2019 ◽  
Vol 3 (1) ◽  
pp. 52-57
Author(s):  
Ta Quoc Bao ◽  
Le Nhat Tan ◽  
Le Thi Thanh An ◽  
Bui Thi Thien My
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Artificial Neural Network ◽  
Hybrid Model ◽  
Arima Model ◽  
Network Models ◽  
Stock Index ◽  
Ann Model ◽  
Neural Network Models ◽  
Artificial Neural

Forecasting stock index is a crucial financial problem which is recently received a lot of interests in the field of artificial intelligence. In this paper we are going to study some hybrid artificial neural network models. As main result, we show that hybrid models offer us effective tools to forecast stock index accurately. Within this study, we have analyzed the performance of classical models such as Autoregressive Integrated Moving Average (ARIMA), Artificial Neural Network (ANN) model and the Hybrid model, in connection with real data coming from Vietnam Index (VNINDEX). Based on some previous foreign data sets, for most of the complex time series, the novel hybrid models have a good performance comparing to individual models like ARIMA and ANN. Regarding Vietnamese stock market, our results also show that the Hybrid model gives much better forecasting accuracy compared with ARIMA and ANN models. Specifically, our results tell that the Hybrid combination model delivers smaller Root Mean Square Error (RMSE) and Mean Absolute Error (MAE) than ARIMA and ANN models. The fitting curves demonstrate that the Hybrid model produces closer trend so better describing the actual data. Via our study with Vietnam Index, it is confirmed that the characteristics of ARIMA model are more suitable for linear time series while ANN model is good to work with nonlinear time series. The Hybrid model takes into account both of these features, so it could be employed in case of more generalized time series. As the financial market is increasingly complex, the time series corresponding to stock indexes naturally consist of linear and non-linear components. Because of these characteristic, the Hybrid ARIMA model with ANN produces better prediction and estimation than other traditional models.  

scholarly journals Forecasting Rice Production of Bangladesh Using ARIMA and Artificial Neural Network Models

2020 ◽  
Vol 68 (2) ◽  
pp. 143-147
Author(s):  
Abira Sultana ◽  
Murshida Khanam
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
Time Series Data ◽  
Arima Model ◽  
Rice Production ◽  
Series Data ◽  
Ann Model ◽  
Neural Network Models ◽  
Artificial Neural ◽  
Estimated Error

Forecasting behavior of Econometric and Machine Learning models has recently attracted much attention in the research sector. In this study an attempt has been made to compare the forecasting behavior of Autoregressive Integrated Moving Average (ARIMA) and Artificial Neural Network (ANN) using univariate time series data of annual rice production (1972 to 2013) of Bangladesh. Here, suitable ARIMA has been chosen from several selected ARIMA models with the help of AIC and BIC values. A simple ANN model using backpropagation algorithm with appropriate number of nodes or neurons in a single hidden layer, adjustable threshold value and learning rate, has been constructed. Based on the RMSE, MAE and MAPE values, the results showed that the estimated error of ANN is much higher than the estimated error of chosen ARIMA. So, according to this study, it can be said that the ARIMA model is better than ANN model for forecasting the rice production in Bangladesh. Dhaka Univ. J. Sci. 68(2): 143-147, 2020 (July)

COMPARISON OF PRODUCT QUALITY ESTIMATION OF PROPYLENE POLYMERIZATION IN LOOP REACTORS USING ARTIFICIAL NEURAL NETWORK MODELS

2016 ◽  
Vol 78 (6-13) ◽  
Author(s):  
Nur Fazirah Jumari ◽  
Khairiyah Mohd-Yusof
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
Network Models ◽  
Melt Flow Index ◽  
Propylene Polymerization ◽  
Flow Index ◽  
Ann Model ◽  
Neural Network Models ◽  
Artificial Neural ◽  
Artificial Neural Network Ann

One of the major challenges in polymerization industry is the lack of online instruments to measure polymer end-used properties such as xylene soluble, particle size distribution and melt flow index (MFI). As an alternative to the online instruments and conventional laboratory tests, these properties can be estimated using model based-soft sensor. This paper presents models for soft sensors to measure MFI in industrial polypropylene loop reactors using artificial neural network (ANN) model, serial hybrid neural network (HNN) model and stacked neural network (SNN) model. All models were developed and simulated in MATLAB. The simulation results of the MFI based on the ANN, HNN, and SNN models were compared and analyzed.  The MFI was divided into three grades, which are A (10-12g/10 min), B (12-14g/10 min) and C (14-16 g/10 min). The HNN model is the best model in predicting all range of MFI with the lowest root mean square error (RMSE) value, 0.010848, followed by ANN model (RMSE=0.019366) and SNN model (RMSE=0.059132). The SNN model is the best model when tested with each grade of the MFI. It has shown lowest RMSE value for each type of MFI (0.012072 for MFI A, 0.017527 for MFI B and 0.015287 for MFI C), compared to HNN model (0.014916 for MFI A, 0.041402 for MFI B and 0.046437 for MFI C) and ANN model (0.015156 for MFI A, 0.076682 for MFI B, and 0.037862 for MFI C).

Geometry Optimization of Cylindrical Flaps of Oscillating Wave Surge Converters Using Artificial Neural Network Models

2019 ◽  
Author(s):  
Chen-Chou Lin ◽  
Yi-Chih Chow ◽  
Yu-Yu Huang
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
Geometry Optimization ◽  
Network Models ◽  
Upper And Lower Bounds ◽  
Design Parameters ◽  
Ann Model ◽  
Neural Network Models ◽  
Wave Condition ◽  
Artificial Neural

Abstract This paper presents an optimization algorithm based on the Artificial Neural Network (ANN) to determine the optimal shape, size, and density for the cylindrical flap of the Bottom-Hinged Oscillating Wave Surge Converter (BH-OWSC) that can extract maximal wave power under a given wave condition. Eight parameters are selected, and their upper and lower bounds are set at the initial stage, and then 64 cases with different combinatorial parametric settings are generated by the Design of Experiment process. The 64 cases are then fed into FLOW-3D to simulate the operations of the BH-OWSC under the given wave condition for calculating the capture factor, establishing a database for subsequent ANN data training purpose. To search the maximal capture factor in the specific range of the flap models, we fed 107 random models with various levels of design parameters into the ANN model, which adopts the backpropagation architecture and one hidden layer with ten neuron cells. After three complete random searches, and by simulating the ANN-derived flap’s geometry using FLOW-3D, the result shows that a maximal capture factor of 1.824 can be obtained. The major geometric features of the flap with maximal capture factor are (1) the cylinder axis of the flap inclines to the opposite direction of incident wave propagation, (2) the cylinder’s sectional diameters are about the same size, and (3) the smaller flap density the better power capturing performance.

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