scholarly journals Forecasting of Photovoltaic Power by Means of Non-Linear Auto-Regressive Exogenous Artificial Neural Network and Time Series Analysis

Electronics ◽  
2021 ◽  
Vol 10 (16) ◽  
pp. 1953
Author(s):  
Mohamed Louzazni ◽  
Heba Mosalam ◽  
Daniel Tudor Cotfas
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Time Series Analysis ◽  
State Space Model ◽  
Weather Conditions ◽  
Gradient Algorithm ◽  
Dynamic State ◽  
Series Analysis ◽  
Marquardt Algorithm ◽  
Narx Model

In this research paper, a nonlinear autoregressive with exogenous input (NARX) model of the nonlinear system based on neural network and time series analysis is proposed to deal with the one-month forecast of the produced power from photovoltaic modules (PVM). The PVM is a monocrystalline cell with a rated production of 175 watts that is placed at Heliopolis University, Bilbéis city, Egypt. The NARX model is considered powerful enough to emulate the nonlinear dynamic state-space model. It is extensively performed to resolve a variety of problems and is mainly important in complex process control. Moreover, the NARX method is selected because of its quick learning and completion times, as well as high appropriateness, and is distinguished by advantageous dynamics and interference resistance. The neural network (NN) is trained and optimized with three algorithms, the Levenberg–Marquardt Algorithm (NARX-LMA), the Bayesian Regularization Algorithm (NARX-BRA) and the Scaled Conjugate Gradient Algorithm (NARX-SCGA), to attain the best performance. The forecasted results using the NARX method based on the three algorithms are compared with experimentally measured data. The NARX-LMA, NARX-BRA and NARX-SCGA models are validated using statistical criteria. In general, weather conditions have a significant impact on the execution and quality of the results.

Pre-treating GNSS time series using a recurrent neural network to improve the automated detection of jump discontinuities

2021 ◽  
Author(s):  
Luca Tavasci ◽  
Pasquale Cascarano ◽  
Stefano Gandolfi
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Time Series Analysis ◽  
Ad Hoc ◽  
Short Term Memory ◽  
Learning Approaches ◽  
Jump Detection ◽  
Series Analysis ◽  
Jump Discontinuities ◽  
Gnss Time Series

<p>Ground motion monitoring is one of the main goals in the geoscientist community and at the time it is mainly performed by analyzing time series of data. Our capability of describing the most significant features characterizing the time evolution of a point-position is affected by the presence of undetected discontinuities in the time series. One of the most critical aspects in the automated time series analysis, which is quite necessary since the amount of data is increasing more and more, is still the detection of discontinuities and in particular the definition of their epoch. A number of algorithms have already been developed and proposed to the community in the last years, following different statistical approaches and different hypotheses on the coordinates behavior. In this work, we have chosen to analyze GNSS time series and to use an already published algorithm (STARS) for jump detection as a benchmark to test our approach, consisting of pre-treating the time series to be analyzed using a neural network. In particular, we chose a Long Short Term Memory (LSTM) neural network belonging to the class of the Recurrent Neural Networks (RNNs), ad hoc modified for the GNSS time series analysis. We focused both on the training algorithm and the testing one. The latter has been the object of a parametric test to find out the number of predicted data that mostly emphasize our capability of detecting jump discontinuities. Results will be presented considering several GNSS time series of daily positions. Finally, a discussion on the possible integration of machine learning approaches and classical deterministic approaches will be done.</p>

A Time Series Analysis and Neural Network Based Scheme for Fault Diagnosis of Transformers

2015 ◽  
Vol 742 ◽  
pp. 412-418
Author(s):  
Jian Jun Zhang ◽  
Ye Xin Song ◽  
Yong Qu
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Fault Diagnosis ◽  
Time Series Analysis ◽  
Bp Neural Network ◽  
Back Propagation ◽  
Characteristic Parameters ◽  
Series Analysis ◽  
Diagnosis Accuracy ◽  
Artificial Neural Network Ann

This research presents a time series analysis and artificial neural network (ANN)-based scheme for fault diagnosis of power transformers, which extracts the characteristic parameters of the faults of the transformer from the results of time series analysis and bases on this basis establishes the corresponding back propagation (BP) neural network to detect the transformer operating faults. The simulation experimental results show that as compared to the related works, the proposed approach effectively integrates the superiority of time series analysis and BP neural network and thus can greatly improve the diagnosis accuracy and reliability.

scholarly journals Forecasting variance of NiftyIT index with RNN and DNN

2022 ◽  
Vol 2161 (1) ◽  
pp. 012005
Author(s):  
C R Karthik ◽  
Raghunandan ◽  
B Ashwath Rao ◽  
N V Subba Reddy
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Time Series Analysis ◽  
Short Term Memory ◽  
Stock Exchange ◽  
Network Models ◽  
Training Data ◽  
Complex Data ◽  
Neural Network Models ◽  
Series Analysis

Abstract A time series is an order of observations engaged serially in time. The prime objective of time series analysis is to build mathematical models that provide reasonable descriptions from training data. The goal of time series analysis is to forecast the forthcoming values of a series based on the history of the same series. Forecasting of stock markets is a thought-provoking problem because of the number of possible variables as well as volatile noise that may contribute to the prices of the stock. However, the capability to analyze stock market leanings could be vital to investors, traders and researchers, hence has been of continued interest. Plentiful arithmetical and machine learning practices have been discovered for stock analysis and forecasting/prediction. In this paper, we perform a comparative study on two very capable artificial neural network models i) Deep Neural Network (DNN) and ii) Long Short-Term Memory (LSTM) a type of recurrent neural network (RNN) in predicting the daily variance of NIFTYIT in BSE (Bombay Stock Exchange) and NSE (National Stock Exchange) markets. DNN was chosen due to its capability to handle complex data with substantial performance and better generalization without being saturated. LSTM model was decided, as it contains intermediary memory which can hold the historic patterns and occurrence of the next prediction depends on the values that preceded it. With both networks, measures were taken to reduce overfitting. Daily predictions of the NIFTYIT index were made to test the generalizability of the models. Both networks performed well at making daily predictions, and both generalized admirably to make daily predictions of the NiftyIT data. The LSTM-RNN outpaced the DNN in terms of forecasting and thus, grips more potential for making longer-term estimates.

Time series analysis and long short-term memory neural network to predict landslide displacement

Landslides ◽  
2019 ◽  
Vol 16 (4) ◽  
pp. 677-694 ◽  
Author(s):  
Beibei Yang ◽  
Kunlong Yin ◽  
Suzanne Lacasse ◽  
Zhongqiang Liu
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Time Series Analysis ◽  
Short Term Memory ◽  
Short Term ◽  
Term Memory ◽  
Series Analysis ◽  
Long Short Term Memory
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