scholarly journals Research on a Novel Hybrid Decomposition–Ensemble Learning Paradigm Based on VMD and IWOA for PM2.5 Forecasting

2021 ◽  
Vol 18 (3) ◽  
pp. 1024
Author(s):  
Hengliang Guo ◽  
Yanling Guo ◽  
Wenyu Zhang ◽  
Xiaohui He ◽  
Zongxi Qu
Keyword(s):  
Ensemble Learning ◽  
Environmental Data ◽  
Forecasting Model ◽  
Test Cases ◽  
Learning Paradigm ◽  
Forecasting Methods ◽  
Mode Decomposition ◽  
Whale Optimization ◽  
Weight Coefficients ◽  
Hybrid Decomposition

The non-stationarity, nonlinearity and complexity of the PM2.5 series have caused difficulties in PM2.5 prediction. To improve prediction accuracy, many forecasting methods have been developed. However, these methods usually do not consider the importance of data preprocessing and have limitations only using a single forecasting model. Therefore, this paper proposed a new hybrid decomposition–ensemble learning paradigm based on variation mode decomposition (VMD) and improved whale-optimization algorithm (IWOA) to address complex nonlinear environmental data. First, the VMD is employed to decompose the PM2.5 sequences into a set of variational modes (VMs) with different frequencies. Then, an ensemble method based on four individual forecasting approaches is applied to forecast all the VMs. With regard to ensemble weight coefficients, the IWOA is applied to optimize the weight coefficients, and the final forecasting results were obtained by reconstructing the refined sequences. To verify and validate the proposed learning paradigm, four daily PM2.5 datasets collected from the Jing-Jin-Ji area of China are chosen as the test cases to conduct the empirical research. The experimental results indicated that the proposed learning paradigm has the best results in all cases and metrics.

Research and application of a novel hybrid decomposition-ensemble learning paradigm with error correction for daily PM 10 forecasting

2018 ◽  
Vol 201 ◽  
pp. 34-45 ◽  
Author(s):  
Hongyuan Luo ◽  
Deyun Wang ◽  
Chenqiang Yue ◽  
Yanling Liu ◽  
Haixiang Guo
Keyword(s):  
Error Correction ◽  
Ensemble Learning ◽  
Learning Paradigm ◽  
Pm 10 ◽  
Hybrid Decomposition

scholarly journals Multi-Step-Ahead Carbon Price Forecasting Based on Variational Mode Decomposition and Fast Multi-Output Relevance Vector Regression Optimized by the Multi-Objective Whale Optimization Algorithm

Energies ◽  
2019 ◽  
Vol 12 (1) ◽  
pp. 147 ◽  
Author(s):  
Shenghua Xiong ◽  
Chunfeng Wang ◽  
Zhenming Fang ◽  
Dan Ma
Keyword(s):  
Optimization Algorithm ◽  
Carbon Price ◽  
Forecasting Model ◽  
Price Forecasting ◽  
Variational Mode Decomposition ◽  
Forecasting Accuracy ◽  
Mode Decomposition ◽  
Whale Optimization ◽  
Relevance Vector Regression ◽  
Accuracy And Stability

The accurate and stable forecasting of carbon prices is vital for governors to make policies and essential for market participants to make investment decisions, which is important for promoting the development of carbon markets and reducing carbon emissions in China. However, it is challenging to improve the carbon price forecasting accuracy due to its non-linearity and non-stationary characteristics, especially in multi-step-ahead forecasting. In this paper, a hybrid multi-step-ahead forecasting model based on variational mode decomposition (VMD), fast multi-output relevance vector regression (FMRVR), and the multi-objective whale optimization algorithm (MOWOA) is proposed. VMD is employed to extract the primary mode for the carbon price. Then, FMRVR, which is used as the forecasting module, is built on the preprocessed data. To achieve high accuracy and stability, the MOWOA is utilized to optimize the kernel parameter and input the lag of the FMRVR. The proposed hybrid forecasting model is applied to carbon price series from three major regional carbon emission exchanges in China. Results show that the proposed VMD-FMRVR-MOWOA model achieves better performance compared to several other multi-output models in terms of forecasting accuracy and stability. The proposed model can be a potential and effective technique for multi-step-ahead carbon price forecasting in China’s three major regional emission exchanges.

A Novel CEEMD-Based EELM Ensemble Learning Paradigm for Crude Oil Price Forecasting

2015 ◽  
Vol 14 (01) ◽  
pp. 141-169 ◽  
Author(s):  
Ling Tang ◽  
Wei Dai ◽  
Lean Yu ◽  
Shouyang Wang
Keyword(s):  
Crude Oil ◽  
Empirical Mode Decomposition ◽  
Ensemble Learning ◽  
Prediction Accuracy ◽  
Oil Price ◽  
Series Data ◽  
The Novel ◽  
Crude Oil Price ◽  
Learning Paradigm ◽  
Mode Decomposition

To enhance the prediction accuracy for crude oil price, a novel ensemble learning paradigm coupling complementary ensemble empirical mode decomposition (CEEMD) and extended extreme learning machine (EELM) is proposed. This novel method is actually an improved model under the effective "decomposition and ensemble" framework, especially for nonlinear, complex, and irregular data. In this proposed method, CEEMD, a current extension from the competitive decomposition family of empirical mode decomposition (EMD), is first applied to divide the original data (i.e., difficult task) into a number of components (i.e., relatively easy subtasks). Then, EELM, a recently developed, powerful, fast and stable intelligent learning technique, is implemented to predict all extracted components individually. Finally, these predicted results are aggregated into an ensemble result as the final prediction using simple addition ensemble method. With the crude oil spot prices of WTI and Brent as sample data, the empirical results demonstrate that the novel CEEMD-based EELM ensemble model statistically outperforms all listed benchmarks (including typical forecasting techniques and similar ensemble models with other decomposition and ensemble tools) in prediction accuracy. The results also indicate that the novel model can be used as a promising forecasting tool for complicated time series data with high volatility and irregularity.

A novel hybrid ensemble learning paradigm for nuclear energy consumption forecasting

2012 ◽  
Vol 93 ◽  
pp. 432-443 ◽  
Author(s):  
Ling Tang ◽  
Lean Yu ◽  
Shuai Wang ◽  
Jianping Li ◽  
Shouyang Wang
Keyword(s):  
Energy Consumption ◽  
Ensemble Learning ◽  
Nuclear Energy ◽  
Learning Paradigm

Implementation of Genetic-Algorithm-Based Forecasting Model to Power System Problems

2018 ◽  
pp. 140-155
Author(s):  
Sajad Madadi ◽  
Morteza Nazari-Heris ◽  
Behnam Mohammadi-Ivatloo ◽  
Sajjad Tohidi
Keyword(s):  
Genetic Algorithm ◽  
Mathematical Model ◽  
Power System ◽  
Load Forecasting ◽  
Wind Farms ◽  
Optimization Method ◽  
Forecasting Model ◽  
Renewable Generation ◽  
Forecasting Methods ◽  
Pool Market

Power system includes many types of markets. Such markets are generally cleared at certain times, whereas market participators have to determine their operational plans before meeting the actual conditions. Therefore, forecasting methods can assist market players. Forecasting methods are applied to forecast electricity demand. The unknown conditions in the power system are increased by integration of renewable generation units. Forecasting methods, which are used for the load forecasting, are updated because the output power of renewable generation units such as wind farms and photovoltaic (PV) panels have more deviation than power demand. The pool market can be introduced as other parameter that is forecasted by market players. In this chapter, the authors investigate a mathematical model for forecasting of wind. Then, the forecasting model is proposed. Genetic algorithm is applied as an optimization method to handle delay associated with wind forecasting.

A Confidence-Based RBF Neural Network Ensemble Learning Paradigm with Application to Delinquent Prediction for Credit Risk Management

2010 ◽  
pp. 105-117
Author(s):  
Lean Yu ◽  
Shouyang Wang
Keyword(s):  
Neural Network ◽  
Risk Management ◽  
Credit Risk ◽  
Ensemble Learning ◽  
Rbf Neural Network ◽  
Network Models ◽  
Neural Network Ensemble ◽  
Credit Risk Management ◽  
Learning Paradigm ◽  
Neural Network Models

In this study, a multistage confidence-based radial basis function (RBF) neural network ensemble learning model is proposed to design a reliable delinquent prediction system for credit risk management. In the first stage, a bagging sampling approach is used to generate different training datasets. In the second stage, the RBF neural network models are trained using various training datasets from the previous stage. In the third stage, the trained RBF neural network models are applied to the testing dataset and some prediction results and confidence values can be obtained. In the fourth stage, the confidence values are scaled into a unit interval by logistic transformation. In the final stage, the multiple different RBF neural network models are fused to obtain the final prediction results by means of confidence measure. For illustration purpose, two publicly available credit datasets are used to verify the effectiveness of the proposed confidence-based RBF neural network ensemble learning paradigm.

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