scholarly journals Nonparametric Conditional Heteroscedastic Hourly Probabilistic Forecasting of Solar Radiation

J ◽  
2018 ◽  
Vol 1 (1) ◽  
pp. 174-191 ◽  
Author(s):  
John Boland ◽  
Adrian Grantham

We develop a new probabilistic forecasting method for global horizontal irradiation (GHI) by extending our previous bootstrap method to a case of an exponentially decaying heteroscedastic model for tracking dynamics in solar radiance. Our previous method catered for the global systematic variation in variance of solar radiation, whereas our new method also caters for the local variation in variance. We test the performance of our new probabilistic forecasting method against our old probabilistic forecasting method at three locations: Adelaide, Darwin, and Mildura. These locations are chosen to represent three distinct climates. The prediction interval coverage probability, prediction interval normalized averaged width and Winkler score results from our new probabilistic forecasting method are encouraging. Our new method performs better than our previous method at Adelaide and Mildura; regions with a higher proportion of clear-sky days, whereas our previous method performs better than our new method at Darwin; a region with a lower proportion of clear-sky days. These results suggest that the ideal probabilistic forecasting method might be climate specific.

2012 ◽  
Vol 170-173 ◽  
pp. 2924-2928
Author(s):  
Sheng Biao Chen ◽  
Yun Zhi Tan

In order to measure the water drainage volume in soil mechanical tests accurately, it develop a new method which is based on principles of optics. And from both physical and mathematic aspects, it deduces the mathematic relationship between micro change in displacement and the increment projected on screen. The result shows that total reflection condition is better than refraction condition. What’s more, the screen could show the water volume micro variation clearly, so it can improve the accuracy of measurement.


2015 ◽  
Vol 14 (11) ◽  
pp. 2007-2013 ◽  
Author(s):  
Nadia Diovisalvi ◽  
Armando M. Rennella ◽  
Horacio E. Zagarese

A schematic representation of the seasonal cycle of rotifer in L. Chascomús. In this figure the relative abundances of the three dominant rotifer species are expressed as fractions of the estimated clear-sky mean daily incident solar radiation.


Author(s):  
Nino Antulov-Fantulin ◽  
Tian Guo ◽  
Fabrizio Lillo

AbstractWe study the problem of the intraday short-term volume forecasting in cryptocurrency multi-markets. The predictions are built by using transaction and order book data from different markets where the exchange takes place. Methodologically, we propose a temporal mixture ensemble, capable of adaptively exploiting, for the forecasting, different sources of data and providing a volume point estimate, as well as its uncertainty. We provide evidence of the clear outperformance of our model with respect to econometric models. Moreover our model performs slightly better than Gradient Boosting Machine while having a much clearer interpretability of the results. Finally, we show that the above results are robust also when restricting the prediction analysis to each volume quartile.


Author(s):  
Sathya Prasad Mangalaramanan

Abstract An accompanying paper provides the theoretical underpinnings of a new method to determine statically admissible stress distributions in a structure, called Bounded elastic moduli multiplier technique (BEMMT). It has been shown that, for textbook cases such as thick cylinder, beam, etc., the proposed method offers statically admissible stress distributions better than the power law and closer to elastic-plastic solutions. This paper offers several examples to demonstrate the robustness of this method. Upper and lower bound limit loads are calculated using iterative elastic analyses using both power law and BEMMT. These results are compared with the ones obtained from elastic-plastic FEA. Consistently BEMMT has outperformed power law when it comes to estimating lower bound limit loads.


2014 ◽  
Vol 48 ◽  
pp. 1617-1626 ◽  
Author(s):  
Theresa Mieslinger ◽  
Felix Ament ◽  
Kaushal Chhatbar ◽  
Richard Meyer

1988 ◽  
Vol 66 (1) ◽  
pp. 174-177 ◽  
Author(s):  
E. Haddad ◽  
L. Zikovsky

A new method for the determination of Sr-90 dissolved in surface waters has been developed. It is based on the precipitation of Sr with 8-hydroxyquinoline at pH 11.3 and counting of β particles with energy above 150 keV. The detection limit obtained is 0.5 mBq/L and the mean yield is 28%. The decontamination factors from other β emitters achieved are better than 10 000. This method has been used to measure the Sr-90 in 5 lakes and 5 rivers in Québec and activities ranging from 3 to 15 mBq/L were obtained. This new method is as efficient and reliable as conventional techniques while being less tedious.


2018 ◽  
Vol 204 ◽  
pp. 01004 ◽  
Author(s):  
Wildanul Isnaini ◽  
Andi Sudiarso

ED Aluminium is the biggest Small and Medium Enterprises (SMEs) in Daerah Istimewa Yogyakarta (DIY) with 90 number of workers and 1,5 ton ingot capacity for production (Isnaini, 2014). Inventory data in December 2015 indicates that some products are overstocked (9%) and stockout (83%). This condition can happend because that SMEs still using intuition to predict the number of demand. Inventory fluctuation causes the inventory cost increases while overstock happend and lost the opportunity cost during stockout. To avoid overstock and stockout, the determination of demand with exact method is needed and one of them can be solved by forecasting method. This study aims to find the best forecasting methods of demand in 2015 using causal, time series, and combined causal-time series approces that better than the actual condition. The results of this research is the best forecasting method used to predict the number of sales in January-November 2015, that are SARIMA (3,1,1)(0,1,1)12 for WB, SARIMA (1,1,1)(1,0,1)6 for WSD, SARIMA (1,1,1)(1,1,0)6 for DE, SARIMA (2,1,1)(1,1,0)6 for PE, and SARIMA (2,1,3)(0,1,0)12 for PT.


2020 ◽  
Vol 3 (1) ◽  
pp. 155
Author(s):  
Andree Sugiyanto ◽  
Onnyxiforus Gondokusumo

In the world of construction, control is needed at the implementation stage, which is prediction or forecasting duration project schedule. Estimated project schedule is an important part for project management making decisions that affect the future of the project. Forecasting method commonly used by practitioners in this case the construction project contractor in evaluating prediction of duration is deterministic forecasting method Earned Value Method (EVM), Earned Schedule Method (ESM). Kalman Filter Earned Value Method (KEVM) as probabilistic forecasting method is carried out to produce more accurate predictive value. The purpose of this study to compare the accuracy of three methods. This research was conducted by calculating duration of the project from EVM, ESM, and KEVM on maintenance and reconstruction projects of Jakarta-Cikampek and Jakarta-Tangerang toll roads. The data used from the project control data S-curve. The control data is processed with EVM, ESM, KEVM to determine the comparison between three methods of predicting duration. Prediction results of three methods were tested with Mean Absolute Percentage Error (MAPE). The results of this study indicate that KEVM can reduce errors after Kalman Filter is performed on estimated duration using EVM. ESM duration prediction yields the smallest MAPE value of the three methods. AbstrakDalam dunia pembangunan konstruksi dibutuhkan pengendalian pada tahap pelaksanaan yaitu prediksi atau peramalan durasi jadwal proyek. Perkiraan jadwal proyek adalah bagian penting untuk manajemen proyek membuat keputusan yang mempengaruhi masa depan proyek. Metode peramalan yang umum digunakan para praktisi dalam hal ini kontraktor proyek konstruksi dalam mengevaluasi prediksi durasi adalah metode peramalan deterministik Earned Value Method (EVM), Earned Schedule Method (ESM). Kalman Filter Earned Value Method (KEVM) sebagai metode peramalan probabilistik dilakukan untuk menghasilkan nilai prediksi yang lebih akurat. Tujuan penelitian ini membandingkan akurasi dari ketiga metode. Penelitian ini dilakukan dengan menghitung durasi proyek dari EVM, ESM, dan KEVM pada proyek pemeliharaan dan rekonstruksi jalan tol Jakarta – Cikampek dan Jakarta – Tangerang. Data yang digunakan dari proyek tersebut adalah data-data pengendalian berupa kurva S. Data pengendalian tersebut diolah dengan EVM, ESM, KEVM untuk mengetahui perbandingan antara ketiga metode prediksi durasi tersebut. Hasil prediksi dari ketiga metode diuji dengan Mean Absolute Percentage Error (MAPE). Hasil dari penelitian ini menunjukkan bahwa KEVM dapat mengurangi kesalahan setelah dilakukan Kalman Filter pada perkiraan durasi menggunakan Earned Value Method. Prediksi durasi ESM menghasilkan nilai MAPE yang paling kecil dari ketiga metode.


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