scholarly journals MODELING THE POVERTY LEVEL IN THE RUSSIAN FEDERATION BASED ON A NEURAL NETWORK APPROACH

Author(s):  
M. Karlova ◽  
E. Ryazanceva

The article raises the question of modeling the level of poverty as one of the most important socio-economic indicators. A review of publications by domestic and foreign scientists-economists proves the relevance of the topic chosen for the study. Today, the time series apparatus acts as one of the popular tools for studying the dynamics of the poverty level and the factors that directly influence it, but classical statistical forecasting methods impose rather strict assumptions on the construction of models. The article discusses the possibility of using automated neural networks of the STATISTICA package for analyzing and forecasting a time series composed of annual data reflecting the dynamics of the poverty level in the Russian Federation over the past 20 years. The study took into account the strengths and weaknesses of the use of the neural network apparatus for predicting socio-economic processes. The construction of economic and mathematical models was carried out by building automated neural networks, custom neural networks and the method of multiple sampling. When choosing the most preferable model, a multidimensional criterion was used. The comparison of the real poverty level with the values obtained using the models is made, the quality assessment of the developed models is calculated, the poverty level forecast for 2021-2022 is constructed.

2014 ◽  
pp. 30-34
Author(s):  
Vladimir Golovko

This paper discusses the neural network approach for computing of Lyapunov spectrum using one dimensional time series from unknown dynamical system. Such an approach is based on the reconstruction of attractor dynamics and applying of multilayer perceptron (MLP) for forecasting the next state of dynamical system from the previous one. It allows for evaluating the Lyapunov spectrum of unknown dynamical system accurately and efficiently only by using one observation. The results of experiments are discussed.


2021 ◽  
Vol 5 (1) ◽  
pp. 46
Author(s):  
Mostafa Abotaleb ◽  
Tatiana Makarovskikh

COVID-19 is one of the biggest challenges that countries face at the present time, as infections and deaths change daily and because this pandemic has a dynamic spread. Our paper considers two tasks. The first one is to develop a system for modeling COVID-19 based on time-series models due to their accuracy in forecasting COVID-19 cases. We developed an “Epidemic. TA” system using R programming for modeling and forecasting COVID-19 cases. This system contains linear (ARIMA and Holt’s model) and non-linear (BATS, TBATS, and SIR) time-series models and neural network auto-regressive models (NNAR), which allows us to obtain the most accurate forecasts of infections, deaths, and vaccination cases. The second task is the implementation of our system to forecast the risk of the third wave of infections in the Russian Federation.


2000 ◽  
Vol 1719 (1) ◽  
pp. 103-111 ◽  
Author(s):  
Satish C. Sharma ◽  
Pawan Lingras ◽  
Guo X. Liu ◽  
Fei Xu

Estimation of the annual average daily traffic (AADT) for low-volume roads is investigated. Artificial neural networks are compared with the traditional factor approach for estimating AADT from short-period traffic counts. Fifty-five automatic traffic recorder (ATR) sites located on low-volume rural roads in Alberta, Canada, are used as study samples. The results of this study indicate that, when a single 48-h count is used for AADT estimation, the factor approach can yield better results than the neural networks if the ATR sites are grouped appropriately and the sample sites are correctly assigned to various ATR groups. Unfortunately, the current recommended practice offers little guidance on how to achieve the assignment accuracy that may be necessary to obtain reliable AADT estimates from a single 48-h count. The neural network approach can be particularly suitable for estimating AADT from two 48-h counts taken at different times during the counting season. In fact, the 95th percentile error values of about 25 percent as obtained in this study for the neural network models compare favorably with the values reported in the literature for low-volume roads using the traditional factor approach. The advantage of the neural network approach is that classification of ATR sites and sample site assignments to ATR groups are not required. The analysis of various groups of low-volume roads presented also leads to a conclusion that, when defining low-volume roads from a traffic monitoring point of view, it is not likely to matter much whether the AADT on the facility is less than 500 vehicles, less than 750 vehicles, or less than 1,000 vehicles.


2004 ◽  
Vol 7 (1) ◽  
pp. 121-138
Author(s):  
Xin J. Ge ◽  
◽  
G. Runeson ◽  

This paper develops a forecasting model of residential property prices for Hong Kong using an artificial neural network approach. Quarterly time-series data are applied for testing and the empirical results suggest that property price index, lagged one period, rental index, and the number of agreements for sales and purchases of units are the major determinants of the residential property price performance in Hong Kong. The results also suggest that the neural network methodology has the ability to learn, generalize, and converge time series.


Author(s):  
Kai-Chun Cheng ◽  
Ray E. Eberts

An Advanced Traveler Information System (ATIS), a key component of Intelligent Vehicle highway Systems (IVHS) in the near future, will help travelers find locations of restaurants, lodging, gas stations, and rest stops. On typical ATIS displays, which are now being incorporated in some advanced vehicles, the choices for these traveler services are presented to the vehicle occupants alphabetically. An experiment was conducted to determine whether individualizing the display through the use of neural networks enhanced performance when choosing restaurants. The neural network ATIS was compared to an ATIS that displayed the most frequently chosen restaurants at the top, one that alphabetized the list of restaurants, and one that randomly displayed the restaurant choices. The time to choose a restaurant was significantly faster for the individualized displays (neural network and frequency) when compared to the nonindividualized displays (alphabetical and random). When the two individualized displays were compared, choice time was significantly faster for the neural network approach.


Author(s):  
Anna Bakurova ◽  
Olesia Yuskiv ◽  
Dima Shyrokorad ◽  
Anton Riabenko ◽  
Elina Tereschenko

The subject of the research is the methods of constructing and training neural networks as a nonlinear modeling apparatus for solving the problem of predicting the energy consumption of metallurgical enterprises. The purpose of this work is to develop a model for forecasting the consumption of the power system of a metallurgical enterprise and its experimental testing on the data available for research of PJSC "Dneprospetsstal". The following tasks have been solved: analysis of the time series of power consumption; building a model with the help of which data on electricity consumption for a historical period is processed; building the most accurate forecast of the actual amount of electricity for the day ahead; assessment of the forecast quality. Methods used: time series analysis, neural network modeling, short-term forecasting of energy consumption in the metallurgical industry. The results obtained: to develop a model for predicting the energy consumption of a metallurgical enterprise based on artificial neural networks, the MATLAB complex with the Neural Network Toolbox was chosen. When conducting experiments, based on the available statistical data of a metallurgical enterprise, a selection of architectures and algorithms for learning neural networks was carried out. The best results were shown by the feedforward and backpropagation network, architecture with nonlinear autoregressive and learning algorithms: Levenberg-Marquard nonlinear optimization, Bayesian Regularization method and conjugate gradient method. Another approach, deep learning, is also considered, namely the neural network with long short-term memory LSTM and the adam learning algorithm. Such a deep neural network allows you to process large amounts of input information in a short time and build dependencies with uninformative input information. The LSTM network turned out to be the most effective among the considered neural networks, for which the indicator of the maximum prediction error had the minimum value. Conclusions: analysis of forecasting results using the developed models showed that the chosen approach with experimentally selected architectures and learning algorithms meets the necessary requirements for forecast accuracy when developing a forecasting model based on artificial neural networks. The use of models will allow automating high-precision operational hourly forecasting of energy consumption in market conditions. Keywords: energy consumption; forecasting; artificial neural network; time series.


Author(s):  
Steven Walczah

Forecasting financial time series with neural networks is problematic. Multiple decisions, each of which affects the performance of the neural network forecasting model, must be made, including which data to use and the size and architecture of the neural network system. While most previous research with neural networks has focused on homogenous models, that is, only using data from the single time series to be forecast, the ever more global nature of the world’s financial markets necessitates the inclusion of more global knowledge into neural network design. This chapter demonstrates how specific markets are at least partially dependent on other global markets and that inclusion of heterogeneous market information will improve neural network forecasting performance over similar homogeneous models by as much as 12 percent (i.e., moving from a near 51% prediction accuracy for the direction of the market index change to a 63% accuracy of predicting the direction of the market index change).


1992 ◽  
Vol 02 (04) ◽  
pp. 989-996 ◽  
Author(s):  
JOSE C. PRINCIPE ◽  
ALOK RATHIE ◽  
JYH-MING KUO

This paper deals with the role of neural-network based prediction for the modeling of nonlinear dynamical systems. We show experimentally that the backpropagation learning rule to train neural networks and the prediction error, so widely utilized in teaching and comparing nonlinear predictors, do not consistently indicate that the neural network based model has indeed captured the dynamics of the system that produced the time series. Frequently, but not always, the neural network when used as an autonomous system in a feedback configuration was able to generate a time series that has dynamical invariants similar to the original time series. We show that the estimation of the dynamical invariants (correlation dimension, largest Lyapunov exponent) of the predicted and original time series are an appropriate tool to validate the predictive model.


2018 ◽  
Author(s):  
Nina Håkansson ◽  
Claudia Adok ◽  
Anke Thoss ◽  
Ronald Scheirer ◽  
Sara Hörnquist

Abstract. Cloud top height retrieval from imager instruments is important for Nowcasting and for satellite climate data records. A neural network approach for cloud top height retrieval from the imager instrument MODIS is presented. The neural networks are trained using cloud top layer pressure data from the CALIOP dataset. Results are compared with two operational reference algorithms for cloud top height: the MODIS Collection 6 level 2 height product and the cloud top temperature and height algorithm (CTTH) in the 2014 version of the NWCSAF Polar Platform System (PPS-v2014). All three techniques are evaluated using both CALIOP and CPR (CloudSat) height. Instruments like AVHRR and VIIRS contain fewer channels useful for cloud top height retrievals than MODIS, therefore several different neural networks are investigated to test how infrared channel selection influences retrieval performance. Also a network with only channels available for the AVHRR1 instrument is trained and evaluated. To examine the contribution of different variables, networks with fewer variables are trained. It is shown that variables containing imager information for neighbouring pixels are very important. Overall results for the neural network height retrievals are very promising. The neural networks using the brightness temperatures at 11 μm and 12 μm show at least 33 % (or 627 m) lower mean absolute error (MAE) compared to the two operational reference algorithms when validating with CALIOP height. Validation with CPR (CloudSat) height gives at least 25 % (or 433 m) reduction of MAE. For the network trained with a channel combination available for AVHRR1, the MAE is at least 542 m better when validated with CALIOP and 414 m when validated with CPR (CloudSat) compared to the two operational reference algorithms. The NWCSAF PPS-2018 release will contain a neural network based cloud height algorithm.


2021 ◽  
Author(s):  
Eduard Dadyan

Abstract For analysis tasks, time counts are of interest – values recorded at some, usually equidistant, points in time. The calculation can be performed at various intervals: after a minute, an hour, a day, a week, a month, or a year, depending on how much detail the process should be analyzed. In time series analysis problems, we deal with discrete-time, when each observation of a parameter forms a time frame. The same can be said about the behavior of Covid-19 over time.In this paper, we solve the problem of predicting Covid-19 diseases in the world using neural networks. This approach is useful when it is necessary to overcome difficulties related to non-stationarity, incompleteness, unknown distribution of data, or when statistical methods are not completely satisfactory. The problem of forecasting is solved with the help of the analytical platform Deductor Studio, developed by specialists of the company Intersoft Lab of the Russian Federation. When solving this problem, appropriate methods were used to clean the data from noise and anomalies, which ensured the quality of building a predictive model and obtaining forecast values for tens of days ahead. The principle of time series forecasting was also demonstrated: import, seasonal detection, cleaning, smoothing, building a predictive model, and predicting Covid-19 diseases in the world using neural technologies for 30 days ahead.


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