RESEARCH ON STOCK PORTFOLIO BASED ON TIME SERIES PREDICTION AND MULTI-OBJECTIVE OPTIMIZATION

2021 ◽  
Vol 10 (3) ◽  
pp. 1509-1528
Author(s):  
G. Zandi ◽  
R. Torabi ◽  
M.A. Mohammad ◽  
L. Jia
2018 ◽  
Vol 66 ◽  
pp. 149-167 ◽  
Author(s):  
Jingyuan Liu ◽  
Yain-Whar Si ◽  
Defu Zhang ◽  
Ligang Zhou

2021 ◽  
Vol 9 ◽  
Author(s):  
Yongjiu Liu ◽  
Li Li ◽  
Shenglin Zhou

There are many prediction models that have been adopted to predict uncertain and non-linear photovoltaic power time series. Nonetheless, most models neglected the validity of data preprocessing and ensemble learning strategies, which leads to low forecasting precision and low stability of photovoltaic power. To effectively enhance photovoltaic power forecasting accuracy and stability, an ensemble forecasting frame based on the data pretreatment technology, multi-objective optimization algorithm, statistical method, and deep learning methods is developed. The proposed forecasting frame successfully integrates the advantages of multiple algorithms and validly depict the linear and nonlinear characteristic of photovoltaic power time series, which is conductive to achieving accurate and stable photovoltaic power forecasting results. Three datasets of 15-min photovoltaic power output data obtained from different time periods in Belgium were employed to verify the validity of the proposed system. The simulation results prove that the proposed forecasting frame positively surpasses all comparative hybrid models, ensemble models, and classical models in terms of prediction accuracy and stabilization. For one-, two-, and three-step predictions, the MAPE values obtained from the proposed frame were less than 2, 3, and 5%, respectively. Discussion results also verify that the proposed forecasting frame is obviously different from other comparative models, and is more stable and high-efficiency. Thus, the proposed frame is highly serviceable in elevating photovoltaic power forecasting performance and can be used as an efficient instrument for intelligent grid programming.


Author(s):  
Wei Wei Feng

In order to solve the problem of multi-objective optimization for multimedia English teaching, this paper proposes a multi-objective optimization algorithm for multimedia English teaching (MOAMET) based on computer network traffic prediction model, which is based on the computer network traffic prediction model strategy. This algorithm establishes time series for individuals correlated to same reference points, and for such time series through computer network traffic model optimizes multimedia English teaching objectives. Meanwhile, it feeds back the prediction error of the historical moment to the current prediction to improve the accuracy of the optimization, and adds disturbance in each optimized individual to increase the diversity of initial multimedia English teaching so as to speed up the convergence speed of the algorithm in the new environment. Through experiments it teats the algorithm, also makes comparison and analysis with two existing algorithms, the results show that the proposed algorithm can maintain good performance in dealing with multi-objective optimization for multimedia English teaching.


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