Electric Load Demand and Electricity Prices ForecastingUsing Higher Order Neural Networks Trained by Kalman Filtering

2009 ◽  
pp. 295-313 ◽  
Author(s):  
Edgar N. Sanchez ◽  
Alma Y. Alanis ◽  
Jesús Rico
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Time Series ◽  
Kalman Filtering ◽  
Chaotic Behavior ◽  
Higher Order ◽  
Electric Load ◽  
Electricity Prices ◽  
Load Demand ◽  
Higher Order Neural Networks

In this chapter, we propose the use of Higher Order Neural Networks (HONNs) trained with an extended Kalman filter based algorithm to predict the electric load demand as well as the electricity prices, with beyond a horizon of 24 hours. Due to the chaotic behavior of the electrical markets, it is not advisable to apply the traditional forecasting techniques used for time series; the results presented here confirm that HONNs can very well capture the complexity underlying electric load demand and electricity prices. The proposed neural network model produces very accurate next day predictions and also, prognosticates with very good accuracy, a week-ahead demand and price forecasts.

Ultra High Frequency Trigonometric Higher Order Neural Networks for Time Series Data Analysis

2009 ◽  
pp. 133-163 ◽  
Author(s):  
Ming Zhang
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Time Series ◽  
Data Analysis ◽  
Exchange Rates ◽  
Time Series Data ◽  
Higher Order ◽  
Series Data ◽  
Higher Order Neural Networks ◽  
Time Series Data Analysis

This chapter develops a new nonlinear model, Ultra high frequency Trigonometric Higher Order Neural Networks (UTHONN), for time series data analysis. Results show that UTHONN models are 3 to 12% better than Equilibrium Real Exchange Rates (ERER) model, and 4 – 9% better than other Polynomial Higher Order Neural Network (PHONN) and Trigonometric Higher Order Neural Network (THONN) models. This study also uses UTHONN models to simulate foreign exchange rates and consumer price index with error approaching 0.0000%.

Financial Data Prediction by Artificial Sine and Cosine Trigonometric Higher Order Neural Networks

2021 ◽  
pp. 262-301
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Network Models ◽  
Higher Order ◽  
Financial Data ◽  
Data Simulation ◽  
Neural Network Models ◽  
Data Prediction ◽  
Higher Order Neural Networks

This chapter develops two new nonlinear artificial higher order neural network models. They are sine and sine higher order neural networks (SIN-HONN) and cosine and cosine higher order neural networks (COS-HONN). Financial data prediction using SIN-HONN and COS-HONN models are tested. Results show that SIN-HONN and COS-HONN models are good models for some sine feature only or cosine feature only financial data simulation and prediction compared with polynomial higher order neural network (PHONN) and trigonometric higher order neural network (THONN) models.

Ultra High Frequency Sigmoid and Trigonometric Higher Order Neural Networks for Data Pattern Recognition

2016 ◽  
pp. 80-112 ◽  
Author(s):  
Ming Zhang
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Pattern Recognition ◽  
Nonlinear Model ◽  
High Frequency ◽  
Higher Order ◽  
Sine Function ◽  
Ultra High Frequency ◽  
Higher Order Neural Networks ◽  
Cosine Functions

This chapter develops a new nonlinear model, Ultra high frequency siGmoid and Trigonometric Higher Order Neural Networks (UGT-HONN), for data pattern recognition. UGT-HONN includes Ultra high frequency siGmoid and Sine function Higher Order Neural Networks (UGS-HONN) and Ultra high frequency siGmoid and Cosine functions Higher Order Neural Networks (UGC-HONN). UGS-HONN and UGC-HONN models are used to recognition data patterns. Results show that UGS-HONN and UGC-HONN models are better than other Polynomial Higher Order Neural Network (PHONN) and Trigonometric Higher Order Neural Network (THONN) models, since UGS-HONN and UGC-HONN models to recognize data pattern with error approaching 0.0000%.

Ultra High Frequency Sigmoid and Trigonometric Higher Order Neural Networks for Data Pattern Recognition

2016 ◽  
pp. 682-715
Author(s):  
Ming Zhang
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Pattern Recognition ◽  
Nonlinear Model ◽  
High Frequency ◽  
Higher Order ◽  
Sine Function ◽  
Ultra High Frequency ◽  
Higher Order Neural Networks ◽  
Cosine Functions

This chapter develops a new nonlinear model, Ultra high frequency siGmoid and Trigonometric Higher Order Neural Networks (UGT-HONN), for data pattern recognition. UGT-HONN includes Ultra high frequency siGmoid and Sine function Higher Order Neural Networks (UGS-HONN) and Ultra high frequency siGmoid and Cosine functions Higher Order Neural Networks (UGC-HONN). UGS-HONN and UGC-HONN models are used to recognition data patterns. Results show that UGS-HONN and UGC-HONN models are better than other Polynomial Higher Order Neural Network (PHONN) and Trigonometric Higher Order Neural Network (THONN) models, since UGS-HONN and UGC-HONN models to recognize data pattern with error approaching 0.0000%.

SAS Nonlinear Models or Artificial Higher Order Neural Network Nonlinear Models?

2021 ◽  
pp. 174-217
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Data Analysis ◽  
Learning Algorithm ◽  
Nonlinear Models ◽  
Higher Order ◽  
Model Order ◽  
Higher Order Neural Networks ◽  
Parameter Values ◽  
Better Than

This chapter delivers general format of higher order neural networks (HONNs) for nonlinear data analysis and six different HONN models. Then, this chapter mathematically proves that HONN models could converge and have mean squared errors close to zero. Moreover, this chapter illustrates the learning algorithm with update formulas. HONN models are compared with SAS nonlinear (NLIN) models, and results show that HONN models are 3 to 12% better than SAS nonlinear models. Finally, this chapter shows how to use HONN models to find the best model, order, and coefficients without writing the regression expression, declaring parameter names, and supplying initial parameter values.

Data Pattern Recognition Based on Ultra-High Frequency Sigmoid and Trigonometric Higher Order Neural Networks

2021 ◽  
pp. 455-497
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Pattern Recognition ◽  
Nonlinear Model ◽  
High Frequency ◽  
Higher Order ◽  
Sine Function ◽  
Ultra High Frequency ◽  
Higher Order Neural Networks ◽  
Cosine Functions

This chapter develops a new nonlinear model, ultra high frequency sigmoid and trigonometric higher order neural networks (UGT-HONN), for data pattern recognition. UGT-HONN includes ultra high frequency sigmoid and sine function higher order neural networks (UGS-HONN) and ultra high frequency sigmoid and cosine functions higher order neural networks (UGC-HONN). UGS-HONN and UGC-HONN models are used to recognition data patterns. Results show that UGS-HONN and UGC-HONN models are better than other polynomial higher order neural network (PHONN) and trigonometric higher order neural network (THONN) models, since UGS-HONN and UGC-HONN models can recognize data pattern with error approaching 10-6.

Time Series Data Analysis by Ultra-High Frequency Trigonometric Higher Order Neural Networks

2021 ◽  
pp. 218-261
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Exchange Rates ◽  
High Frequency ◽  
Time Series Data ◽  
Higher Order ◽  
Series Data ◽  
Ultra High Frequency ◽  
Higher Order Neural Networks ◽  
Time Series Data Analysis

This chapter develops a new nonlinear model, ultra high frequency trigonometric higher order neural networks (UTHONN) for time series data analysis. UTHONN includes three models: UCSHONN (ultra high frequency sine and cosine higher order neural networks) models, UCCHONN (ultra high frequency cosine and cosine higher order neural networks) models, and USSHONN (ultra high frequency sine and sine higher order neural networks) models. Results show that UTHONN models are 3 to 12% better than equilibrium real exchange rates (ERER) model, and 4–9% better than other polynomial higher order neural network (PHONN) and trigonometric higher order neural network (THONN) models. This study also uses UTHONN models to simulate foreign exchange rates and consumer price index with error approaching 10-6.

scholarly journals Short Term Electric Load Forecasting of Kathmandu Valley of Nepal using Artificial Neural Network

2018 ◽  
Vol 1 (1) ◽  
pp. 43-48
Author(s):  
Binod Bhandari ◽  
Shree Raj Shakya ◽  
Ajay Kumar Jha
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Artificial Neural Network ◽  
Load Flow ◽  
Kathmandu Valley ◽  
Electric Load ◽  
Short Term ◽  
Load Demand ◽  
The Neural Network ◽  
Artificial Neural

Decision making in the energy sector has to be based on accurate forecasts of the load demand. Short-term forecasting, which forms the focus of this paper, gives a day ahead hourly forecast of electric load. This forecast can help to make important decisions in the field of scheduling, contingency analysis, load flow analysis, preventing imbalance in the power generation and load demand, load switching strategies, thus leading to greater network reliability and power quality. A method called Artificial Neural Network is used to anticipate the future load of Kathmandu Valley of Nepal. The Neural Network is build, trained with historical data along with seven different input variables and used for prediction of day ahead 24 hours load. The output is validated with the real Load collected from NEA. In addition, forecasting is performed by some other time series methods as well, and whose output are compared with that of neural network. The range of Mean Absolute Deviation for four different time series models lied between 1.50-2.59. When the errors were calculated in terms of MSE and MAPE the range of these values were found to be in between 2.59-7.78, and 1.61- 5.07 respectively. The Artificial Neural Network proved to be the more accurate forecast method when the results are compared in terms of error measurements with a MAD having 1.23, MSE having 1.79 and MAPE having 1.17. The Neural Network proved to be more accurate method comparatively with satisfactory minimum error.

Analysis and Improvement of Function Approximation Capabilities of Pi-Sigma Higher Order Neural Networks

2010 ◽  
pp. 239-254 ◽  
Author(s):  
Junichi Murata
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Theoretical Analysis ◽  
Structural Feature ◽  
Function Approximation ◽  
Higher Order ◽  
Weighted Sums ◽  
Good Function ◽  
Higher Order Terms ◽  
Higher Order Neural Networks

A Pi-Sigma higher order neural network (Pi-Sigma HONN) is a type of higher order neural network, where, as its name implies, weighted sums of inputs are calculated first and then the sums are multiplied by each other to produce higher order terms that constitute the network outputs. This type of higher order neural networks have good function approximation capabilities. In this chapter, the structural feature of Pi-Sigma HONNs is discussed in contrast to other types of neural networks. The reason for their good function approximation capabilities is given based on pseudo-theoretical analysis together with empirical illustrations. Then, based on the analysis, an improved version of Pi-Sigma HONNs is proposed which has yet better function approximation capabilities.

Sign in / Sign up

Export Citation Format

Share Document