scholarly journals Architecture of Artificial Neural Network in Identification of Internal Dynamics and Prediction of Dynamic System Rainfall Data Time Series

Author(s):  
Sanjeev Karmakar ◽  
Manoj Kumar Kowar ◽  
Pulak Guhathakurta

The objective of this study is to expand and evaluate the back-propagation artificial neural network (BPANN) and to apply in the identification of internal dynamics of very high dynamic system such long-range total rainfall data time series. This objective is considered via comprehensive review of literature (1978-2011). It is found that, detail of discussion concerning the architecture of ANN for the same is rarely visible in the literature; however various applications of ANN are available. The detail architecture of BPANN with its parameters, i.e., learning rate, number of hidden layers, number of neurons in hidden layers, number of input vectors in input layer, initial and optimized weights etc., designed learning algorithm, observations of local and global minima, and results have been discussed. It is observed that obtaining global minima is almost complicated and always a temporal nervousness. However, achievement of global minima for the period of the training has been discussed. It is found that, the application of the BPANN on identification for internal dynamics and prediction for the long-range total annual rainfall has produced good results. The results are explained through the strong association between rainfall predictors i.e., climate parameter (independent parameter) and total annual rainfall (dependent parameter) are presented in this paper as well.

Temporal resolution of rainfall series needs to be necessarily less to use it in many engineering applications. But most of the simulated and observed rainfall series are coarser than 3hours. Hence, it is imperative to disaggregate coarser rainfall to finer. The quantum of necessary fineness depends on application in which the rainfall data is going to be used. In this paper, the competency of Artificial Neural Network to disaggregate 3 hour rainfall into hourly, in case of limited data is verified. It is found that the disaggregation is viable with the constraint of limited data also. The rainfall is disaggregated using three models, of which, performance of the second model is much better than the others. Nonetheless the constraint of limited data, the rationale behind the better performance of the second model, is clearly discussed


Author(s):  
Eren Bas ◽  
Erol Egrioglu ◽  
Emine Kölemen

Background: Intuitionistic fuzzy time series forecasting methods have been started to solve the forecasting problems in the literature. Intuitionistic fuzzy time series methods use both membership and non-membership values as auxiliary variables in their models. Because intuitionistic fuzzy sets take into consideration the hesitation margin and so the intuitionistic fuzzy time series models use more information than fuzzy time series models. The background of this study is about intuitionistic fuzzy time series forecasting methods. Objective: The study aims to propose a novel intuitionistic fuzzy time series method. It is expected that the proposed method will produce better forecasts than some selected benchmarks. Method: The proposed method uses bootstrapped combined Pi-Sigma artificial neural network and intuitionistic fuzzy c-means. The combined Pi-Sigma artificial neural network is proposed to model the intuitionistic fuzzy relations. Results and Conclusion: The proposed method is applied to different sets of SP&500 stock exchange time series. The proposed method can provide more accurate forecasts than established benchmarks for the SP&500 stock exchange time series. The most important contribution of the proposed method is that it creates statistical inference: probabilistic forecasting, confidence intervals and the empirical distribution of the forecasts. Moreover, the proposed method is better than the selected benchmarks for the SP&500 data set.


2018 ◽  
Vol 8 (9) ◽  
pp. 1613 ◽  
Author(s):  
Utku Kose

The prediction of future events based on available time series measurements is a relevant research area specifically for healthcare, such as prognostics and assessments of intervention applications. A measure of brain dynamics, electroencephalogram time series, are routinely analyzed to obtain information about current, as well as future, mental states, and to detect and diagnose diseases or environmental factors. Due to their chaotic nature, electroencephalogram time series require specialized techniques for effective prediction. The objective of this study was to introduce a hybrid system developed by artificial intelligence techniques to deal with electroencephalogram time series. Both artificial neural networks and the ant-lion optimizer, which is a recent intelligent optimization technique, were employed to comprehend the related system and perform some prediction applications over electroencephalogram time series. According to the obtained findings, the system can successfully predict the future states of target time series and it even outperforms some other hybrid artificial neural network-based systems and alternative time series prediction approaches from the literature.


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