Abstract: By the application of an improved back-propagation
neural network (BPNN), a model of current densities for a solid oxide
fuel cell (SOFC) with 10 layers is established in this study. To build
the learning data of BPNN, Taguchi orthogonal array is applied to
arrange the conditions of operating parameters, which totally 7 factors
act as the inputs of BPNN. Also, the average current densities
achieved by numerical method acts as the outputs of BPNN.
Comparing with the direct solution, the learning errors for all learning
data are smaller than 0.117%, and the predicting errors for 27
forecasting cases are less than 0.231%. The results show that the
presented model effectively builds a mathematical algorithm to predict
performance of a SOFC stack immediately in real time.
Also, the calculating algorithms are applied to proceed with the
optimization of the average current density for a SOFC stack. The
operating performance window of a SOFC stack is found to be
between 41137.11 and 53907.89. Furthermore, an inverse predicting
model of operating parameters of a SOFC stack is developed here by
the calculating algorithms of the improved BPNN, which is proved to
effectively predict operating parameters to achieve a desired
performance output of a SOFC stack.
Abstract: In this paper we present, propose and examine
additional membership functions for the Smoothing Transition
Autoregressive (STAR) models. More specifically, we present the
tangent hyperbolic, Gaussian and Generalized bell functions.
Because Smoothing Transition Autoregressive (STAR) models
follow fuzzy logic approach, more fuzzy membership functions
should be tested. Furthermore, fuzzy rules can be incorporated or
other training or computational methods can be applied as the error
backpropagation or genetic algorithm instead to nonlinear squares.
We examine two macroeconomic variables of US economy, the
inflation rate and the 6-monthly treasury bills interest rates.
Abstract: Traffic congestion has become a major problem in
many countries. One of the main causes of traffic congestion is due
to road merges. Vehicles tend to move slower when they reach the
merging point. In this paper, an enhanced algorithm for traffic
simulation based on the fluid-dynamic algorithm and kinematic wave
theory is proposed. The enhanced algorithm is used to study traffic
congestion at a road merge. This paper also describes the
development of a dynamic traffic simulation tool which is used as a
scenario planning and to forecast traffic congestion level in a certain
time based on defined parameter values. The tool incorporates the
enhanced algorithm as well as the two original algorithms. Output
from the three above mentioned algorithms are measured in terms of
traffic queue length, travel time and the total number of vehicles
passing through the merging point. This paper also suggests an
efficient way of reducing traffic congestion at a road merge by
analyzing the traffic queue length and travel time.
Abstract: Minimization methods for training feed-forward networks with Backpropagation are compared. Feedforward network training is a special case of functional minimization, where no explicit model of the data is assumed. Therefore due to the high dimensionality of the data, linearization of the training problem through use of orthogonal basis functions is not desirable. The focus is functional minimization on any basis. A number of methods based on local gradient and Hessian matrices are discussed. Modifications of many methods of first and second order training methods are considered. Using share rates data, experimentally it is proved that Conjugate gradient and Quasi Newton?s methods outperformed the Gradient Descent methods. In case of the Levenberg-Marquardt algorithm is of special interest in financial forecasting.
Abstract: In this research, the researchers have managed to
design a model to investigate the current trend of stock price of the
"IRAN KHODRO corporation" at Tehran Stock Exchange by
utilizing an Adaptive Neuro - Fuzzy Inference system. For the Longterm
Period, a Neuro-Fuzzy with two Triangular membership
functions and four independent Variables including trade volume,
Dividend Per Share (DPS), Price to Earning Ratio (P/E), and also
closing Price and Stock Price fluctuation as an dependent variable are
selected as an optimal model. For the short-term Period, a neureo –
fuzzy model with two triangular membership functions for the first
quarter of a year, two trapezoidal membership functions for the
Second quarter of a year, two Gaussian combination membership
functions for the third quarter of a year and two trapezoidal
membership functions for the fourth quarter of a year were selected
as an optimal model for the stock price forecasting. In addition, three
independent variables including trade volume, price to earning ratio,
closing Stock Price and a dependent variable of stock price
fluctuation were selected as an optimal model. The findings of the
research demonstrate that the trend of stock price could be forecasted
with the lower level of error.
Abstract: The authors have been developing several models
based on artificial neural networks, linear regression models, Box-
Jenkins methodology and ARIMA models to predict the time series
of tourism. The time series consist in the “Monthly Number of Guest
Nights in the Hotels" of one region. Several comparisons between the
different type models have been experimented as well as the features
used at the entrance of the models. The Artificial Neural Network
(ANN) models have always had their performance at the top of the
best models. Usually the feed-forward architecture was used due to
their huge application and results. In this paper the author made a
comparison between different architectures of the ANNs using
simply the same input. Therefore, the traditional feed-forward
architecture, the cascade forwards, a recurrent Elman architecture and
a radial based architecture were discussed and compared based on the
task of predicting the mentioned time series.
Abstract: The objective of the paper is to develop the forecast
model for the HW flows. The methodology of the research included
6 modules: historical data, assumptions, choose of indicators, data
processing, and data analysis with STATGRAPHICS, and forecast
models. The proposed methodology was validated for the case study
for Latvia. Hypothesis on the changes in HW for time period of
2010-2020 have been developed and mathematically described with
confidence level of 95.0% and 50.0%. Sensitivity analysis for the
analyzed scenarios was done. The results show that the growth of
GDP affects the total amount of HW in the country. The total amount
of the HW is projected to be within the corridor of – 27.7% in the
optimistic scenario up to +87.8% in the pessimistic scenario with
confidence level of 50.0% for period of 2010-2020. The optimistic
scenario has shown to be the least flexible to the changes in the GDP
growth.
Abstract: ANNARIMA that combines both autoregressive integrated moving average (ARIMA) model and artificial neural network (ANN) model is a valuable tool for modeling and forecasting nonlinear time series, yet the over-fitting problem is more likely to occur in neural network models. This paper provides a hybrid methodology that combines both radial basis function (RBF) neural network and auto regression (AR) model based on binomial smoothing (BS) technique which is efficient in data processing, which is called BSRBFAR. This method is examined by using the data of Canadian Lynx data. Empirical results indicate that the over-fitting problem can be eased using RBF neural network based on binomial smoothing which is called BS-RBF, and the hybrid model–BS-RBFAR can be an effective way to improve forecasting accuracy achieved by BSRBF used separately.
Abstract: Antiseismic property of telecommunication equipment
is very important for the grasp of the damage and the restoration after
earthquake. Telecommunication business operators are regulating
seismic standard for their equipments. These standards are organized
to simulate the real seismic situations and usually define the minimum
value of first natural frequency of the equipments or the allowable
maximum displacement of top of the equipments relative to bottom.
Using the finite element analysis, natural frequency can be obtained
with high accuracy but the relative displacement of top of the
equipments is difficult to predict accurately using the analysis.
Furthermore, in the case of simulating the equipments with access
floor, predicting the relative displacement of top of the equipments
become more difficult.
In this study, using enormous experimental datum, an empirical
formula is suggested to forecast the relative displacement of top of the
equipments. Also it can be known that which physical quantities are
related with the relative displacement.
Abstract: The sensitivity of UAVs to the atmospheric effects are
apparent. All the same the meteorological support for the UAVs
missions is often non-adequate or partly missing.
In our paper we show a new complex meteorological support
system for different types of UAVs pilots, specialists and decision
makers, too. The mentioned system has two important parts with
different forecasts approach such as the statistical and dynamical
ones.
The statistical prediction approach is based on a large
climatological data base and the special analog method which is able
to select similar weather situations from the mentioned data base to
apply them during the forecasting procedure.
The applied dynamic approach uses the specific WRF model runs
twice a day and produces 96 hours, high resolution weather forecast
for the UAV users over the Hungary. An easy to use web-based
system can give important weather information over the Carpathian
basin in Central-Europe. The mentioned products can be reached via
internet connection.
Abstract: The paper presents a modelling methodology for
small scale multi-source renewable energy systems. Using historical
site-specific weather data, the relationships of cost, availability and
energy form are visualised as a function of the sizing of photovoltaic
arrays, wind turbines, and battery capacity. The specific dependency
of each site on its own particular weather patterns show that unique
solutions exist for each site. It is shown that in certain cases the
capital component cost can be halved if the desired theoretical
demand availability is reduced from 100% to 99%.
Abstract: Fuzzy Load forecasting plays a paramount role in the operation and management of power systems. Accurate estimation of future power demands for various lead times facilitates the task of generating power reliably and economically. The forecasting of future loads for a relatively large lead time (months to few years) is studied here (long term load forecasting). Among the various techniques used in forecasting load, artificial intelligence techniques provide greater accuracy to the forecasts as compared to conventional techniques. Fuzzy Logic, a very robust artificial intelligent technique, is described in this paper to forecast load on long term basis. The paper gives a general algorithm to forecast long term load. The algorithm is an Extension of Short term load forecasting method to Long term load forecasting and concentrates not only on the forecast values of load but also on the errors incorporated into the forecast. Hence, by correcting the errors in the forecast, forecasts with very high accuracy have been achieved. The algorithm, in the paper, is demonstrated with the help of data collected for residential sector (LT2 (a) type load: Domestic consumers). Load, is determined for three consecutive years (from April-06 to March-09) in order to demonstrate the efficiency of the algorithm and to forecast for the next two years (from April-09 to March-11).
Abstract: In this paper, we propose a hybrid machine learning
system based on Genetic Algorithm (GA) and Support Vector
Machines (SVM) for stock market prediction. A variety of indicators
from the technical analysis field of study are used as input features.
We also make use of the correlation between stock prices of different
companies to forecast the price of a stock, making use of technical
indicators of highly correlated stocks, not only the stock to be
predicted. The genetic algorithm is used to select the set of most
informative input features from among all the technical indicators.
The results show that the hybrid GA-SVM system outperforms the
stand alone SVM system.
Abstract: To develop a process of extracting pixel values over the using of satellite remote sensing image data in Thailand. It is a very important and effective method of forecasting rainfall. This paper presents an approach for forecasting a possible rainfall area based on pixel values from remote sensing satellite images. First, a method uses an automatic extraction process of the pixel value data from the satellite image sequence. Then, a data process is designed to enable the inference of correlations between pixel value and possible rainfall occurrences. The result, when we have a high averaged pixel value of daily water vapor data, we will also have a high amount of daily rainfall. This suggests that the amount of averaged pixel values can be used as an indicator of raining events. There are some positive associations between pixel values of daily water vapor images and the amount of daily rainfall at each rain-gauge station throughout Thailand. The proposed approach was proven to be a helpful manual for rainfall forecasting from meteorologists by which using automated analyzing and interpreting process of meteorological remote sensing data.
Abstract: Financial forecasting is an example of signal processing problems. A number of ways to train/learn the network are available. We have used Levenberg-Marquardt algorithm for error back-propagation for weight adjustment. Pre-processing of data has reduced much of the variation at large scale to small scale, reducing the variation of training data.
Abstract: Co-integration models the long-term, equilibrium relationship of two or more related financial variables. Even if cointegration is found, in the short run, there may be deviations from the long run equilibrium relationship. The aim of this work is to forecast these deviations using neural networks and create a trading strategy based on them. A case study is used: co-integration residuals from Australian Bank Bill futures are forecast and traded using various exogenous input variables combined with neural networks. The choice of the optimal exogenous input variables chosen for each neural network, undertaken in previous work [1], is validated by comparing the forecasts and corresponding profitability of each, using a trading strategy.
Abstract: In the past decade, artificial neural networks (ANNs)
have been regarded as an instrument for problem-solving and
decision-making; indeed, they have already done with a substantial
efficiency and effectiveness improvement in industries and businesses.
In this paper, the Back-Propagation neural Networks (BPNs) will be
modulated to demonstrate the performance of the collaborative
forecasting (CF) function of a Collaborative Planning, Forecasting and
Replenishment (CPFR®) system. CPFR functions the balance between
the sufficient product supply and the necessary customer demand in a
Supply and Demand Chain (SDC). Several classical standard BPN will
be grouped, collaborated and exploited for the easy implementation of
the proposed modular ANN framework based on the topology of a
SDC. Each individual BPN is applied as a modular tool to perform the
task of forecasting SKUs (Stock-Keeping Units) levels that are
managed and supervised at a POS (point of sale), a wholesaler, and a
manufacturer in an SDC. The proposed modular BPN-based CF
system will be exemplified and experimentally verified using lots of
datasets of the simulated SDC. The experimental results showed that a
complex CF problem can be divided into a group of simpler
sub-problems based on the single independent trading partners
distributed over SDC, and its SKU forecasting accuracy was satisfied
when the system forecasted values compared to the original simulated
SDC data. The primary task of implementing an autonomous CF
involves the study of supervised ANN learning methodology which
aims at making “knowledgeable" decision for the best SKU sales plan
and stocks management.
Abstract: Spare parts inventory management is one of the major
areas of inventory research. Analysis of recent literature showed that
an approach integrating spare parts classification, demand
forecasting, and stock control policies is essential; however, adapting
this integrated approach is limited. This work presents an integrated
framework for spare part inventory management and an Excel based
application developed for the implementation of the proposed
framework. A multi-criteria analysis has been used for spare
classification. Forecasting of spare parts- intermittent demand has
been incorporated into the application using three different
forecasting models; namely, normal distribution, exponential
smoothing, and Croston method. The application is also capable of
running with different inventory control policies. To illustrate the
performance of the proposed framework and the developed
application; the framework is applied to different items at a service
organization. The results achieved are presented and possible areas
for future work are highlighted.
Abstract: A concern that researchers usually face in different
applications of Artificial Neural Network (ANN) is determination of
the size of effective domain in time series. In this paper, trial and
error method was used on groundwater depth time series to determine
the size of effective domain in the series in an observation well in
Union County, New Jersey, U.S. different domains of 20, 40, 60, 80,
100, and 120 preceding day were examined and the 80 days was
considered as effective length of the domain. Data sets in different
domains were fed to a Feed Forward Back Propagation ANN with
one hidden layer and the groundwater depths were forecasted. Root
Mean Square Error (RMSE) and the correlation factor (R2) of
estimated and observed groundwater depths for all domains were
determined. In general, groundwater depth forecast improved, as
evidenced by lower RMSEs and higher R2s, when the domain length
increased from 20 to 120. However, 80 days was selected as the
effective domain because the improvement was less than 1% beyond
that. Forecasted ground water depths utilizing measured daily data
(set #1) and data averaged over the effective domain (set #2) were
compared. It was postulated that more accurate nature of measured
daily data was the reason for a better forecast with lower RMSE
(0.1027 m compared to 0.255 m) in set #1. However, the size of input
data in this set was 80 times the size of input data in set #2; a factor
that may increase the computational effort unpredictably. It was
concluded that 80 daily data may be successfully utilized to lower the
size of input data sets considerably, while maintaining the effective
information in the data set.
Abstract: In this paper, the application of neural networks to study the design of short-term temperature forecasting (STTF) Systems for Kermanshah city, west of Iran was explored. One important architecture of neural networks named Multi-Layer Perceptron (MLP) to model STTF systems is used. Our study based on MLP was trained and tested using ten years (1996-2006) meteorological data. The results show that MLP network has the minimum forecasting error and can be considered as a good method to model the STTF systems.