Abstract: Due to the liberalization of countless electricity markets, load forecasting has become crucial to all public utilities for which electricity is a strategic variable. With the goal of contributing to the forecasting process inside public utilities, this paper addresses the issue of applying the Holt-Winters exponential smoothing technique and the time series analysis for forecasting the hourly electricity load curve of the Italian railways. The results of the analysis confirm the accuracy of the two models and therefore the relevance of forecasting inside public utilities.
Abstract: Time series models have been used to make predictions of academic enrollments, weather, road accident, casualties and stock prices, etc. Based on the concepts of quartile regression models, we have developed a simple time variant quantile based fuzzy time series forecasting method. The proposed method bases the forecast using prediction of future trend of the data. In place of actual quantiles of the data at each point, we have converted the statistical concept into fuzzy concept by using fuzzy quantiles using fuzzy membership function ensemble. We have given a fuzzy metric to use the trend forecast and calculate the future value. The proposed model is applied for TAIFEX forecasting. It is shown that proposed method work best as compared to other models when compared with respect to model complexity and forecasting accuracy.
Abstract: This study employs auto-regressive distributed lag (ARDL) bounds approach to cointegration for long run and errorcorrection modeling (ECM) for short run analysis to examine the relationship between revenue gap and economic growth for Pakistan using annual time series data over the period 1980 to 2008. The short and long run results indicate that revenue gap is statistical significant and negatively effect economic growth. The significant and negative coefficient of error correction term in ECM indicates that after a shock, the long rum equilibrium will again converge towards equilibrium about 10.406 percent within a year.
Abstract: The purpose of this paper is to present a Dynamic
Time Warping technique which reduces significantly the data
processing time and memory size of multi-dimensional time series
sampled by the biometric smart pen device BiSP. The acquisition
device is a novel ballpoint pen equipped with a diversity of sensors
for monitoring the kinematics and dynamics of handwriting
movement. The DTW algorithm has been applied for time series
analysis of five different sensor channels providing pressure,
acceleration and tilt data of the pen generated during handwriting on
a paper pad. But the standard DTW has processing time and memory
space problems which limit its practical use for online handwriting
recognition. To face with this problem the DTW has been applied to
the sum of the five sensor signals after an adequate down-sampling
of the data. Preliminary results have shown that processing time and
memory size could significantly be reduced without deterioration of
performance in single character and word recognition. Further
excellent accuracy in recognition was achieved which is mainly due
to the reduced dynamic time warping RDTW technique and a novel
pen device BiSP.
Abstract: Prediction of highly non linear behavior of suspended
sediment flow in rivers has prime importance in the field of water
resources engineering. In this study the predictive performance of
two Artificial Neural Networks (ANNs) namely, the Radial Basis
Function (RBF) Network and the Multi Layer Feed Forward (MLFF)
Network have been compared. Time series data of daily suspended
sediment discharge and water discharge at Pari River was used for
training and testing the networks. A number of statistical parameters
i.e. root mean square error (RMSE), mean absolute error (MAE),
coefficient of efficiency (CE) and coefficient of determination (R2)
were used for performance evaluation of the models. Both the models
produced satisfactory results and showed a good agreement between
the predicted and observed data. The RBF network model provided
slightly better results than the MLFF network model in predicting
suspended sediment discharge.
Abstract: The response of King Abdulla Canal (KAC) water to the upgrade of As Samra Wastewater Treatment Plant which discharges its effluent to the Zarqa River is investigated. Time series quality data that extends between October 2005 and December 2009 obtained by a state of the art telemetric monitoring system were analyzed for COD, EC, TP and TN at two monitoring stations located upstream and downstream of the confluence of the Zarqa River with KAC. The samples- means and the t-test showed that there has been significant improvement in the quality of the KAC water for COD, and TP. However, the improvement in the TN was found statistically insignificant, whereas the EC of the KAC was unaffected by the upgrade. Comparing the selected parameters with the standards and guidelines for using treated wastewater in irrigation showed that the KAC water has improved towards meeting the required standards and guidelines for treated wastewater reuse in irrigation.
Abstract: Microarrays technique allows the simultaneous measurements of the expression levels of thousands of mRNAs. By mining this data one can identify the dynamics of the gene expression time series. By recourse of principal component analysis, we uncover the circadian rhythmic patterns underlying the gene expression profiles from Cyanobacterium Synechocystis. We applied PCA to reduce the dimensionality of the data set. Examination of the components also provides insight into the underlying factors measured in the experiments. Our results suggest that all rhythmic content of data can be reduced to three main components.
Abstract: The purpose of this paper primarily intends to develop GIS interface for estimating sequences of stream-flows at ungauged stations based on known flows at gauged stations. The integrated GIS interface is composed of three major steps. The first, precipitation characteristics using statistical analysis is the procedure for making multiple linear regression equation to get the long term mean daily flow at ungauged stations. The independent variables in regression equation are mean daily flow and drainage area. Traditionally, mean flow data are generated by using Thissen polygon method. However, method for obtaining mean flow data can be selected by user such as Kriging, IDW (Inverse Distance Weighted), Spline methods as well as other traditional methods. At the second, flow duration curve (FDC) is computing at unguaged station by FDCs in gauged stations. Finally, the mean annual daily flow is computed by spatial interpolation algorithm. The third step is to obtain watershed/topographic characteristics. They are the most important factors which govern stream-flows. In summary, the simulated daily flow time series are compared with observed times series. The results using integrated GIS interface are closely similar and are well fitted each other. Also, the relationship between the topographic/watershed characteristics and stream flow time series is highly correlated.
Abstract: This paper examines long-range dependence or longmemory
of financial time series on the exchange rate data by the
fractional Brownian motion (fBm). The principle of spectral density
function in Section 2 is used to find the range of Hurst parameter (H)
of the fBm. If 0< H
Abstract: In this paper, we study the application of Extreme
Learning Machine (ELM) algorithm for single layered feedforward
neural networks to non-linear chaotic time series problems. In this
algorithm the input weights and the hidden layer bias are randomly
chosen. The ELM formulation leads to solving a system of linear
equations in terms of the unknown weights connecting the hidden
layer to the output layer. The solution of this general system of
linear equations will be obtained using Moore-Penrose generalized
pseudo inverse. For the study of the application of the method we
consider the time series generated by the Mackey Glass delay
differential equation with different time delays, Santa Fe A and
UCR heart beat rate ECG time series. For the choice of sigmoid,
sin and hardlim activation functions the optimal values for the
memory order and the number of hidden neurons which give the
best prediction performance in terms of root mean square error are
determined. It is observed that the results obtained are in close
agreement with the exact solution of the problems considered
which clearly shows that ELM is a very promising alternative
method for time series prediction.
Abstract: Wireless Sensor Networks can be used to monitor the
physical phenomenon in such areas where human approach is nearly
impossible. Hence the limited power supply is the major constraint of
the WSNs due to the use of non-rechargeable batteries in sensor
nodes. A lot of researches are going on to reduce the energy
consumption of sensor nodes. Energy map can be used with
clustering, data dissemination and routing techniques to reduce the
power consumption of WSNs. Energy map can also be used to know
which part of the network is going to fail in near future. In this paper,
Energy map is constructed using the prediction based approach.
Adaptive alpha GM(1,1) model is used as the prediction model.
GM(1,1) is being used worldwide in many applications for predicting
future values of time series using some past values due to its high
computational efficiency and accuracy.
Abstract: In this paper, first we introduce the stable distribution, stable process and theirs characteristics. The a -stable distribution family has received great interest in the last decade due to its success in modeling data, which are too impulsive to be accommodated by the Gaussian distribution. In the second part, we propose major applications of alpha stable distribution in telecommunication, computer science such as network delays and signal processing and financial markets. At the end, we focus on using stable distribution to estimate measure of risk in stock markets and show simulated data with statistical softwares.
Abstract: In the last 15 years, a number of methods have been proposed for forecasting based on fuzzy time series. Most of the fuzzy time series methods are presented for forecasting of enrollments at the University of Alabama. However, the forecasting accuracy rates of the existing methods are not good enough. In this paper, we compared our proposed new method of fuzzy time series forecasting with existing methods. Our method is based on frequency density based partitioning of the historical enrollment data. The proposed method belongs to the kth order and time-variant methods. The proposed method can get the best forecasting accuracy rate for forecasting enrollments than the existing methods.
Abstract: The objective of this study is to determine the thermal comfort among worker at Malaysian automotive industry. One critical manual assembly workstation had been chosen as a subject for the study. The human subjects for the study constitute operators at Body Assembly Station of the factory. The environment examined was the Relative Humidity (%), Airflow (m/s), Air Temperature (°C) and Radiant Temperature (°C) of the surrounding workstation area. The environmental factors were measured using Babuc apparatus, which is capable to measure simultaneously those mentioned environmental factors. The time series data of fluctuating level of factors were plotted to identify the significant changes of factors. Then thermal comfort of the workers were assessed by using ISO Standard 7730 Thermal sensation scale by using Predicted Mean Vote (PMV). Further Predicted percentage dissatisfied (PPD) is used to estimate the thermal comfort satisfaction of the occupant. Finally the PPD versus PMV were plotted to present the thermal comfort scenario of workers involved in related workstation. The result of PMV at the related industry is between 1.8 and 2.3, where PPD at that building is between 60% to 84%. The survey result indicated that the temperature more influenced comfort to the occupants
Abstract: The hydrologic time series data display periodic
structure and periodic autoregressive process receives considerable
attention in modeling of such series. In this communication long
term record of monthly waste flow of Lyari river is utilized to
quantify by using PAR modeling technique. The parameters of
model are estimated by using Frances & Paap methodology. This
study shows that periodic autoregressive model of order 2 is the most
parsimonious model for assessing periodicity in waste flow of the
river. A careful statistical analysis of residuals of PAR (2) model is
used for establishing goodness of fit. The forecast by using proposed
model confirms significance and effectiveness of the model.
Abstract: It is established that the instantaneous heart rate (HR) of healthy humans keeps on changing. Analysis of heart rate variability (HRV) has become a popular non invasive tool for assessing the activities of autonomic nervous system. Depressed HRV has been found in several disorders, like diabetes mellitus (DM) and coronary artery disease, characterised by autonomic nervous dysfunction. A new technique, which searches for pattern repeatability in a time series, is proposed specifically for the analysis of heart rate data. These set of indices, which are termed as pattern repeatability measure and pattern repeatability ratio are compared with approximate entropy and sample entropy. In our analysis, based on the method developed, it is observed that heart rate variability is significantly different for DM patients, particularly for patients with diabetic foot ulcer.
Abstract: Despite the availability of natural disaster related time series data for last 110 years, there is no forecasting tool available to humanitarian relief organizations to determine forecasts for emergency logistics planning. This study develops a forecasting tool based on identifying probability distributions. The estimates of the parameters are used to calculate natural disaster forecasts. Further, the determination of aggregate forecasts leads to efficient pre-disaster planning. Based on the research findings, the relief agencies can optimize the various resources allocation in emergency logistics planning.
Abstract: Understanding how precipitation inter-annually
changes and its implication in agricultural drought and production change in winter wheat (Triticum aestivum L.) growth season is critical for crop production in China. MODIS Temperature-Vegetation Dryness Index (TVDI) and daily mean precipitation time series for the main growth season(Feb. to May) of winter wheat from 2000 to 2010
were used to analyze the distribution of trends of precipitation,
agricultural drought and winter wheat yield change respectively, and
relationships between them in North China region(Huang-huai-hai
region, HHH region), China. The results indicated that the trend of
precipitation in HHH region past 11 years was increasing, which had
induced generally corresponding decreasing trend of agricultural
drought and increasing trend of wheat yield, while the trend of drought
was spatially diverse. The study could provide a basis for agricultural
drought research during winter wheat season in HHH region under the
ground of climate change.
Abstract: The paper presents a method for multivariate time
series forecasting using Independent Component Analysis (ICA), as a preprocessing tool. The idea of this approach is to do the forecasting in the space of independent components (sources), and then to transform back the results to the original time series
space. The forecasting can be done separately and with a different
method for each component, depending on its time structure. The
paper gives also a review of the main algorithms for independent component analysis in the case of instantaneous mixture models, using second and high-order statistics. The method has been applied in simulation to an artificial multivariate time series
with five components, generated from three sources and a mixing matrix, randomly generated.
Abstract: The System Identification problem looks for a
suitably parameterized model, representing a given process. The
parameters of the model are adjusted to optimize a performance
function based on error between the given process output and
identified process output. The linear system identification field is
well established with many classical approaches whereas most of
those methods cannot be applied for nonlinear systems. The problem
becomes tougher if the system is completely unknown with only the
output time series is available. It has been reported that the
capability of Artificial Neural Network to approximate all linear and
nonlinear input-output maps makes it predominantly suitable for the
identification of nonlinear systems, where only the output time series
is available. [1][2][4][5]. The work reported here is an attempt to
implement few of the well known algorithms in the context of
modeling of nonlinear systems, and to make a performance
comparison to establish the relative merits and demerits.