Outbreaks of hand-foot-mouth disease（HFMD） have occurred many times and caused serious health burden in China since 2008. Application of modern information technology to prediction and early response can be helpful ...Outbreaks of hand-foot-mouth disease（HFMD） have occurred many times and caused serious health burden in China since 2008. Application of modern information technology to prediction and early response can be helpful for efficient HFMD prevention and control. A seasonal auto-regressive integrated moving average（ARIMA） model for time series analysis was designed in this study. Eighty-four-month（from January 2009 to December 2015） retrospective data obtained from the Chinese Information System for Disease Prevention and Control were subjected to ARIMA modeling. The coefficient of determination（R^2）, normalized Bayesian Information Criterion（BIC） and Q-test P value were used to evaluate the goodness-of-fit of constructed models. Subsequently, the best-fitted ARIMA model was applied to predict the expected incidence of HFMD from January 2016 to December 2016. The best-fitted seasonal ARIMA model was identified as（1,0,1）（0,1,1）12, with the largest coefficient of determination（R^2=0.743） and lowest normalized BIC（BIC=3.645） value. The residuals of the model also showed non-significant autocorrelations（P_（Box-Ljung（Q））=0.299）. The predictions by the optimum ARIMA model adequately captured the pattern in the data and exhibited two peaks of activity over the forecast interval, including a major peak during April to June, and again a light peak for September to November. The ARIMA model proposed in this study can forecast HFMD incidence trend effectively, which could provide useful support for future HFMD prevention and control in the study area. Besides, further observations should be added continually into the modeling data set, and parameters of the models should be adjusted accordingly.展开更多
Firstly,based on the data of air quality and the meteorological data in Baoding City from 2017 to 2021,the correlations of meteorological elements and pollutants with O_(3)concentration were explored to determine the ...Firstly,based on the data of air quality and the meteorological data in Baoding City from 2017 to 2021,the correlations of meteorological elements and pollutants with O_(3)concentration were explored to determine the forecast factors of forecast models.Secondly,the O_(3)-8h concentration in Baoding City in 2021 was predicted based on the constructed models of multiple linear regression(MLR),backward propagation neural network(BPNN),and auto regressive integrated moving average(ARIMA),and the predicted values were compared with the observed values to test their prediction effects.The results show that overall,the MLR,BPNN and ARIMA models were able to forecast the changing trend of O_(3)-8h concentration in Baoding in 2021,but the BPNN model gave better forecast results than the ARIMA and MLR models,especially for the prediction of the high values of O_(3)-8h concentration,and the correlation coefficients between the predicted values and the observed values were all higher than 0.9 during June-September.The mean error(ME),mean absolute error(MAE),and root mean square error(RMSE)of the predicted values and the observed values of daily O_(3)-8h concentration based on the BPNN model were 0.45,19.11 and 24.41μg/m 3,respectively,which were significantly better than those of the MLR and ARIMA models.The prediction effects of the MLR,BPNN and ARIMA models were the best at the pollution level,followed by the excellent level,and it was the worst at the good level.In comparison,the prediction effect of BPNN model was better than that of the MLR and ARIMA models as a whole,especially for the pollution and excellent levels.The TS scores of the BPNN model were all above 66%,and the PC values were above 86%.The BPNN model can forecast the changing trend of O_(3)concentration more accurately,and has a good practical application value,but at the same time,the predicted high values of O_(3)concentration should be appropriately increased according to error characteristics of the model.展开更多
Hydropower has made a significant contribution to the economic development of Vietnam,thus it is important to monitor the safety of hydropower dams for the good of the country and the people.In this paper,dam horizont...Hydropower has made a significant contribution to the economic development of Vietnam,thus it is important to monitor the safety of hydropower dams for the good of the country and the people.In this paper,dam horizontal displacement is analyzed and then forecasted using three methods:the multi-regression model,the seasonal integrated auto-regressive moving average(SARIMA)model and the back-propagation neural network(BPNN)merging models.The monitoring data of the Hoa Binh Dam in Vietnam,including horizontal displacement,time,reservoir water level,and air temperature,are used for the experiments.The results indicate that all of these three methods can approximately describe the trend of dam deformation despite their different forecast accuracies.Hence,their short-term forecasts can provide valuable references for the dam safety.展开更多
The stock market is a vital component of the broader financial system,with its dynamics closely linked to economic growth.The challenges associated with analyzing and forecasting stock prices have persisted since the ...The stock market is a vital component of the broader financial system,with its dynamics closely linked to economic growth.The challenges associated with analyzing and forecasting stock prices have persisted since the inception of financial markets.By examining historical transaction data,latent opportunities for profit can be uncovered,providing valuable insights for both institutional and individual investors to make more informed decisions.This study focuses on analyzing historical transaction data from four banks to predict closing price trends.Various models,including decision trees,random forests,and Long Short-Term Memory(LSTM)networks,are employed to forecast stock price movements.Historical stock transaction data serves as the input for training these models,which are then used to predict upward or downward stock price trends.The study’s empirical results indicate that these methods are effective to a degree in predicting stock price movements.The LSTM-based deep neural network model,in particular,demonstrates a commendable level of predictive accuracy.This conclusion is reached following a thorough evaluation of model performance,highlighting the potential of LSTM models in stock market forecasting.The findings offer significant implications for advancing financial forecasting approaches,thereby improving the decision-making capabilities of investors and financial institutions.展开更多
Objective:Near vision loss(NVL)is one of the leading causes of visual impairment worldwide,exerting a profound impact on individual quality of life and socio-economic development.This study aims to analyze the burden ...Objective:Near vision loss(NVL)is one of the leading causes of visual impairment worldwide,exerting a profound impact on individual quality of life and socio-economic development.This study aims to analyze the burden of NVL in China by sex and age groups from 1990 to 2021 and to project trends over the next 15 years.Methods:Using data from the Global Burden of Disease(GBD)2021 database,we conducted descriptive analyses of NVL prevalence in China,calculated age-standardized prevalence rates(ASPR)and age-standardized disability-adjusted life years rates(ASDR)to compare burden differences between sexes and age groups,and applied an autoregressive integrated moving average(ARIMA)model to predict NVL trends for the next 15 years.The model selection was based on best-fit criteria to ensure reliable projections.Results:From 1990 to 2021,China’s ASPR of NVL rose from 10096.24/100000 to 15624.54/100000,and ASDR increased from 101.75/100000 to 158.75/100000.In 2021,ASPR(16551.70/100000)and ASDR(167.69/100000)were higher among females than males(14686.21/100000 and 149.76/100000,respectively).China ranked highest globally in both NVL cases and disability-adjusted life years(DALYs),with female burden significantly exceeding male burden.Projections indicated this trend and sex gap will persist until 2036.Compared with 1990,the prevalence cases and DALYs increased by 239.20%and 238.82%,respectively in 2021,with the highest burden among females and the 55−59 age group.The ARIMA model predicted continued increases in prevalence and DALYs by 2036,with females maintaining a higher burden than males.Conclusion:This study reveals a marked increase in the NVL burden in China and predicts continued growth in the coming years.Public health policies should prioritize NVL prevention and control,with special attention to women and middle-aged populations to mitigate long-term societal and health impacts.展开更多
The coexistence of growth trends and seasonal fluctuations in monthly electricity demand presents significant forecasting challenges.Therefore,this study proposes a univariate time series forecasting approach that app...The coexistence of growth trends and seasonal fluctuations in monthly electricity demand presents significant forecasting challenges.Therefore,this study proposes a univariate time series forecasting approach that applies the Hodrick-Prescott(HP)filter to decompose the demand series into trend and seasonal components.Autore-gressive integrated moving average(ARIMA)is used to forecast the trend,while recurrent neural networks(RNNs)handle the periodic component.The final prediction is obtained by combining the forecasts of both components.The model’s predictive performance is evaluated using Guangzhou’s total electricity consumption data.Compared to traditional methods such as Holt-Winters,Seasonal ARIMA,and error-trend-seasonal(ETS),the proposed HP_RNN_ARIMA hybrid model reduces mean absolute percentage error(MAPE),root mean square error(RMSE),and mean absolute error(MAE)by approximately 9.70%to 35.66%,14.18%to 35.06%,and 20.01%to 41.92%,respectively.Compared to standalone neural networks such as backpropagation(BP),RNNs,and long short-term memory(LSTM),the proposed model lowers MAPE,RMSE,and MAE by approximately 9.05%to 44.02%,20.88%to 51.74%,and 29.53%to 56.23%,respectively.Against other hybrid models,it reduces these metrics by 3.60%to 33.39%,4.27%to 36.67%,and 4.43%to 44.87%.It also achieves the highest Willmott’s index(WI)and Legates and McCabe’s index(LMI)scores,reflecting superior model fit.Moreover,applying the HP filter for decomposition and modeling each component individually significantly improves forecasting accuracy.展开更多
This paper presents a novel approach to identify and correct the gross errors in the microelectromechanical system （MEMS） gyroscope used in ground vehicles by means of time series analysis. According to the characte...This paper presents a novel approach to identify and correct the gross errors in the microelectromechanical system （MEMS） gyroscope used in ground vehicles by means of time series analysis. According to the characteristics of autocorrelation function （ACF） and partial autocorrelation function （PACF）, an autoregressive integrated moving average （ARIMA） model is roughly constructed. The rough model is optimized by combining with Akaike＇s information criterion （A/C）, and the parameters are estimated based on the least squares algorithm. After validation testing, the model is utilized to forecast the next output on the basis of the previous measurement. When the difference between the measurement and its prediction exceeds the defined threshold, the measurement is identified as a gross error and remedied by its prediction. A case study on the yaw rate is performed to illustrate the developed algorithm. Experimental results demonstrate that the proposed approach can effectively distinguish gross errors and make some reasonable remedies.展开更多
This paper presents an Ethernet based hybrid method for predicting random time-delay in the networked control system.First,db3 wavelet is used to decompose and reconstruct time-delay sequence,and the approximation com...This paper presents an Ethernet based hybrid method for predicting random time-delay in the networked control system.First,db3 wavelet is used to decompose and reconstruct time-delay sequence,and the approximation component and detail components of time-delay sequences are fgured out.Next,one step prediction of time-delay is obtained through echo state network(ESN)model and auto-regressive integrated moving average model(ARIMA)according to the diferent characteristics of approximate component and detail components.Then,the fnal predictive value of time-delay is obtained by summation.Meanwhile,the parameters of echo state network is optimized by genetic algorithm.The simulation results indicate that higher accuracy can be achieved through this prediction method.展开更多
China has resolved its overall regional poverty in 2020 by attaining moderate societal prosperity.The country has entered a new development stage designed to achieve its second centenary goal.However,ecological fragil...China has resolved its overall regional poverty in 2020 by attaining moderate societal prosperity.The country has entered a new development stage designed to achieve its second centenary goal.However,ecological fragility and risk susceptibility have increased the risk of returning to ecological poverty.In this paper,the Liupan Mountain Region of China was used as a case study,and the counties were used as the scale to reveal the spatiotempora differentiation and influcing factors of the risk of returning to poverty in study area.The indicator data for returning to ecological poverty from 2011-2020 were collected and summarized in three dimensions:ecological,economic and social.The autoregressive integrated moving average model(ARIMA)time series and exponential smoothing method(ES)were used to predict the multidimensional indicators of returning to ecological poverty for 61 counties(districts)in the Liupan Mountain Region for 2021-2030.The back propagation neural network(BPNN)and geographic information system(GIS)were used to generate the spatial distribution and time variation for the index of the risk of returning to ecological poverty(RREP index).The results show that 1)ecological factors were the main factors in the risk of returning to ecological poverty in Liupan Mountain Region.2)The RREP index for the 61 counties(districts)exhibited a downward trend from 2021-2030.The RREP index declined more in medium-and high-risk areas than in low-risk areas.From 2021 to 2025,the RREP index exhibited a slight downward trend.From 2026 to2030,the RREP index was expected to decline faster,especially from 2029-2030.3)Based on the RREP index,it can be roughly divided into three types,namely,the high-risk areas,the medium-risk areas,and the low-risk areas.The natural resource conditions in lowrisk areas of returning to ecological poverty,were better than those in medium-and high-risk areas.展开更多
Time series analysis has two goals, modeling random mechanisms and predicting future series using historical data. In the present work, a uni-variate time series autoregressive integrated moving average （ARIMA） mode...Time series analysis has two goals, modeling random mechanisms and predicting future series using historical data. In the present work, a uni-variate time series autoregressive integrated moving average （ARIMA） model has been developed for （a） simulating and forecasting mean rainfall, obtained using Theissen weights; over the Mahanadi River Basin in India, and （b） simula^ag and forecasting mean rainfall at 38 rain-gauge stations in district towns across the basin. For the analysis, monthly rainfall data of each district town for the years 1901-2002 （102 years） were used. Theissen weights were obtained over the basin and mean monthly rainfall was estimated. The trend and seasonality observed in ACF and PACF plots of rainfall data were removed using power transformation （a=0.5） and first order seasonal differencing prior to the development of the ARIMA model. Interestingly, the AR1MA model （1,0,0）（0,1,1）12 developed here was found to be most suitable for simulating and forecasting mean rainfall over the Mahanadi River Basin and for all 38 district town rain-gauge stations, separately. The Akaike Information Criterion （AIC）, good- ness of fit （Chi-square）, R2 （coefficient of determination）, MSE （mean square error） and MAE （mea absolute error） were used to test the validity and applicability of the developed ARIMA model at different stages. This model is considered appropriate to forecast the monthly rainfall for the upcoming 12 years in each district town to assist decision makers and policy makers establish priorities for water demand, storage, distribution, and disaster management.展开更多
Existing detection methods against SYN flooding attacks are effective only at the later stages when attacking signatures are obvious.In this paper an early stage detecting method(ESDM) is proposed.The ESDM is a simple...Existing detection methods against SYN flooding attacks are effective only at the later stages when attacking signatures are obvious.In this paper an early stage detecting method(ESDM) is proposed.The ESDM is a simple but effective method to detect SYN flooding attacks at the early stage.In the ESDM the SYN traffic is forecasted by autoregressive integrated moving average model, and non-parametric cumulative sum algorithm is used to find the SYN flooding attacks according to the forecasted traffic.Trace-driven simulations show that ESDM is accurate and efficient to detect the SYN flooding attacks.展开更多
Electricity prices have complex features,such as high frequency,multiple seasonality,and nonlinearity.These factors will make the prediction of electricity prices difficult.However,accurate electricity price predictio...Electricity prices have complex features,such as high frequency,multiple seasonality,and nonlinearity.These factors will make the prediction of electricity prices difficult.However,accurate electricity price prediction is important for energy producers and consumers to develop bidding strategies.To improve the accuracy of prediction by using each algorithms’advantages,this paper proposes a hybrid model that uses the Empirical Mode Decomposition(EMD),Autoregressive Integrated Moving Average(ARIMA),and Temporal Convolutional Network(TCN).EMD is used to decompose the electricity prices into low and high frequency components.Low frequency components are forecasted by the ARIMA model and the high frequency series are predicted by the TCN model.Experimental results using the realistic electricity price data from Pennsylvania-New Jersey-Maryland(PJM)electricity markets show that the proposed method has a higher prediction accuracy than other single methods and hybrid methods.展开更多
This paper presents a control strategy for residential battery energy storage systems,which is aware of volatile electricity markets and uncertain daily cycling loads.The economic benefits of energy trading for prosum...This paper presents a control strategy for residential battery energy storage systems,which is aware of volatile electricity markets and uncertain daily cycling loads.The economic benefits of energy trading for prosumers are achieved through a novel modification of a conventional model predictive control(MPC).The proposed control strategy guarantees an optimal global solution for the applied control action.A new cost function is introduced to model the effects of volatility on customer benefits more effectively.Specifically,the newly presented cost function models a probabilistic relation between the power exchanged with the grid,the net load,and the electricity market.The probabilistic calculation of the cost function shows the dependence on the mathematical expectation of market price and net load.Computational techniques for calculating this value are presented.The proposed strategy differs from the stochastic and robust MPC in that the cost is calculated across the market price and net load variations rather than across model constraints and parameter variations.展开更多
The realization of road traffic prediction not only provides real-time and effective information for travelers, but also helps them select the optimal route to reduce travel time. Road traffic prediction offers traffi...The realization of road traffic prediction not only provides real-time and effective information for travelers, but also helps them select the optimal route to reduce travel time. Road traffic prediction offers traffic guidance for travelers and relieves traffic jams. In this paper, a real-time road traffic state prediction based on autoregressive integrated moving average （ARIMA） and the Kalman filter is proposed. First, an ARIMA model of road traffic data in a time series is built on the basis of historical road traffic data. Second, this ARIMA model is combined with the Kalman filter to construct a road traffic state prediction algorithm, which can acquire the state, measurement, and updating equations of the Kalman filter. Third, the optimal parameters of the algorithm are discussed on the basis of historical road traffic data. Finally, four road segments in Beijing are adopted for case studies. Experimental results show that the real-time road traffic state prediction based on ARIMA and the Kalman filter is feasible and can achieve high accuracy.展开更多
基金financially supported by the Health and Family Planning Commission of Hubei Province(No.WJ2017F047)the Health and Family Planning Commission of Wuhan(No.WG17D05)
文摘Outbreaks of hand-foot-mouth disease（HFMD） have occurred many times and caused serious health burden in China since 2008. Application of modern information technology to prediction and early response can be helpful for efficient HFMD prevention and control. A seasonal auto-regressive integrated moving average（ARIMA） model for time series analysis was designed in this study. Eighty-four-month（from January 2009 to December 2015） retrospective data obtained from the Chinese Information System for Disease Prevention and Control were subjected to ARIMA modeling. The coefficient of determination（R^2）, normalized Bayesian Information Criterion（BIC） and Q-test P value were used to evaluate the goodness-of-fit of constructed models. Subsequently, the best-fitted ARIMA model was applied to predict the expected incidence of HFMD from January 2016 to December 2016. The best-fitted seasonal ARIMA model was identified as（1,0,1）（0,1,1）12, with the largest coefficient of determination（R^2=0.743） and lowest normalized BIC（BIC=3.645） value. The residuals of the model also showed non-significant autocorrelations（P_（Box-Ljung（Q））=0.299）. The predictions by the optimum ARIMA model adequately captured the pattern in the data and exhibited two peaks of activity over the forecast interval, including a major peak during April to June, and again a light peak for September to November. The ARIMA model proposed in this study can forecast HFMD incidence trend effectively, which could provide useful support for future HFMD prevention and control in the study area. Besides, further observations should be added continually into the modeling data set, and parameters of the models should be adjusted accordingly.
基金the Project of the Key Open Laboratory of Atmospheric Detection,China Meteorological Administration(2023KLAS02M)the Second Batch of Science and Technology Project of China Meteorological Administration("Jiebangguashuai"):the Research and Development of Short-term and Near-term Warning Products for Severe Convective Weather in Beijing-Tianjin-Hebei Region(CMAJBGS202307).
文摘Firstly,based on the data of air quality and the meteorological data in Baoding City from 2017 to 2021,the correlations of meteorological elements and pollutants with O_(3)concentration were explored to determine the forecast factors of forecast models.Secondly,the O_(3)-8h concentration in Baoding City in 2021 was predicted based on the constructed models of multiple linear regression(MLR),backward propagation neural network(BPNN),and auto regressive integrated moving average(ARIMA),and the predicted values were compared with the observed values to test their prediction effects.The results show that overall,the MLR,BPNN and ARIMA models were able to forecast the changing trend of O_(3)-8h concentration in Baoding in 2021,but the BPNN model gave better forecast results than the ARIMA and MLR models,especially for the prediction of the high values of O_(3)-8h concentration,and the correlation coefficients between the predicted values and the observed values were all higher than 0.9 during June-September.The mean error(ME),mean absolute error(MAE),and root mean square error(RMSE)of the predicted values and the observed values of daily O_(3)-8h concentration based on the BPNN model were 0.45,19.11 and 24.41μg/m 3,respectively,which were significantly better than those of the MLR and ARIMA models.The prediction effects of the MLR,BPNN and ARIMA models were the best at the pollution level,followed by the excellent level,and it was the worst at the good level.In comparison,the prediction effect of BPNN model was better than that of the MLR and ARIMA models as a whole,especially for the pollution and excellent levels.The TS scores of the BPNN model were all above 66%,and the PC values were above 86%.The BPNN model can forecast the changing trend of O_(3)concentration more accurately,and has a good practical application value,but at the same time,the predicted high values of O_(3)concentration should be appropriately increased according to error characteristics of the model.
基金This research was funded by the China Scholarship Council(CSC)and partially supported by the Project 911(Vietnam).The data analysis was carried out as a part of the second author’s PhD studies at the School of Geodesy and Geomatics,Wuhan University,People’s Republic of China[grant number 2011GXZN02].
文摘Hydropower has made a significant contribution to the economic development of Vietnam,thus it is important to monitor the safety of hydropower dams for the good of the country and the people.In this paper,dam horizontal displacement is analyzed and then forecasted using three methods:the multi-regression model,the seasonal integrated auto-regressive moving average(SARIMA)model and the back-propagation neural network(BPNN)merging models.The monitoring data of the Hoa Binh Dam in Vietnam,including horizontal displacement,time,reservoir water level,and air temperature,are used for the experiments.The results indicate that all of these three methods can approximately describe the trend of dam deformation despite their different forecast accuracies.Hence,their short-term forecasts can provide valuable references for the dam safety.
文摘The stock market is a vital component of the broader financial system,with its dynamics closely linked to economic growth.The challenges associated with analyzing and forecasting stock prices have persisted since the inception of financial markets.By examining historical transaction data,latent opportunities for profit can be uncovered,providing valuable insights for both institutional and individual investors to make more informed decisions.This study focuses on analyzing historical transaction data from four banks to predict closing price trends.Various models,including decision trees,random forests,and Long Short-Term Memory(LSTM)networks,are employed to forecast stock price movements.Historical stock transaction data serves as the input for training these models,which are then used to predict upward or downward stock price trends.The study’s empirical results indicate that these methods are effective to a degree in predicting stock price movements.The LSTM-based deep neural network model,in particular,demonstrates a commendable level of predictive accuracy.This conclusion is reached following a thorough evaluation of model performance,highlighting the potential of LSTM models in stock market forecasting.The findings offer significant implications for advancing financial forecasting approaches,thereby improving the decision-making capabilities of investors and financial institutions.
基金supported by the Natural Science Foundation of Hunan Province(2023JJ30817)Hunan Provincial Natural Science Foundation-Hengyang City Joint Fund Project(2025JJ70129)+1 种基金Changsha Natural Science Foundation(kq2403057)China。
文摘Objective:Near vision loss(NVL)is one of the leading causes of visual impairment worldwide,exerting a profound impact on individual quality of life and socio-economic development.This study aims to analyze the burden of NVL in China by sex and age groups from 1990 to 2021 and to project trends over the next 15 years.Methods:Using data from the Global Burden of Disease(GBD)2021 database,we conducted descriptive analyses of NVL prevalence in China,calculated age-standardized prevalence rates(ASPR)and age-standardized disability-adjusted life years rates(ASDR)to compare burden differences between sexes and age groups,and applied an autoregressive integrated moving average(ARIMA)model to predict NVL trends for the next 15 years.The model selection was based on best-fit criteria to ensure reliable projections.Results:From 1990 to 2021,China’s ASPR of NVL rose from 10096.24/100000 to 15624.54/100000,and ASDR increased from 101.75/100000 to 158.75/100000.In 2021,ASPR(16551.70/100000)and ASDR(167.69/100000)were higher among females than males(14686.21/100000 and 149.76/100000,respectively).China ranked highest globally in both NVL cases and disability-adjusted life years(DALYs),with female burden significantly exceeding male burden.Projections indicated this trend and sex gap will persist until 2036.Compared with 1990,the prevalence cases and DALYs increased by 239.20%and 238.82%,respectively in 2021,with the highest burden among females and the 55−59 age group.The ARIMA model predicted continued increases in prevalence and DALYs by 2036,with females maintaining a higher burden than males.Conclusion:This study reveals a marked increase in the NVL burden in China and predicts continued growth in the coming years.Public health policies should prioritize NVL prevention and control,with special attention to women and middle-aged populations to mitigate long-term societal and health impacts.
基金supported by the National Natural Science Foundation of China(Grant no.72361001)the Soft Science Special Project of Gansu Basic Research Plan(Grant no.24JRZA107).
文摘The coexistence of growth trends and seasonal fluctuations in monthly electricity demand presents significant forecasting challenges.Therefore,this study proposes a univariate time series forecasting approach that applies the Hodrick-Prescott(HP)filter to decompose the demand series into trend and seasonal components.Autore-gressive integrated moving average(ARIMA)is used to forecast the trend,while recurrent neural networks(RNNs)handle the periodic component.The final prediction is obtained by combining the forecasts of both components.The model’s predictive performance is evaluated using Guangzhou’s total electricity consumption data.Compared to traditional methods such as Holt-Winters,Seasonal ARIMA,and error-trend-seasonal(ETS),the proposed HP_RNN_ARIMA hybrid model reduces mean absolute percentage error(MAPE),root mean square error(RMSE),and mean absolute error(MAE)by approximately 9.70%to 35.66%,14.18%to 35.06%,and 20.01%to 41.92%,respectively.Compared to standalone neural networks such as backpropagation(BP),RNNs,and long short-term memory(LSTM),the proposed model lowers MAPE,RMSE,and MAE by approximately 9.05%to 44.02%,20.88%to 51.74%,and 29.53%to 56.23%,respectively.Against other hybrid models,it reduces these metrics by 3.60%to 33.39%,4.27%to 36.67%,and 4.43%to 44.87%.It also achieves the highest Willmott’s index(WI)and Legates and McCabe’s index(LMI)scores,reflecting superior model fit.Moreover,applying the HP filter for decomposition and modeling each component individually significantly improves forecasting accuracy.
基金The National Natural Science Foundation of China(No.61273236)the Natural Science Foundation of Jiangsu Province(No.BK2010239)the Ph.D.Programs Foundation of Ministry of Education of China(No.200802861061)
文摘This paper presents a novel approach to identify and correct the gross errors in the microelectromechanical system （MEMS） gyroscope used in ground vehicles by means of time series analysis. According to the characteristics of autocorrelation function （ACF） and partial autocorrelation function （PACF）, an autoregressive integrated moving average （ARIMA） model is roughly constructed. The rough model is optimized by combining with Akaike＇s information criterion （A/C）, and the parameters are estimated based on the least squares algorithm. After validation testing, the model is utilized to forecast the next output on the basis of the previous measurement. When the difference between the measurement and its prediction exceeds the defined threshold, the measurement is identified as a gross error and remedied by its prediction. A case study on the yaw rate is performed to illustrate the developed algorithm. Experimental results demonstrate that the proposed approach can effectively distinguish gross errors and make some reasonable remedies.
基金supported by National Natural Science Foundation of China(No.61034005)
文摘This paper presents an Ethernet based hybrid method for predicting random time-delay in the networked control system.First,db3 wavelet is used to decompose and reconstruct time-delay sequence,and the approximation component and detail components of time-delay sequences are fgured out.Next,one step prediction of time-delay is obtained through echo state network(ESN)model and auto-regressive integrated moving average model(ARIMA)according to the diferent characteristics of approximate component and detail components.Then,the fnal predictive value of time-delay is obtained by summation.Meanwhile,the parameters of echo state network is optimized by genetic algorithm.The simulation results indicate that higher accuracy can be achieved through this prediction method.
基金Under the auspices of National Natural Science Foundation of China(No.42071230)。
文摘China has resolved its overall regional poverty in 2020 by attaining moderate societal prosperity.The country has entered a new development stage designed to achieve its second centenary goal.However,ecological fragility and risk susceptibility have increased the risk of returning to ecological poverty.In this paper,the Liupan Mountain Region of China was used as a case study,and the counties were used as the scale to reveal the spatiotempora differentiation and influcing factors of the risk of returning to poverty in study area.The indicator data for returning to ecological poverty from 2011-2020 were collected and summarized in three dimensions:ecological,economic and social.The autoregressive integrated moving average model(ARIMA)time series and exponential smoothing method(ES)were used to predict the multidimensional indicators of returning to ecological poverty for 61 counties(districts)in the Liupan Mountain Region for 2021-2030.The back propagation neural network(BPNN)and geographic information system(GIS)were used to generate the spatial distribution and time variation for the index of the risk of returning to ecological poverty(RREP index).The results show that 1)ecological factors were the main factors in the risk of returning to ecological poverty in Liupan Mountain Region.2)The RREP index for the 61 counties(districts)exhibited a downward trend from 2021-2030.The RREP index declined more in medium-and high-risk areas than in low-risk areas.From 2021 to 2025,the RREP index exhibited a slight downward trend.From 2026 to2030,the RREP index was expected to decline faster,especially from 2029-2030.3)Based on the RREP index,it can be roughly divided into three types,namely,the high-risk areas,the medium-risk areas,and the low-risk areas.The natural resource conditions in lowrisk areas of returning to ecological poverty,were better than those in medium-and high-risk areas.
文摘Time series analysis has two goals, modeling random mechanisms and predicting future series using historical data. In the present work, a uni-variate time series autoregressive integrated moving average （ARIMA） model has been developed for （a） simulating and forecasting mean rainfall, obtained using Theissen weights; over the Mahanadi River Basin in India, and （b） simula^ag and forecasting mean rainfall at 38 rain-gauge stations in district towns across the basin. For the analysis, monthly rainfall data of each district town for the years 1901-2002 （102 years） were used. Theissen weights were obtained over the basin and mean monthly rainfall was estimated. The trend and seasonality observed in ACF and PACF plots of rainfall data were removed using power transformation （a=0.5） and first order seasonal differencing prior to the development of the ARIMA model. Interestingly, the AR1MA model （1,0,0）（0,1,1）12 developed here was found to be most suitable for simulating and forecasting mean rainfall over the Mahanadi River Basin and for all 38 district town rain-gauge stations, separately. The Akaike Information Criterion （AIC）, good- ness of fit （Chi-square）, R2 （coefficient of determination）, MSE （mean square error） and MAE （mea absolute error） were used to test the validity and applicability of the developed ARIMA model at different stages. This model is considered appropriate to forecast the monthly rainfall for the upcoming 12 years in each district town to assist decision makers and policy makers establish priorities for water demand, storage, distribution, and disaster management.
基金supported by the National High-Tech Research and Development Plan of China under Grant No. 2006AA01Z448 (863)the Key Science and Technology Research project of Ministry of Education of China under Grant No. 108013+1 种基金the Foundation for Innovative Research Groups of the National Natural Science Foundation of China under Grant No. 60821001the National Information Security Plan of China under Grant No.2007A14 (242)
文摘Existing detection methods against SYN flooding attacks are effective only at the later stages when attacking signatures are obvious.In this paper an early stage detecting method(ESDM) is proposed.The ESDM is a simple but effective method to detect SYN flooding attacks at the early stage.In the ESDM the SYN traffic is forecasted by autoregressive integrated moving average model, and non-parametric cumulative sum algorithm is used to find the SYN flooding attacks according to the forecasted traffic.Trace-driven simulations show that ESDM is accurate and efficient to detect the SYN flooding attacks.
基金supported by the Sichuan Science and Technology Program under Grant 2020JDJQ0037 and 2020YFG0312.
文摘Electricity prices have complex features,such as high frequency,multiple seasonality,and nonlinearity.These factors will make the prediction of electricity prices difficult.However,accurate electricity price prediction is important for energy producers and consumers to develop bidding strategies.To improve the accuracy of prediction by using each algorithms’advantages,this paper proposes a hybrid model that uses the Empirical Mode Decomposition(EMD),Autoregressive Integrated Moving Average(ARIMA),and Temporal Convolutional Network(TCN).EMD is used to decompose the electricity prices into low and high frequency components.Low frequency components are forecasted by the ARIMA model and the high frequency series are predicted by the TCN model.Experimental results using the realistic electricity price data from Pennsylvania-New Jersey-Maryland(PJM)electricity markets show that the proposed method has a higher prediction accuracy than other single methods and hybrid methods.
基金supported by Australian Research Council (ARC)Discovery Project (No.160102571)。
文摘This paper presents a control strategy for residential battery energy storage systems,which is aware of volatile electricity markets and uncertain daily cycling loads.The economic benefits of energy trading for prosumers are achieved through a novel modification of a conventional model predictive control(MPC).The proposed control strategy guarantees an optimal global solution for the applied control action.A new cost function is introduced to model the effects of volatility on customer benefits more effectively.Specifically,the newly presented cost function models a probabilistic relation between the power exchanged with the grid,the net load,and the electricity market.The probabilistic calculation of the cost function shows the dependence on the mathematical expectation of market price and net load.Computational techniques for calculating this value are presented.The proposed strategy differs from the stochastic and robust MPC in that the cost is calculated across the market price and net load variations rather than across model constraints and parameter variations.
基金Project supported by the National Science &Technology Pillar Program(No.2014BAG01B02)
文摘The realization of road traffic prediction not only provides real-time and effective information for travelers, but also helps them select the optimal route to reduce travel time. Road traffic prediction offers traffic guidance for travelers and relieves traffic jams. In this paper, a real-time road traffic state prediction based on autoregressive integrated moving average （ARIMA） and the Kalman filter is proposed. First, an ARIMA model of road traffic data in a time series is built on the basis of historical road traffic data. Second, this ARIMA model is combined with the Kalman filter to construct a road traffic state prediction algorithm, which can acquire the state, measurement, and updating equations of the Kalman filter. Third, the optimal parameters of the algorithm are discussed on the basis of historical road traffic data. Finally, four road segments in Beijing are adopted for case studies. Experimental results show that the real-time road traffic state prediction based on ARIMA and the Kalman filter is feasible and can achieve high accuracy.
