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Empirical Bayes Absolute Error Loss Estimation for Parameter of One-Side Truncation Distribution Families
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作者 李金平 《Chinese Quarterly Journal of Mathematics》 CSCD 1992年第2期20-22,共3页
In this paper we propose an absolute error loss EB estimator for parameter of one-side truncation distribution families. Under some conditions we have proved that the convergence rates of its Bayes risk is o, where 0&... In this paper we propose an absolute error loss EB estimator for parameter of one-side truncation distribution families. Under some conditions we have proved that the convergence rates of its Bayes risk is o, where 0<λ,r≤1,Mn≤lnln n (for large n),Mn→∞ as n→∞. 展开更多
关键词 one-side truncation distribution families absolute error loss function empirical Bayes estimator convergence rates
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Optimizing Pole Placement Strategies for a Higher-Order DC-DC Buck Converter: A Comprehensive Evaluation
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作者 Richard Tymerski 《Journal of Power and Energy Engineering》 2025年第1期47-69,共23页
This paper explores pole placement techniques for the 4th order C1 DC-to-DC Buck converter focusing on optimizing various performance metrics. Refinements were made to existing ITAE (Integral of Time-weighted Absolute... This paper explores pole placement techniques for the 4th order C1 DC-to-DC Buck converter focusing on optimizing various performance metrics. Refinements were made to existing ITAE (Integral of Time-weighted Absolute Error) polynomials. Additionally, metrics such as IAE (Integral Absolute Error), ISE (Integral of Square Error), ITSE (Integral of Time Squared Error), a MaxMin metric as well as LQR (Linear Quadratic Regulator) were evaluated. PSO (Particle Swarm Optimization) was employed for metric optimization. Time domain response to a step disturbance input was evaluated. The design which optimized the ISE metric proved to be the best performing, followed by IAE and MaxMin (with equivalent results) and then LQR. 展开更多
关键词 DC-DC converter Integral Time absolute error (ITAE) Integral absolute error (IAE) Integral Square error (ISE) Integral Time Squared error (ITSE) Linear Quadratic Regulator (LQR) Particle Swarm Optimization (PSO)
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Impact of Dataset Size on Machine Learning Regression Accuracy in Solar Power Prediction
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作者 S.M.Rezaul Karim Md.Shouquat Hossain +3 位作者 Khadiza Akter Debasish Sarker Md.Moniul Kabir Mamdouh Assad 《Energy Engineering》 2025年第8期3041-3054,共14页
Knowing the influence of the size of datasets for regression models can help in improving the accuracy of a solar power forecast and make the most out of renewable energy systems.This research explores the influence o... Knowing the influence of the size of datasets for regression models can help in improving the accuracy of a solar power forecast and make the most out of renewable energy systems.This research explores the influence of dataset size on the accuracy and reliability of regression models for solar power prediction,contributing to better forecasting methods.The study analyzes data from two solar panels,aSiMicro03036 and aSiTandem72-46,over 7,14,17,21,28,and 38 days,with each dataset comprising five independent and one dependent parameter,and split 80–20 for training and testing.Results indicate that Random Forest consistently outperforms other models,achieving the highest correlation coefficient of 0.9822 and the lowest Mean Absolute Error(MAE)of 2.0544 on the aSiTandem72-46 panel with 21 days of data.For the aSiMicro03036 panel,the best MAE of 4.2978 was reached using the k-Nearest Neighbor(k-NN)algorithm,which was set up as instance-based k-Nearest neighbors(IBk)in Weka after being trained on 17 days of data.Regression performance for most models(excluding IBk)stabilizes at 14 days or more.Compared to the 7-day dataset,increasing to 21 days reduced the MAE by around 20%and improved correlation coefficients by around 2.1%,highlighting the value of moderate dataset expansion.These findings suggest that datasets spanning 17 to 21 days,with 80%used for training,can significantly enhance the predictive accuracy of solar power generation models. 展开更多
关键词 Correlation coefficients dataset size machine learning mean absolute error regression solar power prediction
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A Novel Cascaded TID-FOI Controller Tuned with Walrus Optimization Algorithm for Frequency Regulation of Deregulated Power System
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作者 Geetanjali Dei Deepak Kumar Gupta +3 位作者 Binod Kumar Sahu Amitkumar V.Jha Bhargav Appasani Nicu Bizon 《Energy Engineering》 2025年第8期3399-3431,共33页
This paper presents an innovative and effective control strategy tailored for a deregulated,diversified energy system involving multiple interconnected area.Each area integrates a unique mix of power generation techno... This paper presents an innovative and effective control strategy tailored for a deregulated,diversified energy system involving multiple interconnected area.Each area integrates a unique mix of power generation technologies:Area 1 combines thermal,hydro,and distributed generation;Area 2 utilizes a blend of thermal units,distributed solar technologies(DST),and hydro power;andThird control area hosts geothermal power station alongside thermal power generation unit and hydropower units.The suggested control system employs a multi-layered approach,featuring a blended methodology utilizing the Tilted Integral Derivative controller(TID)and the Fractional-Order Integral method to enhance performance and stability.The parameters of this hybrid TID-FOI controller are finely tuned using an advanced optimization method known as the Walrus Optimization Algorithm(WaOA).Performance analysis reveals that the combined TID-FOI controller significantly outperforms the TID and PID controllers when comparing their dynamic response across various system configurations.The study also incorporates investigation of redox flow batteries within the broader scope of energy storage applications to assess their impact on system performance.In addition,the research explores the controller’s effectiveness under different power exchange scenarios in a deregulated market,accounting for restrictions on generation ramp rates and governor hysteresis effects in dynamic control.To ensure the reliability and resilience of the presented methodology,the system transitions and develops across a broad range of varying parameters and stochastic load fluctuation.To wrap up,the study offers a pioneering control approach-a hybrid TID-FOI controller optimized via the Walrus Optimization Algorithm(WaOA)-designed for enhanced stability and performance in a complex,three-region hybrid energy system functioning within a deregulated framework. 展开更多
关键词 Integral time multiplied by absolute error(ITAE) load frequency control(LFC) particle swarm optimization(PSO) tilted integral derivative controller(TID) independent system operator(ISO) walrus optimization algorithm(WaOA) proportional integral derivative controller(PID)
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3-D fracture network dynamic simulation based on error analysis in rock mass of dam foundation 被引量:5
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作者 ZHONG Deng-hua WU Han +2 位作者 WU Bin-ping ZHANG Yi-chi YUE Pan 《Journal of Central South University》 SCIE EI CAS CSCD 2018年第4期919-935,共17页
Accurate 3-D fracture network model for rock mass in dam foundation is of vital importance for stability,grouting and seepage analysis of dam foundation.With the aim of reducing deviation between fracture network mode... Accurate 3-D fracture network model for rock mass in dam foundation is of vital importance for stability,grouting and seepage analysis of dam foundation.With the aim of reducing deviation between fracture network model and measured data,a 3-D fracture network dynamic modeling method based on error analysis was proposed.Firstly,errors of four fracture volume density estimation methods(proposed by ODA,KULATILAKE,MAULDON,and SONG)and that of four fracture size estimation methods(proposed by EINSTEIN,SONG and TONON)were respectively compared,and the optimal methods were determined.Additionally,error index representing the deviation between fracture network model and measured data was established with integrated use of fractal dimension and relative absolute error(RAE).On this basis,the downhill simplex method was used to build the dynamic modeling method,which takes the minimum of error index as objective function and dynamically adjusts the fracture density and size parameters to correct the error index.Finally,the 3-D fracture network model could be obtained which meets the requirements.The proposed method was applied for 3-D fractures simulation in Miao Wei hydropower project in China for feasibility verification and the error index reduced from 2.618 to 0.337. 展开更多
关键词 rock mass of dam foundation 3-D fracture network dynamic simulation fractal dimension error analysis relative absolute error(RAE) downhill simplex method
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A Comparison of the Estimators of the Scale Parameter of the Errors Distribution in the L1 Regression
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作者 Carmen D. Saldiva de André Silvia Nagib Elian 《Open Journal of Statistics》 2022年第2期261-276,共16页
The L<sub>1</sub> regression is a robust alternative to the least squares regression whenever there are outliers in the values of the response variable, or the errors follow a long-tailed distribution. To ... The L<sub>1</sub> regression is a robust alternative to the least squares regression whenever there are outliers in the values of the response variable, or the errors follow a long-tailed distribution. To calculate the standard errors of the L<sub>1</sub> estimators, construct confidence intervals and test hypotheses about the parameters of the model, or to calculate a robust coefficient of determination, it is necessary to have an estimate of a scale parameterτ. This parameter is such that τ<sup>2</sup>/n is the variance of the median of a sample of size n from the errors distribution. [1] proposed the use of , a consistent, and so, an asymptotically unbiased estimator of τ. However, this estimator is not stable in small samples, in the sense that it can increase with the introduction of new independent variables in the model. When the errors follow the Laplace distribution, the maximum likelihood estimator of τ, say , is the mean absolute error, that is, the mean of the absolute residuals. This estimator always decreases when new independent variables are added to the model. Our objective is to develop asymptotic properties of under several errors distributions analytically. We also performed a simulation study to compare the distributions of both estimators in small samples with the objective to establish conditions in which is a good alternative to for such situations. 展开更多
关键词 Minimum Sum of absolute errors Regression Multiple Linear Regression Variable Selection Heavy Tail Distributions Asymptotic Theory
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A new polar motion prediction method combined with the difference between polar motion series 被引量:3
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作者 Leyang Wang Wei Miao Fei Wu 《Geodesy and Geodynamics》 CSCD 2022年第6期564-572,共9页
After the first Earth Orientation Parameters Prediction Comparison Campaign(1 st EOP PCC),the traditional method using least-squares extrapolation and autoregressive(LS+AR)models was considered as one of the polar mot... After the first Earth Orientation Parameters Prediction Comparison Campaign(1 st EOP PCC),the traditional method using least-squares extrapolation and autoregressive(LS+AR)models was considered as one of the polar motion prediction methods with higher accuracy.The traditional method predicts individual polar motion series separately,which has a single input data and limited improvement in prediction accuracy.To address this problem,this paper proposes a new method for predicting polar motion by combining the difference between polar motion series.The X,Y,and Y-X series were predicted separately using LS+AR models.Then,the new forecast value of X series is obtained by combining the forecast value of Y series with that of Y-X series;the new forecast value of Y series is obtained by combining the forecast value of X series with that of Y-X series.The hindcast experimental comparison results from January 1,2011 to April 4,2021 show that the new method achieves a maximum improvement of 12.95%and 14.96%over the traditional method in the X and Y directions,respectively.The new method has obvious advantages compared with the differential method.This study tests the stability and superiority of the new method and provides a new idea for the research of polar motion prediction. 展开更多
关键词 Earth rotation parameters Polar motion prediction LS+AR Differences between series Mean absolute error
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PMSM Vector Control Optimization Based on Fractional PI^(λ) of Rotational Speed Outer Loop of Dragonfly Algorithm 被引量:3
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作者 ZENG Guohui FU Xiuwei +3 位作者 LIU Jin HUANG Bo DU Tao ZHU Xiangchen 《Wuhan University Journal of Natural Sciences》 CAS CSCD 2021年第5期429-436,共8页
Aiming at the problems of slow dynamic response and weak robustness of integer-order proportional integral(PI)controller in double closed loop vector control system of permanent magnet synchronous motor(PMSM),a method... Aiming at the problems of slow dynamic response and weak robustness of integer-order proportional integral(PI)controller in double closed loop vector control system of permanent magnet synchronous motor(PMSM),a method of combining dragonfly algorithm with fractional order PI control is proposed for off-line parameter tuning for the outer loop of speed of the system.The parameter to be optimized is used as the spatial position of the optimal individual searching for food sources in the search space,and the error performance index integrated time and absolute error(ITAE)is used as its target fitness function.The motor speed regulation performances of traditional engineering experience setting integer order PI,particle swarm optimization algorithm tuning fractional order PI and dragonfly algorithm tuning fractional order PI are compared,respectively.Results show that the fractional order PI controller optimized by dragonfly algorithm can improve the dynamic response performance of the system,reduce overshoot and enhance robustness,which proves the feasibility and superiority of the optimization strategy. 展开更多
关键词 permanent magnet synchronous motor dragonfly algorithm fractional-order PI control parameter offline tuning integrated time and absolute error(ITAE)
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Performance enhancement of IMC-PID controller design for stable and unstable second-order time delay processes 被引量:2
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作者 Munna KUMAR Durga PRASAD Ram Sharan SINGH 《Journal of Central South University》 SCIE EI CAS CSCD 2020年第1期88-100,共13页
An IMC-PID controller was proposed for unstable second-order time delay system which shows the characteristics of inverse response(RHP zero). A plot of Ms versus λ was suggested to calculate the suitable tuning param... An IMC-PID controller was proposed for unstable second-order time delay system which shows the characteristics of inverse response(RHP zero). A plot of Ms versus λ was suggested to calculate the suitable tuning parameter λ, which provides a trade-off between performance and robustness. Six different forms of process models were selected from literature to show the applicability of the present method. Performance of controller was calculated by ITAE and total variation TV and compared with recently published tuning rules. Undesirable overshoot was removed by using a set-point weighting parameter. Robustness was tested by introducing a perturbation into the various model parameters and closed-loop results show that the designed controller is robust in the case of model uncertainty. The proposed method shows an overall better closed-loop response as compared to other recently reported methods. 展开更多
关键词 maximum sensitivity internal model control unstable process set-point weighting integral of time-weighted absolute error
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Solutions of Seventh Order Boundary Value Problems Using Ninth Degree Spline Functions and Comparison with Eighth Degree Spline Solutions 被引量:1
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作者 Parcha Kalyani Mihretu Nigatu Lemma 《Journal of Applied Mathematics and Physics》 2016年第2期249-261,共13页
In this article, we develop numerical method by constructing ninth degree spline function using extended cubic spline Bickley’s method to find the approximate solution of seventh order linear boundary value problems ... In this article, we develop numerical method by constructing ninth degree spline function using extended cubic spline Bickley’s method to find the approximate solution of seventh order linear boundary value problems at different step lengths. The approximate solution is compared with the solution obtained by eighth degree splines and exact solution. It has been observed that the approximate solution is an excellent agreement with exact solution. Low absolute error indicates that our numerical method is effective for solving high order linear boundary value problems. 展开更多
关键词 Seventh Order Boundary Value Problem Boundary Value Problem Ninth Degree Spline Function absolute error
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Chaotic Whale Optimized Fractional Order PID Controller Design for Desalination Process
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作者 F.Kavin R.Senthilkumar 《Computers, Materials & Continua》 SCIE EI 2022年第5期2789-2806,共18页
The main aim of this work is to design a suitable Fractional Order Proportionl Integral Derivative(FOPID)controller with Chaotic Whale Optimization Algorithm(CWOA)for a RO desalination system.Continuous research on Re... The main aim of this work is to design a suitable Fractional Order Proportionl Integral Derivative(FOPID)controller with Chaotic Whale Optimization Algorithm(CWOA)for a RO desalination system.Continuous research on Reverse Osmosis(RO)desalination plants is a promising technique for satisfaction with sustainable and efficient RO plants.This work implements CWOA based FOPID for the simulation of reverse osmosis(RO)desalination process for both servo and regulatory problems.Mathematical modeling is a vital constituent of designing advanced and developed engineering processes,which helps to gain a deep study of processes to predict the performance,more efficiently.Numerous approaches have been employed for mathematical models based on mass and heat transfer and concentration of permeable flow rate.Incorporation of FOPID controllers is broadly used to improve the dynamic response of the system,at the same time,to reduce undershoot or overshoot,steady state error and hence improve the response.The performances of the FOPID controller with optimization is compared in terms of measures such as Integral Time Absolute Error(ITAE)and Integral Square Error(ISE).Simulation results with FOPID on desalination process achieved rise time of 0.0311 s,settling time of 0.0489 s and 0.7358%overshoot,better than the existing techniques available in the literatures. 展开更多
关键词 DESALINATION FOPID integral of absolute error reverse osmosis water treatment
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Numerical Solution for Fractional Partial Differential Equation with Bernstein Polynomials
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作者 Jin-Sheng Wang Li-Qing Liu +1 位作者 Yi-Ming Chen Xiao-Hong Ke 《Journal of Electronic Science and Technology》 CAS 2014年第3期331-338,共8页
A framework to obtain numerical solution of the fractional partial differential equation using Bernstein polynomials is presented. The main characteristic behind this approach is that a fractional order operational ma... A framework to obtain numerical solution of the fractional partial differential equation using Bernstein polynomials is presented. The main characteristic behind this approach is that a fractional order operational matrix of Bernstein polynomials is derived. With the operational matrix, the equation is transformed into the products of several dependent matrixes which can also be regarded as the system of linear equations after dispersing the variable. By solving the linear equations, the numerical solutions are acquired. Only a small number of Bernstein polynomials are needed to obtain a satisfactory result. Numerical examples are provided to show that the method is computationally efficient. 展开更多
关键词 absolute error Bernstein polynomials fractional partial differential equation numerical solution operational matrix
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Analysis and Design of Scaling Optimal GPM-PID Control with Application to Liquid Level Control
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作者 Zhuo-Yun Nie Rui-Juan Liu +1 位作者 Fu-Jiang Jin Lai-Cheng Yan 《International Journal of Automation and computing》 EI CSCD 2016年第6期624-633,共10页
In this paper, a new analysis and design method for proportional-integrative-derivative (PID) tuning is proposed based on controller scaling analysis. Integral of time absolute error (ITAE) index is minimized for ... In this paper, a new analysis and design method for proportional-integrative-derivative (PID) tuning is proposed based on controller scaling analysis. Integral of time absolute error (ITAE) index is minimized for specified gain and phase margins (GPM) constraints, so that the transient performance and robustness are both satisfied. The requirements on gain and phase margins are ingeniously formulated by real part constraints (RPC) and imaginary part constraints (IPC). This set of new constraints is simply related with three parameters and decoupling of the remaining four unknowns, including three controller parameters and the gain margin, in the nonlinear and coupled characteristic equation simultaneously. The formulas of the optimal GPM-PID are derived based on controller scaling analysis. Finally, this method is applied to liquid level control of coke fractionation tower, which demonstrate that the proposed method provides better disturbance rejection and robust tracking performance than some commonly used PID tuning methods. 展开更多
关键词 Proportional-integrative-derivative (PID) controller controller scaling gain and phase margins integral of time absolute error (ITAE) liquid level control.
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Integrated Approach of Brain Disorder Analysis by Using Deep Learning Based on DNA Sequence
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作者 Ahmed Zohair Ibrahim P.Prakash +1 位作者 V.Sakthivel P.Prabu 《Computer Systems Science & Engineering》 SCIE EI 2023年第6期2447-2460,共14页
In order to research brain problems using MRI,PET,and CT neuroimaging,a correct understanding of brain function is required.This has been considered in earlier times with the support of traditional algorithms.Deep lea... In order to research brain problems using MRI,PET,and CT neuroimaging,a correct understanding of brain function is required.This has been considered in earlier times with the support of traditional algorithms.Deep learning process has also been widely considered in these genomics data processing system.In this research,brain disorder illness incliding Alzheimer’s disease,Schizophrenia and Parkinson’s diseaseis is analyzed owing to misdetection of disorders in neuroimaging data examined by means fo traditional methods.Moeover,deep learning approach is incorporated here for classification purpose of brain disorder with the aid of Deep Belief Networks(DBN).Images are stored in a secured manner by using DNA sequence based on JPEG Zig Zag Encryption algorithm(DBNJZZ)approach.The suggested approach is executed and tested by using the performance metric measure such as accuracy,root mean square error,Mean absolute error and mean absolute percentage error.Proposed DBNJZZ gives better performance than previously available methods. 展开更多
关键词 Deep belief networks zig zag deep learning mean absolute percentage error mean absolute error root mean square error DNA GENOMICS
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Evaluation of Different Predictor Models for Detailed Soil Particle-Size Distribution
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作者 Fatemeh MESKINI-VISHKAEE Naser DAVATGAR 《Pedosphere》 SCIE CAS CSCD 2018年第1期157-164,共8页
An accurate mathematical representation of soil particle-size distribution(PSD) is required to estimate soil hydraulic properties or to compare texture measurements using different classification systems. However, man... An accurate mathematical representation of soil particle-size distribution(PSD) is required to estimate soil hydraulic properties or to compare texture measurements using different classification systems. However, many databases do not contain full PSD data,but instead contain only the clay, silt, and sand mass fractions. The objective of this study was to evaluate the abilities of four PSD models(the Skaggs model, the Fooladmand model, the modified Gray model GM(1,1), and the Fredlund model) to predict detailed PSD using limited soil textural data and to determine the effects of soil texture on the performance of the individual PSD model.The mean absolute error(MAE) and root mean square error(RMSE) were used to measure the goodness-of-fit of the models, and the Akaike's information criterion(AIC) was used to compare the quality of model fits. The performance of all PSD models except the GM(1,1) improved with increasing clay content in soils. This result showed that the GM(1,1) was less dependent on soil texture.The Fredlund model was the best for describing the PSDs of all soil textures except in the sand textural class. However, the GM(1,1) showed better performance as the sand content increased. These results indicated that the Fredlund model showed the best performance and the least values of all evaluation criteria, and can be used using limited soil textural data for detailed PSD. 展开更多
关键词 Akaike's information criterion Fredlund model Gray model mean absolute error root mean square error soil texture
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Experimental and Simulation-based Investigation of a Velocity Controller Extension on a Ball Screw System
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作者 Rico MOnster Michael Walther Holger Schlegel Welf-Guntram Drossel 《Journal of Mechanics Engineering and Automation》 2015年第4期220-228,共9页
The background of this contribution is the enhancement of the achievable accuracy of servo-screw-presses. Therefore, the paper is concerned with the improvement of the dynamic precision for direct driven servo axes wh... The background of this contribution is the enhancement of the achievable accuracy of servo-screw-presses. Therefore, the paper is concerned with the improvement of the dynamic precision for direct driven servo axes which is still restricted by structural vibrations. For this purpose, a ball screw test rig was analyzed for which the standard cascade control structure was extended by an additional velocity feedback. This structural extension has the potential to improve the controller performance significantly due to a better damping of low frequent vibrations. Furthermore, a parametric dynamic model for the control structure was derived to investigate the effects of the controller extension. For this analysis, the influences of the used tuning factors and filters is discussed in the frequency domain based on bode plots. The results of these cognitions are transferred to the time domain and illustrated by step responses. In addition, an evaluation by the criterion of the IAE (integral of absolute error) and the Prony analysis is carried out. Finally, the results are experimentally verified at the ball screw test rig. The paper closes with the conclusions. 展开更多
关键词 Velocity controller extension servo-screw-press advanced position control integral absolute error Prony analysis.
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Interval Type-2 Fuzzy Model for Intelligent Fire Intensity Detection Algorithm with Decision Making in Low-Power Devices
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作者 Emmanuel Lule Chomora Mikeka +1 位作者 Alexander Ngenzi Didacienne Mukanyiligira 《Intelligent Automation & Soft Computing》 2023年第10期57-81,共25页
Local markets in East Africa have been destroyed by raging fires,leading to the loss of life and property in the nearby communities.Electrical circuits,arson,and neglected charcoal stoves are the major causes of these... Local markets in East Africa have been destroyed by raging fires,leading to the loss of life and property in the nearby communities.Electrical circuits,arson,and neglected charcoal stoves are the major causes of these fires.Previous methods,i.e.,satellites,are expensive to maintain and cause unnecessary delays.Also,unit-smoke detectors are highly prone to false alerts.In this paper,an Interval Type-2 TSK fuzzy model for an intelligent lightweight fire intensity detection algorithm with decision-making in low-power devices is proposed using a sparse inference rules approach.A free open–source MATLAB/Simulink fuzzy toolbox integrated into MATLAB 2018a is used to investigate the performance of the Interval Type-2 fuzzy model.Two crisp input parameters,namely:FIT and FIG��are used.Results show that the Interval Type-2 model achieved an accuracy value of FIO�=98.2%,MAE=1.3010,MSE=1.6938 and RMSE=1.3015 using regression analysis.The study shall assist the firefighting personnel in fully understanding and mitigating the current level of fire danger.As a result,the proposed solution can be fully implemented in low-cost,low-power fire detection systems to monitor the state of fire with improved accuracy and reduced false alerts.Through informed decision-making in low-cost fire detection devices,early warning notifications can be provided to aid in the rapid evacuation of people,thereby improving fire safety surveillance,management,and protection for the market community. 展开更多
关键词 Interval type-2(IT2)fuzzy systems mean absolute error(MAE) mean square error(MSE) root mean square
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Application of Hidden Markov Models in Stock Forecasting
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作者 Menghan Yu Panji Wang Tong Wang 《Proceedings of Business and Economic Studies》 2022年第6期14-21,共8页
In this paper,we tested our methodology on the stocks of four representative companies:Apple,Comcast Corporation(CMCST),Google,and Qualcomm.We compared their performance to several stocks using the hidden Markov model... In this paper,we tested our methodology on the stocks of four representative companies:Apple,Comcast Corporation(CMCST),Google,and Qualcomm.We compared their performance to several stocks using the hidden Markov model(HMM)and forecasts using mean absolute percentage error(MAPE).For simplicity,we considered four main features in these stocks:open,close,high,and low prices.When using the HMM for forecasting,the HMM has the best prediction for the daily low stock price and daily high stock price of Apple and CMCST,respectively.By calculating the MAPE for the four data sets of Google,the close price has the largest prediction error,while the open price has the smallest prediction error.The HMM has the largest prediction error and the smallest prediction error for Qualcomm’s daily low stock price and daily high stock price,respectively. 展开更多
关键词 Hidden Markov model Mean absolute error Stock market
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Forecasting Inflation Rate of Zambia Using Holt’s Exponential Smoothing 被引量:2
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作者 Stanley Jere Mubita Siyanga 《Open Journal of Statistics》 2016年第2期363-372,共10页
In this paper, the Holt’s exponential smoothing and Auto-Regressive Integrated Moving Average (ARIMA) models were used to forecast inflation rate of Zambia using the monthly consumer price index (CPI) data from May 2... In this paper, the Holt’s exponential smoothing and Auto-Regressive Integrated Moving Average (ARIMA) models were used to forecast inflation rate of Zambia using the monthly consumer price index (CPI) data from May 2010 to May 2014. Results show that the ARIMA ((12), 1, 0) is an adequate model which best fits the CPI time series data and is therefore suitable for forecasting CPI and subsequently the inflation rate. However, the choice of the Holt’s exponential smoothing is as good as an ARIMA model considering the smaller deviations in the mean absolute percentage error and mean square error. Moreover, the Holt’s exponential smoothing model is less complicated since you do not require specialised software to implement it as is the case for ARIMA models. The forecasted inflation rate for April and May, 2015 is 7.0 and 6.6 respectively. 展开更多
关键词 INFLATION Holt’s Exponential Smoothing Forecasting Consumer Price Index Mean Square error and Mean absolute Percentage error
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Output Linearization of Single-Input Single-Output Fuzzy System to Improve Accuracy and Performance
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作者 Salah-ud-din Khokhar QinKe Peng Muhammad Yasir Noor 《Computers, Materials & Continua》 SCIE EI 2023年第5期2413-2427,共15页
For fuzzy systems to be implemented effectively,the fuzzy membership function(MF)is essential.A fuzzy system(FS)that implements precise input and output MFs is presented to enhance the performance and accuracy of sing... For fuzzy systems to be implemented effectively,the fuzzy membership function(MF)is essential.A fuzzy system(FS)that implements precise input and output MFs is presented to enhance the performance and accuracy of single-input single-output(SISO)FSs and introduce the most applicable input and output MFs protocol to linearize the fuzzy system’s output.Utilizing a variety of non-linear techniques,a SISO FS is simulated.The results of FS experiments conducted in comparable conditions are then compared.The simulated results and the results of the experimental setup agree fairly well.The findings of the suggested model demonstrate that the relative error is abated to a sufficient range(≤±10%)and that the mean absolute percentage error(MPAE)is reduced by around 66.2%.The proposed strategy to reduceMAPE using an FS improves the system’s performance and control accuracy.By using the best input and output MFs protocol,the energy and financial efficiency of every SISO FS can be improved with very little tuning of MFs.The proposed fuzzy system performed far better than other modern days approaches available in the literature. 展开更多
关键词 Mean absolute percentage error membership functions relative error fuzzy system
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