As the conventional prediction methods for production of waterflooding reservoirs have some drawbacks, a production forecasting model based on artificial neural network was proposed, the simulation process by this met...As the conventional prediction methods for production of waterflooding reservoirs have some drawbacks, a production forecasting model based on artificial neural network was proposed, the simulation process by this method was presented, and some examples were illustrated. A workflow that involves a physics-based extraction of features was proposed for fluid production forecasting to improve the prediction effect. The Bayesian regularization algorithm was selected as the training algorithm of the model. This algorithm, although taking longer time, can better generalize oil, gas and water production data sets. The model was evaluated by calculating mean square error and determination coefficient, drawing error distribution histogram and the cross-plot between simulation data and verification data etc. The model structure was trained, validated and tested with 90% of the historical data, and blindly evaluated using the remaining. The predictive model consumes minimal information and computational cost and is capable of predicting fluid production rate with a coefficient of determination of more than 0.9, which has the simulation results consistent with the practical data.展开更多
Big data analytic techniques associated with machine learning algorithms are playing an increasingly important role in various application fields,including stock market investment.However,few studies have focused on f...Big data analytic techniques associated with machine learning algorithms are playing an increasingly important role in various application fields,including stock market investment.However,few studies have focused on forecasting daily stock market returns,especially when using powerful machine learning techniques,such as deep neural networks(DNNs),to perform the analyses.DNNs employ various deep learning algorithms based on the combination of network structure,activation function,and model parameters,with their performance depending on the format of the data representation.This paper presents a comprehensive big data analytics process to predict the daily return direction of the SPDR S&P 500 ETF(ticker symbol:SPY)based on 60 financial and economic features.DNNs and traditional artificial neural networks(ANNs)are then deployed over the entire preprocessed but untransformed dataset,along with two datasets transformed via principal component analysis(PCA),to predict the daily direction of future stock market index returns.While controlling for overfitting,a pattern for the classification accuracy of the DNNs is detected and demonstrated as the number of the hidden layers increases gradually from 12 to 1000.Moreover,a set of hypothesis testing procedures are implemented on the classification,and the simulation results show that the DNNs using two PCA-represented datasets give significantly higher classification accuracy than those using the entire untransformed dataset,as well as several other hybrid machine learning algorithms.In addition,the trading strategies guided by the DNN classification process based on PCA-represented data perform slightly better than the others tested,including in a comparison against two standard benchmarks.展开更多
Haze-fog,which is an atmospheric aerosol caused by natural or man-made factors,seriously affects the physical and mental health of human beings.PM2.5(a particulate matter whose diameter is smaller than or equal to 2.5...Haze-fog,which is an atmospheric aerosol caused by natural or man-made factors,seriously affects the physical and mental health of human beings.PM2.5(a particulate matter whose diameter is smaller than or equal to 2.5 microns)is the chief culprit causing aerosol.To forecast the condition of PM2.5,this paper adopts the related the meteorological data and air pollutes data to predict the concentration of PM2.5.Since the meteorological data and air pollutes data are typical time series data,it is reasonable to adopt a machine learning method called Single Hidden-Layer Long Short-Term Memory Neural Network(SSHL-LSTMNN)containing memory capability to implement the prediction.However,the number of neurons in the hidden layer is difficult to decide unless manual testing is operated.In order to decide the best structure of the neural network and improve the accuracy of prediction,this paper employs a self-organizing algorithm,which uses Information Processing Capability(IPC)to adjust the number of the hidden neurons automatically during a learning phase.In a word,to predict PM2.5 concentration accurately,this paper proposes the SSHL-LSTMNN to predict PM2.5 concentration.In the experiment,not only the hourly precise prediction but also the daily longer-term prediction is taken into account.At last,the experimental results reflect that SSHL-LSTMNN performs the best.展开更多
为了提高人工鱼群算法AFSA(artificial fish swarm algorithm)的全局搜索能力及加快其收敛速度,提出一种将其与免疫算法IA(immune algorithm)进行结合的新方法,形成了免疫人工鱼群算法IAFSA(immuneartificial fish swarm algorithm),并...为了提高人工鱼群算法AFSA(artificial fish swarm algorithm)的全局搜索能力及加快其收敛速度,提出一种将其与免疫算法IA(immune algorithm)进行结合的新方法,形成了免疫人工鱼群算法IAFSA(immuneartificial fish swarm algorithm),并且利用该算法自动选取径向基函数RBF(radial basis function)神经网络中的输入变量,以及对网络中隐含层到输出层之间的权值进行训练,从而减少了RBF神经网络的工作量,提高了训练速度。用优化后的RBF神经网络进行短期负荷预测,结果表明,该方法具有较高的预测精度。展开更多
文摘As the conventional prediction methods for production of waterflooding reservoirs have some drawbacks, a production forecasting model based on artificial neural network was proposed, the simulation process by this method was presented, and some examples were illustrated. A workflow that involves a physics-based extraction of features was proposed for fluid production forecasting to improve the prediction effect. The Bayesian regularization algorithm was selected as the training algorithm of the model. This algorithm, although taking longer time, can better generalize oil, gas and water production data sets. The model was evaluated by calculating mean square error and determination coefficient, drawing error distribution histogram and the cross-plot between simulation data and verification data etc. The model structure was trained, validated and tested with 90% of the historical data, and blindly evaluated using the remaining. The predictive model consumes minimal information and computational cost and is capable of predicting fluid production rate with a coefficient of determination of more than 0.9, which has the simulation results consistent with the practical data.
文摘Big data analytic techniques associated with machine learning algorithms are playing an increasingly important role in various application fields,including stock market investment.However,few studies have focused on forecasting daily stock market returns,especially when using powerful machine learning techniques,such as deep neural networks(DNNs),to perform the analyses.DNNs employ various deep learning algorithms based on the combination of network structure,activation function,and model parameters,with their performance depending on the format of the data representation.This paper presents a comprehensive big data analytics process to predict the daily return direction of the SPDR S&P 500 ETF(ticker symbol:SPY)based on 60 financial and economic features.DNNs and traditional artificial neural networks(ANNs)are then deployed over the entire preprocessed but untransformed dataset,along with two datasets transformed via principal component analysis(PCA),to predict the daily direction of future stock market index returns.While controlling for overfitting,a pattern for the classification accuracy of the DNNs is detected and demonstrated as the number of the hidden layers increases gradually from 12 to 1000.Moreover,a set of hypothesis testing procedures are implemented on the classification,and the simulation results show that the DNNs using two PCA-represented datasets give significantly higher classification accuracy than those using the entire untransformed dataset,as well as several other hybrid machine learning algorithms.In addition,the trading strategies guided by the DNN classification process based on PCA-represented data perform slightly better than the others tested,including in a comparison against two standard benchmarks.
文摘Haze-fog,which is an atmospheric aerosol caused by natural or man-made factors,seriously affects the physical and mental health of human beings.PM2.5(a particulate matter whose diameter is smaller than or equal to 2.5 microns)is the chief culprit causing aerosol.To forecast the condition of PM2.5,this paper adopts the related the meteorological data and air pollutes data to predict the concentration of PM2.5.Since the meteorological data and air pollutes data are typical time series data,it is reasonable to adopt a machine learning method called Single Hidden-Layer Long Short-Term Memory Neural Network(SSHL-LSTMNN)containing memory capability to implement the prediction.However,the number of neurons in the hidden layer is difficult to decide unless manual testing is operated.In order to decide the best structure of the neural network and improve the accuracy of prediction,this paper employs a self-organizing algorithm,which uses Information Processing Capability(IPC)to adjust the number of the hidden neurons automatically during a learning phase.In a word,to predict PM2.5 concentration accurately,this paper proposes the SSHL-LSTMNN to predict PM2.5 concentration.In the experiment,not only the hourly precise prediction but also the daily longer-term prediction is taken into account.At last,the experimental results reflect that SSHL-LSTMNN performs the best.
文摘为了提高人工鱼群算法AFSA(artificial fish swarm algorithm)的全局搜索能力及加快其收敛速度,提出一种将其与免疫算法IA(immune algorithm)进行结合的新方法,形成了免疫人工鱼群算法IAFSA(immuneartificial fish swarm algorithm),并且利用该算法自动选取径向基函数RBF(radial basis function)神经网络中的输入变量,以及对网络中隐含层到输出层之间的权值进行训练,从而减少了RBF神经网络的工作量,提高了训练速度。用优化后的RBF神经网络进行短期负荷预测,结果表明,该方法具有较高的预测精度。
