An optimized nonlinear grey Bernoulli model was proposed by using a particle swarm optimization algorithm to solve the parameter optimization problem. In addition, each item in the first-order accumulated generating s...An optimized nonlinear grey Bernoulli model was proposed by using a particle swarm optimization algorithm to solve the parameter optimization problem. In addition, each item in the first-order accumulated generating sequence was set in turn as an initial condition to determine which alternative would yield the highest forecasting accuracy. To test the forecasting performance, the optimized models with different initial conditions were then used to simulate dissolved oxygen concentrations in the Guantlng reservoir inlet and outlet （China）. The empirical results show that the optimized model can remarkably improve forecasting accuracy, and the particle swarm optimization technique is a good tool to solve parameter optimization problems. What＇s more, the optimized model with an initial condition that performs well in in-sample simulation may not do as well as in out-of-sample forecasting.展开更多
In view of the difficulty in supporting the surrounding rocks of roadway 3-411 ofFucun Coal Mine of Zaozhuang Mining Group, a deformation forecasting model was putforward based on particle swarm optimization.The kerne...In view of the difficulty in supporting the surrounding rocks of roadway 3-411 ofFucun Coal Mine of Zaozhuang Mining Group, a deformation forecasting model was putforward based on particle swarm optimization.The kernel function and model parameterswere optimized using particle swarm optimization.It is shown that the forecast result isvery close to the real monitoring data.Furthermore, the PSO-SVM (Particle Swarm Optimization-Support Vector Machine) model is compared with the GM(1,1) model and L-M BPnetwork model.The results show that PSO-SVM method is better in the aspect of predictionaccuracy and the PSO-SVM roadway deformation pre-diction model is feasible for thelarge deformation prediction of coal mine roadway.展开更多
Using object mathematical model of traditional control theory can not solve the forecasting problem of the chemical components of sintered ore.In order to control complicated chemical components in the manufacturing p...Using object mathematical model of traditional control theory can not solve the forecasting problem of the chemical components of sintered ore.In order to control complicated chemical components in the manufacturing process of sintered ore,some key techniques for intelligent forecasting of the chemical components of sintered ore are studied in this paper.A new intelligent forecasting system based on SVM is proposed and realized.The results show that the accuracy of predictive value of every component is more than 90%.The application of our system in related companies is for more than one year and has shown satisfactory results.展开更多
The subprime crisis was quite damaging for hedge funds.Using the local projection method(Jordà2004,2005,2009),we forecast the dynamic responses of the betas of hedge fund strategies to macroeconomic and financial...The subprime crisis was quite damaging for hedge funds.Using the local projection method(Jordà2004,2005,2009),we forecast the dynamic responses of the betas of hedge fund strategies to macroeconomic and financial shocks—especially volatility and illiquidity shocks—over the subprime crisis in order to investigate their market timing activities.In a robustness check,using TVAR(Balke 2000),we simulate the reaction of hedge fund strategies’betas in extreme scenarios allowing moderate and strong adverse shocks.Our results show that the behavior of hedge fund strategies regarding the monitoring of systematic risk is highly nonlinear in extreme scenarios—especially during the subprime crisis.We find that countercyclical strategies have an investment technology which differs from procyclical ones.During crises,the former seek to capture non-traditional risk premia by deliberately increasing their systematic risk while the later focus more on minimizing risk.Our results suggest that the hedge fund strategies’betas respond more to illiquidity uncertainty than to illiquidity risk during crises.We find that illiquidity and VIX shocks are the major drivers of systemic risk in the hedge fund industry.展开更多
The accurate prediction of vehicle speed plays an important role in vehicle's real-time energy management and online optimization control. However, the current forecast methods are mostly based on traffic conditio...The accurate prediction of vehicle speed plays an important role in vehicle's real-time energy management and online optimization control. However, the current forecast methods are mostly based on traffic conditions to predict the speed, while ignoring the impact of the driver-vehicle-road system on the actual speed profile. In this paper, the correlation of velocity and its effect factors under various driving conditions were firstly analyzed based on driver-vehicle-road-traffic data records for a more accurate prediction model. With the modeling time and prediction time considered separately, the effectiveness and accuracy of several typical artificial-intelligence speed prediction algorithms were analyzed. The results show that the combination of niche immunegenetic algorithm-support vector machine(NIGA-SVM) prediction algorithm on the city roads with genetic algorithmsupport vector machine(GA-SVM) prediction algorithm on the suburb roads and on the freeway can sharply improve the accuracy and timeliness of vehicle speed forecasting. Afterwards, the optimized GA-SVM vehicle speed prediction model was established in accordance with the optimized GA-SVM prediction algorithm at different times. And the test results verified its validity and rationality of the prediction algorithm.展开更多
This study provides details of the energy management architecture used in the Goldwind microgrid test bed. A complete mathematical model, including all constraints and objectives, for microgrid operational management ...This study provides details of the energy management architecture used in the Goldwind microgrid test bed. A complete mathematical model, including all constraints and objectives, for microgrid operational management is first described using a modified prediction interval scheme. Forecasting results are then achieved every 10 min using the modified fuzzy prediction interval model, which is trained by particle swarm optimization.A scenario set is also generated using an unserved power profile and coverage grades of forecasting to compare the feasibility of the proposed method with that of the deterministic approach. The worst case operating points are achieved by the scenario with the maximum transaction cost. In summary, selection of the maximum transaction operating point from all the scenarios provides a cushion against uncertainties in renewable generation and load demand.展开更多
基金supported by the National Natural Science Foundation of China (Nos. 51178018 and 71031001)
文摘An optimized nonlinear grey Bernoulli model was proposed by using a particle swarm optimization algorithm to solve the parameter optimization problem. In addition, each item in the first-order accumulated generating sequence was set in turn as an initial condition to determine which alternative would yield the highest forecasting accuracy. To test the forecasting performance, the optimized models with different initial conditions were then used to simulate dissolved oxygen concentrations in the Guantlng reservoir inlet and outlet （China）. The empirical results show that the optimized model can remarkably improve forecasting accuracy, and the particle swarm optimization technique is a good tool to solve parameter optimization problems. What＇s more, the optimized model with an initial condition that performs well in in-sample simulation may not do as well as in out-of-sample forecasting.
基金Supported by the National Natural Science Foundation of Zhejiang Province(2009C33049)the National Natural Science Foundation of China(50674040)
文摘In view of the difficulty in supporting the surrounding rocks of roadway 3-411 ofFucun Coal Mine of Zaozhuang Mining Group, a deformation forecasting model was putforward based on particle swarm optimization.The kernel function and model parameterswere optimized using particle swarm optimization.It is shown that the forecast result isvery close to the real monitoring data.Furthermore, the PSO-SVM (Particle Swarm Optimization-Support Vector Machine) model is compared with the GM(1,1) model and L-M BPnetwork model.The results show that PSO-SVM method is better in the aspect of predictionaccuracy and the PSO-SVM roadway deformation pre-diction model is feasible for thelarge deformation prediction of coal mine roadway.
基金Supported by Key Science and Technology Project of Wuhan(No. 20106062327)Self-determined and Innovative Research Funds of WUT (No.2010-YB-20)
文摘Using object mathematical model of traditional control theory can not solve the forecasting problem of the chemical components of sintered ore.In order to control complicated chemical components in the manufacturing process of sintered ore,some key techniques for intelligent forecasting of the chemical components of sintered ore are studied in this paper.A new intelligent forecasting system based on SVM is proposed and realized.The results show that the accuracy of predictive value of every component is more than 90%.The application of our system in related companies is for more than one year and has shown satisfactory results.
基金support from the IPAG Business School and from the Social Sciences and Humanities Research Council of Canada(SSHRC)—Grant No.435-2019-0078.
文摘The subprime crisis was quite damaging for hedge funds.Using the local projection method(Jordà2004,2005,2009),we forecast the dynamic responses of the betas of hedge fund strategies to macroeconomic and financial shocks—especially volatility and illiquidity shocks—over the subprime crisis in order to investigate their market timing activities.In a robustness check,using TVAR(Balke 2000),we simulate the reaction of hedge fund strategies’betas in extreme scenarios allowing moderate and strong adverse shocks.Our results show that the behavior of hedge fund strategies regarding the monitoring of systematic risk is highly nonlinear in extreme scenarios—especially during the subprime crisis.We find that countercyclical strategies have an investment technology which differs from procyclical ones.During crises,the former seek to capture non-traditional risk premia by deliberately increasing their systematic risk while the later focus more on minimizing risk.Our results suggest that the hedge fund strategies’betas respond more to illiquidity uncertainty than to illiquidity risk during crises.We find that illiquidity and VIX shocks are the major drivers of systemic risk in the hedge fund industry.
基金supported by the Nanjing University of Aeronautics and Astronautics Research Funding(Grant No.NS2015028)
文摘The accurate prediction of vehicle speed plays an important role in vehicle's real-time energy management and online optimization control. However, the current forecast methods are mostly based on traffic conditions to predict the speed, while ignoring the impact of the driver-vehicle-road system on the actual speed profile. In this paper, the correlation of velocity and its effect factors under various driving conditions were firstly analyzed based on driver-vehicle-road-traffic data records for a more accurate prediction model. With the modeling time and prediction time considered separately, the effectiveness and accuracy of several typical artificial-intelligence speed prediction algorithms were analyzed. The results show that the combination of niche immunegenetic algorithm-support vector machine(NIGA-SVM) prediction algorithm on the city roads with genetic algorithmsupport vector machine(GA-SVM) prediction algorithm on the suburb roads and on the freeway can sharply improve the accuracy and timeliness of vehicle speed forecasting. Afterwards, the optimized GA-SVM vehicle speed prediction model was established in accordance with the optimized GA-SVM prediction algorithm at different times. And the test results verified its validity and rationality of the prediction algorithm.
文摘This study provides details of the energy management architecture used in the Goldwind microgrid test bed. A complete mathematical model, including all constraints and objectives, for microgrid operational management is first described using a modified prediction interval scheme. Forecasting results are then achieved every 10 min using the modified fuzzy prediction interval model, which is trained by particle swarm optimization.A scenario set is also generated using an unserved power profile and coverage grades of forecasting to compare the feasibility of the proposed method with that of the deterministic approach. The worst case operating points are achieved by the scenario with the maximum transaction cost. In summary, selection of the maximum transaction operating point from all the scenarios provides a cushion against uncertainties in renewable generation and load demand.
