基于T-S模糊神经网络的淋水井筒温度预测分析

随着矿井开采深度的增加,矿井井底风流温度的预测分析对矿井生产具有重要意义。通过分析影响井底风温的主要因素:地面大气压力、入风温度、入风含湿量以及井筒深度,建立了一种新的T-S模糊神经网络模型,利用MATLAB模拟实现了对井筒的井底风温预测分析。通过实例验证了该方法的可行性,结果表明该方法相比BP神经网络收敛速度快,预测精度高,拟合能力强,符合现场工程应用的需要。     

利用AR模型参数和BP神经网络辨识微震信号

利用AR模型参数和BP神经网络,针对矿山微震信号具有频带较宽、谱成分丰富的特性,提出了时不同频率范围的信号和噪声进行滤波处理的方法.利用该方法可将噪声与信号分离以及将不同频段信号分解,从而达到滤波的目的.实验结果表明,利用AR模型参数和BP神经网络能够有效去除微震异常信号的噪声,可应用于微震信号的预处理和微震预测.     

泄漏检测信号滤波技术比较

通过泄漏检测模型试验分析测量信号中的噪声来源，在对比研究传统小波去噪、改进神经网络去噪、最小二乘拟合去噪等方法在实测数据中去噪效果的基础上，借鉴神经网络反向传播学习算法的思路，提出了信号预滤波结合闽值自学习小波去噪的综合滤波方法。该方法通过对恒定状态下带噪压力信号阈值自学习使得重构信号与期望输出均方误差最小来获得单一工况下的最佳去噪阈值，再将此阈值用于同一工况下整个时间段的去噪，这样根据不同工况下得到的最佳阈值可以获得最优输出。数值计算结果比较表明该方法对噪声的抑制作用明显，比传统小波去噪、改进神经网络去噪等方法效果更好。     

基于PCA-GA-BP的回采工作面瓦斯涌出量预测模型研究

为进一步提高回采工作面瓦斯涌出量预测的准确性,建立了主成分分析法(PCA)、遗传算法(GA)、BP神经网络相结合的预测模型。该模型采用主成分分析法降维处理原始输入数据;将主成分分析结果作为BP神经网络的输入,消除冗余信息;然后采用遗传算法优化BP神经网络的初始权值和阈值,有效克服BP神经网络极易陷入局部最优的问题。选取某矿井回采工作面的实测数据进行分析,结果表明,该模型较单一BP神经网络预测精度高,能更有效地实现回采工作面瓦斯涌出量的高准确度预测。     

相空间重构和混沌遗传神经网络融合的矿井涌水量预测研究

为了更准确预测矿井涌水量变化,有效防治矿山水害,本文提出利用相空间重构和混沌遗传神经网络相结合的方法预测矿井涌水量。选用C-C算法确定嵌入维数和延迟时间,通过对时间序列进行相空间重构来判断涌水量时间序列的混沌特性。为避免BP神经网络极易陷入局部解的问题,采用遗传算法对混沌神经网络进行参数优化,构建混沌遗传神经网络预测模型。将构建的模型应用于某矿山-100 m水平巷道涌水量的预测,在理论预测时长内预测最大误差为3.38%,表明该方法能够反映短期内矿井涌水量变化的趋势,相比单纯的混沌BP神经网络预测模型,预测精度有所提高,可为矿山企业的灾害防治提供科学的参考依据。     

基于混沌-RBF神经网络的风电场风速预测

在利用风速时间序列具有混沌特性的前提下,将相空间重构和RBF神经网络结合的混合算法用于风电场风速预测。通过实例仿真计算对比表明,该混沌-RBF神经网络的混合算法可以进一步提高预测准确度。     

基于模糊控制修正Elman神经网络的电力负荷短期动态预测

为了更好地反映电力负荷系统非线性、动态性、时变性的特点,对电力负荷进行更加智能、准确的预测,将Elman神经网络与模糊控制相结合,提出了一种基于模糊控制修正Elman神经网络的电力负荷短期动态预测模型。首先利用Elman神经网络对电力负荷进行预测并计算预测残差,然后利用模糊控制对残差进行预测控制并对Elman神经网络预测结果进行智能修正,最后结合Elman神经网络与模糊控制修正结果得到最终的电力负荷预测结果。以辽宁省某市2015年6月份部分电力负荷历史数据为样本,结合天气温度情况,利用本文提出的模型进行了实际电力负荷短期预测,最终结果误差较小且比较稳定,优于单一Elman神经网络和该市目前电力系统预测结果,验证了本文提出模型的有效性及可靠性,为短期电力负荷预测提供了一种较为可靠的途径。     

基于PCA-EBP神经网络的煤炭物流成本预测

为了科学、准确地对煤炭物流成本进行预测,针对煤炭物流成本影响因素之间存在信息重叠以及BP神经网络对多噪声样本和小样本问题预测结果较差等问题,提出了一种PCA-EBP神经网络模型。将所建立的模型用于内蒙古SH煤炭生产企业煤炭物流成本实际预测。结果表明:模型最大误差为1.748%,最小误差为0.0728%,平均误差为0.972%,均好于径向基神经网络(RBF)和支持向量回归机(SVR),预测精度较高,能够满足煤炭物流成本预测的实际需求,验证了所提出模型的有效性和可靠性。     

基于奇异值分解的多小波图像去噪方法

给出了一种将多小波变换和奇异值分解相结合的图像去噪方法.该方法通过对含噪图像进行多小波变换,克服了单小波变换中无法同时满足正交性和对称性的缺点.对变换得到的高频系数矩阵进行奇异值分解去噪,提取高频系数中淹没在噪声中的信号成分,然后进行多小波重构,得到去噪图像.仿真结果表明,该方法能有效去除噪声,并获得良好的主观视觉效果.     

基于最大方差展开的非线性信号降噪方法及其在故障诊断中的应用

将流形学习的思想引入信号降噪中,提出了一种新的基于最大方差展开（maximum variance unfolding,MVU）的非线性信号降噪方法.该方法首先基于相空间重构理论将含噪信号重构到高维相空间,再采用流形学习理论中的MVU算法对相空间数据进行非线性降维,将蕴含在相空间中代表吸引子的低维流形与噪声子空间分离,然后对低维流形进行逆重构,从而得到降噪后的信号.对加噪的Lorenz信号的仿真结果表明,该方法的降噪性能要优于基于KPCA的非线性降噪方法,且具有参数估计简单、参数影响不大等优点.最后将该降噪方法应用于带有轻碰磨故障的航空发动机转子―机匣系统振动信号,有效地提取出了淹没在噪声中的轻碰磨故障特征.     

Long‐term streamflow forecasting using artificial neural network based on preprocessing technique

Artificial neural network (ANN) combined with signal decomposing methods is effective for long‐term streamflow time series forecasting. ANN is a kind of machine learning method utilized widely for streamflow time series, and which performs well in forecasting nonstationary time series without the need of physical analysis for complex and dynamic hydrological processes. Most studies take multiple factors determining the streamflow as inputs such as rainfall. In this study, a long‐term streamflow forecasting model depending only on the historical streamflow data is proposed. Various preprocessing techniques, including empirical mode decomposition (EMD), ensemble empirical mode decomposition (EEMD) and discrete wavelet transform (DWT), are first used to decompose the streamflow time series into simple components with different timescale characteristics, and the relation between these components and the original streamflow at the next time step is analyzed by ANN. Hybrid models EMD‐ANN, EEMD‐ANN and DWT‐ANN are developed in this study for long‐term daily streamflow forecasting, and performance measures root mean square error (RMSE), mean absolute percentage error (MAPE) and Nash–Sutcliffe efficiency (NSE) indicate that the proposed EEMD‐ANN method performs better than EMD‐ANN and DWT‐ANN models, especially in high flow forecasting.     

A Neuro‐wavelet Model for the Short‐Term Forecasting of High‐Frequency Time Series of Stock Returns

We propose a wavelet neural network (neuro‐wavelet) model for the short‐term forecast of stock returns from high‐frequency financial data. The proposed hybrid model combines the capability of wavelets and neural networks to capture non‐stationary nonlinear attributes embedded in financial time series. A comparison study was performed on the predictive power of two econometric models and four recurrent neural network topologies. Several statistical measures were applied to the predictions and standard errors to evaluate the performance of all models. A Jordan net that used as input the coefficients resulting from a non‐decimated wavelet‐based multi‐resolution decomposition of an exogenous signal showed a consistent superior forecasting performance. Reasonable forecasting accuracy for the one‐, three‐ and five step‐ahead horizons was achieved by the proposed model. The procedure used to build the neuro‐wavelet model is reusable and can be applied to any high‐frequency financial series to specify the model characteristics associated with that particular series. Copyright © 2013 John Wiley & Sons, Ltd.     

Ensemble Forecasting for Complex Time Series Using Sparse Representation and Neural Networks

Based on the concept of ‘decomposition and ensemble’, a novel ensemble forecasting approach is proposed for complex time series by coupling sparse representation (SR) and feedforward neural network (FNN), i.e. the SR‐based FNN approach. Three main steps are involved: data decomposition via SR, individual forecasting via FNN and ensemble forecasting via a simple addition method. In particular, to capture various coexisting hidden factors, the effective decomposition tool of SR with its unique virtues of flexibility and generalization is introduced to formulate an overcomplete dictionary covering diverse bases, e.g. exponential basis for main trend, Fourier basis for cyclical (and seasonal) features and wavelet basis for transient actions, different from other techniques with a single basis. Using crude oil price (a typical complex time series) as sample data, the empirical study statistically confirms the superiority of the SR‐based FNN method over some other popular forecasting models and similar ensemble models (with other decomposition tools). Copyright © 2016 John Wiley & Sons, Ltd.     

An intelligent model selection and forecasting system

In this paper we present an intelligent decision‐support system based on neural network technology for model selection and forecasting. While most of the literature on the application of neural networks in forecasting addresses the use of neural network technology as an alternative forecasting tool, limited research has focused on its use for selection of forecasting methods based on time‐series characteristics. In this research, a neural network‐based decision support system is presented as a method for forecast model selection. The neural network approach provides a framework for directly incorporating time‐series characteristics into the model‐selection phase. Using a neural network, a forecasting group is initially selected for a given data set, based on a set of time‐series characteristics. Then, using an additional neural network, a specific forecasting method is selected from a pool of three candidate methods. The results of training and testing of the networks are presented along with conclusions. Copyright © 1999 John Wiley & Sons, Ltd.     

The wavelet scaling approach to forecasting: Verification on a large set of Noisy data

In the paper, we undertake a detailed empirical verification of wavelet scaling as a forecasting method through its application to a large set of noisy data. The method consists of two steps. In the first, the data are smoothed with the help of wavelet estimators of stochastic signals based on the idea of scaling, and, in the second, an AR(I)MA model is built on the estimated signal. This procedure is compared with some alternative approaches encompassing exponential smoothing, moving average, AR(I)MA and regularized AR models. Special attention is given to the ways of treating boundary regions in the wavelet signal estimation and to the use of biased, weakly biased and unbiased estimators of the wavelet variance. According to a collection of popular forecast accuracy measures, when applied to noisy time series with a high level of noise, wavelet scaling is able to outperform the other forecasting procedures, although this conclusion applies mainly to longer time series and not uniformly across all the examined accuracy measures.     

日径流预报贝叶斯回声状态网络方法

回声状态网络（ESN）相比传统递归神经网络,具有模型简单、参数训练速度快的特点．针对标准ESN因常采用线性回归率定模型参数容易出现过拟合问题,提出了基于贝叶斯回声状态网络（BESN）的日径流预报模型．该模型将贝叶斯理论与ESN模型相结合,通过权重后验概率密度最大化而获得最优输出权重,提高了模型的泛化能力．通过安砂和新丰江两座水库日径流预测实例表明,BESN模型是一种有效、可行的预测方法,与传统BP神经网络和ESN模型对比,进一步表明BESN模型具有更好的预测精度．     

Forecasting Call Centre Arrivals

This article presents a novel neural network?based approach to the intra?day forecasting of call arrivals in call centres. We apply the method to individual time series of arrivals for different customer call groups. To train the model, we use historical call data from three months and, for each day, we aggregate the call volume in 288 intervals of 5 minutes. With these data, our method can be used for predicting the call volume in the next 5?minute interval using either previous real data or previous predictions to iteratively produce multi?step?ahead forecasts. We compare our approach with other conventional forecasting techniques. Experimental results provide factual evidence in favour of our approach. Copyright © 2013 John Wiley & Sons, Ltd.     

Stock index prediction based on wavelet transform and FCD-MLGRU

With the development of artificial intelligence, deep learning is widely used in the field of nonlinear time series forecasting. It is proved in practice that deep learning models have higher forecasting accuracy compared with traditional linear econometric models and machine learning models. With the purpose of further improving forecasting accuracy of financial time series, we propose the WT-FCD-MLGRU model, which is the combination of wavelet transform, filter cycle decomposition and multilag neural networks. Four major stock indices are chosen to test the forecasting performance among traditional econometric model, machine learning model and deep learning models. According to the result of empirical analysis, deep learning models perform better than traditional econometric model such as autoregressive integrated moving average and improved machine learning model SVR. Besides, our proposed model has the minimum forecasting error in stock index prediction.