Deficiencies of applying the traditional least squares support vector machine （LS-SVM） to time series online prediction were specified. According to the kernel function matrix＇s property and using the recursive cal...Deficiencies of applying the traditional least squares support vector machine （LS-SVM） to time series online prediction were specified. According to the kernel function matrix＇s property and using the recursive calculation of block matrix, a new time series online prediction algorithm based on improved LS-SVM was proposed. The historical training results were fully utilized and the computing speed of LS-SVM was enhanced. Then, the improved algorithm was applied to timc series online prediction. Based on the operational data provided by the Northwest Power Grid of China, the method was used in the transient stability prediction of electric power system. The results show that, compared with the calculation time of the traditional LS-SVM（75 1 600 ms）, that of the proposed method in different time windows is 40-60 ms, proposed method is above 0.8. So the improved method is online prediction. and the prediction accuracy（normalized root mean squared error） of the better than the traditional LS-SVM and more suitable for time series online prediction.展开更多
Temporal-spatial cross-correlation analysis of non-stationary wind speed time series plays a crucial role in wind field reconstruction as well as in wind pattern recognition.Firstly,the near-surface wind speed time se...Temporal-spatial cross-correlation analysis of non-stationary wind speed time series plays a crucial role in wind field reconstruction as well as in wind pattern recognition.Firstly,the near-surface wind speed time series recorded at different locations are studied using the detrended fluctuation analysis(DFA),and the corresponding scaling exponents are larger than 1.This indicates that all these wind speed time series have non-stationary characteristics.Secondly,concerning this special feature( i.e.,non-stationarity)of wind signals,a cross-correlation analysis method,namely detrended cross-correlation analysis(DCCA) coefficient,is employed to evaluate the temporal-spatial cross-correlations between non-stationary time series of different anemometer pairs.Finally,experiments on ten wind speed data synchronously collected by the ten anemometers with equidistant arrangement illustrate that the method of DCCA cross-correlation coefficient can accurately analyze full-scale temporal-spatial cross-correlation between non-stationary time series and also can easily identify the seasonal component,while three traditional cross-correlation techniques(i.e.,Pearson coefficient,cross-correlation function,and DCCA method) cannot give us these information directly.展开更多
In this paper, we present a cluster-based algorithm for time series outlier mining.We use discrete Fourier transformation (DFT) to transform time series from time domain to frequency domain. Time series thus can be ma...In this paper, we present a cluster-based algorithm for time series outlier mining.We use discrete Fourier transformation (DFT) to transform time series from time domain to frequency domain. Time series thus can be mapped as the points in k -dimensional space.For these points, a cluster-based algorithm is developed to mine the outliers from these points.The algorithm first partitions the input points into disjoint clusters and then prunes the clusters,through judgment that can not contain outliers.Our algorithm has been run in the electrical load time series of one steel enterprise and proved to be effective.展开更多
Based on the measured displacements,the change laws of the effect of distance in phase space on the deformation of mine lane were analyzed and the chaotic time series model to predict the surrounding rocks deformation...Based on the measured displacements,the change laws of the effect of distance in phase space on the deformation of mine lane were analyzed and the chaotic time series model to predict the surrounding rocks deformation of deep mine lane in soft rock by nonlinear theory and methods was established.The chaotic attractor dimension(D) and the largest Lyapunov index(Emax) were put forward to determine whether the deformation process of mine lane is chaotic and the degree of chaos.The analysis of examples indicates that when D>2 and Emax>0,the surrounding rock's deformation of deep mine lane in soft rock is the chaotic process and the laws of the deformation can still be well demonstrated by the method of the reconstructive state space.Comparing with the prediction of linear time series and grey prediction,the chaotic time series prediction has higher accuracy and the prediction results can provide theoretical basis for reasonable support of mine lane in soft rock.The time of the second support in Maluping Mine of Guizhou,China,is determined to arrange at about 40 d after the initial support according to the prediction results.展开更多
Time series analysis is a key technology for medical diagnosis,weather forecasting and financial prediction systems.However,missing data frequently occur during data recording,posing a great challenge to data mining t...Time series analysis is a key technology for medical diagnosis,weather forecasting and financial prediction systems.However,missing data frequently occur during data recording,posing a great challenge to data mining tasks.In this study,we propose a novel time series data representation-based denoising autoencoder(DAE)for the reconstruction of missing values.Two data representation methods,namely,recurrence plot(RP)and Gramian angular field(GAF),are used to transform the raw time series to a 2D matrix for establishing the temporal correlations between different time intervals and extracting the structural patterns from the time series.Then an improved DAE is proposed to reconstruct the missing values from the 2D representation of time series.A comprehensive comparison is conducted amongst the different representations on standard datasets.Results show that the 2D representations have a lower reconstruction error than the raw time series,and the RP representation provides the best outcome.This work provides useful insights into the better reconstruction of missing values in time series analysis to considerably improve the reliability of timevarying system.展开更多
A dynamic parallel forecasting model is proposed, which is based on the problem of current forecasting models and their combined model. According to the process of the model, the fuzzy C-means clustering algorithm is ...A dynamic parallel forecasting model is proposed, which is based on the problem of current forecasting models and their combined model. According to the process of the model, the fuzzy C-means clustering algorithm is improved in outliers operation and distance in the clusters and among the clusters. Firstly, the input data sets are optimized and their coherence is ensured, the region scale algorithm is modified and non-isometric multi scale region fuzzy time series model is built. At the same time, the particle swarm optimization algorithm about the particle speed, location and inertia weight value is improved, this method is used to optimize the parameters of support vector machine, construct the combined forecast model, build the dynamic parallel forecast model, and calculate the dynamic weight values and regard the product of the weight value and forecast value to be the final forecast values. At last, the example shows the improved forecast model is effective and accurate.展开更多
The detection of outliers and change points from time series has become research focus in the area of time series data mining since it can be used for fraud detection, rare event discovery, event/trend change detectio...The detection of outliers and change points from time series has become research focus in the area of time series data mining since it can be used for fraud detection, rare event discovery, event/trend change detection, etc. In most previous works, outlier detection and change point detection have not been related explicitly and the change point detections did not consider the influence of outliers, in this work, a unified detection framework was presented to deal with both of them. The framework is based on ALARCON-AQUINO and BARRIA's change points detection method and adopts two-stage detection to divide the outliers and change points. The advantages of it lie in that: firstly, unified structure for change detection and outlier detection further reduces the computational complexity and make the detective procedure simple; Secondly, the detection strategy of outlier detection before change point detection avoids the influence of outliers to the change point detection, and thus improves the accuracy of the change point detection. The simulation experiments of the proposed method for both model data and actual application data have been made and gotten 100% detection accuracy. The comparisons between traditional detection method and the proposed method further demonstrate that the unified detection structure is more accurate when the time series are contaminated by outliers.展开更多
In order to effectively analyse the multivariate time series data of complex process,a generic reconstruction technology based on reduction theory of rough sets was proposed,Firstly,the phase space of multivariate tim...In order to effectively analyse the multivariate time series data of complex process,a generic reconstruction technology based on reduction theory of rough sets was proposed,Firstly,the phase space of multivariate time series was originally reconstructed by a classical reconstruction technology.Then,the original decision-table of rough set theory was set up according to the embedding dimensions and time-delays of the original reconstruction phase space,and the rough set reduction was used to delete the redundant dimensions and irrelevant variables and to reconstruct the generic phase space,Finally,the input vectors for the prediction of multivariate time series were extracted according to generic reconstruction results to identify the parameters of prediction model.Verification results show that the developed reconstruction method leads to better generalization ability for the prediction model and it is feasible and worthwhile for application.展开更多
To enhance the accuracy of intuitionistic fuzzy time series forecasting model, this paper analyses the influence of universe of discourse partition and compares with relevant literature. Traditional models usually par...To enhance the accuracy of intuitionistic fuzzy time series forecasting model, this paper analyses the influence of universe of discourse partition and compares with relevant literature. Traditional models usually partition the global universe of discourse, which is not appropriate for all objectives. For example, the universe of the secular trend model is continuously variational. In addition, most forecasting methods rely on prior information, i.e., fuzzy relationship groups (FRG). Numerous relationship groups lead to the explosive growth of relationship library in a linear model and increase the computational complexity. To overcome problems above and ascertain an appropriate order, an intuitionistic fuzzy time series forecasting model based on order decision and adaptive partition algorithm is proposed. By forecasting the vector operator matrix, the proposed model can adjust partitions and intervals adaptively. The proposed model is tested on student enrollments of Alabama dataset, typical seasonal dataset Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX) and a secular trend dataset of total retail sales for social consumer goods in China. Experimental results illustrate the validity and applicability of the proposed method for different patterns of dataset.展开更多
Based on discussion on the theories of support vector machines （SVM）, an one-step prediction model for time series prediction is presented, wherein the chaos theory is incorporated. Chaotic character of the time ser...Based on discussion on the theories of support vector machines （SVM）, an one-step prediction model for time series prediction is presented, wherein the chaos theory is incorporated. Chaotic character of the time series is taken into account in the prediction procedure; parameters of reconstruction-detay and embedding-dimension for phase-space reconstruction are calculated in light of mutual-information and false-nearest-neighbor method, respectively. Precision and functionality have been demonstrated by the experimental results on the basis of the prediction of Lorenz chaotic time series.展开更多
In the reconstructed phase space, based on the Karhunen-Loeve transformation （KLT）, the new local linear prediction method is proposed to predict chaotic time series. ＆ noise-free chaotic time series and a noise ad...In the reconstructed phase space, based on the Karhunen-Loeve transformation （KLT）, the new local linear prediction method is proposed to predict chaotic time series. ＆ noise-free chaotic time series and a noise added chaotic time series are analyzed. The simulation results show that the KLT-based local linear prediction method can effectively make one-step and multi-step prediction for chaotic time series, and the one-step and multi-step prediction accuracies of the KLT-based local linear prediction method are superior to that of the traditional local linear prediction.展开更多
Traditional studies on potential yield mainly referred to attainable yield： the maximum yield which could be reached by a crop in a given environment. The new concept of crop yield under average climate conditions wa...Traditional studies on potential yield mainly referred to attainable yield： the maximum yield which could be reached by a crop in a given environment. The new concept of crop yield under average climate conditions was defined in this paper, which was affected by advancement of science and technology. Based on the new concept of crop yield, the time series techniques relying on past yield data was employed to set up a forecasting model. The model was tested by using average grain yields of Liaoning Province in China from 1949 to 2005. The testing combined dynamic n-choosing and micro tendency rectification, and an average forecasting error was 1.24%. In the trend line of yield change, and then a yield turning point might occur, in which case the inflexion model was used to solve the problem of yield turn point.展开更多
The paper builds up the forecasting model of air temperature according to the data (1994～1998) of Fu Jin area.At the same time,the writer inquires into the relation of water requirement of well irrigation rice (ET) a...The paper builds up the forecasting model of air temperature according to the data (1994～1998) of Fu Jin area.At the same time,the writer inquires into the relation of water requirement of well irrigation rice (ET) and average air temperature (T).Furthermore,the rice irrigation water requirement (ET) of Fu Jin area has been forecast in 1999.Thus,we can apply the model in irrigation management.展开更多
Fuzzy sets theory cannot describe the neutrality degreeof data, which has largely limited the objectivity of fuzzy time seriesin uncertain data forecasting. With this regard, a multi-factor highorderintuitionistic fuz...Fuzzy sets theory cannot describe the neutrality degreeof data, which has largely limited the objectivity of fuzzy time seriesin uncertain data forecasting. With this regard, a multi-factor highorderintuitionistic fuzzy time series forecasting model is built. Inthe new model, a fuzzy clustering algorithm is used to get unequalintervals, and a more objective technique for ascertaining membershipand non-membership functions of the intuitionistic fuzzy setis proposed. On these bases, forecast rules based on multidimensionalintuitionistic fuzzy modus ponens inference are established.Finally, contrast experiments on the daily mean temperature ofBeijing are carried out, which show that the novel model has aclear advantage of improving the forecast accuracy.展开更多
The basic objective of time-scale transformation is to compress or expand the signal in time field while keeping the same spectral properties. This paper presents two methods to derive time-scale transformation formul...The basic objective of time-scale transformation is to compress or expand the signal in time field while keeping the same spectral properties. This paper presents two methods to derive time-scale transformation formula based on continuous wavelet transform. For an arbitrary given square-integrable function f(t),g(t) = f(t/λ) is derived by continuous wavelet transform and its inverse transform. The result shows that time-scale transformation may be obtained through the modification of the time-scale of wavelet function filter using equivalent substitution. The paper demonstrates the result by theoretic derivations and experimental simulation.展开更多
The grey forecasting model has been successfully applied to many fields. However, the precision of GM(1,1) model is not high. In order to remove the seasonal fluctuations in monitoring series before building GM(1,1) m...The grey forecasting model has been successfully applied to many fields. However, the precision of GM(1,1) model is not high. In order to remove the seasonal fluctuations in monitoring series before building GM(1,1) model, the forecasting series of GM(1,1) was built, and an inverse process was used to resume the seasonal fluctuations. Two deseasonalization methods were presented , i.e., seasonal index-based deseasonalization and standard normal distribution-based deseasonalization. They were combined with the GM(1,1) model to form hybrid grey models. A simple but practical method to further improve the forecasting results was also suggested. For comparison, a conventional periodic function model was investigated. The concept and algorithms were tested with four years monthly monitoring data. The results show that on the whole the seasonal index-GM(1,1) model outperform the conventional periodic function model and the conventional periodic function model outperform the SND-GM(1,1) model. The mean Absolute error and mean square error of seasonal index-GM(1,1) are 30.69% and 54.53% smaller than that of conventional periodic function model, respectively. The high accuracy, straightforward and easy implementation natures of the proposed hybrid seasonal index-grey model make it a powerful analysis technique for seasonal monitoring series.展开更多
The wide-field electromagnetic method is widely used in hydrocarbon exploration,mineral deposit detection,and geological disaster prediction.However,apparent resistivity and normalized field amplitude exceeding 2048 H...The wide-field electromagnetic method is widely used in hydrocarbon exploration,mineral deposit detection,and geological disaster prediction.However,apparent resistivity and normalized field amplitude exceeding 2048 Hz often exhibit upward warping in data,making geophysical inversion and interpretation challenging.The cumulative error of the crystal oscillator in signal transmission and acquisition contributes to an upturned apparent resistivity curve.To address this,a high-frequency information extraction method is proposed based on time-domain signal reconstruction,which helps to record a complete current data sequence;moreover,it helps estimate the crystal oscillator error for the transmitted signal.Considering the recorded error,a received signal was corrected using a set of reconstruction algorithms.After processing,the high-frequency component of the wide-field electromagnetic data was not upturned,while accurate high-frequency information was extracted from the signal.Therefore,the proposed method helped effectively extract high-frequency components of all wide-field electromagnetic data.展开更多
Accurately predicting environmental parameters in solar greenhouses is crucial for achieving precise environmental control.In solar greenhouses,temperature,humidity,and light intensity are crucial environmental parame...Accurately predicting environmental parameters in solar greenhouses is crucial for achieving precise environmental control.In solar greenhouses,temperature,humidity,and light intensity are crucial environmental parameters.The monitoring platform collected data on the internal environment of the solar greenhouse for one year,including temperature,humidity,and light intensity.Additionally,meteorological data,comprising outdoor temperature,outdoor humidity,and outdoor light intensity,was gathered during the same time frame.The characteristics and interrelationships among these parameters were investigated by a thorough analysis.The analysis revealed that environmental parameters in solar greenhouses displayed characteristics such as temporal variability,non-linearity,and periodicity.These parameters exhibited complex coupling relationships.Notably,these characteristics and coupling relationships exhibited pronounced seasonal variations.The multi-parameter multi-step prediction model for solar greenhouse(MPMS-SGH)was introduced,aiming to accurately predict three key greenhouse environmental parameters,and the model had certain seasonal adaptability.MPMS-SGH was structured with multiple layers,including an input layer,a preprocessing layer,a feature extraction layer,and a prediction layer.The input layer was used to generate the original sequence matrix,which included indoor temperature,indoor humidity,indoor light intensity,as well as outdoor temperature and outdoor light intensity.Then the preprocessing layer normalized,decomposed,and positionally encoded the original sequence matrix.In the feature extraction layer,the time attention mechanism and frequency attention mechanism were used to extract features from the trend component and the seasonal component,respectively.Finally,the prediction layer used a multi-layer perceptron to perform multi-step prediction of indoor environmental parameters(i.e.temperature,humidity,and light intensity).The parameter selection experiment evaluated the predictive performance of MPMS-SGH on input and output sequences of different lengths.The results indicated that with a constant output sequence length,the prediction accuracy of MPMS-SGH was firstly increased and then decreased with the increase of input sequence length.Specifically,when the input sequence length was 100,MPMS-SGH had the highest prediction accuracy,with RMSE of 0.22℃,0.28%,and 250lx for temperature,humidity,and light intensity,respectively.When the length of the input sequence remained constant,as the length of the output sequence increased,the accuracy of the model in predicting the three environmental parameters was continuously decreased.When the length of the output sequence exceeded 45,the prediction accuracy of MPMS-SGH was significantly decreased.In order to achieve the best balance between model size and performance,the input sequence length of MPMS-SGH was set to be 100,while the output sequence length was set to be 35.To assess MPMS-SGH’s performance,comparative experiments with four prediction models were conducted:SVR,STL-SVR,LSTM,and STL-LSTM.The results demonstrated that MPMS-SGH surpassed all other models,achieving RMSE of 0.15℃for temperature,0.38%for humidity,and 260lx for light intensity.Additionally,sequence decomposition can contribute to enhancing MPMS-SGH’s prediction performance.To further evaluate MPMS-SGH’s capabilities,its prediction accuracy was tested across different seasons for greenhouse environmental parameters.MPMS-SGH had the highest accuracy in predicting indoor temperature and the lowest accuracy in predicting humidity.And the accuracy of MPMS-SGH in predicting environmental parameters of the solar greenhouse fluctuated with seasons.MPMS-SGH had the highest accuracy in predicting the temperature inside the greenhouse on sunny days in spring(R^(2)=0.91),the highest accuracy in predicting the humidity inside the greenhouse on sunny days in winter(R^(2)=0.83),and the highest accuracy in predicting the light intensity inside the greenhouse on cloudy days in autumm(R^(2)=0.89).MPMS-SGH had the lowest accuracy in predicting three environmental parameters in a sunny summer greenhouse.展开更多
In view of the fact that traditional air target threat assessment methods are difficult to reflect the combat characteristics of uncertain, dynamic and hybrid formation, an algorithm is proposed to solve the multi-tar...In view of the fact that traditional air target threat assessment methods are difficult to reflect the combat characteristics of uncertain, dynamic and hybrid formation, an algorithm is proposed to solve the multi-target threat assessment problems. The target attribute weight is calculated by the intuitionistic fuzzy entropy(IFE) algorithm and the time series weight is gained by the Poisson distribution method based on multi-times data. Finally,assessment and sequencing of the air multi-target threat model based on IFE and dynamic Vlse Kriterijumska Optimizacija I Kompromisno Resenje(VIKOR) is established with an example which indicates that the method is reasonable and effective.展开更多
基金Project (SGKJ[200301-16]) supported by the State Grid Cooperation of China
文摘Deficiencies of applying the traditional least squares support vector machine （LS-SVM） to time series online prediction were specified. According to the kernel function matrix＇s property and using the recursive calculation of block matrix, a new time series online prediction algorithm based on improved LS-SVM was proposed. The historical training results were fully utilized and the computing speed of LS-SVM was enhanced. Then, the improved algorithm was applied to timc series online prediction. Based on the operational data provided by the Northwest Power Grid of China, the method was used in the transient stability prediction of electric power system. The results show that, compared with the calculation time of the traditional LS-SVM（75 1 600 ms）, that of the proposed method in different time windows is 40-60 ms, proposed method is above 0.8. So the improved method is online prediction. and the prediction accuracy（normalized root mean squared error） of the better than the traditional LS-SVM and more suitable for time series online prediction.
基金Projects(61271321,61573253,61401303)supported by the National Natural Science Foundation of ChinaProject(14ZCZDSF00025)supported by Tianjin Key Technology Research and Development Program,China+1 种基金Project(13JCYBJC17500)supported by Tianjin Natural Science Foundation,ChinaProject(20120032110068)supported by Doctoral Fund of Ministry of Education of China
文摘Temporal-spatial cross-correlation analysis of non-stationary wind speed time series plays a crucial role in wind field reconstruction as well as in wind pattern recognition.Firstly,the near-surface wind speed time series recorded at different locations are studied using the detrended fluctuation analysis(DFA),and the corresponding scaling exponents are larger than 1.This indicates that all these wind speed time series have non-stationary characteristics.Secondly,concerning this special feature( i.e.,non-stationarity)of wind signals,a cross-correlation analysis method,namely detrended cross-correlation analysis(DCCA) coefficient,is employed to evaluate the temporal-spatial cross-correlations between non-stationary time series of different anemometer pairs.Finally,experiments on ten wind speed data synchronously collected by the ten anemometers with equidistant arrangement illustrate that the method of DCCA cross-correlation coefficient can accurately analyze full-scale temporal-spatial cross-correlation between non-stationary time series and also can easily identify the seasonal component,while three traditional cross-correlation techniques(i.e.,Pearson coefficient,cross-correlation function,and DCCA method) cannot give us these information directly.
文摘In this paper, we present a cluster-based algorithm for time series outlier mining.We use discrete Fourier transformation (DFT) to transform time series from time domain to frequency domain. Time series thus can be mapped as the points in k -dimensional space.For these points, a cluster-based algorithm is developed to mine the outliers from these points.The algorithm first partitions the input points into disjoint clusters and then prunes the clusters,through judgment that can not contain outliers.Our algorithm has been run in the electrical load time series of one steel enterprise and proved to be effective.
基金Project(50490274) supported by the National Natural Science Foundation of China
文摘Based on the measured displacements,the change laws of the effect of distance in phase space on the deformation of mine lane were analyzed and the chaotic time series model to predict the surrounding rocks deformation of deep mine lane in soft rock by nonlinear theory and methods was established.The chaotic attractor dimension(D) and the largest Lyapunov index(Emax) were put forward to determine whether the deformation process of mine lane is chaotic and the degree of chaos.The analysis of examples indicates that when D>2 and Emax>0,the surrounding rock's deformation of deep mine lane in soft rock is the chaotic process and the laws of the deformation can still be well demonstrated by the method of the reconstructive state space.Comparing with the prediction of linear time series and grey prediction,the chaotic time series prediction has higher accuracy and the prediction results can provide theoretical basis for reasonable support of mine lane in soft rock.The time of the second support in Maluping Mine of Guizhou,China,is determined to arrange at about 40 d after the initial support according to the prediction results.
文摘Time series analysis is a key technology for medical diagnosis,weather forecasting and financial prediction systems.However,missing data frequently occur during data recording,posing a great challenge to data mining tasks.In this study,we propose a novel time series data representation-based denoising autoencoder(DAE)for the reconstruction of missing values.Two data representation methods,namely,recurrence plot(RP)and Gramian angular field(GAF),are used to transform the raw time series to a 2D matrix for establishing the temporal correlations between different time intervals and extracting the structural patterns from the time series.Then an improved DAE is proposed to reconstruct the missing values from the 2D representation of time series.A comprehensive comparison is conducted amongst the different representations on standard datasets.Results show that the 2D representations have a lower reconstruction error than the raw time series,and the RP representation provides the best outcome.This work provides useful insights into the better reconstruction of missing values in time series analysis to considerably improve the reliability of timevarying system.
基金supported by the National Defense Preliminary Research Program of China(A157167)the National Defense Fundamental of China(9140A19030314JB35275)
文摘A dynamic parallel forecasting model is proposed, which is based on the problem of current forecasting models and their combined model. According to the process of the model, the fuzzy C-means clustering algorithm is improved in outliers operation and distance in the clusters and among the clusters. Firstly, the input data sets are optimized and their coherence is ensured, the region scale algorithm is modified and non-isometric multi scale region fuzzy time series model is built. At the same time, the particle swarm optimization algorithm about the particle speed, location and inertia weight value is improved, this method is used to optimize the parameters of support vector machine, construct the combined forecast model, build the dynamic parallel forecast model, and calculate the dynamic weight values and regard the product of the weight value and forecast value to be the final forecast values. At last, the example shows the improved forecast model is effective and accurate.
基金Project(2011AA040603) supported by the National High Technology Ressarch & Development Program of ChinaProject(201202226) supported by the Natural Science Foundation of Liaoning Province, China
文摘The detection of outliers and change points from time series has become research focus in the area of time series data mining since it can be used for fraud detection, rare event discovery, event/trend change detection, etc. In most previous works, outlier detection and change point detection have not been related explicitly and the change point detections did not consider the influence of outliers, in this work, a unified detection framework was presented to deal with both of them. The framework is based on ALARCON-AQUINO and BARRIA's change points detection method and adopts two-stage detection to divide the outliers and change points. The advantages of it lie in that: firstly, unified structure for change detection and outlier detection further reduces the computational complexity and make the detective procedure simple; Secondly, the detection strategy of outlier detection before change point detection avoids the influence of outliers to the change point detection, and thus improves the accuracy of the change point detection. The simulation experiments of the proposed method for both model data and actual application data have been made and gotten 100% detection accuracy. The comparisons between traditional detection method and the proposed method further demonstrate that the unified detection structure is more accurate when the time series are contaminated by outliers.
基金Project(61025015) supported by the National Natural Science Funds for Distinguished Young Scholars of ChinaProject(21106036) supported by the National Natural Science Foundation of China+2 种基金Project(200805331103) supported by Research Fund for the Doctoral Program of Higher Education of ChinaProject(NCET-08-0576) supported by Program for New Century Excellent Talents in Universities of ChinaProject(11B038) supported by Scientific Research Fund for the Excellent Youth Scholars of Hunan Provincial Education Department,China
文摘In order to effectively analyse the multivariate time series data of complex process,a generic reconstruction technology based on reduction theory of rough sets was proposed,Firstly,the phase space of multivariate time series was originally reconstructed by a classical reconstruction technology.Then,the original decision-table of rough set theory was set up according to the embedding dimensions and time-delays of the original reconstruction phase space,and the rough set reduction was used to delete the redundant dimensions and irrelevant variables and to reconstruct the generic phase space,Finally,the input vectors for the prediction of multivariate time series were extracted according to generic reconstruction results to identify the parameters of prediction model.Verification results show that the developed reconstruction method leads to better generalization ability for the prediction model and it is feasible and worthwhile for application.
基金supported by the National Natural Science Foundation of China(61309022)
文摘To enhance the accuracy of intuitionistic fuzzy time series forecasting model, this paper analyses the influence of universe of discourse partition and compares with relevant literature. Traditional models usually partition the global universe of discourse, which is not appropriate for all objectives. For example, the universe of the secular trend model is continuously variational. In addition, most forecasting methods rely on prior information, i.e., fuzzy relationship groups (FRG). Numerous relationship groups lead to the explosive growth of relationship library in a linear model and increase the computational complexity. To overcome problems above and ascertain an appropriate order, an intuitionistic fuzzy time series forecasting model based on order decision and adaptive partition algorithm is proposed. By forecasting the vector operator matrix, the proposed model can adjust partitions and intervals adaptively. The proposed model is tested on student enrollments of Alabama dataset, typical seasonal dataset Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX) and a secular trend dataset of total retail sales for social consumer goods in China. Experimental results illustrate the validity and applicability of the proposed method for different patterns of dataset.
文摘Based on discussion on the theories of support vector machines （SVM）, an one-step prediction model for time series prediction is presented, wherein the chaos theory is incorporated. Chaotic character of the time series is taken into account in the prediction procedure; parameters of reconstruction-detay and embedding-dimension for phase-space reconstruction are calculated in light of mutual-information and false-nearest-neighbor method, respectively. Precision and functionality have been demonstrated by the experimental results on the basis of the prediction of Lorenz chaotic time series.
基金supported partly by the National Natural Science Foundation of China(60573065)the Natural Science Foundation of Shandong Province,China(Y2007G33)the Key Subject Research Foundation of Shandong Province,China(XTD0708).
文摘In the reconstructed phase space, based on the Karhunen-Loeve transformation （KLT）, the new local linear prediction method is proposed to predict chaotic time series. ＆ noise-free chaotic time series and a noise added chaotic time series are analyzed. The simulation results show that the KLT-based local linear prediction method can effectively make one-step and multi-step prediction for chaotic time series, and the one-step and multi-step prediction accuracies of the KLT-based local linear prediction method are superior to that of the traditional local linear prediction.
基金Supported by Agricultural Poor-helping Monopoly of Graduate University of Chinese Academy of Science (40641002)
文摘Traditional studies on potential yield mainly referred to attainable yield： the maximum yield which could be reached by a crop in a given environment. The new concept of crop yield under average climate conditions was defined in this paper, which was affected by advancement of science and technology. Based on the new concept of crop yield, the time series techniques relying on past yield data was employed to set up a forecasting model. The model was tested by using average grain yields of Liaoning Province in China from 1949 to 2005. The testing combined dynamic n-choosing and micro tendency rectification, and an average forecasting error was 1.24%. In the trend line of yield change, and then a yield turning point might occur, in which case the inflexion model was used to solve the problem of yield turn point.
基金Funditem:China Postdoctoral Science Fund(2 0 0 0 ).The Youth Fund of Sichuan U niversity.(43 2 0 2 8)
文摘The paper builds up the forecasting model of air temperature according to the data (1994～1998) of Fu Jin area.At the same time,the writer inquires into the relation of water requirement of well irrigation rice (ET) and average air temperature (T).Furthermore,the rice irrigation water requirement (ET) of Fu Jin area has been forecast in 1999.Thus,we can apply the model in irrigation management.
基金supported by the National Natural Science Foundation of China(61309022)
文摘Fuzzy sets theory cannot describe the neutrality degreeof data, which has largely limited the objectivity of fuzzy time seriesin uncertain data forecasting. With this regard, a multi-factor highorderintuitionistic fuzzy time series forecasting model is built. Inthe new model, a fuzzy clustering algorithm is used to get unequalintervals, and a more objective technique for ascertaining membershipand non-membership functions of the intuitionistic fuzzy setis proposed. On these bases, forecast rules based on multidimensionalintuitionistic fuzzy modus ponens inference are established.Finally, contrast experiments on the daily mean temperature ofBeijing are carried out, which show that the novel model has aclear advantage of improving the forecast accuracy.
文摘The basic objective of time-scale transformation is to compress or expand the signal in time field while keeping the same spectral properties. This paper presents two methods to derive time-scale transformation formula based on continuous wavelet transform. For an arbitrary given square-integrable function f(t),g(t) = f(t/λ) is derived by continuous wavelet transform and its inverse transform. The result shows that time-scale transformation may be obtained through the modification of the time-scale of wavelet function filter using equivalent substitution. The paper demonstrates the result by theoretic derivations and experimental simulation.
文摘The grey forecasting model has been successfully applied to many fields. However, the precision of GM(1,1) model is not high. In order to remove the seasonal fluctuations in monitoring series before building GM(1,1) model, the forecasting series of GM(1,1) was built, and an inverse process was used to resume the seasonal fluctuations. Two deseasonalization methods were presented , i.e., seasonal index-based deseasonalization and standard normal distribution-based deseasonalization. They were combined with the GM(1,1) model to form hybrid grey models. A simple but practical method to further improve the forecasting results was also suggested. For comparison, a conventional periodic function model was investigated. The concept and algorithms were tested with four years monthly monitoring data. The results show that on the whole the seasonal index-GM(1,1) model outperform the conventional periodic function model and the conventional periodic function model outperform the SND-GM(1,1) model. The mean Absolute error and mean square error of seasonal index-GM(1,1) are 30.69% and 54.53% smaller than that of conventional periodic function model, respectively. The high accuracy, straightforward and easy implementation natures of the proposed hybrid seasonal index-grey model make it a powerful analysis technique for seasonal monitoring series.
基金Project(42004056)supported by the National Natural Science Foundation of ChinaProject(ZR2020QD052)supported by the Natural Science Foundation of Shandong Province,ChinaProject(2019YFC0604902)supported by the National Key Research and Development Program of China。
文摘The wide-field electromagnetic method is widely used in hydrocarbon exploration,mineral deposit detection,and geological disaster prediction.However,apparent resistivity and normalized field amplitude exceeding 2048 Hz often exhibit upward warping in data,making geophysical inversion and interpretation challenging.The cumulative error of the crystal oscillator in signal transmission and acquisition contributes to an upturned apparent resistivity curve.To address this,a high-frequency information extraction method is proposed based on time-domain signal reconstruction,which helps to record a complete current data sequence;moreover,it helps estimate the crystal oscillator error for the transmitted signal.Considering the recorded error,a received signal was corrected using a set of reconstruction algorithms.After processing,the high-frequency component of the wide-field electromagnetic data was not upturned,while accurate high-frequency information was extracted from the signal.Therefore,the proposed method helped effectively extract high-frequency components of all wide-field electromagnetic data.
文摘Accurately predicting environmental parameters in solar greenhouses is crucial for achieving precise environmental control.In solar greenhouses,temperature,humidity,and light intensity are crucial environmental parameters.The monitoring platform collected data on the internal environment of the solar greenhouse for one year,including temperature,humidity,and light intensity.Additionally,meteorological data,comprising outdoor temperature,outdoor humidity,and outdoor light intensity,was gathered during the same time frame.The characteristics and interrelationships among these parameters were investigated by a thorough analysis.The analysis revealed that environmental parameters in solar greenhouses displayed characteristics such as temporal variability,non-linearity,and periodicity.These parameters exhibited complex coupling relationships.Notably,these characteristics and coupling relationships exhibited pronounced seasonal variations.The multi-parameter multi-step prediction model for solar greenhouse(MPMS-SGH)was introduced,aiming to accurately predict three key greenhouse environmental parameters,and the model had certain seasonal adaptability.MPMS-SGH was structured with multiple layers,including an input layer,a preprocessing layer,a feature extraction layer,and a prediction layer.The input layer was used to generate the original sequence matrix,which included indoor temperature,indoor humidity,indoor light intensity,as well as outdoor temperature and outdoor light intensity.Then the preprocessing layer normalized,decomposed,and positionally encoded the original sequence matrix.In the feature extraction layer,the time attention mechanism and frequency attention mechanism were used to extract features from the trend component and the seasonal component,respectively.Finally,the prediction layer used a multi-layer perceptron to perform multi-step prediction of indoor environmental parameters(i.e.temperature,humidity,and light intensity).The parameter selection experiment evaluated the predictive performance of MPMS-SGH on input and output sequences of different lengths.The results indicated that with a constant output sequence length,the prediction accuracy of MPMS-SGH was firstly increased and then decreased with the increase of input sequence length.Specifically,when the input sequence length was 100,MPMS-SGH had the highest prediction accuracy,with RMSE of 0.22℃,0.28%,and 250lx for temperature,humidity,and light intensity,respectively.When the length of the input sequence remained constant,as the length of the output sequence increased,the accuracy of the model in predicting the three environmental parameters was continuously decreased.When the length of the output sequence exceeded 45,the prediction accuracy of MPMS-SGH was significantly decreased.In order to achieve the best balance between model size and performance,the input sequence length of MPMS-SGH was set to be 100,while the output sequence length was set to be 35.To assess MPMS-SGH’s performance,comparative experiments with four prediction models were conducted:SVR,STL-SVR,LSTM,and STL-LSTM.The results demonstrated that MPMS-SGH surpassed all other models,achieving RMSE of 0.15℃for temperature,0.38%for humidity,and 260lx for light intensity.Additionally,sequence decomposition can contribute to enhancing MPMS-SGH’s prediction performance.To further evaluate MPMS-SGH’s capabilities,its prediction accuracy was tested across different seasons for greenhouse environmental parameters.MPMS-SGH had the highest accuracy in predicting indoor temperature and the lowest accuracy in predicting humidity.And the accuracy of MPMS-SGH in predicting environmental parameters of the solar greenhouse fluctuated with seasons.MPMS-SGH had the highest accuracy in predicting the temperature inside the greenhouse on sunny days in spring(R^(2)=0.91),the highest accuracy in predicting the humidity inside the greenhouse on sunny days in winter(R^(2)=0.83),and the highest accuracy in predicting the light intensity inside the greenhouse on cloudy days in autumm(R^(2)=0.89).MPMS-SGH had the lowest accuracy in predicting three environmental parameters in a sunny summer greenhouse.
基金supported by the National Natural Science Foundation of China(61401363)the Science and Technology on Avionics Integration Laboratory and Aeronautical Science Foundation(20155153034)+1 种基金the Innovative Talents Promotion Plan in Shaanxi Province(2017KJXX-15)the Fundamental Research Funds for the Central Universities(3102016AXXX005)
文摘In view of the fact that traditional air target threat assessment methods are difficult to reflect the combat characteristics of uncertain, dynamic and hybrid formation, an algorithm is proposed to solve the multi-target threat assessment problems. The target attribute weight is calculated by the intuitionistic fuzzy entropy(IFE) algorithm and the time series weight is gained by the Poisson distribution method based on multi-times data. Finally,assessment and sequencing of the air multi-target threat model based on IFE and dynamic Vlse Kriterijumska Optimizacija I Kompromisno Resenje(VIKOR) is established with an example which indicates that the method is reasonable and effective.
