Short-term Time Series Forecasting with Regression Automata
نویسندگان
چکیده
We present regression automata (RA), which are novel type syntactic models for time series forecasting. Building on top of conventional state-merging algorithms for identifying automata, RA use numeric data in addition to symbolic values and make predictions based on this data in a regression fashion. We apply our model to the problem of hourly wind speed and wind power forecasting. Our results show that RA outperform other state-of-the-art approaches for predicting both wind speed and power generation. In both cases, short-term predictions are used for resource allocation and infrastructure load balancing. For those critical tasks, the ability to inspect and interpret the generative model RA provide is an additional benefit.
منابع مشابه
Overview and Comparison of Short-term Interval Models for Financial Time Series Forecasting
In recent years, various time series models have been proposed for financial markets forecasting. In each case, the accuracy of time series forecasting models are fundamental to make decision and hence the research for improving the effectiveness of forecasting models have been curried on. Many researchers have compared different time series models together in order to determine more efficien...
متن کاملCombination of Transformed-means Clustering and Neural Networks for Short-Term Solar Radiation Forecasting
In order to provide an efficient conversion and utilization of solar power, solar radiation datashould be measured continuously and accurately over the long-term period. However, the measurement ofsolar radiation is not available to all countries in the world due to some technical and fiscal limitations. Hence,several studies were proposed in the literature to find mathematical and physical mod...
متن کاملShort Term Load Forecasting Using Empirical Mode Decomposition, Wavelet Transform and Support Vector Regression
The Short-term forecasting of electric load plays an important role in designing and operation of power systems. Due to the nature of the short-term electric load time series (nonlinear, non-constant, and non-seasonal), accurate prediction of the load is very challenging. In this article, a method for short-term daily and hourly load forecasting is proposed. In this method, in the first step, t...
متن کاملIntegration of remote sensing and meteorological data to predict flooding time using deep learning algorithm
Accurate flood forecasting is a vital need to reduce its risks. Due to the complicated structure of flood and river flow, it is somehow difficult to solve this problem. Artificial neural networks, such as frequent neural networks, offer good performance in time series data. In recent years, the use of Long Short Term Memory networks hase attracted much attention due to the faults of frequent ne...
متن کاملAN EXTENDED FUZZY ARTIFICIAL NEURAL NETWORKS MODEL FOR TIME SERIES FORECASTING
Improving time series forecastingaccuracy is an important yet often difficult task.Both theoretical and empirical findings haveindicated that integration of several models is an effectiveway to improve predictive performance, especiallywhen the models in combination are quite different. In this paper,a model of the hybrid artificial neural networks andfuzzy model is proposed for time series for...
متن کامل