In this paper an ARIMA model is used for time-series forecast involving wind speed measurements. Results are compared with the performance of a back propagation type NNT. Results show that ARIMA model is better than NNT for short time-intervals to forecast (10 minutes, 1 hour, 2 hours and 4 hours). Data was acquired from a unit located in Southern Andalusia (Peñaflor, Sevilla), with a soft orog...

Accurate prediction of solar activity as one aspect of space weather phenomena is essential to decrease the damage from these activities on the ground based communication, power grids, etc. Recently, the connectionist models of the brain such as neural networks and neuro-fuzzy methods have been proposed to forecast space weather phenomena; however, they have not been able to predict solar activ...

In this study, a fuzzy integrated logical forecasting method (FILF) is extended for multi-variate systems by using a vector autoregressive model. Fuzzy time series forecasting (FTSF) method was recently introduced by Song and Chissom [1]-[2] after that Chen improved the FTSF method. Rather than the existing literature, the proposed model is not only compared with the previous FTS models, but al...

This paper presents an adaptive neuro-fuzzy inference system (ANFIS) for USD/JPY exchange rates forecasting. Previous work often used time series techniques and neural networks (NN). ANFIS can be used to better explain solutions to users than completely black-box models, such as NN. The proposed neurofuzzy rule based system applies some technical and fundamental indexes as input variables. In o...

The flow of products and information within supply chain networks is an important consideration for practitioners. Simulation tools provide an efficient approach for analysing and validating dynamic systems such as supply chains, where distorted information and poor product management often lead to uncertainty and to instability phenomena. This paper considers the case of a series decentralised...

Artificial neural networks has been used successfully for forecasting nonlinear time series. In this paper, we present a novel approach to forecast the volatility of financial time series using a multilayer perceptron with adaptive activation functions; model parameters are estimated by maximizing the natural logarithm of the residuals. To guaranty that the variance is always zero or positive, ...

This paper presents an application of Artificial Neural Network (ANN) to forecast actual cost of a project based on the earned value management system (EVMS). For this purpose, some projects randomly selected based on the standard data set , and it is produced necessary progress data such as actual cost ,actual percent complete , baseline cost and percent complete for five periods of project. T...

One of the essential sectors of Myanmar economy is agriculture which is sensitive to climate variation. The most important climatic element which impacts on agriculture sector is rainfall. Thus rainfall prediction becomes an important issue in agriculture country. Multi variables polynomial regression (MPR) provides an effective way to describe complex nonlinear input output relationships so th...

Load forecasting allows for the utilities to plan their operations to serve their customers with more reliable and economical electric power. With the developments in computer and information technology new techniques to accurately forecast power system loading are emerging. This research culminates in development of modified algorithms for short-term load forecasting (STLF) of a utility grade ...