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Academic literature on the topic 'EMD - Neural networks'

Author: Grafiati
Published: 6 September 2023

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Journal articles on the topic "EMD - Neural networks"

1

Zheng, Jing Wen, Shi Xiao Li, and Yang Kun. "A New Hybrid Model for Forecasting Crude Oil Price and the Techniques in the Model." Advanced Materials Research 974 (June 2014): 310–17. http://dx.doi.org/10.4028/www.scientific.net/amr.974.310.

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Being able to predict crude oil prices with a reputation of intransigence to analysis or the directions of changing in crude oil price is of increasing value. We seek a method to forecast oil prices with precise predictions. In this paper, a hybrid model was proposed, which firstly decomposes the crude oil prices into several time series with different frequencies,then predict these time series which are not white noises, and at last integrate the predictions as the final results. We use Ensemble Empirical Mode Decomposition (EEMD) and Empirical Mode Decomposition (EMD) separately as the technique to decompose crude oil prices. Then we use Dynamic Artificial Neural Network (DAN2) and Back Propagation (BP) Neural Network separately as the technique to predict the deposed time series, and finally integrate the predictions produced by DAN2 or BP by Adaptive Linear Neural Network (ALNN) as the final result of predictions. EEMD has been proved as a very useful method to decompose the nonlinear and non-stationary time series, and DAN2, different from traditional artificial neural networks, also has obvious advantages over traditional ones. In this paper, EEMD and DAN2 are used to predict crude oil prices at the first time。 All in all, we build four models-EEMD-DAN2-ALNN, EMD-BP-ALNN, EEMD-BP-ALNN and EMD-DAN2-ALNN to test which technique, EMD or EEMD, could do better job in decomposition of crude oil prices in this kind of hybrid model and whetherDAN2 could outshine BP when used in this hybrid model. Experimental results of four hybrid models indicate EEMD-DAN2-ALNN could gives the most precise predictions of crude oil prices, and DAN2 has a better performance than traditional neural networks-BP,when used in this hybrid model and EEMD could do a better job than EMD in decomposition of crude oil prices to yield precise predictions of crude oil prices in this model.
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2

Saâdaoui, Foued, and Othman Ben Messaoud. "Multiscaled Neural Autoregressive Distributed Lag: A New Empirical Mode Decomposition Model for Nonlinear Time Series Forecasting." International Journal of Neural Systems 30, no. 08 (2020): 2050039. http://dx.doi.org/10.1142/s0129065720500392.

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Forecasting has always been the cornerstone of machine learning and statistics. Despite the great evolution of the time series theory, forecasters are still in the hunt for better models to make more accurate decisions. The huge advances in neural networks over the last years has led to the emergence of a new generation of effective models replacing classic econometric models. It is in this direction that we propose, in this paper, a new multiscaled Feedforward Neural Network (FNN), with the aim of forecasting multivariate time series. This new model, called Empirical Mode Decomposition (EMD)-based Neural ARDL, is inspired from the well-known Autoregressive Distributed Lag (ARDL) model being our proposal founded upon the concepts of nonlinearity, EMD-multiresolution and neural networks. These features give the model the ability to effectively capture many nonlinear patterns like the ones often present in econophysical time series, such as nonlinear trends, seasonal effects, long-range dependency, etc. The proposed algorithm can be summarized into the following four basic tasks: (i) EMD breaking-down multivariate time series into different resolution levels, (ii) feeding EMD components from the same levels into a number of feedforward neural ARDL models, (iii) from one level to the next, extrapolating the component corresponding to the response variable (scalar output) a number of steps ahead, and finally, (iv) recombining level-by-level forecasts into a single output. An optimal learning scheme is rigorously designed for efficiently training the new proposed architecture. The approach is finally tested and compared to a number of powerful benchmark models, where experiments are conducted on real-world data.
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Lei, Yu, Danning Zhao, and Hongbing Cai. "Ultra Short-term Prediction of Pole Coordinates via Combination of Empirical Mode Decomposition and Neural Networks." Artificial Satellites 51, no. 4 (2016): 149–61. http://dx.doi.org/10.1515/arsa-2016-0013.

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Abstract It was shown in the previous study that the increase of pole coordinates prediction error for about 100 days in the future is mostly caused by irregular short period oscillations. In this paper, the ultra short-term prediction of pole coordinates is studied for 10 days in the future by means of combination of empirical mode decomposition (EMD) and neural networks (NN), denoted EMD-NN. In the algorithm, EMD is employed as a low pass filter for eliminating high frequency signals from observed pole coordinates data. Then the annual and Chandler wobbles are removed a priori from pole coordinates data with high frequency signals eliminated. Finally, the radial basis function (RBF) networks are used to model and predict the residuals. The prediction performance of the EMD-NN approach is compared with that of the NN-only solution and the prediction methods and techniques involved in the Earth orientation parameters prediction comparison campaign (EOP PCC). The results show that the prediction accuracy of the EMD-NN algorithm is better than that of the NN-only solution and is also comparable with that of the other existing prediction method and techniques.
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Ge, Yujia, Yurong Nan, and Lijun Bai. "A Hybrid Prediction Model for Solar Radiation Based on Long Short-Term Memory, Empirical Mode Decomposition, and Solar Profiles for Energy Harvesting Wireless Sensor Networks." Energies 12, no. 24 (2019): 4762. http://dx.doi.org/10.3390/en12244762.

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For power management in the energy harvesting wireless sensor networks (EH-WSNs), it is necessary to know in advance the collectable solar energy data of each node in the network. Our work aims to improve the accuracy of solar energy predictions. Therefore, several existing prediction algorithms in the literature are surveyed, and then this paper proposes a solar radiance prediction model based on a long short-term memory (LSTM) neural network in combination with the signal processing algorithm empirical mode decomposition (EMD). The EMD method is used to decompose the time sequence data into a series of relatively stable component sequences. For improving the prediction accuracy further by utilizing the current day solar radiation profile in one-hour-ahead predictions, similar solar radiation profile data were selected for training LSTM neural networks. Simulation results show that the hybrid model achieves better prediction performance than traditional prediction methods, such as the exponentially-weighted moving average (EWMA), weather conditioned moving average (WCMA), and only LSTM models.
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5

Jiang, Qi, Yuxin Cheng, Haozhe Le, Chunquan Li, and Peter X. Liu. "A Stacking Learning Model Based on Multiple Similar Days for Short-Term Load Forecasting." Mathematics 10, no. 14 (2022): 2446. http://dx.doi.org/10.3390/math10142446.

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It is challenging to obtain accurate and efficient predictions in short-term load forecasting (STLF) systems due to the complexity and nonlinearity of the electric load signals. To address these problems, we propose a hybrid predictive model that includes a sliding-window algorithm, a stacking ensemble neural network, and a similar-days predictive method. First, we leverage a sliding-window algorithm to process the time-series electric load data with high nonlinearity and non-stationarity. Second, we propose an ensemble learning scheme of stacking neural networks to improve forecasting performance. Specifically, the stacking neural networks contain two types of networks: the base-layer and the meta-layer networks. During the pre-training process, the base-layer network integrates a radial basis function (RBF), random vector functional link (RVFL), and backpropagation neural network (BPNN) to provide a robust predictive model. The meta-layer network utilizes a deep belief network (DBN) and the improved broad learning system (BLS) to enhance predictive accuracy. Finally, the similar-days prediction method is developed to extract the relationship of electric load data in different time dimensions, further enhancing the robustness and accuracy of the model. To demonstrate the effectiveness of our model, it is evaluated using real data from five regions of the United States in three consecutive years. We compare our method with several state-of-the-art and conventional neural-network-based models. Our proposed algorithm improves the prediction accuracy by 16.08%, 16.83%, and 22.64% compared to DWT-EMD-RVFL, SWT-LSTM, and EMD-BLS, respectively. Empirical results demonstrate that our model achieves better accuracy and robustness compared with the baselines.
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Huang, Xiaoxin, and Xiuxiu Chen. "A Quantitative Model of International Trade Based on Deep Neural Network." Computational Intelligence and Neuroscience 2022 (May 31, 2022): 1–11. http://dx.doi.org/10.1155/2022/9811358.

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This paper is an in-depth study of international trade quantification models based on deep neural networks. Based on an in-depth analysis of global trade characteristics, a summary of existing problems, and a comparative analysis of various prediction methods, this paper constructs the ARIMA model, BP neural network (BPNN) model, and deep neural network (DNN) model to make a comprehensive comparison of international trade quantification. The results show that the nonlinear model has a global trade quantification has some advantages over linear models, and the deep model shows better prediction performance than the shallow model. In addition, preprocessing of the time series is considered to improve the prediction accuracy or shorten the model training time. The empirical modal analysis method (EMD) is introduced to decompose the time series into eigenmodal functions (IMFs) of different scales. Then the decomposed IMF series are arranged into a matrix using principal component analysis (PCA) to reduce the dimensionality and extract the data containing the most stock index information features; these features are then input into BPNN and DNN for combined prediction, thus constructing the combined models EMD-PCA-BPNN and EMD-PCA-DNN. Based on Melitz’s heterogeneous firm trade theory and its development by Chaney, a quantitative trade model incorporating production heterogeneity is constructed through a multisector extension. This paper adopts a general equilibrium analysis, which makes the modeling process pulse clear. The completed model has high flexibility and scalability, which can be applied to quantitative analysis of various problems.
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7

Zhou, Shuyi, Brandon J. Bethel, Wenjin Sun, Yang Zhao, Wenhong Xie, and Changming Dong. "Improving Significant Wave Height Forecasts Using a Joint Empirical Mode Decomposition–Long Short-Term Memory Network." Journal of Marine Science and Engineering 9, no. 7 (2021): 744. http://dx.doi.org/10.3390/jmse9070744.

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Wave forecasts, though integral to ocean engineering activities, are often conducted using computationally expensive and time-consuming numerical models with accuracies that are blunted by numerical-model-inherent limitations. Additionally, artificial neural networks, though significantly computationally cheaper, faster, and effective, also experience difficulties with nonlinearities in the wave generation and evolution processes. To solve both problems, this study employs and couples empirical mode decomposition (EMD) and a long short-term memory (LSTM) network in a joint model for significant wave height forecasting, a method widely used in wind speed forecasting, but not yet for wave heights. Following a comparative analysis, the results demonstrate that EMD-LSTM significantly outperforms LSTM at every forecast horizon (3, 6, 12, 24, 48, and 72 h), considerably improving forecasting accuracy, especially for forecasts exceeding 24 h. Additionally, EMD-LSTM responds faster than LSTM to large waves. An error analysis comparing LSTM and EMD-LSTM demonstrates that LSTM errors are more systematic. This study also identifies that LSTM is not able to adequately predict high-frequency significant wave height intrinsic mode functions, which leaves room for further improvements.
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8

Zhang, Boning. "Foreign exchange rates forecasting with an EMD-LSTM neural networks model." Journal of Physics: Conference Series 1053 (July 2018): 012005. http://dx.doi.org/10.1088/1742-6596/1053/1/012005.

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9

Chengzhao, Zhang, Pan Heiping, and Zhou Ke. "Comparison of Back Propagation Neural Networks and EMD-Based Neural Networks in Forecasting the Three Major Asian Stock Markets." Journal of Applied Sciences 15, no. 1 (2014): 90–99. http://dx.doi.org/10.3923/jas.2015.90.99.

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10

Shu, Wangwei, and Qiang Gao. "Forecasting Stock Price Based on Frequency Components by EMD and Neural Networks." IEEE Access 8 (2020): 206388–95. http://dx.doi.org/10.1109/access.2020.3037681.

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