Electricity price time series forecasting in deregulated markets using recurrent neural network based approaches

... Summary Electricity Price Time Series Forecasting in Deregulated Markets Using Recurrent Neural Network Based Approaches In the past decade, electricity price time series system originating from ... electricity price time series and incorporates them for developing RNN based pure as well as hybrid models for modeling electricity price time series and accurate prediction of price in spiking ... Srinivasan, “Novel method of recurrent neural networks learning using invariant features of time series, ” in IEEE Transactions on Neural Network, accepted • Vishal Sharma and D Srinivasan, “Price...

Variance of electricity prices and market power with bilateral contracts in deregulated markets

... advantage of vesting contracts in the initial stage of the deregu16 2.2 Review of bilateral contracts lated electricity markets He used California crises in 2000 and 2001, during which vesting contracts ... eﬀects of price uncertainty Chang and Park (2007) presented that the introduction of vesting contracts may reduce the variance of electricity prices in Singapore Also, the signing of bilateral contracts ... MCP is reduced in the spot market with contracts The variances of MCP are identical with and without bilateral contracts However, the variance of CP is reduced with contracts In addition, we...

Support vector machine in chaotic hydrological time series forecasting

... chaos and chaotic techniques In addition, more recent approaches in forecasting chaotic time series are reviewed Review of Support Vector Machine (SVM), a relatively new machine learning tool ... attempts to demonstrate the promising applications of a relatively new machine learning tool, support vector machine, on chaotic hydrological time series forecasting The ability to achieve high ... SUPPORT VECTOR MACHINE IN CHAOTIC HYDROLOGICAL TIME SERIES FORECASTING YU XINYING (M SC., UNESCO-IHE, DISTINCTION) A THESIS SUBMITTED FOR THE DEGREE...

Finding Surprising Patterns in a Time Series Database in Linear Time and Space pdf

... 6e foăha9{9Dj#fD`ệo(`p$D(D9D`(Dệy 10 ba$ ba$ 11 aba $ 12 14 aba $ 13 15 aba $ 16 ba$ aba ba$ $ aba ba$ aba $ $ aba aba $ aba $ ba 18 aba aba $ ba 17 aba 19 aba w b B V ... Ô9DD1găƯ$AG(9ipA9Dgiq(Ưf#D(i34ÔDGfwcT PT X b CF B @ C B @ X eT ự E e C R S S B C V R T c(Ô9ÔGqfa#DwDcệÂujD$(Ô(YqYtă7WhÔÂG a b a a b a b a a b a a b a b a a b a b a $ $ ba 20 $ ba aba $ aba ... G ) A 43 ) & A 29âhB9o#C2{93ĂIB I âílƠ24c ) A 3 & ) Ưâl(## G3 ) A 43 ) H2aCâ#ÔeC#Ư y & $ ỏfrr V A & WaC#rƯWD & A ) A ) 2s|d1#pâ|@7fƯẹ...

Báo cáo hóa học: "Research Article A Decentralized Approach for Nonlinear Prediction of Time Series Data in Sensor Networks" pptx

... Quan, W J Kaiser, and A H Sayed, A spatial sampling scheme based on innovations diﬀusion in sensor networks,” in Proceedings of the 6th International Symposium on Information Processing in Sensor ... Shapes of the Gaussian and the Laplacian kernels around the origin more classical and universal ones In this paper, without any essential loss of generality, we are primarily interested in radial ... corresponding to a signal-to-noise ratio of 10 dB These data were used to estimate a nonlinear model, based on the Gaussian kernel, that predicts temperature as a function of location and time Preliminary...

Application of time series analysis in modeling childhood epidemic diseases

... APPLICATION OF TIME SERIES ANALYSIS IN MODELING CHILDHOOD EPIDEMIC DISEASES ZOU HUIXIAO (B.Sc South China University of Technology, China) A THESIS SUBMITTED FOR THE DEGREE OF MASTER OF SCIENCE ... stochastic version of the SEIR model (Fine and Clarkson [1982]), Finkenst¨adt and Grenfell [2000] introduced a time series susceptible-infected-recovered (TSIR) model, using a discrete time epidemic model ... susceptible individuals, infected individuals and births A person got infected in biweek t is the result of the contact of that person as a susceptible and an infected individual in biweek t...

Báo cáo hóa học: " Research Article Validity-Guided Fuzzy Clustering Evaluation for Neural Network-Based Time-Frequency Reassignment" potx

... values of these validity measures for fuzzy clustering the GustafsonKessel clustering has the very best results The GustafsonKessel fuzzy clustering algorithm forces each cluster to adapt the ... clusters, and fuzzy clustering is often better suited for the data In this way, data on the boundaries between several clusters are not forced to belong to one of the clusters 2.1 Fuzzy Clustering ... computations for each adjacent pair of components present in the signal indicated by subscript n The value of the measure Ri will be close to one for good performing TFDs and zero for poor performing...

báo cáo hóa học:" Research Article Performance Analysis of Bit-Width Reduced Floating-Point Arithmetic Units in FPGAs: A Case Study of Neural Network-Based Face Detector" ppt

... reduce hardware costs, yet maintain an application’s overall accuracy A maximum relative representation error (MRRE) [18] is used as one of the indices of ﬂoating-point arithmetic accuracy, as shown ... Oracle Research Laboratory, The Olivetti & Oracle Research Laboratory Face Database of Faces, http://www.cam-orl.co.uk/facedatabase.html [18] I Koren, Computer Arithmetic Algorithms, A K Peters, Natick, ... how neural network-based face detector can employ the minimal number of bits in an FPU to reduce hardware resources, yet maintain a face detector’s overall accuracy This paper is outlined as follows...

báo cáo hóa học:" Research Article Analysis of the Effects of Finite Precision in Neural Network-Based Sound Classiﬁers for Digital Hearing Aids" pot

... , then bi > b j Therefore, since the ﬁnal decision is taken by comparing the outputs of the neural network and looking for the greatest value, once the network is trained there is no need of ... multiplying the input of the activation function by a, that, in a typical DSP requires, at least, the following instructions: (1) copying x into one of the input register of the MAC unit, (2) copying ... randomly, ensuring that the relative proportion of ﬁles of each category is preserved for each set The training set is used to determine the weights of the MLP in the training process, the validation...

Báo cáo hóa học: " Neural-Network-Based Time-Delay Estimation Samir Shaltaf" docx

... statistical estimation principle which states that estimation error gets larger when signals with lower signal-to-noise ratios are used [12] 383 No of delay estimates Neural-Networks-Based Time-Delay Estimation ... G C Carter, “Coherence and time-delay estimation, ” Proceedings of the IEEE, vol 75, no 2, pp 236–255, 1987 [4] P L Feintuch, N J Bershad, and F A Reed, Time-delay estimation using the LMS adaptive ... using the NN for the estimation of constant time delay Section presents the simulation results of the proposed technique The conclusion is presented in Section TIME-DELAY ESTIMATION ALGORITHM...

ARTIFICIAL NEURAL NETWORK BASED DSS FOR GAME ONLINE PUBLISHING IN VIETNAM

... offline… Nhà phát hành Thu thập liệu Từ trang tin game tiếng : playpark.vn, gamek.vn, gamethu.vnexpress.net… Từ diễn đàn game: http://forum.gamevn.com/; http://www.gameviet24h.net/ ; Neural networks ... công nghiệp game online VN Sự bão hòa tựa game lựa chọn ngày khắc khe game thủ Nhu cầu khảo sát doanh nghiệp trước phát hành tựa game • Phạm vi tìm hiểu: Artificial Neural Network- based Decision ... trường game online VN • Ý nghĩa thực tiễn • • • Hỗ trợ doanh nghiệp game có nhu cầu định phát hành tựa game Nâng cao chất lượng game, thỏa mãn nhu cầu game thủ Thúc đẩy phát triển thị trường game online...

Tài liệu Evolving the neural network model for forecasting air pollution time series pdf

... (Section 2.5) was used for evolving the MLP for the forecasting problem (Fig 3) The starting populations were initialised with the random set of MLP models (see the encoding in the Section 2.4) and ... adequate information for achieving the performance described in the results Results 3.2 Validation statistics 3.1 Evolved MLP models The validation statistics is presented for each model and the reference ... Therefore, it can be stated the evolving of model inputs and high-level architecture itself could not improve the performances of the models signiﬁcantly However, more robust and reasonable models...

WORKING PAPER SERIES NO 1487 / OCTOBER 2012: ASYMMETRIC INFORMATION IN CREDIT MARKETS, BANK LEVERAGE CYCLES AND MACROECONOMIC DYNAMICS doc

... conventional financial accelerator model The increase in entrepreneurial borrowing in turn requires an increase in bank lending and hence bank leverage, which, in the presence of a leverage constraint in ... ECB working paper 1228 [9] Dib, A (2010), Banks, Credit Market Frictions, and Business Cycles, Bank of Canada Working Paper No 24-2010 [10] De Walque, G., Pierrard, O., Rouabah, A (2009), Financial ... scale macroeconomic Model, NBER Working Paper 11854 43 [32] Zhang, L (2009), Bank capital regulation, the lending channel and business cycles, Deutsche Bundesbank Discussion Paper Series 1, 3 3/2 009...

Model choice in time series studies of air pollution and mortality pdf

... for quantifying and characterizing model uncertainty in multicity time series studies of air pollution and mortality The complexity of the time series data requires the application of sophisticated ... comprehensive characterization of model choice and model uncertainty in time series studies of air pollution and mortality, focusing on confounding adjustment for seasonal and long-term trends We ﬁrst identify ... of Time- series Studies of Air Pollution and Health, pp 9–24 Cambridge: Health Effects Institute Dominici, F., McDermott, A and Hastie, T (2004) Improved semiparametric time series models of air...

Forecasting profits using price & time (1998)

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