A forecasting methodology for prediction of both normal prices and price spikes in the day-ahead energy market is proposed. The method is based on an iterative strategy implemented as a combination of two modules separately applied for normal price and price spike predictions. The normal price module is a mixture of wavelet transform, linear AutoRegressive Integrated Moving Average (ARIMA) and ...

Forecasting lake level at various horizons is a critical issue in navigation, water resource planning and catchment management. In this article, multistep ahead predictive models of predicting daily lake levels for three prediction horizons were created. The models were developed using a novel method based on support vector machine (SVM) coupled with firefly algorithm (FA). The FAwas applied to...

In this paper, we develop a family of solution algorithms based upon computational intelligence for solving the dynamic multivehicle pick-up and delivery problem formulated under a hybrid predictive adaptive control scheme. The scheme considers future demand and prediction of expected waiting and travel times experienced by customers. In addition, this work includes an analytical formulation of...

Combining neural networks and wavelet theory as an approximation or prediction models appears to be an effective solution in many applicative areas. However, when building such systems, one has to face parsimony problem, i.e., to look for a compromise between the complexity of the learning phase and accuracy performances. Following that, the aim of this paper is to propose a new structure of co...

BACKGROUND During the last decades, dengue viruses have spread throughout the Americas region, with an increase in the number of severe forms of dengue. The surveillance system in Guadeloupe (French West Indies) is currently operational for the detection of early outbreaks of dengue. The goal of the study was to improve this surveillance system by assessing a modelling tool to predict the occur...

With the increase in penetration of wind generation on interconnected power systems, importance ramp forecasting has continuously grown. Large ramps caused by sudden weather changes raise more concerns due to their significant impact system economics and stability. Correct forecasts can help operators utility companies tradeoff risks when scheduling energy electricity market. In this paper, a d...

Abstract. This paper introduces a comparison of one linear and two nonlinear one-step-ahead predictive models that were used to describe the relationship between human emotional signals (excitement, frustration, and engagement/boredom) and virtual dynamic stimulus (virtual 3D face with changing distance-between-eyes). An input–output model building method is proposed that allows building a stab...

In this paper we assess Bayesian estimation and prediction using integrated Laplace approximation (INLA) on a stochastic volatility model. This was performed through a Monte Carlo study with 1000 simulated time series. To evaluate the estimation method, two criteria were considered: the bias and square root of the mean square error (smse). The criteria used for prediction are the one step ahead...

Nearest neighbor is pattern matching method for time series prediction in which most recent values of the time series are compared with previous available values and forecasting is achieved by finding the best match pattern (nearest neighbor). Usually Euclidean distance is used to check the similarity of pattern. In this paper two hybrid criteria of pattern matching are being proposed and evalu...

——————————————————————————————————— It is common in parametric bootstrap to select the model from the data, and then treat it as it were the true model. Kilian (1998) have shown that ignoring the model uncertainty may seriously undermine the coverage accuracy of bootstrap confidence intervals for impulse response estimates which are closely related with multi-step-ahead prediction intervals. In...