نتایج جستجو برای: الگوی armax

تعداد نتایج: 44509  

2009
Le Van Duc

Artificial Neural Network (ANN) model along with Back Propagation Algorithm (BPA) has been applied in many fields, especially in hydrology and water resources management to simulate or forecast rainfall runoff process, discharge and water level time series, and other hydrological variables. Several researches have recently been focusing to compare the applicability of ANN model with other theor...

2013
Youngjune Gwon H. T. Kung

We introduce a novel networking application of deep learning to infer the origin traffic pattern in Wi-Fi from observing only received frame runs and gaps. CSMA adds linear and nonlinear altercations to the original characteristics of a flow, which is subject to further distortions from mixing with other flows. We devise a multi-layer inference pipeline based on sparse coding and dictionary lea...

Journal: :The Review of scientific instruments 2009
Ioan Alexandru Ivan Micky Rakotondrabe Philippe Lutz Nicolas Chaillet

This paper presents a new method of self-sensing both of the displacement and the external applied force at the tip of piezoelectric cantilevers. Integrated electric current across piezoelectric actuators is compensated against material nonlinearities (creep, hysteresis) to provide reliable information. We propose to compensate the hysteresis by using the Prandtl-Ishlinskii static approach whil...

2008
Jonathan B. Hill

We develop a class of Minimum Distance Estimators for semi-strong Nonlinear ARMAX-Nonlinear GARCH processes. The estimators are asymptotically normal for possibly very heavy-tailed data due to underlying shocks and/or model parameter values. In particular we only impose trivial moment conditions on the GARCH errors, covering non-stationary GARCH. The MDE class is couched within a Method of Mome...

2014
M. A. Zermani Elyes Feki Abdelkader Mami Mohamed Aymen Zermani

Our work presents a low-cost temperature acquisition, for incubator system, based on the Arduino hardware platform; both the hardware and software components are detailed, together with experimental evaluation. This system was designed to facilitate the process of identification and control of a temperature of premature infant incubator. The experimental evaluation revealed that this system is ...

2016
Jethro Browell

This paper derives revenue-maximising and risk-constrained strategies for stochastic generators participating in electricity markets with a single-price balancing mechanism. The solution to this problem requires forecasts of multiple processes: the participant’s energy production, day-ahead and balancing electricity prices, and the system length. By formulating the problem from a probabilistic ...

Journal: :IEEE Trans. Fuzzy Systems 2003
Bor-Sen Chen Yu-Shuang Yang Bore-Kuen Lee Tsern-Huei Lee

In order to exploit the nonlinear time-varying property of network traffic, the traffic flow from controlled sources is described by a fuzzy autoregressive moving-average model with auxiliary input (fuzzy ARMAX process), with the traffic flow from uncontrolled sources (i.e., cross traffic) being described as external disturbances. In order to overcome the difficulty of the transmission delay in...

2017
Vikram SAINI Lillie DEWAN

This paper presents a two-step instrumental variable (IV) method to obtain the regularized and consistent parameter estimates of the Hammerstein ARMAX model based on the bilinear parameterized form. The two-step identification method consists of estimating the bilinear parameters in the first step, followed by parameter reduction in the second step. An iterative identification method is propose...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه علامه طباطبایی - دانشکده علوم اقتصادی 1392

هدف تحقیق مدل سازی و پیش بینی تقاضای نفت در ایران با استفاده از روش شبکه های عصبی مصنوعی(ann) می باشد. در این مقاله تلاش شده است تا یافته های تحقیق با استفاده از مدل مذکور با مدل arimax مقایسه گردد تا میزان دقت پیش بینی شبکه عصبی مورد ارزیابی علمی قرار گیرد. نتیجه مطالعه نشان می دهد که مدل شبکه عصبی مصنوعی از دقت بیشتری در پیش بینی تقاضای نفت خام ایران برخوردار است. همچنین در این مقاله متغیرهای...

ژورنال: :فصلنامه مطالعات اقتصادی کاربردی ایران (علمی - پژوهشی) 2013
حمید ابریشمی نفسیه بهرادمهر طاهره سیفی

با توجه به اهمیت ویژه­ی نفت به­عنوان یکی از منابع اصلی تأمین­کننده­ی انرژی در جهان و قیمت­ آن در بازارهای بین­المللی، بر آن شدیم تا در این پژوهش به پیش­بینی قیمت نفت خام با استفاده از متدولوژی جدیدی بپردازیم. روش حاضر ترکیبی از تبدیل موجک و مدل­های، رگرسیون هارمونیک و مدل هُلت-وینترز است که به­طور همزمان برای پیش­بینی سری زمانی قیمت نفت خام به کار گرفته شـده­اند. داده­های سری زمانی قیمت نفت خام،...

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