IDEAS home Printed from https://ideas.repec.org/a/hin/complx/9107167.html
   My bibliography  Save this article

Compound Autoregressive Network for Prediction of Multivariate Time Series

Author

Listed:
  • Yuting Bai
  • Xuebo Jin
  • Xiaoyi Wang
  • Tingli Su
  • Jianlei Kong
  • Yutian Lu

Abstract

The prediction information has effects on the emergency prevention and advanced control in various complex systems. There are obvious nonlinear, nonstationary, and complicated characteristics in the time series. Moreover, multiple variables in the time-series impact on each other to make the prediction more difficult. Then, a solution of time-series prediction for the multivariate was explored in this paper. Firstly, a compound neural network framework was designed with the primary and auxiliary networks. The framework attempted to extract the change features of the time series as well as the interactive relation of multiple related variables. Secondly, the structures of the primary and auxiliary networks were studied based on the nonlinear autoregressive model. The learning method was also introduced to obtain the available models. Thirdly, the prediction algorithm was concluded for the time series with multiple variables. Finally, the experiments on environment-monitoring data were conducted to verify the methods. The results prove that the proposed method can obtain the accurate prediction value in the short term.

Suggested Citation

  • Yuting Bai & Xuebo Jin & Xiaoyi Wang & Tingli Su & Jianlei Kong & Yutian Lu, 2019. "Compound Autoregressive Network for Prediction of Multivariate Time Series," Complexity, Hindawi, vol. 2019, pages 1-11, September.
  • Handle: RePEc:hin:complx:9107167
    DOI: 10.1155/2019/9107167
    as

    Download full text from publisher

    File URL: http://downloads.hindawi.com/journals/8503/2019/9107167.pdf
    Download Restriction: no

    File URL: http://downloads.hindawi.com/journals/8503/2019/9107167.xml
    Download Restriction: no

    File URL: https://libkey.io/10.1155/2019/9107167?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Roman Matkovskyy & Taoufik Bouraoui, 2019. "Application of Neural Networks to Short Time Series Composite Indexes: Evidence from the Nonlinear Autoregressive with Exogenous Inputs (NARX) Model," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 17(2), pages 433-446, June.
    2. Hong Yao & Wei Zhuang & Yu Qian & Bisheng Xia & Yang Yang & Xin Qian, 2016. "Estimating and Predicting Metal Concentration Using Online Turbidity Values and Water Quality Models in Two Rivers of the Taihu Basin, Eastern China," PLOS ONE, Public Library of Science, vol. 11(3), pages 1-15, March.
    3. Doucoure, Boubacar & Agbossou, Kodjo & Cardenas, Alben, 2016. "Time series prediction using artificial wavelet neural network and multi-resolution analysis: Application to wind speed data," Renewable Energy, Elsevier, vol. 92(C), pages 202-211.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Xue-Bo Jin & Nian-Xiang Yang & Xiao-Yi Wang & Yu-Ting Bai & Ting-Li Su & Jian-Lei Kong, 2020. "Deep Hybrid Model Based on EMD with Classification by Frequency Characteristics for Long-Term Air Quality Prediction," Mathematics, MDPI, vol. 8(2), pages 1-17, February.
    2. Yi Yang & Yuting Bai & Xiaoyi Wang & Li Wang & Xuebo Jin & Qian Sun, 2020. "Group Decision-Making Support for Sustainable Governance of Algal Bloom in Urban Lakes," Sustainability, MDPI, vol. 12(4), pages 1-16, February.
    3. Xue-Bo Jin & Xing-Hong Yu & Xiao-Yi Wang & Yu-Ting Bai & Ting-Li Su & Jian-Lei Kong, 2020. "Deep Learning Predictor for Sustainable Precision Agriculture Based on Internet of Things System," Sustainability, MDPI, vol. 12(4), pages 1-18, February.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. García, Irene & Huo, Stella & Prado, Raquel & Bravo, Lelys, 2020. "Dynamic Bayesian temporal modeling and forecasting of short-term wind measurements," Renewable Energy, Elsevier, vol. 161(C), pages 55-64.
    2. Liu, Xiaolei & Lin, Zi & Feng, Ziming, 2021. "Short-term offshore wind speed forecast by seasonal ARIMA - A comparison against GRU and LSTM," Energy, Elsevier, vol. 227(C).
    3. Mojtaba Qolipour & Ali Mostafaeipour & Mohammad Saidi-Mehrabad & Hamid R Arabnia, 2019. "Prediction of wind speed using a new Grey-extreme learning machine hybrid algorithm: A case study," Energy & Environment, , vol. 30(1), pages 44-62, February.
    4. Athraa Ali Kadhem & Noor Izzri Abdul Wahab & Ishak Aris & Jasronita Jasni & Ahmed N. Abdalla, 2017. "Advanced Wind Speed Prediction Model Based on a Combination of Weibull Distribution and an Artificial Neural Network," Energies, MDPI, vol. 10(11), pages 1-17, October.
    5. Liu, Chenyu & Zhang, Xuemin & Mei, Shengwei & Zhen, Zhao & Jia, Mengshuo & Li, Zheng & Tang, Haiyan, 2022. "Numerical weather prediction enhanced wind power forecasting: Rank ensemble and probabilistic fluctuation awareness," Applied Energy, Elsevier, vol. 313(C).
    6. Rodrigues, Eugénio & Gomes, Álvaro & Gaspar, Adélio Rodrigues & Henggeler Antunes, Carlos, 2018. "Estimation of renewable energy and built environment-related variables using neural networks – A review," Renewable and Sustainable Energy Reviews, Elsevier, vol. 94(C), pages 959-988.
    7. He, Qingqing & Wang, Jianzhou & Lu, Haiyan, 2018. "A hybrid system for short-term wind speed forecasting," Applied Energy, Elsevier, vol. 226(C), pages 756-771.
    8. Hugo Tavares Vieira Gouveia & Ronaldo Ribeiro Barbosa De Aquino & Aida Araújo Ferreira, 2018. "Enhancing Short-Term Wind Power Forecasting through Multiresolution Analysis and Echo State Networks," Energies, MDPI, vol. 11(4), pages 1-19, April.
    9. Ana Lagos & Joaquín E. Caicedo & Gustavo Coria & Andrés Romero Quete & Maximiliano Martínez & Gastón Suvire & Jesús Riquelme, 2022. "State-of-the-Art Using Bibliometric Analysis of Wind-Speed and -Power Forecasting Methods Applied in Power Systems," Energies, MDPI, vol. 15(18), pages 1-40, September.
    10. Qian, Fanyue & Gao, Weijun & Yang, Yongwen & Yu, Dan, 2020. "Potential analysis of the transfer learning model in short and medium-term forecasting of building HVAC energy consumption," Energy, Elsevier, vol. 193(C).
    11. Chaudhary, Priyanka & Rizwan, M., 2018. "Energy management supporting high penetration of solar photovoltaic generation for smart grid using solar forecasts and pumped hydro storage system," Renewable Energy, Elsevier, vol. 118(C), pages 928-946.
    12. Ahmed, Adil & Khalid, Muhammad, 2018. "An intelligent framework for short-term multi-step wind speed forecasting based on Functional Networks," Applied Energy, Elsevier, vol. 225(C), pages 902-911.
    13. Ahmed, Adil & Khalid, Muhammad, 2019. "A review on the selected applications of forecasting models in renewable power systems," Renewable and Sustainable Energy Reviews, Elsevier, vol. 100(C), pages 9-21.
    14. Hamid Mirshekali & Athila Q. Santos & Hamid Reza Shaker, 2023. "A Survey of Time-Series Prediction for Digitally Enabled Maintenance of Electrical Grids," Energies, MDPI, vol. 16(17), pages 1-29, August.
    15. Zhu, Tingting & Wei, Haikun & Zhao, Xin & Zhang, Chi & Zhang, Kanjian, 2017. "Clear-sky model for wavelet forecast of direct normal irradiance," Renewable Energy, Elsevier, vol. 104(C), pages 1-8.
    16. Shu Zhang & Joseph Bentsman & Xinsheng Lou & Carl Neuschaefer & Yongseok Lee & Hamza El-Kebir, 2020. "Multiresolution GPC-Structured Control of a Single-Loop Cold-Flow Chemical Looping Testbed," Energies, MDPI, vol. 13(7), pages 1-28, April.
    17. Luis Gonzaga Baca Ruiz & Manuel Pegalajar Cuéllar & Miguel Delgado Calvo-Flores & María Del Carmen Pegalajar Jiménez, 2016. "An Application of Non-Linear Autoregressive Neural Networks to Predict Energy Consumption in Public Buildings," Energies, MDPI, vol. 9(9), pages 1-21, August.
    18. Jiang, Meihui & An, Haizhong & Jia, Xiaoliang & Sun, Xiaoqi, 2017. "The influence of global benchmark oil prices on the regional oil spot market in multi-period evolution," Energy, Elsevier, vol. 118(C), pages 742-752.
    19. Morato, Marcelo M. & Vergara-Dietrich, José & Esparcia, Eugene A. & Ocon, Joey D. & Normey-Rico, Julio E., 2021. "Assessing demand compliance and reliability in the Philippine off-grid islands with Model Predictive Control microgrid coordination," Renewable Energy, Elsevier, vol. 179(C), pages 1271-1290.
    20. Giuseppe Ciaburro & Gino Iannace, 2021. "Machine Learning-Based Algorithms to Knowledge Extraction from Time Series Data: A Review," Data, MDPI, vol. 6(6), pages 1-30, May.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hin:complx:9107167. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Mohamed Abdelhakeem (email available below). General contact details of provider: https://www.hindawi.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.