time series

Прогнозування багатовимірних нестаціонарних часових рядів на основі адаптивної нео-фаззі-моделі

Введено структуру адаптивного нео-фаззі-предиктора та багатовимірного нео- фаззі-нейрона, а також метод навчання останнього. Запропонований алгоритм навчання має підвищену швидкість збіжності та забезпечує фільтруючі властивості. Завдяки введеній нейромережевій архітектурі, вузлами якої є нео-фаззі-нейрони, можна розв’язувати задачі короткострокового прогнозування у реальному часі за умов короткої навчальної вибірки.

Вплив функції активації RBF нейронної мережі на ефективність прогнозування кількості відмов програмного забезпечення

Досліджено вплив функції активації нейронної мережі типу RBF на ефективність навчання та прогнозування надійності програмного забезпечення у вигляді часових рядів. Показано, що оптимальною функцією активації для цієї задачі є Inverse Multiquadric з 10 нейронами у вхідному шарі та 30 – у прихованому.

Machine Learning Methods to Increase the Energy Efficiency of Buildings

Predicting a building’s energy consumption plays an important role as it can help assess its energy efficiency, identify and diagnose energy system faults, and reduce costs and improve climate impact. An analysis of current research in the field of ensuring the energy efficiency of buildings, in particular, their energy assessment, considering the types of models under consideration, was carried out.

Mathematical modeling and statistical analysis of Moroccan mean annual rainfall using EXPAR processes

In this work, we propose a study of the mean annual rainfall time series in order to evaluate the climate changes pattern over time.  If the analysis of this time series is carried out correctly, it can contribute to improve planning and policy development.  That is why we consider the problem of mathematical modeling and analysis of the mean annual rainfall of Morocco between 1901 and 2020 using descriptive statistics, structure changes analysis, spectral analysis and a nonlinear Exponential Autoregressive (EXPAR) processes to reproduce the behavior of this time series

Development of software and algorithmic security for forecasting the cryptocurrency course using fractal analysis methods

The work created software and algorithmic support for modeling and forecasting the Bitcoin cryptocurrency using the ARFIMA (AutoRegressive Fractionally Integrated Moving Average) fractal model. Time series forecasting models (autoregressive, fractal) were analyzed. The selection of the most appropriate parameters of the selected fractal model was also carried out to maximize accuracy in view of the RMSE metric. The series were analyzed for trend, seasonality, white noise, non-stationarity and long-term memory.

Trends in horizontal and vertical crustal displacements based on international GNSS service data: a case study of New Zealand

The study analyzes the coordinate time series of five permanent International GNSS Service (IGS) stations located in New Zealand. It also considers their annual movement from 2009 to 2018. The raw data in the form of Receiver Independence Exchange (RINEX) files were taken from IGS database and processes by means of online processing service AUSPOS. Using coordinate time series, horizontal and vertical displacement rates were calculated covering the ten-year study period. According to the results, stations located at the North Island of New Zealand revealed an uplift of 31-32 mm/yr.

Information technology for forecasting the financial results of insurance companies

The purpose of time series modelling is to predict future indicators based on the study and analysis of past and present data. Various time series methods are used for forecasting. The article uses econometric extrapolation research methods. Analyzed scientific works are related to extrapolation methods for forecasting time series. The dynamics of the financial formation related to results of Ukrainian insurance companies by the types of their activities have been analyzed. The main factors that determine the effectiveness are determined.

Information technology for time series forecasting by the method of the forecast scheme synthesis

The study is devoted to the development of information technology for forecasting based on time series. It has been found that it is important to develop new models and forecasting methods to improve the quality of the forecast. Information technology is based on the evolutionary method of synthesis of the forecast scheme grounded on basic forecast models. The selected method allows you to consider any number of predictive models that may belong to different classes.

LEARNING A COMBINED MODEL OF TIME SERIES FORECASTING

The method of construction of the combined model of forecast ing of time series based on basic models of forecasting is developed in the work. The set of basic models is dynamic, ie new prediction models can be included in this set. Models also can be deleted depending on the properties of the time series. For the synthesis of a combined model of forecasting time series with a given forecast step, the optimal step of prehistory is determined at the beginning. Next the functional is constructed.