Search Results (42)

Timely diagnosis and prognosis based on degradation symptoms are essential steps for condition-based maintenance (CBM) to guarantee industrial safety and productivity. Most industrial machines operate under variable operating conditions. This time-varying operating condition can accelerate the machinery’s degradation process. It may have a massive influence on data and impede the process of diagnosis and prognosis of the machinery. Therefore, in this paper, to address the mentioned problems, we introduced an approach for modelling non-stationary long-term condition monitoring data. This procedure includes separating random and deterministic parts and identifying possible autodependence hidden in the random sequence, as well as potential time-dependent variance. To achieve these objectives, we employ a time-varying coefficient autoregressive (TVC-AR) model within a Bayesian framework. However, due to the limited availability of diverse run-to-failure data sets, we validate the proposed procedure using a simulated degradation model and two widely recognized benchmark data sets (FEMTO and wind turbine drive), which demonstrate the model’s effectiveness in capturing complex non-stationary degradation characteristics. Full article

The aim of this study is to compare the classification accuracy depending on the number of texture features used. This study used 400 computed tomography (CT) images of trabecular spinal tissue from 100 patients belonging to two groups (50 control patients and 50 patients diagnosed with osteoporosis). The descriptors of texture features were based on a gray level histogram, gradient matrix, RL matrix, event matrix, an autoregressive model, and wavelet transformation. From the 290 obtained texture features, the features with fixed values were eliminated and structured according to the feature importance ranking. The classification performance was assessed using 267, 200, 150, 100, 50, 20, and 10 texture features to build classifiers. The classifiers applied in this study included Naive Bayes, Multilayer Perceptron, Hoeffding Tree, K-nearest neighbors, and Random Forest. The following indicators were used to assess the quality of the classifiers: accuracy, sensitivity, specificity, precision, negative predictive value, Matthews correlation coefficient, and F1 score. The highest performance was achieved by the K-Nearest Neighbors (K = 1) and Multilayer Perceptron classifiers. KNN demonstrated the best results with 50 features, attaining a highest F1 score of 96.79% and accuracy (ACC) of 96.75%. MLP achieved its optimal performance with 100 features, reaching an accuracy and F1 score of 96.50%. This demonstrates that building a classifier using a larger number of features, without a selection process, allows us to achieve high classification effectiveness and holds significant diagnostic value. Full article

As droughts become more frequent due to climate change and shifts in land use, enhancing the accuracy of drought prediction is becoming crucial for informed land and water resource management. This study employed the Informer model to forecast drought and conducted a comparative analysis with Autoregressive Integrated Moving Average (ARIMA), long short-term memory (LSTM), and Convolutional Neural Network (CNN) models. The findings indicate that the Informer model outperforms the other three models in terms of drought forecasting accuracy across all time scales. Nevertheless, the predictive capacity of the Informer model remains suboptimal when it comes to short-term intervals. Aiming at the problem of drought forecasting accuracy in a short time scale, this study proposed a drought forecasting model named VMD-JAYA-Informer based on Variational Mode Decomposition (VMD) and the JAVA optimization algorithm to improve the Informer model. This study conducted a comparative analysis of VMD-JAYA-ARIMA, VMD-JAYA-LSTM, VMD-JAYA-CNN, and VMD-JAYA-Informer drought prediction models. The performance of these models was evaluated using the root mean square error (RMSE), Nash–Sutcliffe efficiency coefficient (NSE), and Mean Absolute Error (MAE). The VMD-JAYA-Informer model’s forecast for the 1-month SPEI significantly surpasses that of alternative models and demonstrates a robust agreement with the actual data. Simultaneously, the model exhibits equally optimal forecasting performance across different time scales. In order to validate the VMD-JAYA-Informer model, four meteorological stations in the Songliao River Basin were chosen at random. The validation results demonstrate that VMD-JAYA-Informer outperforms the Informer model in terms of prediction accuracy on the 1-month time scale (NSE values of 0.8663, 0.8765, 0.8822, and 0.8416, respectively). Additionally, the model outperforms Informer in terms of prediction performance on other time scales, further demonstrating its generalizability and excellence in drought prediction on shorter time scales. Full article

With the in-depth implementation of China’s “Belt and Road” strategic policy, member countries along the Belt and Road have gained enormous economic benefits. Thus, it is important to accurately grasp the factors that affect carbon emissions and coordinate the relationship between economic development and environmental protection, which can impact the living environment of people worldwide. In this study, the researchers gathered data from the World Bank database, identified key indicators significantly impacting carbon emissions, employed the Pearson correlation coefficient and random forest model to perform dimensionality reduction on these indicators, and subsequently assessed the refined data using a panel regression model to examine the correlation and significance of these indicators and carbon emissions across various country types. To ensure the stability of the results, three prediction models were selected for coupling analysis: the adaptive neuro-fuzzy inference system (ANFIS) from the field of machine learning, the autoregressive integrated moving average (ARIMA) model, and the exponential smoothing method prediction model (ES) from the field of time series prediction. These models were used to assess carbon emissions from 54 countries along the Belt and Road from 2021 to 2030, and a coupling formula was defined to integrate the prediction results. The findings demonstrated that the integrated prediction amalgamates the forecasting traits of the three approaches, manifesting remarkable stability. The error analysis also indicated that the short-term prediction results are satisfactory. This has substantial practical implications for China in terms of fine-tuning its foreign policy, considering the entire situation and planning accordingly, and advancing energy conservation and emission reduction worldwide. Full article

A novel random coefficient autoregressive model is proposed, and a feature of the model is the non-stationarity of the state equation. The autoregressive coefficient is an unknown function with an unobservable state variable, which can be estimated by the local linear regression method. The iterative algorithm is constructed to estimate the parameters based on the ordinary least squares method. The ordinary least squares residuals are used to estimate the variances of the errors. The Kalman-smoothed estimation method is used to estimate the unobservable state variable because of its ability to deal with non-stationary stochastic processes. These methods allow deriving the analytical solutions. The performance of the estimation methods is evaluated through numerical simulation. The model is validated using actual time series data from the S&P/HKEX Large Cap Index. Full article

In the random sea environment, offshore platforms are influenced by factors such as wind, waves, and currents, as well as their interactions, leading to complex motion phenomena that affect the safety of offshore platform operations. Consequently, accurately predicting the motion response of offshore platforms has long been a key focus in the fields of naval architecture and ocean engineering. This paper utilizes STAR-CCM+ to simulate time-history data of offshore platform motion responses under both regular and irregular waves. Furthermore, a predictive model combining residual convolutional neural networks and long short-term memory neural networks using neural network technology is also studied. This model utilizes an autoregressive approach to predict the motion responses of offshore platforms, with its predictive accuracy validated through comprehensive evaluations. Under regular wave conditions, the coefficient of determination (R²) for the platform’s heave and pitch responses consistently exceeds 0.99. Meanwhile, under irregular wave conditions, the R² values remain generally above 0.4. Additionally, the model exhibits commendable performance in terms of Mean Squared Error (MSE) and Mean Absolute Percentage Error (MAPE) metrics. The aim of this study is to present a novel approach to predicting offshore platform motion responses, while providing a more scientific basis for decision-making in offshore platform operations. Full article

The multivariate random coefficient autoregression (RCAR) process is widely used in time series modeling applications. Random autoregressive coefficients are usually assumed to be independent and identically distributed sequences of random variables. This paper investigates the issue of coefficient constancy testing in a class of static multivariate first-order random coefficient autoregressive models. We construct a new test statistic based on the locally most powerful-type test and derive its limiting distribution under the null hypothesis. The simulation compares the empirical sizes and powers of the LMP test and the empirical likelihood test, demonstrating that the LMP test outperforms the EL test in accuracy by 10.2%, 10.1%, and 30.9% under conditions of normal, Beta-distributed, and contaminated errors, respectively. We provide two sets of real data to illustrate the practical effectiveness of the LMP test. Full article

While overdispersion is a common phenomenon in univariate count time series data, its exploration within bivariate contexts remains limited. To fill this gap, we propose a bivariate integer-valued autoregressive model. The model leverages a modified binomial thinning operator with a dispersion parameter $\rho$ and integrates random coefficients. This approach combines characteristics from both binomial and negative binomial thinning operators, thereby offering a flexible framework capable of generating counting series exhibiting equidispersion, overdispersion, or underdispersion. Notably, our model includes two distinct classes of first-order bivariate geometric integer-valued autoregressive models: one class employs binomial thinning (BVGINAR(1)), and the other adopts negative binomial thinning (BVNGINAR(1)). We establish the stationarity and ergodicity of the model and estimate its parameters using a combination of the Yule–Walker (YW) and conditional maximum likelihood (CML) methods. Furthermore, Monte Carlo simulation experiments are conducted to evaluate the finite sample performances of the proposed estimators across various parameter configurations, and the Anderson-Darling (AD) test is employed to assess the asymptotic normality of the estimators under large sample sizes. Ultimately, we highlight the practical applicability of the examined model by analyzing two real-world datasets on crime counts in New South Wales (NSW) and comparing its performance with other popular overdispersed BINAR(1) models. Full article

The Gegenbauer autoregressive moving-average (GARMA) model is pivotal for addressing non-additivity, non-normality, and heteroscedasticity in real-world time-series data. While primarily recognized for its efficacy in various domains, including the health sector for forecasting COVID-19 cases, this study aims to assess its performance using yearly sunspot data. We evaluate the GARMA model’s goodness of fit and parameter estimation specifically within the domain of sunspots. To achieve this, we introduce the random coefficient generalized autoregressive moving-average (RCGARMA) model and develop methodologies utilizing conditional least squares (CLS) and conditional weighted least squares (CWLS) estimators. Employing the ratio of mean squared errors (RMSE) criterion, we compare the efficiency of these methods using simulation data. Notably, our findings highlight the superiority of the conditional weighted least squares method over the conditional least squares method. Finally, we provide an illustrative application using two real data examples, emphasizing the significance of the GARMA model in sunspot research. Full article

Measurement error is common in many statistical problems and has received considerable attention in various regression contexts. In this study, we consider the random coefficient autoregressive model with measurement error possibly present in covariates. The least squares and weighted least squares methods are used to estimate the model parameters, and the consistency and asymptotic normality of the two kinds of estimators are proved. Furthermore, we propose an empirical likelihood method based on weighted score equations to construct confidence regions for the parameters. The simulation results show that the weighted least squares estimators are superior to the least squares estimators and that the confidence regions have good finite-sample behavior. At last, the model is applied to a real data example. Full article

Forecasting streamflow in stream basin systems plays a crucial role in facilitating effective urban planning to mitigate floods. In addition to employing intricate hydrological modeling systems, machine learning and statistical techniques offer an alternative means for streamflow forecasts. Nonetheless, the precision and dependability of these methods are subjects of paramount importance. This study rigorously investigates the effectiveness of three distinct machine learning techniques and two statistical approaches when applied to streamflow data from the Göksu Stream in the Marmara Region of Turkey, spanning from 1984 to 2022. Through a comparative analysis of these methodologies, this examination aims to contribute innovative advancements to the existing methodologies used in the prediction of streamflow data. The methodologies employed include machine learning methods such as Extreme Gradient Boosting (XGBoost), Random Forest (RF), and Support Vector Machine (SVM) and statistical methods such as Simple Exponential Smoothing (SES) and Autoregressive Integrated Moving Average (ARIMA) model. In the study, 444 data points between 1984 and 2020 were used as training data, and the remaining data points for the period 2021–2022 were used for streamflow forecasting in the test validation period. The results were evaluated using various metrics, such as the correlation coefficient (r), mean absolute error (MAE), root mean square error (RMSE), mean absolute percentage error (MAPE), coefficient of determination (R²), and Nash–Sutcliffe efficiency (NSE). Upon analyzing the results, it was found that the model generated using the XGBoost algorithm outperformed other machine learning and statistical techniques. Consequently, the models implemented in this study demonstrate a high level of accuracy in predicting potential streamflow in the river basin system. Full article

Non-negative integer-valued time series are usually encountered in practice, and a variety of integer-valued autoregressive processes based on various thinning operators are commonly used to model these count data with temporal dependence. In this paper, we consider a first-order integer-valued autoregressive process constructed by the negative binomial thinning operator with random coefficients, to address the problem of constant thinning parameters which might not always accurately represent real-world settings because of numerous external and internal causes. We estimate the model parameters of interest by the two-step conditional least squares method, obtain the asymptotic behaviors of the estimators, and furthermore devise a technique to test the constancy of the thinning parameters, which is essential for determining whether or not the proposed model should consider the parameters’ randomness. The effectiveness and dependability of the suggested approach are illustrated by a series of thorough simulation studies. Finally, two real-world data analysis examples reveal that the suggested approach is very useful and flexible for applications. Full article

Considering that wind power is proportional to the cube of the wind speed variable, which is highly random, complex power grid management tasks have arisen as a result. Wind speed prediction in the short term is crucial for load dispatch planning and load increment/decrement decisions. The chaotic intermittency of speed is often characterised by inherent linear and nonlinear patterns, as well as nonstationary behaviour; thus, it is generally difficult to predict it accurately and efficiently using a single linear or nonlinear model. In this study, wavelet transform (WT), autoregressive integrated moving average (ARIMA), extreme gradient boosting trees (XGBoost), and support vector regression (SVR) are combined to predict high-resolution short-term wind speeds obtained from three Southern African Universities Radiometric Network (SAURAN) stations: Richtersveld (RVD); Central University of Technology (CUT); and University of Pretoria (UPR). This hybrid model is termed WT-ARIMA-XGBoost-SVR. In the proposed hybrid, the ARIMA component is employed to capture linearity, while XGBoost captures nonlinearity using the wavelet decomposed subseries from the residuals as input features. Finally, the SVR model reconciles linear and nonlinear predictions. We evaluated the WT-ARIMA-XGBoost-SVR’s efficacy against ARIMA and two other hybrid models that substitute XGBoost with a light gradient boosting machine (LGB) component to form a WT-ARIMA-LGB-SVR hybrid model and a stochastic gradient boosting machine (SGB) to form a WT-ARIMA-SGB-SVR hybrid model. Based on mean absolute error (MAE), mean absolute percentage error (MAPE), root mean square error (RMSE), coefficient of determination (R²), and prediction interval normalised average width (PINAW), the proposed hybrid model provided more accurate and reliable predictions with less uncertainty for all three datasets. This study is critical for improving wind speed prediction reliability to ensure the development of effective wind power management strategies. Full article

The sustainability and efficiency of the wind energy industry rely significantly on the accuracy and reliability of wind speed forecasting, a crucial concern for optimal planning and operation of wind power generation. In this study, we comprehensively evaluate the performance of eight wind speed prediction models, spanning statistical, traditional machine learning, and deep learning methods, to provide insights into the field of wind energy forecasting. These models include statistical models such as ARIMA (AutoRegressive Integrated Moving Average) and GM (Grey Model), traditional machine learning models like LR (Linear Regression), RF (random forest), and SVR (Support Vector Regression), as well as deep learning models comprising ANN (Artificial Neural Network), LSTM (Long Short-Term Memory), and CNN (Convolutional Neural Network). Utilizing five common model evaluation metrics, we derive valuable conclusions regarding their effectiveness. Our findings highlight the exceptional performance of deep learning models, particularly the Convolutional Neural Network (CNN) model, in wind speed prediction. The CNN model stands out for its remarkable accuracy and stability, achieving the lowest mean squared error (MSE), root mean squared error (RMSE), mean absolute error (MAE), mean absolute percentage error (MAPE), and the higher coefficient of determination (${\mathrm{R}}^2$). This underscores the CNN model’s outstanding capability to capture complex wind speed patterns, thereby enhancing the sustainability and reliability of the renewable energy industry. Furthermore, we emphasized the impact of model parameter tuning and external factors, highlighting their potential to further improve wind speed prediction accuracy. These findings hold significant implications for the future development of the wind energy industry. Full article

Accurate load forecasting plays a crucial role in the effective energy management of smart cities. However, the smart cities’ residents’ load profile is nonlinear, having high volatility, uncertainty, and randomness. Forecasting such nonlinear profiles requires accurate and stable prediction models. On this note, a prediction model has been developed by combining feature preprocessing, a multilayer perceptron, and a genetic wind-driven optimization algorithm, namely FPP-MLP-GWDO. The developed hybrid model has three parts: (i) feature preprocessing (FPP), (ii) a multilayer perceptron (MLP), and (iii) a genetic wind-driven optimization (GWDO) algorithm. The MLP is the key part of the developed model, which uses a multivariate autoregressive algorithm and rectified linear unit (ReLU) for network training. The developed hybrid model known as FPP-MLP-GWDO is evaluated using Dayton Ohio grid load data regarding aspects of accuracy (the mean absolute percentage error (MAPE), Theil’s inequality coefficient (TIC), and the correlation coefficient (CC)) and convergence speed (computational time (CT) and convergence rate (CR)). The findings endorsed the validity and applicability of the developed model compared to other literature models such as the feature selection–support vector machine–modified enhanced differential evolution (FS-SVM-mEDE) model, the feature selection–artificial neural network (FS-ANN) model, the support vector machine–differential evolution algorithm (SVM-DEA) model, and the autoregressive (AR) model regarding aspects of accuracy and convergence speed. The findings confirm that the developed FPP-MLP-GWDO model achieved an accuracy of 98.9%, thus surpassing benchmark models such as the FS-ANN (96.5%), FS-SVM-mEDE (97.9%), SVM-DEA (97.5%), and AR (95.7%). Furthermore, the FPP-MLP-GWDO significantly reduced the CT (299s) compared to the FS-SVM-mEDE (350s), SVM-DEA (240s), FS-ANN (159s), and AR (132s) models. Full article