Smoothing Forecasting Methods for Academic Library Circulations: An Evaluation and Recommendation.
ERIC Educational Resources Information Center
Brooks, Terrence A.; Forys, John W., Jr.
1986-01-01
Circulation time-series data from 50 midwest academic libraries were used to test 110 variants of 8 smoothing forecasting methods. Data and methodologies and illustrations of two recommended methods--the single exponential smoothing method and Brown's one-parameter linear exponential smoothing method--are given. Eight references are cited. (EJS)
Predicting Academic Library Circulations: A Forecasting Methods Competition.
ERIC Educational Resources Information Center
Brooks, Terrence A.; Forys, John W., Jr.
Based on sample data representing five years of monthly circulation totals from 50 academic libraries in Illinois, Iowa, Michigan, Minnesota, Missouri, and Ohio, a study was conducted to determine the most efficient smoothing forecasting methods for academic libraries. Smoothing forecasting methods were chosen because they have been characterized…
Performance of time-series methods in forecasting the demand for red blood cell transfusion.
Pereira, Arturo
2004-05-01
Planning the future blood collection efforts must be based on adequate forecasts of transfusion demand. In this study, univariate time-series methods were investigated for their performance in forecasting the monthly demand for RBCs at one tertiary-care, university hospital. Three time-series methods were investigated: autoregressive integrated moving average (ARIMA), the Holt-Winters family of exponential smoothing models, and one neural-network-based method. The time series consisted of the monthly demand for RBCs from January 1988 to December 2002 and was divided into two segments: the older one was used to fit or train the models, and the younger to test for the accuracy of predictions. Performance was compared across forecasting methods by calculating goodness-of-fit statistics, the percentage of months in which forecast-based supply would have met the RBC demand (coverage rate), and the outdate rate. The RBC transfusion series was best fitted by a seasonal ARIMA(0,1,1)(0,1,1)(12) model. Over 1-year time horizons, forecasts generated by ARIMA or exponential smoothing laid within the +/- 10 percent interval of the real RBC demand in 79 percent of months (62% in the case of neural networks). The coverage rate for the three methods was 89, 91, and 86 percent, respectively. Over 2-year time horizons, exponential smoothing largely outperformed the other methods. Predictions by exponential smoothing laid within the +/- 10 percent interval of real values in 75 percent of the 24 forecasted months, and the coverage rate was 87 percent. Over 1-year time horizons, predictions of RBC demand generated by ARIMA or exponential smoothing are accurate enough to be of help in the planning of blood collection efforts. For longer time horizons, exponential smoothing outperforms the other forecasting methods.
An impact analysis of forecasting methods and forecasting parameters on bullwhip effect
NASA Astrophysics Data System (ADS)
Silitonga, R. Y. H.; Jelly, N.
2018-04-01
Bullwhip effect is an increase of variance of demand fluctuation from downstream to upstream of supply chain. Forecasting methods and forecasting parameters were recognized as some factors that affect bullwhip phenomena. To study these factors, we can develop simulations. There are several ways to simulate bullwhip effect in previous studies, such as mathematical equation modelling, information control modelling, computer program, and many more. In this study a spreadsheet program named Bullwhip Explorer was used to simulate bullwhip effect. Several scenarios were developed to show the change in bullwhip effect ratio because of the difference in forecasting methods and forecasting parameters. Forecasting methods used were mean demand, moving average, exponential smoothing, demand signalling, and minimum expected mean squared error. Forecasting parameters were moving average period, smoothing parameter, signalling factor, and safety stock factor. It showed that decreasing moving average period, increasing smoothing parameter, increasing signalling factor can create bigger bullwhip effect ratio. Meanwhile, safety stock factor had no impact to bullwhip effect.
Intermittent Demand Forecasting in a Tertiary Pediatric Intensive Care Unit.
Cheng, Chen-Yang; Chiang, Kuo-Liang; Chen, Meng-Yin
2016-10-01
Forecasts of the demand for medical supplies both directly and indirectly affect the operating costs and the quality of the care provided by health care institutions. Specifically, overestimating demand induces an inventory surplus, whereas underestimating demand possibly compromises patient safety. Uncertainty in forecasting the consumption of medical supplies generates intermittent demand events. The intermittent demand patterns for medical supplies are generally classified as lumpy, erratic, smooth, and slow-moving demand. This study was conducted with the purpose of advancing a tertiary pediatric intensive care unit's efforts to achieve a high level of accuracy in its forecasting of the demand for medical supplies. On this point, several demand forecasting methods were compared in terms of the forecast accuracy of each. The results confirm that applying Croston's method combined with a single exponential smoothing method yields the most accurate results for forecasting lumpy, erratic, and slow-moving demand, whereas the Simple Moving Average (SMA) method is the most suitable for forecasting smooth demand. In addition, when the classification of demand consumption patterns were combined with the demand forecasting models, the forecasting errors were minimized, indicating that this classification framework can play a role in improving patient safety and reducing inventory management costs in health care institutions.
How bootstrap can help in forecasting time series with more than one seasonal pattern
NASA Astrophysics Data System (ADS)
Cordeiro, Clara; Neves, M. Manuela
2012-09-01
The search for the future is an appealing challenge in time series analysis. The diversity of forecasting methodologies is inevitable and is still in expansion. Exponential smoothing methods are the launch platform for modelling and forecasting in time series analysis. Recently this methodology has been combined with bootstrapping revealing a good performance. The algorithm (Boot. EXPOS) using exponential smoothing and bootstrap methodologies, has showed promising results for forecasting time series with one seasonal pattern. In case of more than one seasonal pattern, the double seasonal Holt-Winters methods and the exponential smoothing methods were developed. A new challenge was now to combine these seasonal methods with bootstrap and carry over a similar resampling scheme used in Boot. EXPOS procedure. The performance of such partnership will be illustrated for some well-know data sets existing in software.
Forecasting hotspots in East Kutai, Kutai Kartanegara, and West Kutai as early warning information
NASA Astrophysics Data System (ADS)
Wahyuningsih, S.; Goejantoro, R.; Rizki, N. A.
2018-04-01
The aims of this research are to model hotspots and forecast hotspot 2017 in East Kutai, Kutai Kartanegara and West Kutai. The methods which used in this research were Holt exponential smoothing, Holt’s additive dump trend method, Holt-Winters’ additive method, additive decomposition method, multiplicative decomposition method, Loess decomposition method and Box-Jenkins method. For smoothing techniques, additive decomposition is better than Holt’s exponential smoothing. The hotspots model using Box-Jenkins method were Autoregressive Moving Average ARIMA(1,1,0), ARIMA(0,2,1), and ARIMA(0,1,0). Comparing the results from all methods which were used in this research, and based on Root of Mean Squared Error (RMSE), show that Loess decomposition method is the best times series model, because it has the least RMSE. Thus the Loess decomposition model used to forecast the number of hotspot. The forecasting result indicatethat hotspots pattern tend to increase at the end of 2017 in Kutai Kartanegara and West Kutai, but stationary in East Kutai.
Arima model and exponential smoothing method: A comparison
NASA Astrophysics Data System (ADS)
Wan Ahmad, Wan Kamarul Ariffin; Ahmad, Sabri
2013-04-01
This study shows the comparison between Autoregressive Moving Average (ARIMA) model and Exponential Smoothing Method in making a prediction. The comparison is focused on the ability of both methods in making the forecasts with the different number of data sources and the different length of forecasting period. For this purpose, the data from The Price of Crude Palm Oil (RM/tonne), Exchange Rates of Ringgit Malaysia (RM) in comparison to Great Britain Pound (GBP) and also The Price of SMR 20 Rubber Type (cents/kg) with three different time series are used in the comparison process. Then, forecasting accuracy of each model is measured by examinethe prediction error that producedby using Mean Squared Error (MSE), Mean Absolute Percentage Error (MAPE), and Mean Absolute deviation (MAD). The study shows that the ARIMA model can produce a better prediction for the long-term forecasting with limited data sources, butcannot produce a better prediction for time series with a narrow range of one point to another as in the time series for Exchange Rates. On the contrary, Exponential Smoothing Method can produce a better forecasting for Exchange Rates that has a narrow range of one point to another for its time series, while itcannot produce a better prediction for a longer forecasting period.
NASA Astrophysics Data System (ADS)
Papacharalampous, Georgia; Tyralis, Hristos; Koutsoyiannis, Demetris
2018-02-01
We investigate the predictability of monthly temperature and precipitation by applying automatic univariate time series forecasting methods to a sample of 985 40-year-long monthly temperature and 1552 40-year-long monthly precipitation time series. The methods include a naïve one based on the monthly values of the last year, as well as the random walk (with drift), AutoRegressive Fractionally Integrated Moving Average (ARFIMA), exponential smoothing state-space model with Box-Cox transformation, ARMA errors, Trend and Seasonal components (BATS), simple exponential smoothing, Theta and Prophet methods. Prophet is a recently introduced model inspired by the nature of time series forecasted at Facebook and has not been applied to hydrometeorological time series before, while the use of random walk, BATS, simple exponential smoothing and Theta is rare in hydrology. The methods are tested in performing multi-step ahead forecasts for the last 48 months of the data. We further investigate how different choices of handling the seasonality and non-normality affect the performance of the models. The results indicate that: (a) all the examined methods apart from the naïve and random walk ones are accurate enough to be used in long-term applications; (b) monthly temperature and precipitation can be forecasted to a level of accuracy which can barely be improved using other methods; (c) the externally applied classical seasonal decomposition results mostly in better forecasts compared to the automatic seasonal decomposition used by the BATS and Prophet methods; and (d) Prophet is competitive, especially when it is combined with externally applied classical seasonal decomposition.
A long-term earthquake rate model for the central and eastern United States from smoothed seismicity
Moschetti, Morgan P.
2015-01-01
I present a long-term earthquake rate model for the central and eastern United States from adaptive smoothed seismicity. By employing pseudoprospective likelihood testing (L-test), I examined the effects of fixed and adaptive smoothing methods and the effects of catalog duration and composition on the ability of the models to forecast the spatial distribution of recent earthquakes. To stabilize the adaptive smoothing method for regions of low seismicity, I introduced minor modifications to the way that the adaptive smoothing distances are calculated. Across all smoothed seismicity models, the use of adaptive smoothing and the use of earthquakes from the recent part of the catalog optimizes the likelihood for tests with M≥2.7 and M≥4.0 earthquake catalogs. The smoothed seismicity models optimized by likelihood testing with M≥2.7 catalogs also produce the highest likelihood values for M≥4.0 likelihood testing, thus substantiating the hypothesis that the locations of moderate-size earthquakes can be forecast by the locations of smaller earthquakes. The likelihood test does not, however, maximize the fraction of earthquakes that are better forecast than a seismicity rate model with uniform rates in all cells. In this regard, fixed smoothing models perform better than adaptive smoothing models. The preferred model of this study is the adaptive smoothed seismicity model, based on its ability to maximize the joint likelihood of predicting the locations of recent small-to-moderate-size earthquakes across eastern North America. The preferred rate model delineates 12 regions where the annual rate of M≥5 earthquakes exceeds 2×10−3. Although these seismic regions have been previously recognized, the preferred forecasts are more spatially concentrated than the rates from fixed smoothed seismicity models, with rate increases of up to a factor of 10 near clusters of high seismic activity.
Demand Forecasting: DLA’S Aviation Supply Chain High Value Products
2015-04-09
program at USS CONSTELLATION (CV 64), San Diego CA LCDR Carlos Lopez Education MBA in Supply Chain Management, Naval Postgraduate School BS in...Exponential Smoothing Forecasts ............... 118 xv Figure 80. NIIN 01-463-4340 Seasonal Exponential Smoothing Forecast .............. 119 Figure...5310 Seasonal Exponential Smoothing ............................ 142 Figure 102. NIIN 01-507-5310 12-Month Forecast Simulation
The System of Inventory Forecasting in PT. XYZ by using the Method of Holt Winter Multiplicative
NASA Astrophysics Data System (ADS)
Shaleh, W.; Rasim; Wahyudin
2018-01-01
Problems at PT. XYZ currently only rely on manual bookkeeping, then the cost of production will swell and all investments invested to be less to predict sales and inventory of goods. If the inventory prediction of goods is to large, then the cost of production will swell and all investments invested to be less efficient. Vice versa, if the inventory prediction is too small it will impact on consumers, so that consumers are forced to wait for the desired product. Therefore, in this era of globalization, the development of computer technology has become a very important part in every business plan. Almost of all companies, both large and small, use computer technology. By utilizing computer technology, people can make time in solving complex business problems. Computer technology for companies has become an indispensable activity to provide enhancements to the business services they manage but systems and technologies are not limited to the distribution model and data processing but the existing system must be able to analyze the possibilities of future company capabilities. Therefore, the company must be able to forecast conditions and circumstances, either from inventory of goods, force, or profits to be obtained. To forecast it, the data of total sales from December 2014 to December 2016 will be calculated by using the method of Holt Winters, which is the method of time series prediction (Multiplicative Seasonal Method) it is seasonal data that has increased and decreased, also has 4 equations i.e. Single Smoothing, Trending Smoothing, Seasonal Smoothing and Forecasting. From the results of research conducted, error value in the form of MAPE is below 1%, so it can be concluded that forecasting with the method of Holt Winter Multiplicative.
Forecasting daily patient volumes in the emergency department.
Jones, Spencer S; Thomas, Alun; Evans, R Scott; Welch, Shari J; Haug, Peter J; Snow, Gregory L
2008-02-01
Shifts in the supply of and demand for emergency department (ED) resources make the efficient allocation of ED resources increasingly important. Forecasting is a vital activity that guides decision-making in many areas of economic, industrial, and scientific planning, but has gained little traction in the health care industry. There are few studies that explore the use of forecasting methods to predict patient volumes in the ED. The goals of this study are to explore and evaluate the use of several statistical forecasting methods to predict daily ED patient volumes at three diverse hospital EDs and to compare the accuracy of these methods to the accuracy of a previously proposed forecasting method. Daily patient arrivals at three hospital EDs were collected for the period January 1, 2005, through March 31, 2007. The authors evaluated the use of seasonal autoregressive integrated moving average, time series regression, exponential smoothing, and artificial neural network models to forecast daily patient volumes at each facility. Forecasts were made for horizons ranging from 1 to 30 days in advance. The forecast accuracy achieved by the various forecasting methods was compared to the forecast accuracy achieved when using a benchmark forecasting method already available in the emergency medicine literature. All time series methods considered in this analysis provided improved in-sample model goodness of fit. However, post-sample analysis revealed that time series regression models that augment linear regression models by accounting for serial autocorrelation offered only small improvements in terms of post-sample forecast accuracy, relative to multiple linear regression models, while seasonal autoregressive integrated moving average, exponential smoothing, and artificial neural network forecasting models did not provide consistently accurate forecasts of daily ED volumes. This study confirms the widely held belief that daily demand for ED services is characterized by seasonal and weekly patterns. The authors compared several time series forecasting methods to a benchmark multiple linear regression model. The results suggest that the existing methodology proposed in the literature, multiple linear regression based on calendar variables, is a reasonable approach to forecasting daily patient volumes in the ED. However, the authors conclude that regression-based models that incorporate calendar variables, account for site-specific special-day effects, and allow for residual autocorrelation provide a more appropriate, informative, and consistently accurate approach to forecasting daily ED patient volumes.
Knowing what to expect, forecasting monthly emergency department visits: A time-series analysis.
Bergs, Jochen; Heerinckx, Philipe; Verelst, Sandra
2014-04-01
To evaluate an automatic forecasting algorithm in order to predict the number of monthly emergency department (ED) visits one year ahead. We collected retrospective data of the number of monthly visiting patients for a 6-year period (2005-2011) from 4 Belgian Hospitals. We used an automated exponential smoothing approach to predict monthly visits during the year 2011 based on the first 5 years of the dataset. Several in- and post-sample forecasting accuracy measures were calculated. The automatic forecasting algorithm was able to predict monthly visits with a mean absolute percentage error ranging from 2.64% to 4.8%, indicating an accurate prediction. The mean absolute scaled error ranged from 0.53 to 0.68 indicating that, on average, the forecast was better compared with in-sample one-step forecast from the naïve method. The applied automated exponential smoothing approach provided useful predictions of the number of monthly visits a year in advance. Copyright © 2013 Elsevier Ltd. All rights reserved.
Global Earthquake Activity Rate models based on version 2 of the Global Strain Rate Map
NASA Astrophysics Data System (ADS)
Bird, P.; Kreemer, C.; Kagan, Y. Y.; Jackson, D. D.
2013-12-01
Global Earthquake Activity Rate (GEAR) models have usually been based on either relative tectonic motion (fault slip rates and/or distributed strain rates), or on smoothing of seismic catalogs. However, a hybrid approach appears to perform better than either parent, at least in some retrospective tests. First, we construct a Tectonic ('T') forecast of shallow (≤ 70 km) seismicity based on global plate-boundary strain rates from version 2 of the Global Strain Rate Map. Our approach is the SHIFT (Seismic Hazard Inferred From Tectonics) method described by Bird et al. [2010, SRL], in which the character of the strain rate tensor (thrusting and/or strike-slip and/or normal) is used to select the most comparable type of plate boundary for calibration of the coupled seismogenic lithosphere thickness and corner magnitude. One difference is that activity of offshore plate boundaries is spatially smoothed using empirical half-widths [Bird & Kagan, 2004, BSSA] before conversion to seismicity. Another is that the velocity-dependence of coupling in subduction and continental-convergent boundaries [Bird et al., 2009, BSSA] is incorporated. Another forecast component is the smoothed-seismicity ('S') forecast model of [Kagan & Jackson, 1994, JGR; Kagan & Jackson, 2010, GJI], which was based on optimized smoothing of the shallow part of the GCMT catalog, years 1977-2004. Both forecasts were prepared for threshold magnitude 5.767. Then, we create hybrid forecasts by one of 3 methods: (a) taking the greater of S or T; (b) simple weighted-average of S and T; or (c) log of the forecast rate is a weighted average of the logs of S and T. In methods (b) and (c) there is one free parameter, which is the fractional contribution from S. All hybrid forecasts are normalized to the same global rate. Pseudo-prospective tests for 2005-2012 (using versions of S and T calibrated on years 1977-2004) show that many hybrid models outperform both parents (S and T), and that the optimal weight on S is in the neighborhood of 5/8. This is true whether forecast performance is scored by Kagan's [2009, GJI] I1 information score, or by the S-test of Zechar & Jordan [2010, BSSA]. These hybrids also score well (0.97) in the ASS-test of Zechar & Jordan [2008, GJI] with respect to prior relative intensity.
Prediction of a service demand using combined forecasting approach
NASA Astrophysics Data System (ADS)
Zhou, Ling
2017-08-01
Forecasting facilitates cutting down operational and management costs while ensuring service level for a logistics service provider. Our case study here is to investigate how to forecast short-term logistic demand for a LTL carrier. Combined approach depends on several forecasting methods simultaneously, instead of a single method. It can offset the weakness of a forecasting method with the strength of another, which could improve the precision performance of prediction. Main issues of combined forecast modeling are how to select methods for combination, and how to find out weight coefficients among methods. The principles of method selection include that each method should apply to the problem of forecasting itself, also methods should differ in categorical feature as much as possible. Based on these principles, exponential smoothing, ARIMA and Neural Network are chosen to form the combined approach. Besides, least square technique is employed to settle the optimal weight coefficients among forecasting methods. Simulation results show the advantage of combined approach over the three single methods. The work done in the paper helps manager to select prediction method in practice.
Forecasting electricity usage using univariate time series models
NASA Astrophysics Data System (ADS)
Hock-Eam, Lim; Chee-Yin, Yip
2014-12-01
Electricity is one of the important energy sources. A sufficient supply of electricity is vital to support a country's development and growth. Due to the changing of socio-economic characteristics, increasing competition and deregulation of electricity supply industry, the electricity demand forecasting is even more important than before. It is imperative to evaluate and compare the predictive performance of various forecasting methods. This will provide further insights on the weakness and strengths of each method. In literature, there are mixed evidences on the best forecasting methods of electricity demand. This paper aims to compare the predictive performance of univariate time series models for forecasting the electricity demand using a monthly data of maximum electricity load in Malaysia from January 2003 to December 2013. Results reveal that the Box-Jenkins method produces the best out-of-sample predictive performance. On the other hand, Holt-Winters exponential smoothing method is a good forecasting method for in-sample predictive performance.
Cloud Forecast Simulation Model.
1981-10-01
creasing the kurtosis of the distribution, i.e., making it more negative (more platykurtic ). Case (a) might be the distribution of forecast cloud cover be...fore smoothing, and (b) might be the distribution after smoothing. Character- istically, smoothing makes cloud cover distributions less platykurtic ...19, this effect of smoothing can be described in terms of making the smoothed distribu- tion less platykurtic than the unsmoothed distribution
Forecasting in foodservice: model development, testing, and evaluation.
Miller, J L; Thompson, P A; Orabella, M M
1991-05-01
This study was designed to develop, test, and evaluate mathematical models appropriate for forecasting menu-item production demand in foodservice. Data were collected from residence and dining hall foodservices at Ohio State University. Objectives of the study were to collect, code, and analyze the data; develop and test models using actual operation data; and compare forecasting results with current methods in use. Customer count was forecast using deseasonalized simple exponential smoothing. Menu-item demand was forecast by multiplying the count forecast by a predicted preference statistic. Forecasting models were evaluated using mean squared error, mean absolute deviation, and mean absolute percentage error techniques. All models were more accurate than current methods. A broad spectrum of forecasting techniques could be used by foodservice managers with access to a personal computer and spread-sheet and database-management software. The findings indicate that mathematical forecasting techniques may be effective in foodservice operations to control costs, increase productivity, and maximize profits.
The Prediction of Teacher Turnover Employing Time Series Analysis.
ERIC Educational Resources Information Center
Costa, Crist H.
The purpose of this study was to combine knowledge of teacher demographic data with time-series forecasting methods to predict teacher turnover. Moving averages and exponential smoothing were used to forecast discrete time series. The study used data collected from the 22 largest school districts in Iowa, designated as FACT schools. Predictions…
Holt-Winters Forecasting: A Study of Practical Applications for Healthcare Managers
2006-05-25
Winters Forecasting 5 List of Tables Table 1. Holt-Winters smoothing parameters and Mean Absolute Percentage Errors: Pseudoephedrine prescriptions Table 2...confidence intervals Holt-Winters Forecasting 6 List of Figures Figure 1. Line Plot of Pseudoephedrine Prescriptions forecast using smoothing parameters...The first represents monthly prescriptions of pseudoephedrine . Pseudoephedrine is a drug commonly prescribed to relieve nasal congestion and other
Liu, Dong-jun; Li, Li
2015-01-01
For the issue of haze-fog, PM2.5 is the main influence factor of haze-fog pollution in China. The trend of PM2.5 concentration was analyzed from a qualitative point of view based on mathematical models and simulation in this study. The comprehensive forecasting model (CFM) was developed based on the combination forecasting ideas. Autoregressive Integrated Moving Average Model (ARIMA), Artificial Neural Networks (ANNs) model and Exponential Smoothing Method (ESM) were used to predict the time series data of PM2.5 concentration. The results of the comprehensive forecasting model were obtained by combining the results of three methods based on the weights from the Entropy Weighting Method. The trend of PM2.5 concentration in Guangzhou China was quantitatively forecasted based on the comprehensive forecasting model. The results were compared with those of three single models, and PM2.5 concentration values in the next ten days were predicted. The comprehensive forecasting model balanced the deviation of each single prediction method, and had better applicability. It broadens a new prediction method for the air quality forecasting field. PMID:26110332
Liu, Dong-jun; Li, Li
2015-06-23
For the issue of haze-fog, PM2.5 is the main influence factor of haze-fog pollution in China. The trend of PM2.5 concentration was analyzed from a qualitative point of view based on mathematical models and simulation in this study. The comprehensive forecasting model (CFM) was developed based on the combination forecasting ideas. Autoregressive Integrated Moving Average Model (ARIMA), Artificial Neural Networks (ANNs) model and Exponential Smoothing Method (ESM) were used to predict the time series data of PM2.5 concentration. The results of the comprehensive forecasting model were obtained by combining the results of three methods based on the weights from the Entropy Weighting Method. The trend of PM2.5 concentration in Guangzhou China was quantitatively forecasted based on the comprehensive forecasting model. The results were compared with those of three single models, and PM2.5 concentration values in the next ten days were predicted. The comprehensive forecasting model balanced the deviation of each single prediction method, and had better applicability. It broadens a new prediction method for the air quality forecasting field.
Penalized spline estimation for functional coefficient regression models.
Cao, Yanrong; Lin, Haiqun; Wu, Tracy Z; Yu, Yan
2010-04-01
The functional coefficient regression models assume that the regression coefficients vary with some "threshold" variable, providing appreciable flexibility in capturing the underlying dynamics in data and avoiding the so-called "curse of dimensionality" in multivariate nonparametric estimation. We first investigate the estimation, inference, and forecasting for the functional coefficient regression models with dependent observations via penalized splines. The P-spline approach, as a direct ridge regression shrinkage type global smoothing method, is computationally efficient and stable. With established fixed-knot asymptotics, inference is readily available. Exact inference can be obtained for fixed smoothing parameter λ, which is most appealing for finite samples. Our penalized spline approach gives an explicit model expression, which also enables multi-step-ahead forecasting via simulations. Furthermore, we examine different methods of choosing the important smoothing parameter λ: modified multi-fold cross-validation (MCV), generalized cross-validation (GCV), and an extension of empirical bias bandwidth selection (EBBS) to P-splines. In addition, we implement smoothing parameter selection using mixed model framework through restricted maximum likelihood (REML) for P-spline functional coefficient regression models with independent observations. The P-spline approach also easily allows different smoothness for different functional coefficients, which is enabled by assigning different penalty λ accordingly. We demonstrate the proposed approach by both simulation examples and a real data application.
An earthquake rate forecast for Europe based on smoothed seismicity and smoothed fault contribution
NASA Astrophysics Data System (ADS)
Hiemer, Stefan; Woessner, Jochen; Basili, Roberto; Wiemer, Stefan
2013-04-01
The main objective of project SHARE (Seismic Hazard Harmonization in Europe) is to develop a community-based seismic hazard model for the Euro-Mediterranean region. The logic tree of earthquake rupture forecasts comprises several methodologies including smoothed seismicity approaches. Smoothed seismicity thus represents an alternative concept to express the degree of spatial stationarity of seismicity and provides results that are more objective, reproducible, and testable. Nonetheless, the smoothed-seismicity approach suffers from the common drawback of being generally based on earthquake catalogs alone, i.e. the wealth of knowledge from geology is completely ignored. We present a model that applies the kernel-smoothing method to both past earthquake locations and slip rates on mapped crustal faults and subductions. The result is mainly driven by the data, being independent of subjective delineation of seismic source zones. The core parts of our model are two distinct location probability densities: The first is computed by smoothing past seismicity (using variable kernel smoothing to account for varying data density). The second is obtained by smoothing fault moment rate contributions. The fault moment rates are calculated by summing the moment rate of each fault patch on a fully parameterized and discretized fault as available from the SHARE fault database. We assume that the regional frequency-magnitude distribution of the entire study area is well known and estimate the a- and b-value of a truncated Gutenberg-Richter magnitude distribution based on a maximum likelihood approach that considers the spatial and temporal completeness history of the seismic catalog. The two location probability densities are linearly weighted as a function of magnitude assuming that (1) the occurrence of past seismicity is a good proxy to forecast occurrence of future seismicity and (2) future large-magnitude events occur more likely in the vicinity of known faults. Consequently, the underlying location density of our model depends on the magnitude. We scale the density with the estimated a-value in order to construct a forecast that specifies the earthquake rate in each longitude-latitude-magnitude bin. The model is intended to be one branch of SHARE's logic tree of rupture forecasts and provides rates of events in the magnitude range of 5 <= m <= 8.5 for the entire region of interest and is suitable for comparison with other long-term models in the framework of the Collaboratory for the Study of Earthquake Predictability (CSEP).
State-space forecasting of Schistosoma haematobium time-series in Niono, Mali.
Medina, Daniel C; Findley, Sally E; Doumbia, Seydou
2008-08-13
Much of the developing world, particularly sub-Saharan Africa, exhibits high levels of morbidity and mortality associated with infectious diseases. The incidence of Schistosoma sp.-which are neglected tropical diseases exposing and infecting more than 500 and 200 million individuals in 77 countries, respectively-is rising because of 1) numerous irrigation and hydro-electric projects, 2) steady shifts from nomadic to sedentary existence, and 3) ineffective control programs. Notwithstanding the colossal scope of these parasitic infections, less than 0.5% of Schistosoma sp. investigations have attempted to predict their spatial and or temporal distributions. Undoubtedly, public health programs in developing countries could benefit from parsimonious forecasting and early warning systems to enhance management of these parasitic diseases. In this longitudinal retrospective (01/1996-06/2004) investigation, the Schistosoma haematobium time-series for the district of Niono, Mali, was fitted with general-purpose exponential smoothing methods to generate contemporaneous on-line forecasts. These methods, which are encapsulated within a state-space framework, accommodate seasonal and inter-annual time-series fluctuations. Mean absolute percentage error values were circa 25% for 1- to 5-month horizon forecasts. The exponential smoothing state-space framework employed herein produced reasonably accurate forecasts for this time-series, which reflects the incidence of S. haematobium-induced terminal hematuria. It obliquely captured prior non-linear interactions between disease dynamics and exogenous covariates (e.g., climate, irrigation, and public health interventions), thus obviating the need for more complex forecasting methods in the district of Niono, Mali. Therefore, this framework could assist with managing and assessing S. haematobium transmission and intervention impact, respectively, in this district and potentially elsewhere in the Sahel.
State–Space Forecasting of Schistosoma haematobium Time-Series in Niono, Mali
Medina, Daniel C.; Findley, Sally E.; Doumbia, Seydou
2008-01-01
Background Much of the developing world, particularly sub-Saharan Africa, exhibits high levels of morbidity and mortality associated with infectious diseases. The incidence of Schistosoma sp.—which are neglected tropical diseases exposing and infecting more than 500 and 200 million individuals in 77 countries, respectively—is rising because of 1) numerous irrigation and hydro-electric projects, 2) steady shifts from nomadic to sedentary existence, and 3) ineffective control programs. Notwithstanding the colossal scope of these parasitic infections, less than 0.5% of Schistosoma sp. investigations have attempted to predict their spatial and or temporal distributions. Undoubtedly, public health programs in developing countries could benefit from parsimonious forecasting and early warning systems to enhance management of these parasitic diseases. Methodology/Principal Findings In this longitudinal retrospective (01/1996–06/2004) investigation, the Schistosoma haematobium time-series for the district of Niono, Mali, was fitted with general-purpose exponential smoothing methods to generate contemporaneous on-line forecasts. These methods, which are encapsulated within a state–space framework, accommodate seasonal and inter-annual time-series fluctuations. Mean absolute percentage error values were circa 25% for 1- to 5-month horizon forecasts. Conclusions/Significance The exponential smoothing state–space framework employed herein produced reasonably accurate forecasts for this time-series, which reflects the incidence of S. haematobium–induced terminal hematuria. It obliquely captured prior non-linear interactions between disease dynamics and exogenous covariates (e.g., climate, irrigation, and public health interventions), thus obviating the need for more complex forecasting methods in the district of Niono, Mali. Therefore, this framework could assist with managing and assessing S. haematobium transmission and intervention impact, respectively, in this district and potentially elsewhere in the Sahel. PMID:18698361
Likelihood testing of seismicity-based rate forecasts of induced earthquakes in Oklahoma and Kansas
Moschetti, Morgan P.; Hoover, Susan M.; Mueller, Charles
2016-01-01
Likelihood testing of induced earthquakes in Oklahoma and Kansas has identified the parameters that optimize the forecasting ability of smoothed seismicity models and quantified the recent temporal stability of the spatial seismicity patterns. Use of the most recent 1-year period of earthquake data and use of 10–20-km smoothing distances produced the greatest likelihood. The likelihood that the locations of January–June 2015 earthquakes were consistent with optimized forecasts decayed with increasing elapsed time between the catalogs used for model development and testing. Likelihood tests with two additional sets of earthquakes from 2014 exhibit a strong sensitivity of the rate of decay to the smoothing distance. Marked reductions in likelihood are caused by the nonstationarity of the induced earthquake locations. Our results indicate a multiple-fold benefit from smoothed seismicity models in developing short-term earthquake rate forecasts for induced earthquakes in Oklahoma and Kansas, relative to the use of seismic source zones.
Zhang, Liping; Zheng, Yanling; Wang, Kai; Zhang, Xueliang; Zheng, Yujian
2014-06-01
In this paper, by using a particle swarm optimization algorithm to solve the optimal parameter estimation problem, an improved Nash nonlinear grey Bernoulli model termed PSO-NNGBM(1,1) is proposed. To test the forecasting performance, the optimized model is applied for forecasting the incidence of hepatitis B in Xinjiang, China. Four models, traditional GM(1,1), grey Verhulst model (GVM), original nonlinear grey Bernoulli model (NGBM(1,1)) and Holt-Winters exponential smoothing method, are also established for comparison with the proposed model under the criteria of mean absolute percentage error and root mean square percent error. The prediction results show that the optimized NNGBM(1,1) model is more accurate and performs better than the traditional GM(1,1), GVM, NGBM(1,1) and Holt-Winters exponential smoothing method. Copyright © 2014. Published by Elsevier Ltd.
Rimaityte, Ingrida; Ruzgas, Tomas; Denafas, Gintaras; Racys, Viktoras; Martuzevicius, Dainius
2012-01-01
Forecasting of generation of municipal solid waste (MSW) in developing countries is often a challenging task due to the lack of data and selection of suitable forecasting method. This article aimed to select and evaluate several methods for MSW forecasting in a medium-scaled Eastern European city (Kaunas, Lithuania) with rapidly developing economics, with respect to affluence-related and seasonal impacts. The MSW generation was forecast with respect to the economic activity of the city (regression modelling) and using time series analysis. The modelling based on social-economic indicators (regression implemented in LCA-IWM model) showed particular sensitivity (deviation from actual data in the range from 2.2 to 20.6%) to external factors, such as the synergetic effects of affluence parameters or changes in MSW collection system. For the time series analysis, the combination of autoregressive integrated moving average (ARIMA) and seasonal exponential smoothing (SES) techniques were found to be the most accurate (mean absolute percentage error equalled to 6.5). Time series analysis method was very valuable for forecasting the weekly variation of waste generation data (r (2) > 0.87), but the forecast yearly increase should be verified against the data obtained by regression modelling. The methods and findings of this study may assist the experts, decision-makers and scientists performing forecasts of MSW generation, especially in developing countries.
NASA Astrophysics Data System (ADS)
Garcin, Matthieu
2017-10-01
Hurst exponents depict the long memory of a time series. For human-dependent phenomena, as in finance, this feature may vary in the time. It justifies modelling dynamics by multifractional Brownian motions, which are consistent with time-dependent Hurst exponents. We improve the existing literature on estimating time-dependent Hurst exponents by proposing a smooth estimate obtained by variational calculus. This method is very general and not restricted to the sole Hurst framework. It is globally more accurate and easier than other existing non-parametric estimation techniques. Besides, in the field of Hurst exponents, it makes it possible to make forecasts based on the estimated multifractional Brownian motion. The application to high-frequency foreign exchange markets (GBP, CHF, SEK, USD, CAD, AUD, JPY, CNY and SGD, all against EUR) shows significantly good forecasts. When the Hurst exponent is higher than 0.5, what depicts a long-memory feature, the accuracy is higher.
Inventory control of raw material using silver meal heuristic method in PR. Trubus Alami Malang
NASA Astrophysics Data System (ADS)
Ikasari, D. M.; Lestari, E. R.; Prastya, E.
2018-03-01
The purpose of this study was to compare the total inventory cost calculated using the method applied by PR. Trubus Alami and Silver Meal Heuristic (SMH) method. The study was started by forecasting the cigarette demand from July 2016 to June 2017 (48 weeks) using additive decomposition forecasting method. The additive decomposition was used because it has the lowest value of Mean Abosolute Deviation (MAD) and Mean Squared Deviation (MSD) compared to other methods such as multiplicative decomposition, moving average, single exponential smoothing, and double exponential smoothing. The forcasting results was then converted as a raw material needs and further calculated using SMH method to obtain inventory cost. As expected, the result shows that the order frequency of using SMH methods was smaller than that of using the method applied by Trubus Alami. This affected the total inventory cost. The result suggests that using SMH method gave a 29.41% lower inventory cost, giving the cost different of IDR 21,290,622. The findings, is therefore, indicated that the PR. Trubus Alami should apply the SMH method if the company wants to reduce the total inventory cost.
Barba, Lida; Rodríguez, Nibaldo; Montt, Cecilia
2014-01-01
Two smoothing strategies combined with autoregressive integrated moving average (ARIMA) and autoregressive neural networks (ANNs) models to improve the forecasting of time series are presented. The strategy of forecasting is implemented using two stages. In the first stage the time series is smoothed using either, 3-point moving average smoothing, or singular value Decomposition of the Hankel matrix (HSVD). In the second stage, an ARIMA model and two ANNs for one-step-ahead time series forecasting are used. The coefficients of the first ANN are estimated through the particle swarm optimization (PSO) learning algorithm, while the coefficients of the second ANN are estimated with the resilient backpropagation (RPROP) learning algorithm. The proposed models are evaluated using a weekly time series of traffic accidents of Valparaíso, Chilean region, from 2003 to 2012. The best result is given by the combination HSVD-ARIMA, with a MAPE of 0:26%, followed by MA-ARIMA with a MAPE of 1:12%; the worst result is given by the MA-ANN based on PSO with a MAPE of 15:51%.
Automated time series forecasting for biosurveillance.
Burkom, Howard S; Murphy, Sean Patrick; Shmueli, Galit
2007-09-30
For robust detection performance, traditional control chart monitoring for biosurveillance is based on input data free of trends, day-of-week effects, and other systematic behaviour. Time series forecasting methods may be used to remove this behaviour by subtracting forecasts from observations to form residuals for algorithmic input. We describe three forecast methods and compare their predictive accuracy on each of 16 authentic syndromic data streams. The methods are (1) a non-adaptive regression model using a long historical baseline, (2) an adaptive regression model with a shorter, sliding baseline, and (3) the Holt-Winters method for generalized exponential smoothing. Criteria for comparing the forecasts were the root-mean-square error, the median absolute per cent error (MedAPE), and the median absolute deviation. The median-based criteria showed best overall performance for the Holt-Winters method. The MedAPE measures over the 16 test series averaged 16.5, 11.6, and 9.7 for the non-adaptive regression, adaptive regression, and Holt-Winters methods, respectively. The non-adaptive regression forecasts were degraded by changes in the data behaviour in the fixed baseline period used to compute model coefficients. The mean-based criterion was less conclusive because of the effects of poor forecasts on a small number of calendar holidays. The Holt-Winters method was also most effective at removing serial autocorrelation, with most 1-day-lag autocorrelation coefficients below 0.15. The forecast methods were compared without tuning them to the behaviour of individual series. We achieved improved predictions with such tuning of the Holt-Winters method, but practical use of such improvements for routine surveillance will require reliable data classification methods.
Assessing a 3D smoothed seismicity model of induced earthquakes
NASA Astrophysics Data System (ADS)
Zechar, Jeremy; Király, Eszter; Gischig, Valentin; Wiemer, Stefan
2016-04-01
As more energy exploration and extraction efforts cause earthquakes, it becomes increasingly important to control induced seismicity. Risk management schemes must be improved and should ultimately be based on near-real-time forecasting systems. With this goal in mind, we propose a test bench to evaluate models of induced seismicity based on metrics developed by the CSEP community. To illustrate the test bench, we consider a model based on the so-called seismogenic index and a rate decay; to produce three-dimensional forecasts, we smooth past earthquakes in space and time. We explore four variants of this model using the Basel 2006 and Soultz-sous-Forêts 2004 datasets to make short-term forecasts, test their consistency, and rank the model variants. Our results suggest that such a smoothed seismicity model is useful for forecasting induced seismicity within three days, and giving more weight to recent events improves forecast performance. Moreover, the location of the largest induced earthquake is forecast well by this model. Despite the good spatial performance, the model does not estimate the seismicity rate well: it frequently overestimates during stimulation and during the early post-stimulation period, and it systematically underestimates around shut-in. In this presentation, we also describe a robust estimate of information gain, a modification that can also benefit forecast experiments involving tectonic earthquakes.
An Optimization of Inventory Demand Forecasting in University Healthcare Centre
NASA Astrophysics Data System (ADS)
Bon, A. T.; Ng, T. K.
2017-01-01
Healthcare industry becomes an important field for human beings nowadays as it concerns about one’s health. With that, forecasting demand for health services is an important step in managerial decision making for all healthcare organizations. Hence, a case study was conducted in University Health Centre to collect historical demand data of Panadol 650mg for 68 months from January 2009 until August 2014. The aim of the research is to optimize the overall inventory demand through forecasting techniques. Quantitative forecasting or time series forecasting model was used in the case study to forecast future data as a function of past data. Furthermore, the data pattern needs to be identified first before applying the forecasting techniques. Trend is the data pattern and then ten forecasting techniques are applied using Risk Simulator Software. Lastly, the best forecasting techniques will be find out with the least forecasting error. Among the ten forecasting techniques include single moving average, single exponential smoothing, double moving average, double exponential smoothing, regression, Holt-Winter’s additive, Seasonal additive, Holt-Winter’s multiplicative, seasonal multiplicative and Autoregressive Integrated Moving Average (ARIMA). According to the forecasting accuracy measurement, the best forecasting technique is regression analysis.
NASA Astrophysics Data System (ADS)
Ismail, A.; Hassan, Noor I.
2013-09-01
Cancer is one of the principal causes of death in Malaysia. This study was performed to determine the pattern of rate of cancer deaths at a public hospital in Malaysia over an 11 year period from year 2001 to 2011, to determine the best fitted model of forecasting the rate of cancer deaths using Univariate Modeling and to forecast the rates for the next two years (2012 to 2013). The medical records of the death of patients with cancer admitted at this Hospital over 11 year's period were reviewed, with a total of 663 cases. The cancers were classified according to 10th Revision International Classification of Diseases (ICD-10). Data collected include socio-demographic background of patients such as registration number, age, gender, ethnicity, ward and diagnosis. Data entry and analysis was accomplished using SPSS 19.0 and Minitab 16.0. The five Univariate Models used were Naïve with Trend Model, Average Percent Change Model (ACPM), Single Exponential Smoothing, Double Exponential Smoothing and Holt's Method. The overall 11 years rate of cancer deaths showed that at this hospital, Malay patients have the highest percentage (88.10%) compared to other ethnic groups with males (51.30%) higher than females. Lung and breast cancer have the most number of cancer deaths among gender. About 29.60% of the patients who died due to cancer were aged 61 years old and above. The best Univariate Model used for forecasting the rate of cancer deaths is Single Exponential Smoothing Technique with alpha of 0.10. The forecast for the rate of cancer deaths shows a horizontally or flat value. The forecasted mortality trend remains at 6.84% from January 2012 to December 2013. All the government and private sectors and non-governmental organizations need to highlight issues on cancer especially lung and breast cancers to the public through campaigns using mass media, media electronics, posters and pamphlets in the attempt to decrease the rate of cancer deaths in Malaysia.
A Gaussian Processes Technique for Short-term Load Forecasting with Considerations of Uncertainty
NASA Astrophysics Data System (ADS)
Ohmi, Masataro; Mori, Hiroyuki
In this paper, an efficient method is proposed to deal with short-term load forecasting with the Gaussian Processes. Short-term load forecasting plays a key role to smooth power system operation such as economic load dispatching, unit commitment, etc. Recently, the deregulated and competitive power market increases the degree of uncertainty. As a result, it is more important to obtain better prediction results to save the cost. One of the most important aspects is that power system operator needs the upper and lower bounds of the predicted load to deal with the uncertainty while they require more accurate predicted values. The proposed method is based on the Bayes model in which output is expressed in a distribution rather than a point. To realize the model efficiently, this paper proposes the Gaussian Processes that consists of the Bayes linear model and kernel machine to obtain the distribution of the predicted value. The proposed method is successively applied to real data of daily maximum load forecasting.
Tracking signal test to monitor an intelligent time series forecasting model
NASA Astrophysics Data System (ADS)
Deng, Yan; Jaraiedi, Majid; Iskander, Wafik H.
2004-03-01
Extensive research has been conducted on the subject of Intelligent Time Series forecasting, including many variations on the use of neural networks. However, investigation of model adequacy over time, after the training processes is completed, remains to be fully explored. In this paper we demonstrate a how a smoothed error tracking signals test can be incorporated into a neuro-fuzzy model to monitor the forecasting process and as a statistical measure for keeping the forecasting model up-to-date. The proposed monitoring procedure is effective in the detection of nonrandom changes, due to model inadequacy or lack of unbiasedness in the estimation of model parameters and deviations from the existing patterns. This powerful detection device will result in improved forecast accuracy in the long run. An example data set has been used to demonstrate the application of the proposed method.
Rodríguez, Nibaldo
2014-01-01
Two smoothing strategies combined with autoregressive integrated moving average (ARIMA) and autoregressive neural networks (ANNs) models to improve the forecasting of time series are presented. The strategy of forecasting is implemented using two stages. In the first stage the time series is smoothed using either, 3-point moving average smoothing, or singular value Decomposition of the Hankel matrix (HSVD). In the second stage, an ARIMA model and two ANNs for one-step-ahead time series forecasting are used. The coefficients of the first ANN are estimated through the particle swarm optimization (PSO) learning algorithm, while the coefficients of the second ANN are estimated with the resilient backpropagation (RPROP) learning algorithm. The proposed models are evaluated using a weekly time series of traffic accidents of Valparaíso, Chilean region, from 2003 to 2012. The best result is given by the combination HSVD-ARIMA, with a MAPE of 0 : 26%, followed by MA-ARIMA with a MAPE of 1 : 12%; the worst result is given by the MA-ANN based on PSO with a MAPE of 15 : 51%. PMID:25243200
Multicomponent ensemble models to forecast induced seismicity
NASA Astrophysics Data System (ADS)
Király-Proag, E.; Gischig, V.; Zechar, J. D.; Wiemer, S.
2018-01-01
In recent years, human-induced seismicity has become a more and more relevant topic due to its economic and social implications. Several models and approaches have been developed to explain underlying physical processes or forecast induced seismicity. They range from simple statistical models to coupled numerical models incorporating complex physics. We advocate the need for forecast testing as currently the best method for ascertaining if models are capable to reasonably accounting for key physical governing processes—or not. Moreover, operational forecast models are of great interest to help on-site decision-making in projects entailing induced earthquakes. We previously introduced a standardized framework following the guidelines of the Collaboratory for the Study of Earthquake Predictability, the Induced Seismicity Test Bench, to test, validate, and rank induced seismicity models. In this study, we describe how to construct multicomponent ensemble models based on Bayesian weightings that deliver more accurate forecasts than individual models in the case of Basel 2006 and Soultz-sous-Forêts 2004 enhanced geothermal stimulation projects. For this, we examine five calibrated variants of two significantly different model groups: (1) Shapiro and Smoothed Seismicity based on the seismogenic index, simple modified Omori-law-type seismicity decay, and temporally weighted smoothed seismicity; (2) Hydraulics and Seismicity based on numerically modelled pore pressure evolution that triggers seismicity using the Mohr-Coulomb failure criterion. We also demonstrate how the individual and ensemble models would perform as part of an operational Adaptive Traffic Light System. Investigating seismicity forecasts based on a range of potential injection scenarios, we use forecast periods of different durations to compute the occurrence probabilities of seismic events M ≥ 3. We show that in the case of the Basel 2006 geothermal stimulation the models forecast hazardous levels of seismicity days before the occurrence of felt events.
NASA Technical Reports Server (NTRS)
Shiau, Jyh-Jen; Wahba, Grace; Johnson, Donald R.
1986-01-01
A new method, based on partial spline models, is developed for including specified discontinuities in otherwise smooth two- and three-dimensional objective analyses. The method is appropriate for including tropopause height information in two- and three-dimensinal temperature analyses, using the O'Sullivan-Wahba physical variational method for analysis of satellite radiance data, and may in principle be used in a combined variational analysis of observed, forecast, and climate information. A numerical method for its implementation is described and a prototype two-dimensional analysis based on simulated radiosonde and tropopause height data is shown. The method may also be appropriate for other geophysical problems, such as modeling the ocean thermocline, fronts, discontinuities, etc.
Objective Lightning Probability Forecast Tool Phase II
NASA Technical Reports Server (NTRS)
Lambert, Winnie
2007-01-01
This presentation describes the improvement of a set of lightning probability forecast equations that are used by the 45th Weather Squadron forecasters for their daily 1100 UTC (0700 EDT) weather briefing during the warm season months of May-September. This information is used for general scheduling of operations at Cape Canaveral Air Force Station and Kennedy Space Center. Forecasters at the Spaceflight Meteorology Group also make thunderstorm forecasts during Shuttle flight operations. Five modifications were made by the Applied Meteorology Unit: increased the period of record from 15 to 17 years, changed the method of calculating the flow regime of the day, calculated a new optimal layer relative humidity, used a new smoothing technique for the daily climatology, and used a new valid area. The test results indicated that the modified equations showed and increase in skill over the current equations, good reliability, and an ability to distinguish between lightning and non-lightning days.
Short-term leprosy forecasting from an expert opinion survey.
Deiner, Michael S; Worden, Lee; Rittel, Alex; Ackley, Sarah F; Liu, Fengchen; Blum, Laura; Scott, James C; Lietman, Thomas M; Porco, Travis C
2017-01-01
We conducted an expert survey of leprosy (Hansen's Disease) and neglected tropical disease experts in February 2016. Experts were asked to forecast the next year of reported cases for the world, for the top three countries, and for selected states and territories of India. A total of 103 respondents answered at least one forecasting question. We elicited lower and upper confidence bounds. Comparing these results to regression and exponential smoothing, we found no evidence that any forecasting method outperformed the others. We found evidence that experts who believed it was more likely to achieve global interruption of transmission goals and disability reduction goals had higher error scores for India and Indonesia, but lower for Brazil. Even for a disease whose epidemiology changes on a slow time scale, forecasting exercises such as we conducted are simple and practical. We believe they can be used on a routine basis in public health.
Short-term leprosy forecasting from an expert opinion survey
Deiner, Michael S.; Worden, Lee; Rittel, Alex; Ackley, Sarah F.; Liu, Fengchen; Blum, Laura; Scott, James C.; Lietman, Thomas M.
2017-01-01
We conducted an expert survey of leprosy (Hansen’s Disease) and neglected tropical disease experts in February 2016. Experts were asked to forecast the next year of reported cases for the world, for the top three countries, and for selected states and territories of India. A total of 103 respondents answered at least one forecasting question. We elicited lower and upper confidence bounds. Comparing these results to regression and exponential smoothing, we found no evidence that any forecasting method outperformed the others. We found evidence that experts who believed it was more likely to achieve global interruption of transmission goals and disability reduction goals had higher error scores for India and Indonesia, but lower for Brazil. Even for a disease whose epidemiology changes on a slow time scale, forecasting exercises such as we conducted are simple and practical. We believe they can be used on a routine basis in public health. PMID:28813531
Smoothing two-dimensional Malaysian mortality data using P-splines indexed by age and year
NASA Astrophysics Data System (ADS)
Kamaruddin, Halim Shukri; Ismail, Noriszura
2014-06-01
Nonparametric regression implements data to derive the best coefficient of a model from a large class of flexible functions. Eilers and Marx (1996) introduced P-splines as a method of smoothing in generalized linear models, GLMs, in which the ordinary B-splines with a difference roughness penalty on coefficients is being used in a single dimensional mortality data. Modeling and forecasting mortality rate is a problem of fundamental importance in insurance company calculation in which accuracy of models and forecasts are the main concern of the industry. The original idea of P-splines is extended to two dimensional mortality data. The data indexed by age of death and year of death, in which the large set of data will be supplied by Department of Statistics Malaysia. The extension of this idea constructs the best fitted surface and provides sensible prediction of the underlying mortality rate in Malaysia mortality case.
Interval forecasting of cyber-attacks on industrial control systems
NASA Astrophysics Data System (ADS)
Ivanyo, Y. M.; Krakovsky, Y. M.; Luzgin, A. N.
2018-03-01
At present, cyber-security issues of industrial control systems occupy one of the key niches in a state system of planning and management Functional disruption of these systems via cyber-attacks may lead to emergencies related to loss of life, environmental disasters, major financial and economic damage, or disrupted activities of cities and settlements. There is then an urgent need to develop protection methods against cyber-attacks. This paper studied the results of cyber-attack interval forecasting with a pre-set intensity level of cyber-attacks. Interval forecasting is the forecasting of one interval from two predetermined ones in which a future value of the indicator will be obtained. For this, probability estimates of these events were used. For interval forecasting, a probabilistic neural network with a dynamic updating value of the smoothing parameter was used. A dividing bound of these intervals was determined by a calculation method based on statistical characteristics of the indicator. The number of cyber-attacks per hour that were received through a honeypot from March to September 2013 for the group ‘zeppo-norcal’ was selected as the indicator.
Forecasting Container Throughput at the Doraleh Port in Djibouti through Time Series Analysis
NASA Astrophysics Data System (ADS)
Mohamed Ismael, Hawa; Vandyck, George Kobina
The Doraleh Container Terminal (DCT) located in Djibouti has been noted as the most technologically advanced container terminal on the African continent. DCT's strategic location at the crossroads of the main shipping lanes connecting Asia, Africa and Europe put it in a unique position to provide important shipping services to vessels plying that route. This paper aims to forecast container throughput through the Doraleh Container Port in Djibouti by Time Series Analysis. A selection of univariate forecasting models has been used, namely Triple Exponential Smoothing Model, Grey Model and Linear Regression Model. By utilizing the above three models and their combination, the forecast of container throughput through the Doraleh port was realized. A comparison of the different forecasting results of the three models, in addition to the combination forecast is then undertaken, based on commonly used evaluation criteria Mean Absolute Deviation (MAD) and Mean Absolute Percentage Error (MAPE). The study found that the Linear Regression forecasting Model was the best prediction method for forecasting the container throughput, since its forecast error was the least. Based on the regression model, a ten (10) year forecast for container throughput at DCT has been made.
Signature-forecasting and early outbreak detection system
Naumova, Elena N.; MacNeill, Ian B.
2008-01-01
SUMMARY Daily disease monitoring via a public health surveillance system provides valuable information on population risks. Efficient statistical tools for early detection of rapid changes in the disease incidence are a must for modern surveillance. The need for statistical tools for early detection of outbreaks that are not based on historical information is apparent. A system is discussed for monitoring cases of infections with a view to early detection of outbreaks and to forecasting the extent of detected outbreaks. We propose a set of adaptive algorithms for early outbreak detection that does not rely on extensive historical recording. We also include knowledge of infection disease epidemiology into forecasts. To demonstrate this system we use data from the largest water-borne outbreak of cryptosporidiosis, which occurred in Milwaukee in 1993. Historical data are smoothed using a loess-type smoother. Upon receipt of a new datum, the smoothing is updated and estimates are made of the first two derivatives of the smooth curve, and these are used for near-term forecasting. Recent data and the near-term forecasts are used to compute a color-coded warning index, which quantify the level of concern. The algorithms for computing the warning index have been designed to balance Type I errors (false prediction of an epidemic) and Type II errors (failure to correctly predict an epidemic). If the warning index signals a sufficiently high probability of an epidemic, then a forecast of the possible size of the outbreak is made. This longer term forecast is made by fitting a ‘signature’ curve to the available data. The effectiveness of the forecast depends upon the extent to which the signature curve captures the shape of outbreaks of the infection under consideration. PMID:18716671
Earthquake forecasts for the CSEP Japan experiment based on the RI algorithm
NASA Astrophysics Data System (ADS)
Nanjo, K. Z.
2011-03-01
An earthquake forecast testing experiment for Japan, the first of its kind, is underway within the framework of the Collaboratory for the Study of Earthquake Predictability (CSEP) under a controlled environment. Here we give an overview of the earthquake forecast models, based on the RI algorithm, which we have submitted to the CSEP Japan experiment. Models have been submitted to a total of 9 categories, corresponding to 3 testing classes (3 years, 1 year, and 3 months) and 3 testing regions. The RI algorithm is originally a binary forecast system based on the working assumption that large earthquakes are more likely to occur in the future at locations of higher seismicity in the past. It is based on simple counts of the number of past earthquakes, which is called the Relative Intensity (RI) of seismicity. To improve its forecast performance, we first expand the RI algorithm by introducing spatial smoothing. We then convert the RI representation from a binary system to a CSEP-testable model that produces forecasts for the number of earthquakes of predefined magnitudes. We use information on past seismicity to tune the parameters. The final submittal consists of 36 executable computer codes: 4 variants corresponding to different smoothing parameters for each of the 9 categories. They will help to elucidate which categories and which smoothing parameters are the most meaningful for the RI hypothesis. The main purpose of our participation in the experiment is to better understand the significance of the relative intensity of seismicity for earthquake forecastability in Japan.
Bessa, Ricardo; Möhrlen, Corinna; Fundel, Vanessa; ...
2017-09-14
Around the world wind energy is starting to become a major energy provider in electricity markets, as well as participating in ancillary services markets to help maintain grid stability. The reliability of system operations and smooth integration of wind energy into electricity markets has been strongly supported by years of improvement in weather and wind power forecasting systems. Deterministic forecasts are still predominant in utility practice although truly optimal decisions and risk hedging are only possible with the adoption of uncertainty forecasts. One of the main barriers for the industrial adoption of uncertainty forecasts is the lack of understanding ofmore » its information content (e.g., its physical and statistical modeling) and standardization of uncertainty forecast products, which frequently leads to mistrust towards uncertainty forecasts and their applicability in practice. Our paper aims at improving this understanding by establishing a common terminology and reviewing the methods to determine, estimate, and communicate the uncertainty in weather and wind power forecasts. This conceptual analysis of the state of the art highlights that: (i) end-users should start to look at the forecast's properties in order to map different uncertainty representations to specific wind energy-related user requirements; (ii) a multidisciplinary team is required to foster the integration of stochastic methods in the industry sector. Furthermore, a set of recommendations for standardization and improved training of operators are provided along with examples of best practices.« less
DOE Office of Scientific and Technical Information (OSTI.GOV)
Bessa, Ricardo; Möhrlen, Corinna; Fundel, Vanessa
Around the world wind energy is starting to become a major energy provider in electricity markets, as well as participating in ancillary services markets to help maintain grid stability. The reliability of system operations and smooth integration of wind energy into electricity markets has been strongly supported by years of improvement in weather and wind power forecasting systems. Deterministic forecasts are still predominant in utility practice although truly optimal decisions and risk hedging are only possible with the adoption of uncertainty forecasts. One of the main barriers for the industrial adoption of uncertainty forecasts is the lack of understanding ofmore » its information content (e.g., its physical and statistical modeling) and standardization of uncertainty forecast products, which frequently leads to mistrust towards uncertainty forecasts and their applicability in practice. Our paper aims at improving this understanding by establishing a common terminology and reviewing the methods to determine, estimate, and communicate the uncertainty in weather and wind power forecasts. This conceptual analysis of the state of the art highlights that: (i) end-users should start to look at the forecast's properties in order to map different uncertainty representations to specific wind energy-related user requirements; (ii) a multidisciplinary team is required to foster the integration of stochastic methods in the industry sector. Furthermore, a set of recommendations for standardization and improved training of operators are provided along with examples of best practices.« less
NASA Technical Reports Server (NTRS)
Lambert, Winifred; Roeder, William
2007-01-01
This conference presentation describes the improvement of a set of lightning probability forecast equations that are used by the 45th Weather Squadron forecasters for their daily 1100 UTC (0700 EDT) weather briefing during the warm season months of May-September. This information is used for general scheduling of operations at Cape Canaveral Air Force Station and Kennedy Space Center. Forecasters at the Spaceflight Meteorology Group also make thunderstorm forecasts during Shuttle flight operations. Five modifications were made by the Applied Meteorology Unit: increased the period of record from 15 to 17 years, changed the method of calculating the flow regime of the day, calculated a new optimal layer relative humidity, used a new smoothing technique for the daily climatology, and used a new valid area. The test results indicated that the modified equations showed and increase in skill over the current equations, good reliability, and an ability to distinguish between lightning and non-lightning days.
NASA Technical Reports Server (NTRS)
Lambert, Winifred; Roeder, William
2007-01-01
This conference presentation describes the improvement of a set of lightning probability forecast equations that are used by the 45th Weather Squadron forecasters for their daily 1100 UTC (0700 EDT) weather briefing during the warm season months of May- September. This information is used for general scheduling of operations at Cape Canaveral Air Force Station and Kennedy Space Center. Forecasters at the Spaceflight Meteorology Group also make thunderstorm forecasts during Shuttle flight operations. Five modifications were made by the Applied Meteorology Unit: increased the period of record from 15 to 17 years, changed the method of calculating the flow regime of the day, calculated a new optimal layer relative humidity, used a new smoothing technique for the daily climatology, and used a new valid area. The test results indicated that the modified equations showed and increase in skill over the current equations, good reliability, and an ability to distinguish between lightning and non-lightning days.
NASA Technical Reports Server (NTRS)
Lambert, Winifred; Roeder, William
2008-01-01
This conference presentation describes the improvement of a set of lightning probability forecast equations that are used by the 45th Weather Squadron forecasters for their daily 1100 UTC (0700 EDT) weather briefing during the warm season months of May-September. This information is used for general scheduling of operations at Cape Canaveral Air Force Station and Kennedy Space Center. Forecasters at the Spaceflight Meteorology Group also make thunderstorm forecasts during Shuttle flight operations. Five modifications were made by the Applied Meteorology Unit: increased the period of record from 15 to 17 years, changed the method of calculating the flow regime of the day, calculated a new optimal layer relative humidity, used a new smoothing technique for the daily climatology, and used a new valid area. The test results indicated that the modified equaitions showed and increase in skill over the current equations, good reliability, and an ability to distinguish between lightning and non-lightning days.
NASA Technical Reports Server (NTRS)
Lambert, Winifred; Roeder, William
2013-01-01
This conference poster describes the improvement of a set of lightning probability forecast equations that are used by the 45th Weather Squadron forecasters for their daily 1100 UTC (0700 EDT) weather briefing during the warm season months of May-September. This information is used for general scheduling of operations at Cape Canaveral Air Force Station and Kennedy Space Center. Forecasters at the Spaceflight Meteorology Group also make thunderstorm forecasts during Shuttle flight operations. Five modifications were made by the Applied Meteorology Unit: increased the period of record from 15 to 17 years, changed the method of calculating the flow regime of the day, calculated a new optimal layer relative humidity, used a new smoothing technique for the daily climatology, and used a new valid area. The test results indicated that the modified equations showed and increase in skill over the current equations, good reliability and an ability to distinguish between lightning and non-lightning days.
Real-time Mainshock Forecast by Statistical Discrimination of Foreshock Clusters
NASA Astrophysics Data System (ADS)
Nomura, S.; Ogata, Y.
2016-12-01
Foreshock discremination is one of the most effective ways for short-time forecast of large main shocks. Though many large earthquakes accompany their foreshocks, discreminating them from enormous small earthquakes is difficult and only probabilistic evaluation from their spatio-temporal features and magnitude evolution may be available. Logistic regression is the statistical learning method best suited to such binary pattern recognition problems where estimates of a-posteriori probability of class membership are required. Statistical learning methods can keep learning discreminating features from updating catalog and give probabilistic recognition of forecast in real time. We estimated a non-linear function of foreshock proportion by smooth spline bases and evaluate the possibility of foreshocks by the logit function. In this study, we classified foreshocks from earthquake catalog by the Japan Meteorological Agency by single-link clustering methods and learned spatial and temporal features of foreshocks by the probability density ratio estimation. We use the epicentral locations, time spans and difference in magnitudes for learning and forecasting. Magnitudes of main shocks are also predicted our method by incorporating b-values into our method. We discuss the spatial pattern of foreshocks from the classifier composed by our model. We also implement a back test to validate predictive performance of the model by this catalog.
Linden, Ariel
2018-05-11
Interrupted time series analysis (ITSA) is an evaluation methodology in which a single treatment unit's outcome is studied serially over time and the intervention is expected to "interrupt" the level and/or trend of that outcome. ITSA is commonly evaluated using methods which may produce biased results if model assumptions are violated. In this paper, treatment effects are alternatively assessed by using forecasting methods to closely fit the preintervention observations and then forecast the post-intervention trend. A treatment effect may be inferred if the actual post-intervention observations diverge from the forecasts by some specified amount. The forecasting approach is demonstrated using the effect of California's Proposition 99 for reducing cigarette sales. Three forecast models are fit to the preintervention series-linear regression (REG), Holt-Winters (HW) non-seasonal smoothing, and autoregressive moving average (ARIMA)-and forecasts are generated into the post-intervention period. The actual observations are then compared with the forecasts to assess intervention effects. The preintervention data were fit best by HW, followed closely by ARIMA. REG fit the data poorly. The actual post-intervention observations were above the forecasts in HW and ARIMA, suggesting no intervention effect, but below the forecasts in the REG (suggesting a treatment effect), thereby raising doubts about any definitive conclusion of a treatment effect. In a single-group ITSA, treatment effects are likely to be biased if the model is misspecified. Therefore, evaluators should consider using forecast models to accurately fit the preintervention data and generate plausible counterfactual forecasts, thereby improving causal inference of treatment effects in single-group ITSA studies. © 2018 John Wiley & Sons, Ltd.
Elbert, Yevgeniy; Burkom, Howard S
2009-11-20
This paper discusses further advances in making robust predictions with the Holt-Winters forecasts for a variety of syndromic time series behaviors and introduces a control-chart detection approach based on these forecasts. Using three collections of time series data, we compare biosurveillance alerting methods with quantified measures of forecast agreement, signal sensitivity, and time-to-detect. The study presents practical rules for initialization and parameterization of biosurveillance time series. Several outbreak scenarios are used for detection comparison. We derive an alerting algorithm from forecasts using Holt-Winters-generalized smoothing for prospective application to daily syndromic time series. The derived algorithm is compared with simple control-chart adaptations and to more computationally intensive regression modeling methods. The comparisons are conducted on background data from both authentic and simulated data streams. Both types of background data include time series that vary widely by both mean value and cyclic or seasonal behavior. Plausible, simulated signals are added to the background data for detection performance testing at signal strengths calculated to be neither too easy nor too hard to separate the compared methods. Results show that both the sensitivity and the timeliness of the Holt-Winters-based algorithm proved to be comparable or superior to that of the more traditional prediction methods used for syndromic surveillance.
NASA Astrophysics Data System (ADS)
Montzka, Carsten; Hendricks Franssen, Harrie-Jan; Moradkhani, Hamid; Pütz, Thomas; Han, Xujun; Vereecken, Harry
2013-04-01
An adequate description of soil hydraulic properties is essential for a good performance of hydrological forecasts. So far, several studies showed that data assimilation could reduce the parameter uncertainty by considering soil moisture observations. However, these observations and also the model forcings were recorded with a specific measurement error. It seems a logical step to base state updating and parameter estimation on observations made at multiple time steps, in order to reduce the influence of outliers at single time steps given measurement errors and unknown model forcings. Such outliers could result in erroneous state estimation as well as inadequate parameters. This has been one of the reasons to use a smoothing technique as implemented for Bayesian data assimilation methods such as the Ensemble Kalman Filter (i.e. Ensemble Kalman Smoother). Recently, an ensemble-based smoother has been developed for state update with a SIR particle filter. However, this method has not been used for dual state-parameter estimation. In this contribution we present a Particle Smoother with sequentially smoothing of particle weights for state and parameter resampling within a time window as opposed to the single time step data assimilation used in filtering techniques. This can be seen as an intermediate variant between a parameter estimation technique using global optimization with estimation of single parameter sets valid for the whole period, and sequential Monte Carlo techniques with estimation of parameter sets evolving from one time step to another. The aims are i) to improve the forecast of evaporation and groundwater recharge by estimating hydraulic parameters, and ii) to reduce the impact of single erroneous model inputs/observations by a smoothing method. In order to validate the performance of the proposed method in a real world application, the experiment is conducted in a lysimeter environment.
Inventory Management for Irregular Shipment of Goods in Distribution Centre
NASA Astrophysics Data System (ADS)
Takeda, Hitoshi; Kitaoka, Masatoshi; Usuki, Jun
2016-01-01
The shipping amount of commodity goods (Foods, confectionery, dairy products, such as public cosmetic pharmaceutical products) changes irregularly at the distribution center dealing with the general consumer goods. Because the shipment time and the amount of the shipment are irregular, the demand forecast becomes very difficult. For this, the inventory control becomes difficult, too. It cannot be applied to the shipment of the commodity by the conventional inventory control methods. This paper proposes the method for inventory control by cumulative flow curve method. It proposed the method of deciding the order quantity of the inventory control by the cumulative flow curve. Here, it proposes three methods. 1) Power method,2) Polynomial method and 3)Revised Holt's linear method that forecasts data with trends that is a kind of exponential smoothing method. This paper compares the economics of the conventional method, which is managed by the experienced and three new proposed methods. And, the effectiveness of the proposal method is verified from the numerical calculations.
Statistical security for Social Security.
Soneji, Samir; King, Gary
2012-08-01
The financial viability of Social Security, the single largest U.S. government program, depends on accurate forecasts of the solvency of its intergenerational trust fund. We begin by detailing information necessary for replicating the Social Security Administration's (SSA's) forecasting procedures, which until now has been unavailable in the public domain. We then offer a way to improve the quality of these procedures via age- and sex-specific mortality forecasts. The most recent SSA mortality forecasts were based on the best available technology at the time, which was a combination of linear extrapolation and qualitative judgments. Unfortunately, linear extrapolation excludes known risk factors and is inconsistent with long-standing demographic patterns, such as the smoothness of age profiles. Modern statistical methods typically outperform even the best qualitative judgments in these contexts. We show how to use such methods, enabling researchers to forecast using far more information, such as the known risk factors of smoking and obesity and known demographic patterns. Including this extra information makes a substantial difference. For example, by improving only mortality forecasting methods, we predict three fewer years of net surplus, $730 billion less in Social Security Trust Funds, and program costs that are 0.66% greater for projected taxable payroll by 2031 compared with SSA projections. More important than specific numerical estimates are the advantages of transparency, replicability, reduction of uncertainty, and what may be the resulting lower vulnerability to the politicization of program forecasts. In addition, by offering with this article software and detailed replication information, we hope to marshal the efforts of the research community to include ever more informative inputs and to continue to reduce uncertainties in Social Security forecasts.
Scalable and balanced dynamic hybrid data assimilation
NASA Astrophysics Data System (ADS)
Kauranne, Tuomo; Amour, Idrissa; Gunia, Martin; Kallio, Kari; Lepistö, Ahti; Koponen, Sampsa
2017-04-01
Scalability of complex weather forecasting suites is dependent on the technical tools available for implementing highly parallel computational kernels, but to an equally large extent also on the dependence patterns between various components of the suite, such as observation processing, data assimilation and the forecast model. Scalability is a particular challenge for 4D variational assimilation methods that necessarily couple the forecast model into the assimilation process and subject this combination to an inherently serial quasi-Newton minimization process. Ensemble based assimilation methods are naturally more parallel, but large models force ensemble sizes to be small and that results in poor assimilation accuracy, somewhat akin to shooting with a shotgun in a million-dimensional space. The Variational Ensemble Kalman Filter (VEnKF) is an ensemble method that can attain the accuracy of 4D variational data assimilation with a small ensemble size. It achieves this by processing a Gaussian approximation of the current error covariance distribution, instead of a set of ensemble members, analogously to the Extended Kalman Filter EKF. Ensemble members are re-sampled every time a new set of observations is processed from a new approximation of that Gaussian distribution which makes VEnKF a dynamic assimilation method. After this a smoothing step is applied that turns VEnKF into a dynamic Variational Ensemble Kalman Smoother VEnKS. In this smoothing step, the same process is iterated with frequent re-sampling of the ensemble but now using past iterations as surrogate observations until the end result is a smooth and balanced model trajectory. In principle, VEnKF could suffer from similar scalability issues as 4D-Var. However, this can be avoided by isolating the forecast model completely from the minimization process by implementing the latter as a wrapper code whose only link to the model is calling for many parallel and totally independent model runs, all of them implemented as parallel model runs themselves. The only bottleneck in the process is the gathering and scattering of initial and final model state snapshots before and after the parallel runs which requires a very efficient and low-latency communication network. However, the volume of data communicated is small and the intervening minimization steps are only 3D-Var, which means their computational load is negligible compared with the fully parallel model runs. We present example results of scalable VEnKF with the 4D lake and shallow sea model COHERENS, assimilating simultaneously continuous in situ measurements in a single point and infrequent satellite images that cover a whole lake, with the fully scalable VEnKF.
NASA Astrophysics Data System (ADS)
Susanti, Ana; Suhartono; Jati Setyadi, Hario; Taruk, Medi; Haviluddin; Pamilih Widagdo, Putut
2018-03-01
Money currency availability in Bank Indonesia can be examined by inflow and outflow of money currency. The objective of this research is to forecast the inflow and outflow of money currency in each Representative Office (RO) of BI in East Java by using a hybrid exponential smoothing based on state space approach and calendar variation model. Hybrid model is expected to generate more accurate forecast. There are two studies that will be discussed in this research. The first studies about hybrid model using simulation data that contain pattern of trends, seasonal and calendar variation. The second studies about the application of a hybrid model for forecasting the inflow and outflow of money currency in each RO of BI in East Java. The first of results indicate that exponential smoothing model can not capture the pattern calendar variation. It results RMSE values 10 times standard deviation of error. The second of results indicate that hybrid model can capture the pattern of trends, seasonal and calendar variation. It results RMSE values approaching the standard deviation of error. In the applied study, the hybrid model give more accurate forecast for five variables : the inflow of money currency in Surabaya, Malang, Jember and outflow of money currency in Surabaya and Kediri. Otherwise, the time series regression model yields better for three variables : outflow of money currency in Malang, Jember and inflow of money currency in Kediri.
The behaviour of PM10 and ozone in Malaysia through non-linear dynamical systems
DOE Office of Scientific and Technical Information (OSTI.GOV)
Sapini, Muhamad Luqman; Rahim, Nurul Zahirah binti Abd; Noorani, Mohd Salmi Md.
Prediction of ozone (O3) and PM10 is very important as both these air pollutants affect human health, human activities and more. Short-term forecasting of air quality is needed as preventive measures and effective action can be taken. Therefore, if it is detected that the ozone data is of a chaotic dynamical systems, a model using the nonlinear dynamic from chaos theory data can be made and thus forecasts for the short term would be more accurate. This study uses two methods, namely the 0-1 Test and Lyapunov Exponent. In addition, the effect of noise reduction on the analysis of timemore » series data will be seen by using two smoothing methods: Rectangular methods and Triangle methods. At the end of the study, recommendations were made to get better results in the future.« less
2000-06-20
smoothing and regression which includes curve fitting are two principle forecasting model types utilized in the vast majority of forecasting applications ... model were compared against the VA Office of Policy and Planning forecasting study commissioned with the actuarial firm of Milliman & Robertson (M & R... Application to the Veterans Healthcare System The development of a model to forecast future VEV needs, utilization, and cost of the Acute Care and
Multivariate Time Series Forecasting of Crude Palm Oil Price Using Machine Learning Techniques
NASA Astrophysics Data System (ADS)
Kanchymalay, Kasturi; Salim, N.; Sukprasert, Anupong; Krishnan, Ramesh; Raba'ah Hashim, Ummi
2017-08-01
The aim of this paper was to study the correlation between crude palm oil (CPO) price, selected vegetable oil prices (such as soybean oil, coconut oil, and olive oil, rapeseed oil and sunflower oil), crude oil and the monthly exchange rate. Comparative analysis was then performed on CPO price forecasting results using the machine learning techniques. Monthly CPO prices, selected vegetable oil prices, crude oil prices and monthly exchange rate data from January 1987 to February 2017 were utilized. Preliminary analysis showed a positive and high correlation between the CPO price and soy bean oil price and also between CPO price and crude oil price. Experiments were conducted using multi-layer perception, support vector regression and Holt Winter exponential smoothing techniques. The results were assessed by using criteria of root mean square error (RMSE), means absolute error (MAE), means absolute percentage error (MAPE) and Direction of accuracy (DA). Among these three techniques, support vector regression(SVR) with Sequential minimal optimization (SMO) algorithm showed relatively better results compared to multi-layer perceptron and Holt Winters exponential smoothing method.
Applications of functional data analysis: A systematic review
2013-01-01
Background Functional data analysis (FDA) is increasingly being used to better analyze, model and predict time series data. Key aspects of FDA include the choice of smoothing technique, data reduction, adjustment for clustering, functional linear modeling and forecasting methods. Methods A systematic review using 11 electronic databases was conducted to identify FDA application studies published in the peer-review literature during 1995–2010. Papers reporting methodological considerations only were excluded, as were non-English articles. Results In total, 84 FDA application articles were identified; 75.0% of the reviewed articles have been published since 2005. Application of FDA has appeared in a large number of publications across various fields of sciences; the majority is related to biomedicine applications (21.4%). Overall, 72 studies (85.7%) provided information about the type of smoothing techniques used, with B-spline smoothing (29.8%) being the most popular. Functional principal component analysis (FPCA) for extracting information from functional data was reported in 51 (60.7%) studies. One-quarter (25.0%) of the published studies used functional linear models to describe relationships between explanatory and outcome variables and only 8.3% used FDA for forecasting time series data. Conclusions Despite its clear benefits for analyzing time series data, full appreciation of the key features and value of FDA have been limited to date, though the applications show its relevance to many public health and biomedical problems. Wider application of FDA to all studies involving correlated measurements should allow better modeling of, and predictions from, such data in the future especially as FDA makes no a priori age and time effects assumptions. PMID:23510439
Kim, Tae-gu; Kang, Young-sig; Lee, Hyung-won
2011-01-01
To begin a zero accident campaign for industry, the first thing is to estimate the industrial accident rate and the zero accident time systematically. This paper considers the social and technical change of the business environment after beginning the zero accident campaign through quantitative time series analysis methods. These methods include sum of squared errors (SSE), regression analysis method (RAM), exponential smoothing method (ESM), double exponential smoothing method (DESM), auto-regressive integrated moving average (ARIMA) model, and the proposed analytic function method (AFM). The program is developed to estimate the accident rate, zero accident time and achievement probability of an efficient industrial environment. In this paper, MFC (Microsoft Foundation Class) software of Visual Studio 2008 was used to develop a zero accident program. The results of this paper will provide major information for industrial accident prevention and be an important part of stimulating the zero accident campaign within all industrial environments.
Time series modeling and forecasting using memetic algorithms for regime-switching models.
Bergmeir, Christoph; Triguero, Isaac; Molina, Daniel; Aznarte, José Luis; Benitez, José Manuel
2012-11-01
In this brief, we present a novel model fitting procedure for the neuro-coefficient smooth transition autoregressive model (NCSTAR), as presented by Medeiros and Veiga. The model is endowed with a statistically founded iterative building procedure and can be interpreted in terms of fuzzy rule-based systems. The interpretability of the generated models and a mathematically sound building procedure are two very important properties of forecasting models. The model fitting procedure employed by the original NCSTAR is a combination of initial parameter estimation by a grid search procedure with a traditional local search algorithm. We propose a different fitting procedure, using a memetic algorithm, in order to obtain more accurate models. An empirical evaluation of the method is performed, applying it to various real-world time series originating from three forecasting competitions. The results indicate that we can significantly enhance the accuracy of the models, making them competitive to models commonly used in the field.
NASA Technical Reports Server (NTRS)
Hathaway, D. H.
2000-01-01
A number of techniques for predicting solar activity on a solar cycle time scale are identified, described, and tested with historical data. Some techniques, e.g,, regression and curve-fitting, work well as solar activity approaches maximum and provide a month- by-month description of future activity, while others, e.g., geomagnetic precursors, work well near solar minimum but provide an estimate only of the amplitude of the cycle. A synthesis of different techniques is shown to provide a more accurate and useful forecast of solar cycle activity levels. A combination of two uncorrelated geomagnetic precursor techniques provides the most accurate prediction for the amplitude of a solar activity cycle at a time well before activity minimum. This precursor method gave a smoothed sunspot number maximum of 154+21 for cycle 23. A mathematical function dependent upon the time of cycle initiation and the cycle amplitude then describes the level of solar activity for the complete cycle. As the time of cycle maximum approaches a better estimate of the cycle activity is obtained by including the fit between recent activity levels and this function. This Combined Solar Cycle Activity Forecast now gives a smoothed sunspot maximum of 140+20 for cycle 23. The success of the geomagnetic precursors in predicting future solar activity suggests that solar magnetic phenomena at latitudes above the sunspot activity belts are linked to solar activity, which occurs many years later in the lower latitudes.
NASA Astrophysics Data System (ADS)
Papacharalampous, Georgia; Tyralis, Hristos; Koutsoyiannis, Demetris
2017-04-01
Machine learning (ML) is considered to be a promising approach to hydrological processes forecasting. We conduct a comparison between several stochastic and ML point estimation methods by performing large-scale computational experiments based on simulations. The purpose is to provide generalized results, while the respective comparisons in the literature are usually based on case studies. The stochastic methods used include simple methods, models from the frequently used families of Autoregressive Moving Average (ARMA), Autoregressive Fractionally Integrated Moving Average (ARFIMA) and Exponential Smoothing models. The ML methods used are Random Forests (RF), Support Vector Machines (SVM) and Neural Networks (NN). The comparison refers to the multi-step ahead forecasting properties of the methods. A total of 20 methods are used, among which 9 are the ML methods. 12 simulation experiments are performed, while each of them uses 2 000 simulated time series of 310 observations. The time series are simulated using stochastic processes from the families of ARMA and ARFIMA models. Each time series is split into a fitting (first 300 observations) and a testing set (last 10 observations). The comparative assessment of the methods is based on 18 metrics, that quantify the methods' performance according to several criteria related to the accurate forecasting of the testing set, the capturing of its variation and the correlation between the testing and forecasted values. The most important outcome of this study is that there is not a uniformly better or worse method. However, there are methods that are regularly better or worse than others with respect to specific metrics. It appears that, although a general ranking of the methods is not possible, their classification based on their similar or contrasting performance in the various metrics is possible to some extent. Another important conclusion is that more sophisticated methods do not necessarily provide better forecasts compared to simpler methods. It is pointed out that the ML methods do not differ dramatically from the stochastic methods, while it is interesting that the NN, RF and SVM algorithms used in this study offer potentially very good performance in terms of accuracy. It should be noted that, although this study focuses on hydrological processes, the results are of general scientific interest. Another important point in this study is the use of several methods and metrics. Using fewer methods and fewer metrics would have led to a very different overall picture, particularly if those fewer metrics corresponded to fewer criteria. For this reason, we consider that the proposed methodology is appropriate for the evaluation of forecasting methods.
A multi-source data assimilation framework for flood forecasting: Accounting for runoff routing lags
NASA Astrophysics Data System (ADS)
Meng, S.; Xie, X.
2015-12-01
In the flood forecasting practice, model performance is usually degraded due to various sources of uncertainties, including the uncertainties from input data, model parameters, model structures and output observations. Data assimilation is a useful methodology to reduce uncertainties in flood forecasting. For the short-term flood forecasting, an accurate estimation of initial soil moisture condition will improve the forecasting performance. Considering the time delay of runoff routing is another important effect for the forecasting performance. Moreover, the observation data of hydrological variables (including ground observations and satellite observations) are becoming easily available. The reliability of the short-term flood forecasting could be improved by assimilating multi-source data. The objective of this study is to develop a multi-source data assimilation framework for real-time flood forecasting. In this data assimilation framework, the first step is assimilating the up-layer soil moisture observations to update model state and generated runoff based on the ensemble Kalman filter (EnKF) method, and the second step is assimilating discharge observations to update model state and runoff within a fixed time window based on the ensemble Kalman smoother (EnKS) method. This smoothing technique is adopted to account for the runoff routing lag. Using such assimilation framework of the soil moisture and discharge observations is expected to improve the flood forecasting. In order to distinguish the effectiveness of this dual-step assimilation framework, we designed a dual-EnKF algorithm in which the observed soil moisture and discharge are assimilated separately without accounting for the runoff routing lag. The results show that the multi-source data assimilation framework can effectively improve flood forecasting, especially when the runoff routing has a distinct time lag. Thus, this new data assimilation framework holds a great potential in operational flood forecasting by merging observations from ground measurement and remote sensing retrivals.
NASA Astrophysics Data System (ADS)
Liu, Li; Xu, Yue-Ping
2017-04-01
Ensemble flood forecasting driven by numerical weather prediction products is becoming more commonly used in operational flood forecasting applications.In this study, a hydrological ensemble flood forecasting system based on Variable Infiltration Capacity (VIC) model and quantitative precipitation forecasts from TIGGE dataset is constructed for Lanjiang Basin, Southeast China. The impacts of calibration strategies and ensemble methods on the performance of the system are then evaluated.The hydrological model is optimized by parallel programmed ɛ-NSGAII multi-objective algorithm and two respectively parameterized models are determined to simulate daily flows and peak flows coupled with a modular approach.The results indicatethat the ɛ-NSGAII algorithm permits more efficient optimization and rational determination on parameter setting.It is demonstrated that the multimodel ensemble streamflow mean have better skills than the best singlemodel ensemble mean (ECMWF) and the multimodel ensembles weighted on members and skill scores outperform other multimodel ensembles. For typical flood event, it is proved that the flood can be predicted 3-4 days in advance, but the flows in rising limb can be captured with only 1-2 days ahead due to the flash feature. With respect to peak flows selected by Peaks Over Threshold approach, the ensemble means from either singlemodel or multimodels are generally underestimated as the extreme values are smoothed out by ensemble process.
NASA Astrophysics Data System (ADS)
Rounaghi, Mohammad Mahdi; Abbaszadeh, Mohammad Reza; Arashi, Mohammad
2015-11-01
One of the most important topics of interest to investors is stock price changes. Investors whose goals are long term are sensitive to stock price and its changes and react to them. In this regard, we used multivariate adaptive regression splines (MARS) model and semi-parametric splines technique for predicting stock price in this study. The MARS model as a nonparametric method is an adaptive method for regression and it fits for problems with high dimensions and several variables. semi-parametric splines technique was used in this study. Smoothing splines is a nonparametric regression method. In this study, we used 40 variables (30 accounting variables and 10 economic variables) for predicting stock price using the MARS model and using semi-parametric splines technique. After investigating the models, we select 4 accounting variables (book value per share, predicted earnings per share, P/E ratio and risk) as influencing variables on predicting stock price using the MARS model. After fitting the semi-parametric splines technique, only 4 accounting variables (dividends, net EPS, EPS Forecast and P/E Ratio) were selected as variables effective in forecasting stock prices.
Models for Train Passenger Forecasting of Java and Sumatra
NASA Astrophysics Data System (ADS)
Sartono
2017-04-01
People tend to take public transportation to avoid high traffic, especially in Java. In Jakarta, the number of railway passengers is over than the capacity of the train at peak time. This is an opportunity as well as a challenge. If it is managed well then the company can get high profit. Otherwise, it may lead to disaster. This article discusses models for the train passengers, hence, finding the reasonable models to make a prediction overtimes. The Box-Jenkins method is occupied to develop a basic model. Then, this model is compared to models obtained using exponential smoothing method and regression method. The result shows that Holt-Winters model is better to predict for one-month, three-month, and six-month ahead for the passenger in Java. In addition, SARIMA(1,1,0)(2,0,0) is more accurate for nine-month and twelve-month oversee. On the other hand, for Sumatra passenger forecasting, SARIMA(1,1,1)(0,0,2) gives a better approximation for one-month ahead, and ARIMA model is best for three-month ahead prediction. The rest, Trend Seasonal and Liner Model has the least of RMSE to forecast for six-month, nine-month, and twelve-month ahead.
HOKF: High Order Kalman Filter for Epilepsy Forecasting Modeling.
Nguyen, Ngoc Anh Thi; Yang, Hyung-Jeong; Kim, Sunhee
2017-08-01
Epilepsy forecasting has been extensively studied using high-order time series obtained from scalp-recorded electroencephalography (EEG). An accurate seizure prediction system would not only help significantly improve patients' quality of life, but would also facilitate new therapeutic strategies to manage epilepsy. This paper thus proposes an improved Kalman Filter (KF) algorithm to mine seizure forecasts from neural activity by modeling three properties in the high-order EEG time series: noise, temporal smoothness, and tensor structure. The proposed High-Order Kalman Filter (HOKF) is an extension of the standard Kalman filter, for which higher-order modeling is limited. The efficient dynamic of HOKF system preserves the tensor structure of the observations and latent states. As such, the proposed method offers two main advantages: (i) effectiveness with HOKF results in hidden variables that capture major evolving trends suitable to predict neural activity, even in the presence of missing values; and (ii) scalability in that the wall clock time of the HOKF is linear with respect to the number of time-slices of the sequence. The HOKF algorithm is examined in terms of its effectiveness and scalability by conducting forecasting and scalability experiments with a real epilepsy EEG dataset. The results of the simulation demonstrate the superiority of the proposed method over the original Kalman Filter and other existing methods. Copyright © 2017 Elsevier B.V. All rights reserved.
NASA Astrophysics Data System (ADS)
Strader, Anne; Schorlemmer, Danijel; Beutin, Thomas
2017-04-01
The Global Earthquake Activity Rate Model (GEAR1) is a hybrid seismicity model, constructed from a loglinear combination of smoothed seismicity from the Global Centroid Moment Tensor (CMT) earthquake catalog and geodetic strain rates (Global Strain Rate Map, version 2.1). For the 2005-2012 retrospective evaluation period, GEAR1 outperformed both parent strain rate and smoothed seismicity forecasts. Since 1. October 2015, GEAR1 has been prospectively evaluated by the Collaboratory for the Study of Earthquake Predictability (CSEP) testing center. Here, we present initial one-year test results of the GEAR1, GSRM and GSRM2.1, as well as localized evaluation of GEAR1 performance. The models were evaluated on the consistency in number (N-test), spatial (S-test) and magnitude (M-test) distribution of forecasted and observed earthquakes, as well as overall data consistency (CL-, L-tests). Performance at target earthquake locations was compared between models using the classical paired T-test and its non-parametric equivalent, the W-test, to determine if one model could be rejected in favor of another at the 0.05 significance level. For the evaluation period from 1. October 2015 to 1. October 2016, the GEAR1, GSRM and GSRM2.1 forecasts pass all CSEP likelihood tests. Comparative test results show statistically significant improvement of GEAR1 performance over both strain rate-based forecasts, both of which can be rejected in favor of GEAR1. Using point process residual analysis, we investigate the spatial distribution of differences in GEAR1, GSRM and GSRM2 model performance, to identify regions where the GEAR1 model should be adjusted, that could not be inferred from CSEP test results. Furthermore, we investigate whether the optimal combination of smoothed seismicity and strain rates remains stable over space and time.
Applications and Comparisons of Four Time Series Models in Epidemiological Surveillance Data
Young, Alistair A.; Li, Xiaosong
2014-01-01
Public health surveillance systems provide valuable data for reliable predication of future epidemic events. This paper describes a study that used nine types of infectious disease data collected through a national public health surveillance system in mainland China to evaluate and compare the performances of four time series methods, namely, two decomposition methods (regression and exponential smoothing), autoregressive integrated moving average (ARIMA) and support vector machine (SVM). The data obtained from 2005 to 2011 and in 2012 were used as modeling and forecasting samples, respectively. The performances were evaluated based on three metrics: mean absolute error (MAE), mean absolute percentage error (MAPE), and mean square error (MSE). The accuracy of the statistical models in forecasting future epidemic disease proved their effectiveness in epidemiological surveillance. Although the comparisons found that no single method is completely superior to the others, the present study indeed highlighted that the SVMs outperforms the ARIMA model and decomposition methods in most cases. PMID:24505382
Forecasting Performance of Grey Prediction for Education Expenditure and School Enrollment
ERIC Educational Resources Information Center
Tang, Hui-Wen Vivian; Yin, Mu-Shang
2012-01-01
GM(1,1) and GM(1,1) rolling models derived from grey system theory were estimated using time-series data from projection studies by National Center for Education Statistics (NCES). An out-of-sample forecasting competition between the two grey prediction models and exponential smoothing used by NCES was conducted for education expenditure and…
Past and projected trends of body mass index and weight status in South Australia: 2003 to 2019.
Hendrie, Gilly A; Ullah, Shahid; Scott, Jane A; Gray, John; Berry, Narelle; Booth, Sue; Carter, Patricia; Cobiac, Lynne; Coveney, John
2015-12-01
Functional data analysis (FDA) is a forecasting approach that, to date, has not been applied to obesity, and that may provide more accurate forecasting analysis to manage uncertainty in public health. This paper uses FDA to provide projections of Body Mass Index (BMI), overweight and obesity in an Australian population through to 2019. Data from the South Australian Monitoring and Surveillance System (January 2003 to December 2012, n=51,618 adults) were collected via telephone interview survey. FDA was conducted in four steps: 1) age-gender specific BMIs for each year were smoothed using a weighted regression; 2) the functional principal components decomposition was applied to estimate the basis functions; 3) an exponential smoothing state space model was used for forecasting the coefficient series; and 4) forecast coefficients were combined with the basis function. The forecast models suggest that between 2012 and 2019 average BMI will increase from 27.2 kg/m(2) to 28.0 kg/m(2) in males and 26.4 kg/m(2) to 27.6 kg/m(2) in females. The prevalence of obesity is forecast to increase by 6-7 percentage points by 2019 (to 28.7% in males and 29.2% in females). Projections identify age-gender groups at greatest risk of obesity over time. The novel approach will be useful to facilitate more accurate planning and policy development. © 2015 Public Health Association of Australia.
Valizadeh, Nariman; El-Shafie, Ahmed; Mirzaei, Majid; Galavi, Hadi; Mukhlisin, Muhammad; Jaafar, Othman
2014-01-01
Water level forecasting is an essential topic in water management affecting reservoir operations and decision making. Recently, modern methods utilizing artificial intelligence, fuzzy logic, and combinations of these techniques have been used in hydrological applications because of their considerable ability to map an input-output pattern without requiring prior knowledge of the criteria influencing the forecasting procedure. The artificial neurofuzzy interface system (ANFIS) is one of the most accurate models used in water resource management. Because the membership functions (MFs) possess the characteristics of smoothness and mathematical components, each set of input data is able to yield the best result using a certain type of MF in the ANFIS models. The objective of this study is to define the different ANFIS model by applying different types of MFs for each type of input to forecast the water level in two case studies, the Klang Gates Dam and Rantau Panjang station on the Johor river in Malaysia, to compare the traditional ANFIS model with the new introduced one in two different situations, reservoir and stream, showing the new approach outweigh rather than the traditional one in both case studies. This objective is accomplished by evaluating the model fitness and performance in daily forecasting.
Mirzaei, Majid; Jaafar, Othman
2014-01-01
Water level forecasting is an essential topic in water management affecting reservoir operations and decision making. Recently, modern methods utilizing artificial intelligence, fuzzy logic, and combinations of these techniques have been used in hydrological applications because of their considerable ability to map an input-output pattern without requiring prior knowledge of the criteria influencing the forecasting procedure. The artificial neurofuzzy interface system (ANFIS) is one of the most accurate models used in water resource management. Because the membership functions (MFs) possess the characteristics of smoothness and mathematical components, each set of input data is able to yield the best result using a certain type of MF in the ANFIS models. The objective of this study is to define the different ANFIS model by applying different types of MFs for each type of input to forecast the water level in two case studies, the Klang Gates Dam and Rantau Panjang station on the Johor river in Malaysia, to compare the traditional ANFIS model with the new introduced one in two different situations, reservoir and stream, showing the new approach outweigh rather than the traditional one in both case studies. This objective is accomplished by evaluating the model fitness and performance in daily forecasting. PMID:24790567
Systematic strategies for the third industrial accident prevention plan in Korea.
Kang, Young-sig; Yang, Sung-hwan; Kim, Tae-gu; Kim, Day-sung
2012-01-01
To minimize industrial accidents, it's critical to evaluate a firm's priorities for prevention factors and strategies since such evaluation provides decisive information for preventing industrial accidents and maintaining safety management. Therefore, this paper proposes the evaluation of priorities through statistical testing of prevention factors with a cause analysis in a cause and effect model. A priority matrix criterion is proposed to apply the ranking and for the objectivity of questionnaire results. This paper used regression method (RA), exponential smoothing method (ESM), double exponential smoothing method (DESM), autoregressive integrated moving average (ARIMA) model and proposed analytical function method (PAFM) to analyze trends of accident data that will lead to an accurate prediction. This paper standardized the questionnaire results of workers and managers in manufacturing and construction companies with less than 300 employees, located in the central Korean metropolitan areas where fatal accidents have occurred. Finally, a strategy was provided to construct safety management for the third industrial accident prevention plan and a forecasting method for occupational accident rates and fatality rates for occupational accidents per 10,000 people.
Post-processing of multi-model ensemble river discharge forecasts using censored EMOS
NASA Astrophysics Data System (ADS)
Hemri, Stephan; Lisniak, Dmytro; Klein, Bastian
2014-05-01
When forecasting water levels and river discharge, ensemble weather forecasts are used as meteorological input to hydrologic process models. As hydrologic models are imperfect and the input ensembles tend to be biased and underdispersed, the output ensemble forecasts for river runoff typically are biased and underdispersed, too. Thus, statistical post-processing is required in order to achieve calibrated and sharp predictions. Standard post-processing methods such as Ensemble Model Output Statistics (EMOS) that have their origins in meteorological forecasting are now increasingly being used in hydrologic applications. Here we consider two sub-catchments of River Rhine, for which the forecasting system of the Federal Institute of Hydrology (BfG) uses runoff data that are censored below predefined thresholds. To address this methodological challenge, we develop a censored EMOS method that is tailored to such data. The censored EMOS forecast distribution can be understood as a mixture of a point mass at the censoring threshold and a continuous part based on a truncated normal distribution. Parameter estimates of the censored EMOS model are obtained by minimizing the Continuous Ranked Probability Score (CRPS) over the training dataset. Model fitting on Box-Cox transformed data allows us to take account of the positive skewness of river discharge distributions. In order to achieve realistic forecast scenarios over an entire range of lead-times, there is a need for multivariate extensions. To this end, we smooth the marginal parameter estimates over lead-times. In order to obtain realistic scenarios of discharge evolution over time, the marginal distributions have to be linked with each other. To this end, the multivariate dependence structure can either be adopted from the raw ensemble like in Ensemble Copula Coupling (ECC), or be estimated from observations in a training period. The censored EMOS model has been applied to multi-model ensemble forecasts issued on a daily basis over a period of three years. For the two catchments considered, this resulted in well calibrated and sharp forecast distributions over all lead-times from 1 to 114 h. Training observations tended to be better indicators for the dependence structure than the raw ensemble.
Application of a long-range forecasting model to earthquakes in the Japan mainland testing region
NASA Astrophysics Data System (ADS)
Rhoades, David A.
2011-03-01
The Every Earthquake a Precursor According to Scale (EEPAS) model is a long-range forecasting method which has been previously applied to a number of regions, including Japan. The Collaboratory for the Study of Earthquake Predictability (CSEP) forecasting experiment in Japan provides an opportunity to test the model at lower magnitudes than previously and to compare it with other competing models. The model sums contributions to the rate density from past earthquakes based on predictive scaling relations derived from the precursory scale increase phenomenon. Two features of the earthquake catalogue in the Japan mainland region create difficulties in applying the model, namely magnitude-dependence in the proportion of aftershocks and in the Gutenberg-Richter b-value. To accommodate these features, the model was fitted separately to earthquakes in three different target magnitude classes over the period 2000-2009. There are some substantial unexplained differences in parameters between classes, but the time and magnitude distributions of the individual earthquake contributions are such that the model is suitable for three-month testing at M ≥ 4 and for one-year testing at M ≥ 5. In retrospective analyses, the mean probability gain of the EEPAS model over a spatially smoothed seismicity model increases with magnitude. The same trend is expected in prospective testing. The Proximity to Past Earthquakes (PPE) model has been submitted to the same testing classes as the EEPAS model. Its role is that of a spatially-smoothed reference model, against which the performance of time-varying models can be compared.
Applications of functional data analysis: A systematic review.
Ullah, Shahid; Finch, Caroline F
2013-03-19
Functional data analysis (FDA) is increasingly being used to better analyze, model and predict time series data. Key aspects of FDA include the choice of smoothing technique, data reduction, adjustment for clustering, functional linear modeling and forecasting methods. A systematic review using 11 electronic databases was conducted to identify FDA application studies published in the peer-review literature during 1995-2010. Papers reporting methodological considerations only were excluded, as were non-English articles. In total, 84 FDA application articles were identified; 75.0% of the reviewed articles have been published since 2005. Application of FDA has appeared in a large number of publications across various fields of sciences; the majority is related to biomedicine applications (21.4%). Overall, 72 studies (85.7%) provided information about the type of smoothing techniques used, with B-spline smoothing (29.8%) being the most popular. Functional principal component analysis (FPCA) for extracting information from functional data was reported in 51 (60.7%) studies. One-quarter (25.0%) of the published studies used functional linear models to describe relationships between explanatory and outcome variables and only 8.3% used FDA for forecasting time series data. Despite its clear benefits for analyzing time series data, full appreciation of the key features and value of FDA have been limited to date, though the applications show its relevance to many public health and biomedical problems. Wider application of FDA to all studies involving correlated measurements should allow better modeling of, and predictions from, such data in the future especially as FDA makes no a priori age and time effects assumptions.
Dynamo-based scheme for forecasting the magnitude of solar activity cycles
NASA Technical Reports Server (NTRS)
Layden, A. C.; Fox, P. A.; Howard, J. M.; Sarajedini, A.; Schatten, K. H.
1991-01-01
This paper presents a general framework for forecasting the smoothed maximum level of solar activity in a given cycle, based on a simple understanding of the solar dynamo. This type of forecasting requires knowledge of the sun's polar magnetic field strength at the preceding activity minimum. Because direct measurements of this quantity are difficult to obtain, the quality of a number of proxy indicators already used by other authors is evaluated, which are physically related to the sun's polar field. These indicators are subjected to a rigorous statistical analysis, and the analysis technique for each indicator is specified in detail in order to simplify and systematize reanalysis for future use. It is found that several of these proxies are in fact poorly correlated or uncorrelated with solar activity, and thus are of little value for predicting activity maxima. Also presented is a scheme in which the predictions of the individual proxies are combined via an appropriately weighted mean to produce a compound prediction. The scheme is then applied to the current cycle 22, and a maximum smoothed international sunspot number of 171 + or - 26 is estimated.
a system approach to the long term forecasting of the climat data in baikal region
NASA Astrophysics Data System (ADS)
Abasov, N.; Berezhnykh, T.
2003-04-01
The Angara river running from Baikal with a cascade of hydropower plants built on it plays a peculiar role in economy of the region. With view of high variability of water inflow into the rivers and lakes (long-term low water periods and catastrophic floods) that is due to climatic peculiarities of the water resource formation, a long-term forecasting is developed and applied for risk decreasing at hydropower plants. Methodology and methods of long-term forecasting of natural-climatic processes employs some ideas of the research schools by Academician I.P.Druzhinin and Prof. A.P.Reznikhov and consists in detailed investigation of cause-effect relations, finding out physical analogs and their application to formalized methods of long-term forecasting. They are divided into qualitative (background method; method of analogs based on solar activity), probabilistic and approximative methods (analog-similarity relations; discrete-continuous model). These forecasting methods have been implemented in the form of analytical aids of the information-forecasting software "GIPSAR" that provides for some elements of artificial intelligence. Background forecasts of the runoff of the Ob, the Yenisei, the Angara Rivers in the south of Siberia are based on space-time regularities that were revealed on taking account of the phase shifts in occurrence of secular maxima and minima on integral-difference curves of many-year hydrological processes in objects compared. Solar activity plays an essential role in investigations of global variations of climatic processes. Its consideration in the method of superimposed epochs has allowed a conclusion to be made on the higher probability of the low-water period in the actual inflow to Lake Baikal that takes place on the increasing branch of solar activity of its 11-year cycle. The higher probability of a high-water period is observed on the decreasing branch of solar activity from the 2nd to the 5th year after its maximum. Probabilistic method of forecasting (with a year in advance) is based on the property of alternation of series of years with increase and decrease in the observed indicators (characteristic indices) of natural processes. Most of the series (98.4-99.6%) are represented by series of one to three years. The problem of forecasting is divided into two parts: 1) qualitative forecast of the probability that the started series will either continue or be replaced by a new series during the next year that is based on the frequency characteristics of series of years with increase or decrease of the forecasted sequence); 2) quantitative estimate of the forecasted value in the form of a curve of conditional frequencies is made on the base of intra-sequence interrelations among hydrometeorological elements by their differentiation with respect to series of years of increase or decrease, by construction of particular curves of conditional frequencies of the runoff for each expected variant of series development and by subsequent construction a generalized curve. Approximative learning methods form forecasted trajectories of the studied process indices for a long-term perspective. The method of analog-similarity relations is based on the fact that long periods of observations reveal some similarities in the character of variability of indices for some fragments of the sequence x (t) by definite criteria. The idea of the method is to estimate similarity of such fragments of the sequence that have been called the analogs. The method applies multistage optimization of both external parameters (e.g. the number of iterations of the sliding averaging needed to decompose the sequence into two components: the smoothed one with isolated periodic oscillations and the residual or random one). The method is applicable to current terms of forecasts and ending with the double solar cycle. Using a special procedure of integration, it separates terms with the best results for the given optimization subsample. Several optimal vectors of parameters obtained are tested on the examination (verifying) subsample. If the procedure is successful, the forecast is immediately made by integration of several best solutions. Peculiarities of forecasting extreme processes. Methods of long-term forecasting allow the sufficiently reliable forecasts to be made within the interval of xmin+Δ_1, xmax - Δ_2 (i.e. in the interval of medium values of indices). Meanwhile, in the intervals close to extreme ones, reliability of forecasts is substantially lower. While for medium values the statistics of the100-year sequence gives acceptable results owing to a sufficiently large number of revealed analogs that correspond to prognostic samples, for extreme values the situation is quite different, first of all by virtue of poverty of statistical data. Decreasing the values of Δ_1,Δ_2: Δ_1,Δ_2 rightarrow 0 (by including them into optimization parameters of the considered forecasting methods) could be one of the ways to improve reliability of forecasts. Partially, such an approach has been realized in the method of analog-similarity relations, giving the possibility to form a range of possible forecasted trajectories in two variants - from the minimum possible trajectory to the maximum possible one. Reliability of long-term forecasts. Both the methodology and the methods considered above have been realized as the information-forecasting system "GIPSAR". The system includes some tools implementing several methods of forecasting, analysis of initial and forecasted information, a developed database, a set of tools for verification of algorithms, additional information on the algorithms of statistical processing of sequences (sliding averaging, integral-difference curves, etc.), aids to organize input of initial information (in its various forms) as well as aids to draw up output prognostic documents. Risk management. The normal functioning of the Angara cascade is periodically interrupted by risks of two types that take place in the Baikal, the Bratsk and Ust-Ilimsk reservoirs: long low-water periods and sudden periods of extremely high water levels. For example, low-water periods, observed in the reservoirs of the Angara cascade can be classified under four risk categories : 1 - acceptable (negligible reduction of electric power generation by hydropower plants; certain difficulty in meeting environmental and navigation requirements); 2 - significant (substantial reduction of electric power generation by hydropower plants; certain restriction on water releases for navigation; violation of environmental requirements in some years); 3 - emergency (big losses in electric power generation; limited electricity supply to large consumers; significant restriction of water releases for navigation; threat of exposure of drinkable water intake works; violation of environmental requirements for a number of years); 4 - catastrophic (energy crisis; social crisis exposure of drinkable water intake works; termination of navigation; environmental catastrophe). Management of energy systems consists in operative, many-year regulation and perspective planning and has to take into account the analysis of operative data (water reserves in reservoirs), long-term statistics and relations among natural processes and also forecasts - short-term (for a day, week, decade), long-term and/or super-long-term (from a month to several decades). Such natural processes as water inflow to reservoirs, air temperatures during heating periods depend in turn on external factors: prevailing types of atmospheric circulation, intensity of the 11- and 22-year cycles of solar activity, volcanic activity, interaction between the ocean and atmosphere, etc. Until recently despite the formed scientific schools on long-term forecasting (I.P.Druzhinin, A.P.Reznikhov) the energy system management has been based on specially drawn dispatching schedules and long-term hydrometeorological forecasts only without attraction of perspective forecasted indices. Insertion of a parallel block of forecast (based on the analysis of data on natural processes and special methods of forecasting) into the scheme can largely smooth unfavorable consequences from the impact of natural processes on sustainable development of energy systems and especially on its safe operation. However, the requirements to reliability and accuracy of long-term forecasts significantly increase. The considered approach to long term forecasting can be used for prediction: mean winter and summer air temperatures, droughts and wood fires.
Assimilation of GMS-5 satellite winds using nudging method with MM5
NASA Astrophysics Data System (ADS)
Gao, Shanhong; Wu, Zengmao; Yang, Bo
2006-09-01
With the aid of Meteorological Information Composite and Processing System (MICAPS), satellite wind vectors derived from the Geostationary Meteorological Statellite-5 (GMS-5) and retrieved by National Satellite Meteorology Center of China (NSMC) can be obtained. Based on the nudging method built in the fifth-generation Mesoscale Model (MM5) of Pennsylvania State University and National Center for Atmospheric Research, a data preprocessor is developed to convert these satellite wind vectors to those with specified format required in MM5. To examine the data preprocessor and evaluate the impact of satellite winds from GMS-5 on MM5 simulations, a series of numerical experimental forecasts consisting of four typhoon cases in 2002 are designed and implemented. The results show that the preprocessor can process satellite winds smoothly and MM5 model runs successfully with a little extra computational load during ingesting these winds, and that assimilation of satellite winds by MM5 nudging method can obviously improve typhoon track forecast but contributes a little to typhoon intensity forecast. The impact of the satellite winds depends heavily upon whether the typhoon bogussing scheme in MM5 was turned on or not. The data preprocessor developed in this paper not only can treat GMS-5 satellite winds but also has capability with little modification to process derived winds from other geostationary satellites.
Small area population forecasting: some experience with British models.
Openshaw, S; Van Der Knaap, G A
1983-01-01
This study is concerned with the evaluation of the various models including time-series forecasts, extrapolation, and projection procedures, that have been developed to prepare population forecasts for planning purposes. These models are evaluated using data for the Netherlands. "As part of a research project at the Erasmus University, space-time population data has been assembled in a geographically consistent way for the period 1950-1979. These population time series are of sufficient length for the first 20 years to be used to build models and then evaluate the performance of the model for the next 10 years. Some 154 different forecasting models for 832 municipalities have been evaluated. It would appear that the best forecasts are likely to be provided by either a Holt-Winters model, or a ratio-correction model, or a low order exponential-smoothing model." excerpt
The use of satellite data assimilation methods in regional NWP for solar irradiance forecasting
NASA Astrophysics Data System (ADS)
Kurzrock, Frederik; Cros, Sylvain; Chane-Ming, Fabrice; Potthast, Roland; Linguet, Laurent; Sébastien, Nicolas
2016-04-01
As an intermittent energy source, the injection of solar power into electricity grids requires irradiance forecasting in order to ensure grid stability. On time scales of more than six hours ahead, numerical weather prediction (NWP) is recognized as the most appropriate solution. However, the current representation of clouds in NWP models is not sufficiently precise for an accurate forecast of solar irradiance at ground level. Dynamical downscaling does not necessarily increase the quality of irradiance forecasts. Furthermore, incorrectly simulated cloud evolution is often the cause of inaccurate atmospheric analyses. In non-interconnected tropical areas, the large amplitudes of solar irradiance variability provide abundant solar yield but present significant problems for grid safety. Irradiance forecasting is particularly important for solar power stakeholders in these regions where PV electricity penetration is increasing. At the same time, NWP is markedly more challenging in tropic areas than in mid-latitudes due to the special characteristics of tropical homogeneous convective air masses. Numerous data assimilation methods and strategies have evolved and been applied to a large variety of global and regional NWP models in the recent decades. Assimilating data from geostationary meteorological satellites is an appropriate approach. Indeed, models converting radiances measured by satellites into cloud properties already exist. Moreover, data are available at high temporal frequencies, which enable a pertinent cloud cover evolution modelling for solar energy forecasts. In this work, we present a survey of different approaches which aim at improving cloud cover forecasts using the assimilation of geostationary meteorological satellite data into regional NWP models. Various approaches have been applied to a variety of models and satellites and in different regions of the world. Current methods focus on the assimilation of cloud-top information, derived from infrared channels. For example, those information have been directly assimilated by modifying the water vapour profile in the initial conditions of the WRF model in California using GOES satellite imagery. In Europe, the assimilation of cloud-top height and relative humidity has been performed in an indirect approach using an ensemble Kalman filter. In this case Meteosat SEVIRI cloud information has been assimilated in the COSMO model. Although such methods generally provide improved cloud cover forecasts in mid-latitudes, the major limitation is that only clear-sky or completely cloudy cases can be considered. Indeed, fractional clouds cause a measured signal mixing cold clouds and warmer Earth surface. If the model's initial state is directly forced by cloud properties observed by satellite, the changed model fields have to be smoothed in order to avoid numerical instability. Other crucial aspects which influence forecast quality in the case of satellite radiance assimilation are channel selection, bias and error treatment. The overall promising satellite data assimilation methods in regional NWP have not yet been explicitly applied and tested under tropical conditions. Therefore, a deeper understanding on the benefits of such methods is necessary to improve irradiance forecast schemes.
Subsurface characterization with localized ensemble Kalman filter employing adaptive thresholding
NASA Astrophysics Data System (ADS)
Delijani, Ebrahim Biniaz; Pishvaie, Mahmoud Reza; Boozarjomehry, Ramin Bozorgmehry
2014-07-01
Ensemble Kalman filter, EnKF, as a Monte Carlo sequential data assimilation method has emerged promisingly for subsurface media characterization during past decade. Due to high computational cost of large ensemble size, EnKF is limited to small ensemble set in practice. This results in appearance of spurious correlation in covariance structure leading to incorrect or probable divergence of updated realizations. In this paper, a universal/adaptive thresholding method is presented to remove and/or mitigate spurious correlation problem in the forecast covariance matrix. This method is, then, extended to regularize Kalman gain directly. Four different thresholding functions have been considered to threshold forecast covariance and gain matrices. These include hard, soft, lasso and Smoothly Clipped Absolute Deviation (SCAD) functions. Three benchmarks are used to evaluate the performances of these methods. These benchmarks include a small 1D linear model and two 2D water flooding (in petroleum reservoirs) cases whose levels of heterogeneity/nonlinearity are different. It should be noted that beside the adaptive thresholding, the standard distance dependant localization and bootstrap Kalman gain are also implemented for comparison purposes. We assessed each setup with different ensemble sets to investigate the sensitivity of each method on ensemble size. The results indicate that thresholding of forecast covariance yields more reliable performance than Kalman gain. Among thresholding function, SCAD is more robust for both covariance and gain estimation. Our analyses emphasize that not all assimilation cycles do require thresholding and it should be performed wisely during the early assimilation cycles. The proposed scheme of adaptive thresholding outperforms other methods for subsurface characterization of underlying benchmarks.
Cohen, Justin M; Singh, Inder; O'Brien, Megan E
2008-01-01
Background An accurate forecast of global demand is essential to stabilize the market for artemisinin-based combination therapy (ACT) and to ensure access to high-quality, life-saving medications at the lowest sustainable prices by avoiding underproduction and excessive overproduction, each of which can have negative consequences for the availability of affordable drugs. A robust forecast requires an understanding of the resources available to support procurement of these relatively expensive antimalarials, in particular from the Global Fund, at present the single largest source of ACT funding. Methods Predictive regression models estimating the timing and rate of disbursements from the Global Fund to recipient countries for each malaria grant were derived using a repeated split-sample procedure intended to avoid over-fitting. Predictions were compared against actual disbursements in a group of validation grants, and forecasts of ACT procurement extrapolated from disbursement predictions were evaluated against actual procurement in two sub-Saharan countries. Results Quarterly forecasts were correlated highly with actual smoothed disbursement rates (r = 0.987, p < 0.0001). Additionally, predicted ACT procurement, extrapolated from forecasted disbursements, was correlated strongly with actual ACT procurement supported by two grants from the Global Fund's first (r = 0.945, p < 0.0001) and fourth (r = 0.938, p < 0.0001) funding rounds. Conclusion This analysis derived predictive regression models that successfully forecasted disbursement patterning for individual Global Fund malaria grants. These results indicate the utility of this approach for demand forecasting of ACT and, potentially, for other commodities procured using funding from the Global Fund. Further validation using data from other countries in different regions and environments will be necessary to confirm its generalizability. PMID:18831742
Xue, J L; Ma, J Z; Louis, T A; Collins, A J
2001-12-01
As the United States end-stage renal disease (ESRD) program enters the new millennium, the continued growth of the ESRD population poses a challenge for policy makers, health care providers, and financial planners. To assist in future planning for the ESRD program, the growth of patient numbers and Medicare costs was forecasted to the year 2010 by modeling of historical data from 1982 through 1997. A stepwise autoregressive method and exponential smoothing models were used. The forecasting models for ESRD patient numbers demonstrated mean errors of -0.03 to 1.03%, relative to the observed values. The model for Medicare payments demonstrated -0.12% mean error. The R(2) values for the forecasting models ranged from 99.09 to 99.98%. On the basis of trends in patient numbers, this forecast projects average annual growth of the ESRD populations of approximately 4.1% for new patients, 6.4% for long-term ESRD patients, 7.1% for dialysis patients, 6.1% for patients with functioning transplants, and 8.2% for patients on waiting lists for transplants, as well as 7.7% for Medicare expenditures. The numbers of patients with ESRD in 2010 are forecasted to be 129,200 +/- 7742 (95% confidence limits) new patients, 651,330 +/- 15,874 long-term ESRD patients, 520,240 +/- 25,609 dialysis patients, 178,806 +/- 4349 patients with functioning transplants, and 95,550 +/- 5478 patients on waiting lists. The forecasted Medicare expenditures are projected to increase to $28.3 +/- 1.7 billion by 2010. These projections are subject to many factors that may alter the actual growth, compared with the historical patterns. They do, however, provide a basis for discussing the future growth of the ESRD program and how the ESRD community can meet the challenges ahead.
Luo, Li; Luo, Le; Zhang, Xinli; He, Xiaoli
2017-07-10
Accurate forecasting of hospital outpatient visits is beneficial for the reasonable planning and allocation of healthcare resource to meet the medical demands. In terms of the multiple attributes of daily outpatient visits, such as randomness, cyclicity and trend, time series methods, ARIMA, can be a good choice for outpatient visits forecasting. On the other hand, the hospital outpatient visits are also affected by the doctors' scheduling and the effects are not pure random. Thinking about the impure specialty, this paper presents a new forecasting model that takes cyclicity and the day of the week effect into consideration. We formulate a seasonal ARIMA (SARIMA) model on a daily time series and then a single exponential smoothing (SES) model on the day of the week time series, and finally establish a combinatorial model by modifying them. The models are applied to 1 year of daily visits data of urban outpatients in two internal medicine departments of a large hospital in Chengdu, for forecasting the daily outpatient visits about 1 week ahead. The proposed model is applied to forecast the cross-sectional data for 7 consecutive days of daily outpatient visits over an 8-weeks period based on 43 weeks of observation data during 1 year. The results show that the two single traditional models and the combinatorial model are simplicity of implementation and low computational intensiveness, whilst being appropriate for short-term forecast horizons. Furthermore, the combinatorial model can capture the comprehensive features of the time series data better. Combinatorial model can achieve better prediction performance than the single model, with lower residuals variance and small mean of residual errors which needs to be optimized deeply on the next research step.
The future of death in America
King, Gary; Soneji, Samir
2013-01-01
Population mortality forecasts are widely used for allocating public health expenditures, setting research priorities, and evaluating the viability of public and private pensions, and health care financing systems. In part because existing methods forecast less accurately when based on more information, most forecasts are still based on simple linear extrapolations that ignore known biological risk factors and other prior information. We adapt a Bayesian hierarchical forecasting model capable of including more known health and demographic information than has previously been possible. This leads to the first age- and sex-specific forecasts of American mortality that simultaneously incorporate, in a formal statistical model, the effects of the recent rapid increase in obesity, the steady decline in tobacco consumption, and the well known patterns of smooth mortality age profiles and time trends. Formally including new information in forecasts can matter a great deal. For example, we estimate an increase in male life expectancy at birth from 76.2 years in 2010 to 79.9 years in 2030, which is 1.8 years greater than the U.S. Social Security Administration projection and 1.5 years more than U.S. Census projection. For females, we estimate more modest gains in life expectancy at birth over the next twenty years from 80.5 years to 81.9 years, which is virtually identical to the Social Security Administration projection and 2.0 years less than U.S. Census projections. We show that these patterns are also likely to greatly affect the aging American population structure. We offer an easy-to-use approach so that researchers can include other sources of information and potentially improve on our forecasts too. PMID:24696636
NASA Astrophysics Data System (ADS)
Jaenisch, Holger; Handley, James
2013-06-01
We introduce a generalized numerical prediction and forecasting algorithm. We have previously published it for malware byte sequence feature prediction and generalized distribution modeling for disparate test article analysis. We show how non-trivial non-periodic extrapolation of a numerical sequence (forecast and backcast) from the starting data is possible. Our ancestor-progeny prediction can yield new options for evolutionary programming. Our equations enable analytical integrals and derivatives to any order. Interpolation is controllable from smooth continuous to fractal structure estimation. We show how our generalized trigonometric polynomial can be derived using a Fourier transform.
Spatial Evaluation and Verification of Earthquake Simulators
NASA Astrophysics Data System (ADS)
Wilson, John Max; Yoder, Mark R.; Rundle, John B.; Turcotte, Donald L.; Schultz, Kasey W.
2017-06-01
In this paper, we address the problem of verifying earthquake simulators with observed data. Earthquake simulators are a class of computational simulations which attempt to mirror the topological complexity of fault systems on which earthquakes occur. In addition, the physics of friction and elastic interactions between fault elements are included in these simulations. Simulation parameters are adjusted so that natural earthquake sequences are matched in their scaling properties. Physically based earthquake simulators can generate many thousands of years of simulated seismicity, allowing for a robust capture of the statistical properties of large, damaging earthquakes that have long recurrence time scales. Verification of simulations against current observed earthquake seismicity is necessary, and following past simulator and forecast model verification methods, we approach the challenges in spatial forecast verification to simulators; namely, that simulator outputs are confined to the modeled faults, while observed earthquake epicenters often occur off of known faults. We present two methods for addressing this discrepancy: a simplistic approach whereby observed earthquakes are shifted to the nearest fault element and a smoothing method based on the power laws of the epidemic-type aftershock (ETAS) model, which distributes the seismicity of each simulated earthquake over the entire test region at a decaying rate with epicentral distance. To test these methods, a receiver operating characteristic plot was produced by comparing the rate maps to observed m>6.0 earthquakes in California since 1980. We found that the nearest-neighbor mapping produced poor forecasts, while the ETAS power-law method produced rate maps that agreed reasonably well with observations.
A Synthesis of Solar Cycle Prediction Techniques
NASA Technical Reports Server (NTRS)
Hathaway, David H.; Wilson, Robert M.; Reichmann, Edwin J.
1999-01-01
A number of techniques currently in use for predicting solar activity on a solar cycle timescale are tested with historical data. Some techniques, e.g., regression and curve fitting, work well as solar activity approaches maximum and provide a month-by-month description of future activity, while others, e.g., geomagnetic precursors, work well near solar minimum but only provide an estimate of the amplitude of the cycle. A synthesis of different techniques is shown to provide a more accurate and useful forecast of solar cycle activity levels. A combination of two uncorrelated geomagnetic precursor techniques provides a more accurate prediction for the amplitude of a solar activity cycle at a time well before activity minimum. This combined precursor method gives a smoothed sunspot number maximum of 154 plus or minus 21 at the 95% level of confidence for the next cycle maximum. A mathematical function dependent on the time of cycle initiation and the cycle amplitude is used to describe the level of solar activity month by month for the next cycle. As the time of cycle maximum approaches a better estimate of the cycle activity is obtained by including the fit between previous activity levels and this function. This Combined Solar Cycle Activity Forecast gives, as of January 1999, a smoothed sunspot maximum of 146 plus or minus 20 at the 95% level of confidence for the next cycle maximum.
Impact of Lidar Wind Sounding on Mesoscale Forecast
NASA Technical Reports Server (NTRS)
Miller, Timothy L.; Chou, Shih-Hung; Goodman, H. Michael (Technical Monitor)
2001-01-01
An Observing System Simulation Experiment (OSSE) was conducted to study the impact of airborne lidar wind sounding on mesoscale weather forecast. A wind retrieval scheme, which interpolates wind data from a grid data system, simulates the retrieval of wind profile from a satellite lidar system. A mesoscale forecast system based on the PSU/NCAR MM5 model is developed and incorporated the assimilation of the retrieved line-of-sight wind. To avoid the "identical twin" problem, the NCEP reanalysis data is used as our reference "nature" atmosphere. The simulated space-based lidar wind observations were retrieved by interpolating the NCEP values to the observation locations. A modified dataset obtained by smoothing the NCEP dataset was used as the initial state whose forecast was sought to be improved by assimilating the retrieved lidar observations. Forecasts using wind profiles with various lidar instrument parameters has been conducted. The results show that to significantly improve the mesoscale forecast the satellite should fly near the storm center with large scanning radius. Increasing lidar firing rate also improves the forecast. Cloud cover and lack of aerosol degrade the quality of the lidar wind data and, subsequently, the forecast.
Testing hypotheses of earthquake occurrence
NASA Astrophysics Data System (ADS)
Kagan, Y. Y.; Jackson, D. D.; Schorlemmer, D.; Gerstenberger, M.
2003-12-01
We present a relatively straightforward likelihood method for testing those earthquake hypotheses that can be stated as vectors of earthquake rate density in defined bins of area, magnitude, and time. We illustrate the method as it will be applied to the Regional Earthquake Likelihood Models (RELM) project of the Southern California Earthquake Center (SCEC). Several earthquake forecast models are being developed as part of this project, and additional contributed forecasts are welcome. Various models are based on fault geometry and slip rates, seismicity, geodetic strain, and stress interactions. We would test models in pairs, requiring that both forecasts in a pair be defined over the same set of bins. Thus we offer a standard "menu" of bins and ground rules to encourage standardization. One menu category includes five-year forecasts of magnitude 5.0 and larger. Forecasts would be in the form of a vector of yearly earthquake rates on a 0.05 degree grid at the beginning of the test. Focal mechanism forecasts, when available, would be also be archived and used in the tests. The five-year forecast category may be appropriate for testing hypotheses of stress shadows from large earthquakes. Interim progress will be evaluated yearly, but final conclusions would be made on the basis of cumulative five-year performance. The second category includes forecasts of earthquakes above magnitude 4.0 on a 0.05 degree grid, evaluated and renewed daily. Final evaluation would be based on cumulative performance over five years. Other types of forecasts with different magnitude, space, and time sampling are welcome and will be tested against other models with shared characteristics. All earthquakes would be counted, and no attempt made to separate foreshocks, main shocks, and aftershocks. Earthquakes would be considered as point sources located at the hypocenter. For each pair of forecasts, we plan to compute alpha, the probability that the first would be wrongly rejected in favor of the second, and beta, the probability that the second would be wrongly rejected in favor of the first. Computing alpha and beta requires knowing the theoretical distribution of likelihood scores under each hypothesis, which we will estimate by simulations. Each forecast is given equal status; there is no "null hypothesis" which would be accepted by default. Forecasts and test results would be archived and posted on the RELM web site. The same methods can be applied to any region with adequate monitoring and sufficient earthquakes. If fewer than ten events are forecasted, the likelihood tests may not give definitive results. The tests do force certain requirements on the forecast models. Because the tests are based on absolute rates, stress models must be explicit about how stress increments affect past seismicity rates. Aftershocks of triggered events must be accounted for. Furthermore, the tests are sensitive to magnitude, so forecast models must specify the magnitude distribution of triggered events. Models should account for probable errors in magnitude and location by appropriate smoothing of the probabilities, as the tests will be "cold hearted:" near misses won't count.
Smooth Sailing for Weather Forecasting
NASA Technical Reports Server (NTRS)
2002-01-01
Through a cooperative venture with NASA's Stennis Space Center, WorldWinds, Inc., developed a unique weather and wave vector map using space-based radar satellite information and traditional weather observations. Called WorldWinds, the product provides accurate, near real-time, high-resolution weather forecasts. It was developed for commercial and scientific users. In addition to weather forecasting, the product's applications include maritime and terrestrial transportation, aviation operations, precision farming, offshore oil and gas operations, and coastal hazard response support. Target commercial markets include the operational maritime and aviation communities, oil and gas providers, and recreational yachting interests. Science applications include global long-term prediction and climate change, land-cover and land-use change, and natural hazard issues. Commercial airlines have expressed interest in the product, as it can provide forecasts over remote areas. WorldWinds, Inc., is currently providing its product to commercial weather outlets.
Failure prediction using machine learning and time series in optical network.
Wang, Zhilong; Zhang, Min; Wang, Danshi; Song, Chuang; Liu, Min; Li, Jin; Lou, Liqi; Liu, Zhuo
2017-08-07
In this paper, we propose a performance monitoring and failure prediction method in optical networks based on machine learning. The primary algorithms of this method are the support vector machine (SVM) and double exponential smoothing (DES). With a focus on risk-aware models in optical networks, the proposed protection plan primarily investigates how to predict the risk of an equipment failure. To the best of our knowledge, this important problem has not yet been fully considered. Experimental results showed that the average prediction accuracy of our method was 95% when predicting the optical equipment failure state. This finding means that our method can forecast an equipment failure risk with high accuracy. Therefore, our proposed DES-SVM method can effectively improve traditional risk-aware models to protect services from possible failures and enhance the optical network stability.
The MSFC Solar Activity Future Estimation (MSAFE) Model
NASA Technical Reports Server (NTRS)
Suggs, Ron
2017-01-01
The Natural Environments Branch of the Engineering Directorate at Marshall Space Flight Center (MSFC) provides solar cycle forecasts for NASA space flight programs and the aerospace community. These forecasts provide future statistical estimates of sunspot number, solar radio 10.7 cm flux (F10.7), and the geomagnetic planetary index, Ap, for input to various space environment models. For example, many thermosphere density computer models used in spacecraft operations, orbital lifetime analysis, and the planning of future spacecraft missions require as inputs the F10.7 and Ap. The solar forecast is updated each month by executing MSAFE using historical and the latest month's observed solar indices to provide estimates for the balance of the current solar cycle. The forecasted solar indices represent the 13-month smoothed values consisting of a best estimate value stated as a 50 percentile value along with approximate +/- 2 sigma values stated as 95 and 5 percentile statistical values. This presentation will give an overview of the MSAFE model and the forecast for the current solar cycle.
NASA Astrophysics Data System (ADS)
Fox, Neil I.; Micheas, Athanasios C.; Peng, Yuqiang
2016-07-01
This paper introduces the use of Bayesian full Procrustes shape analysis in object-oriented meteorological applications. In particular, the Procrustes methodology is used to generate mean forecast precipitation fields from a set of ensemble forecasts. This approach has advantages over other ensemble averaging techniques in that it can produce a forecast that retains the morphological features of the precipitation structures and present the range of forecast outcomes represented by the ensemble. The production of the ensemble mean avoids the problems of smoothing that result from simple pixel or cell averaging, while producing credible sets that retain information on ensemble spread. Also in this paper, the full Bayesian Procrustes scheme is used as an object verification tool for precipitation forecasts. This is an extension of a previously presented Procrustes shape analysis based verification approach into a full Bayesian format designed to handle the verification of precipitation forecasts that match objects from an ensemble of forecast fields to a single truth image. The methodology is tested on radar reflectivity nowcasts produced in the Warning Decision Support System - Integrated Information (WDSS-II) by varying parameters in the K-means cluster tracking scheme.
Sea level forecasts for Pacific Islands based on Satellite Altimetry
NASA Astrophysics Data System (ADS)
Yoon, H.; Merrifield, M. A.; Thompson, P. R.; Widlansky, M. J.; Marra, J. J.
2017-12-01
Coastal flooding at tropical Pacific Islands often occurs when positive sea level anomalies coincide with high tides. To help mitigate this risk, a forecast tool for daily-averaged sea level anomalies is developed that can be added to predicted tides at tropical Pacific Island sites. The forecast takes advantage of the observed westward propagation that sea level anomalies exhibit over a range of time scales. The daily near-real time altimetry gridded data from Archiving, Validation, and Interpretation of Satellite Oceanographic (AVISO) is used to specify upstream sea level at each site, with lead times computed based on mode-one baroclinic Rossby wave speeds. To validate the forecast, hindcasts are compared to tide gauge and nearby AVISO gridded time series. The forecast skills exceed persistence at most stations out to a month or more lead time. The skill is highest at stations where eddy variability is relatively weak. The impacts on the forecasts due to varying propagation speed, decay time, and smoothing of the AVISO data are examined. In addition, the inclusion of forecast winds in a forced wave equation is compared to the freely propagating results. Case studies are presented for seasonally high tide events throughout the Pacific Island region.
Demand forecasting of electricity in Indonesia with limited historical data
NASA Astrophysics Data System (ADS)
Dwi Kartikasari, Mujiati; Rohmad Prayogi, Arif
2018-03-01
Demand forecasting of electricity is an important activity for electrical agents to know the description of electricity demand in future. Prediction of demand electricity can be done using time series models. In this paper, double moving average model, Holt’s exponential smoothing model, and grey model GM(1,1) are used to predict electricity demand in Indonesia under the condition of limited historical data. The result shows that grey model GM(1,1) has the smallest value of MAE (mean absolute error), MSE (mean squared error), and MAPE (mean absolute percentage error).
NASA Astrophysics Data System (ADS)
Shestopalov, D. I.; McFadden, L. A.; Golubeva, L. F.
2007-04-01
An optimization method of smoothing noisy spectra was developed to investigate faint absorption bands in the visual spectral region of reflectance spectra of asteroids and the compositional information derived from their analysis. The smoothing algorithm is called "optimal" because the algorithm determines the best running box size to separate weak absorption bands from the noise. The method is tested for its sensitivity to identifying false features in the smoothed spectrum, and its correctness of forecasting real absorption bands was tested with artificial spectra simulating asteroid reflectance spectra. After validating the method we optimally smoothed 22 vestoid spectra from SMASS1 [Xu, Sh., Binzel, R.P., Burbine, T.H., Bus, S.J., 1995. Icarus 115, 1-35]. We show that the resulting bands are not telluric features. Interpretation of the absorption bands in the asteroid spectra was based on the spectral properties of both terrestrial and meteorite pyroxenes. The bands located near 480, 505, 530, and 550 nm we assigned to spin-forbidden crystal field bands of ferrous iron, whereas the bands near 570, 600, and 650 nm are attributed to the crystal field bands of trivalent chromium and/or ferric iron in low-calcium pyroxenes on the asteroids' surface. While not measured by microprobe analysis, Fe 3+ site occupancy can be measured with Mössbauer spectroscopy, and is seen in trace amounts in pyroxenes. We believe that trace amounts of Fe 3+ on vestoid surfaces may be due to oxidation from impacts by icy bodies. If that is the case, they should be ubiquitous in the asteroid belt wherever pyroxene absorptions are found. Pyroxene composition of four asteroids of our set is determined from the band position of absorptions at 505 and 1000 nm, implying that there can be orthopyroxenes in all range of ferruginosity on the vestoid surfaces. For the present we cannot unambiguously interpret of the faint absorption bands that are seen in the spectra of 4005 Dyagilev, 4038 Kristina, 4147 Lennon, and 5143 Heracles. Probably there are other spectrally active materials along with pyroxenes on the surfaces of these asteroids.
NASA Astrophysics Data System (ADS)
Jamaluddin, Fadhilah; Rahim, Rahela Abdul
2015-12-01
Markov Chain has been introduced since the 1913 for the purpose of studying the flow of data for a consecutive number of years of the data and also forecasting. The important feature in Markov Chain is obtaining the accurate Transition Probability Matrix (TPM). However to obtain the suitable TPM is hard especially in involving long-term modeling due to unavailability of data. This paper aims to enhance the classical Markov Chain by introducing Exponential Smoothing technique in developing the appropriate TPM.
Spectral analysis and markov switching model of Indonesia business cycle
NASA Astrophysics Data System (ADS)
Fajar, Muhammad; Darwis, Sutawanir; Darmawan, Gumgum
2017-03-01
This study aims to investigate the Indonesia business cycle encompassing the determination of smoothing parameter (λ) on Hodrick-Prescott filter. Subsequently, the components of the filter output cycles were analyzed using a spectral method useful to know its characteristics, and Markov switching regime modeling is made to forecast the probability recession and expansion regimes. The data used in the study is real GDP (1983Q1 - 2016Q2). The results of the study are: a) Hodrick-Prescott filter on real GDP of Indonesia to be optimal when the value of the smoothing parameter is 988.474, b) Indonesia business cycle has amplitude varies between±0.0071 to±0.01024, and the duration is between 4 to 22 quarters, c) the business cycle can be modelled by MSIV-AR (2) but regime periodization is generated this model not perfect exactly with real regime periodzation, and d) Based on the model MSIV-AR (2) obtained long-term probabilities in the expansion regime: 0.4858 and in the recession regime: 0.5142.
A Forecast of Reduced Solar Activity and Its Implications for NASA
NASA Technical Reports Server (NTRS)
Schatten, Kenneth; Franz, Heather
2005-01-01
The "Solar Dynamo" method of solar activity forecasting is reviewed. Known generically as a 'precursor" method, insofar as it uses observations which precede solar activity generation, this method now uses the Solar Dynamo Amplitude (SODA) Index to estimate future long-term solar activity. The peak amplitude of the next solar cycle (#24), is estimated at roughly 124 in terms of smoothed F10.7 Radio Flux and 74 in terms of the older, more traditional smoothed international or Zurich Sunspot number (Ri or Rz). These values are significantly smaller than the amplitudes of recent solar cycles. Levels of activity stay large for about four years near the peak in smoothed activity, which is estimated to occur near the 2012 timeflame. Confidence is added to the prediction of low activity by numerous examinations of the Sun s weakened polar field. Direct measurements are obtained by the Mount Wilson Solar Observatory and the Wilcox Solar Observatory. Further support is obtained by examining the Sun s polar faculae (bright features), the shape of coronal soft X-ray "holes," and the shape of the "source surface" - a calculated coronal feature which maps the large scale structure of the Sun s field. These features do not show the characteristics of well-formed polar coronal holes associated with typical solar minima. They show stunted polar field levels, which are thought to result in stunted levels of solar activity during solar cycle #24. The reduced levels of solar activity would have concomitant effects upon the space environment in which satellites orbit. In particular, the largest influences would affect orbit determination of satellites in LEO (Low Earth Orbit), based upon the altered thermospheric and exospheric densities. A decrease in solar activity would result in smaller satellite decay rates, as well as fewer large solar events that can destroy satellite electronic functions. Other effects of reduced solar activity upon the space environment include enhanced galactic cosmic rays and more space debris at low altitudes (from the decay of old satellite parts, etc.). The reasons are well known: namely, solar activity serves to sweep the inner heliosphere of galactic cosmic rays, and lower exospheric densities result in decreased drag on LEO debris, allowing longer lifetimes.
Sukič, Primož; Štumberger, Gorazd
2017-05-13
Clouds moving at a high speed in front of the Sun can cause step changes in the output power of photovoltaic (PV) power plants, which can lead to voltage fluctuations and stability problems in the connected electricity networks. These effects can be reduced effectively by proper short-term cloud passing forecasting and suitable PV power plant output power control. This paper proposes a low-cost Internet of Things (IoT)-based solution for intra-minute cloud passing forecasting. The hardware consists of a Raspberry PI Model B 3 with a WiFi connection and an OmniVision OV5647 sensor with a mounted wide-angle lens, a circular polarizing (CPL) filter and a natural density (ND) filter. The completely new algorithm for cloud passing forecasting uses the green and blue colors in the photo to determine the position of the Sun, to recognize the clouds, and to predict their movement. The image processing is performed in several stages, considering selectively only a small part of the photo relevant to the movement of the clouds in the vicinity of the Sun in the next minute. The proposed algorithm is compact, fast and suitable for implementation on low cost processors with low computation power. The speed of the cloud parts closest to the Sun is used to predict when the clouds will cover the Sun. WiFi communication is used to transmit this data to the PV power plant control system in order to decrease the output power slowly and smoothly.
Sukič, Primož; Štumberger, Gorazd
2017-01-01
Clouds moving at a high speed in front of the Sun can cause step changes in the output power of photovoltaic (PV) power plants, which can lead to voltage fluctuations and stability problems in the connected electricity networks. These effects can be reduced effectively by proper short-term cloud passing forecasting and suitable PV power plant output power control. This paper proposes a low-cost Internet of Things (IoT)-based solution for intra-minute cloud passing forecasting. The hardware consists of a Raspberry PI Model B 3 with a WiFi connection and an OmniVision OV5647 sensor with a mounted wide-angle lens, a circular polarizing (CPL) filter and a natural density (ND) filter. The completely new algorithm for cloud passing forecasting uses the green and blue colors in the photo to determine the position of the Sun, to recognize the clouds, and to predict their movement. The image processing is performed in several stages, considering selectively only a small part of the photo relevant to the movement of the clouds in the vicinity of the Sun in the next minute. The proposed algorithm is compact, fast and suitable for implementation on low cost processors with low computation power. The speed of the cloud parts closest to the Sun is used to predict when the clouds will cover the Sun. WiFi communication is used to transmit this data to the PV power plant control system in order to decrease the output power slowly and smoothly. PMID:28505078
Operational Models of Infrastructure Resilience
2015-01-01
Wiemer S. A stochastic forecast of California earth - quakes based on fault slip and smoothed seismicity. Bulletin of the Seismological Society of America...California faults. Journal of Geophysical Research: Solid Earth , 2011; 116:1978–2012. 29. Hiemer S, Jackson DD, Wang Q, Kagan YY, Woessner J, Zechar J
Kernel Smoothing Methods for Non-Poissonian Seismic Hazard Analysis
NASA Astrophysics Data System (ADS)
Woo, Gordon
2017-04-01
For almost fifty years, the mainstay of probabilistic seismic hazard analysis has been the methodology developed by Cornell, which assumes that earthquake occurrence is a Poisson process, and that the spatial distribution of epicentres can be represented by a set of polygonal source zones, within which seismicity is uniform. Based on Vere-Jones' use of kernel smoothing methods for earthquake forecasting, these methods were adapted in 1994 by the author for application to probabilistic seismic hazard analysis. There is no need for ambiguous boundaries of polygonal source zones, nor for the hypothesis of time independence of earthquake sequences. In Europe, there are many regions where seismotectonic zones are not well delineated, and where there is a dynamic stress interaction between events, so that they cannot be described as independent. From the Amatrice earthquake of 24 August, 2016, the subsequent damaging earthquakes in Central Italy over months were not independent events. Removing foreshocks and aftershocks is not only an ill-defined task, it has a material effect on seismic hazard computation. Because of the spatial dispersion of epicentres, and the clustering of magnitudes for the largest events in a sequence, which might all be around magnitude 6, the specific event causing the highest ground motion can vary from one site location to another. Where significant active faults have been clearly identified geologically, they should be modelled as individual seismic sources. The remaining background seismicity should be modelled as non-Poissonian using statistical kernel smoothing methods. This approach was first applied for seismic hazard analysis at a UK nuclear power plant two decades ago, and should be included within logic-trees for future probabilistic seismic hazard at critical installations within Europe. In this paper, various salient European applications are given.
Nonlinear time series modeling and forecasting the seismic data of the Hindu Kush region
NASA Astrophysics Data System (ADS)
Khan, Muhammad Yousaf; Mittnik, Stefan
2018-01-01
In this study, we extended the application of linear and nonlinear time models in the field of earthquake seismology and examined the out-of-sample forecast accuracy of linear Autoregressive (AR), Autoregressive Conditional Duration (ACD), Self-Exciting Threshold Autoregressive (SETAR), Threshold Autoregressive (TAR), Logistic Smooth Transition Autoregressive (LSTAR), Additive Autoregressive (AAR), and Artificial Neural Network (ANN) models for seismic data of the Hindu Kush region. We also extended the previous studies by using Vector Autoregressive (VAR) and Threshold Vector Autoregressive (TVAR) models and compared their forecasting accuracy with linear AR model. Unlike previous studies that typically consider the threshold model specifications by using internal threshold variable, we specified these models with external transition variables and compared their out-of-sample forecasting performance with the linear benchmark AR model. The modeling results show that time series models used in the present study are capable of capturing the dynamic structure present in the seismic data. The point forecast results indicate that the AR model generally outperforms the nonlinear models. However, in some cases, threshold models with external threshold variables specification produce more accurate forecasts, indicating that specification of threshold time series models is of crucial importance. For raw seismic data, the ACD model does not show an improved out-of-sample forecasting performance over the linear AR model. The results indicate that the AR model is the best forecasting device to model and forecast the raw seismic data of the Hindu Kush region.
NASA Astrophysics Data System (ADS)
Bellon, Aldo; Zawadzki, Isztar; Kilambi, Alamelu; Lee, Hee Choon; Lee, Yong Hee; Lee, Gyuwon
2010-08-01
A Variational Echo Tracking (VET) technique has been applied to four months of archived data from the South Korean radar network in order to examine the influence of the various user-selectable parameters on the skill of the resulting 20-min to 4-h nowcasts. The latter are computed over a (512 × 512) array at 2-km resolution. After correcting the original algorithm to take into account the motion of precipitation across the boundaries of such a smaller radar network, we concluded that the set of default input parameters initially assumed is very close to the optimum combination. Decreasing to (5 sx 5) or increasing to (50 × 50) the default vector density of (25 × 25), using two or three maps for velocity determination, varying the relative weights for the constraints of conservation of reflectivity and of the smoothing of the velocity vectors, and finally the application of temporal smoothing all had only marginal effects on the skill of the forecasts. The relatively small sensitivity to significant variations of the VET default parameters is a direct consequence of the fact that the major source of the loss in forecast skill cannot be attributed to errors in the forecast motion, but to the unpredictable nature of the storm growth and decay. Changing the time interval between maps, from 20 to 10 minutes, and significantly increasing the reflectivity threshold from 15 to 30 dBZ had a more noticeable reduction on the forecast skill. Comparisons with the Eulerian "zero velocity" forecast and with a "single" vector forecast have also been performed in order to determine the accrued skill of the VET algorithm. Because of the extensive stratiform nature of the precipitation areas affecting the Korean peninsula, the increased skill is not as large as may have been anticipated. This can be explained by the greater extent of the precipitation systems relative to the size of the radar coverage domain.
NASA Astrophysics Data System (ADS)
Davis, J. K.; Vincent, G. P.; Hildreth, M.; Kightlinger, L.; Carlson, C.; Wimberly, M. C.
2017-12-01
South Dakota has the highest annual incidence of human cases of West Nile virus (WNV) in all US states, and human cases can vary wildly among years; predicting WNV risk in advance is a necessary exercise if public health officials are to respond efficiently and effectively to risk. Case counts are associated with environmental factors that affect mosquitoes, avian hosts, and the virus itself. They are also correlated with entomological risk indices obtained by trapping and testing mosquitoes. However, neither weather nor insect data alone provide a sufficient basis to make timely and accurate predictions, and combining them into models of human disease is not necessarily straightforward. Here we present lessons learned in three years of making real-time forecasts of this threat to public health. Various methods of integrating data from NASA's North American Land Data Assimilation System (NLDAS) with mosquito surveillance data were explored in a model comparison framework. We found that a model of human disease summarizing weather data (by polynomial distributed lags with seasonally-varying coefficients) and mosquito data (by a mixed-effects model that smooths out these sparse and highly-variable data) made accurate predictions of risk, and was generalizable enough to be recommended in similar applications. A model based on lagged effects of temperature and humidity provided the most accurate predictions. We also found that model accuracy was improved by allowing coefficients to vary smoothly throughout the season, giving different weights to different predictor variables during different parts of the season.
The MSFC Solar Activity Future Estimation (MSAFE) Model
NASA Technical Reports Server (NTRS)
Suggs, Ronnie J.
2017-01-01
The MSAFE model provides forecasts for the solar indices SSN, F10.7, and Ap. These solar indices are used as inputs to many space environment models used in orbital spacecraft operations and space mission analysis. Forecasts from the MSAFE model are provided on the MSFC Natural Environments Branch's solar webpage and are updated as new monthly observations come available. The MSAFE prediction routine employs a statistical technique that calculates deviations of past solar cycles from the mean cycle and performs a regression analysis to predict the deviation from the mean cycle of the solar index at the next future time interval. The prediction algorithm is applied recursively to produce monthly smoothed solar index values for the remaining of the cycle. The forecasts are initiated for a given cycle after about 8 to 12 months of observations are collected. A forecast made at the beginning of cycle 24 using the MSAFE program captured the cycle fairly well with some difficulty in discerning the double peak that occurred at solar cycle maximum.
Comparison of volatility function technique for risk-neutral densities estimation
NASA Astrophysics Data System (ADS)
Bahaludin, Hafizah; Abdullah, Mimi Hafizah
2017-08-01
Volatility function technique by using interpolation approach plays an important role in extracting the risk-neutral density (RND) of options. The aim of this study is to compare the performances of two interpolation approaches namely smoothing spline and fourth order polynomial in extracting the RND. The implied volatility of options with respect to strike prices/delta are interpolated to obtain a well behaved density. The statistical analysis and forecast accuracy are tested using moments of distribution. The difference between the first moment of distribution and the price of underlying asset at maturity is used as an input to analyze forecast accuracy. RNDs are extracted from the Dow Jones Industrial Average (DJIA) index options with a one month constant maturity for the period from January 2011 until December 2015. The empirical results suggest that the estimation of RND using a fourth order polynomial is more appropriate to be used compared to a smoothing spline in which the fourth order polynomial gives the lowest mean square error (MSE). The results can be used to help market participants capture market expectations of the future developments of the underlying asset.
Time-dependent earthquake forecasting: Method and application to the Italian region
NASA Astrophysics Data System (ADS)
Chan, C.; Sorensen, M. B.; Grünthal, G.; Hakimhashemi, A.; Heidbach, O.; Stromeyer, D.; Bosse, C.
2009-12-01
We develop a new approach for time-dependent earthquake forecasting and apply it to the Italian region. In our approach, the seismicity density is represented by a bandwidth function as a smoothing Kernel in the neighboring region of earthquakes. To consider the fault-interaction-based forecasting, we calculate the Coulomb stress change imparted by each earthquake in the study area. From this, the change of seismicity rate as a function of time can be estimated by the concept of rate-and-state stress transfer. We apply our approach to the region of Italy and earthquakes that occurred before 2003 to generate the seismicity density. To validate our approach, we compare our estimated seismicity density with the distribution of earthquakes with M≥3.8 after 2004. A positive correlation is found and all of the examined earthquakes locate in the area of the highest 66 percentile of seismicity density in the study region. Furthermore, the seismicity density corresponding to the epicenter of the 2009 April 6, Mw = 6.3, L’Aquila earthquake is in the area of the highest 5 percentile. For the time-dependent seismicity rate change, we estimate the rate-and-state stress transfer imparted by the M≥5.0 earthquakes occurred in the past 50 years. It suggests that the seismicity rate has increased at the locations of 65% of the examined earthquakes. Applying this approach to the L’Aquila sequence by considering seven M≥5.0 aftershocks as well as the main shock, not only spatial but also temporal forecasting of the aftershock distribution is significant.
Ensemble downscaling in coupled solar wind-magnetosphere modeling for space weather forecasting.
Owens, M J; Horbury, T S; Wicks, R T; McGregor, S L; Savani, N P; Xiong, M
2014-06-01
Advanced forecasting of space weather requires simulation of the whole Sun-to-Earth system, which necessitates driving magnetospheric models with the outputs from solar wind models. This presents a fundamental difficulty, as the magnetosphere is sensitive to both large-scale solar wind structures, which can be captured by solar wind models, and small-scale solar wind "noise," which is far below typical solar wind model resolution and results primarily from stochastic processes. Following similar approaches in terrestrial climate modeling, we propose statistical "downscaling" of solar wind model results prior to their use as input to a magnetospheric model. As magnetospheric response can be highly nonlinear, this is preferable to downscaling the results of magnetospheric modeling. To demonstrate the benefit of this approach, we first approximate solar wind model output by smoothing solar wind observations with an 8 h filter, then add small-scale structure back in through the addition of random noise with the observed spectral characteristics. Here we use a very simple parameterization of noise based upon the observed probability distribution functions of solar wind parameters, but more sophisticated methods will be developed in the future. An ensemble of results from the simple downscaling scheme are tested using a model-independent method and shown to add value to the magnetospheric forecast, both improving the best estimate and quantifying the uncertainty. We suggest a number of features desirable in an operational solar wind downscaling scheme. Solar wind models must be downscaled in order to drive magnetospheric models Ensemble downscaling is more effective than deterministic downscaling The magnetosphere responds nonlinearly to small-scale solar wind fluctuations.
Ridge Polynomial Neural Network with Error Feedback for Time Series Forecasting
Ghazali, Rozaida; Herawan, Tutut
2016-01-01
Time series forecasting has gained much attention due to its many practical applications. Higher-order neural network with recurrent feedback is a powerful technique that has been used successfully for time series forecasting. It maintains fast learning and the ability to learn the dynamics of the time series over time. Network output feedback is the most common recurrent feedback for many recurrent neural network models. However, not much attention has been paid to the use of network error feedback instead of network output feedback. In this study, we propose a novel model, called Ridge Polynomial Neural Network with Error Feedback (RPNN-EF) that incorporates higher order terms, recurrence and error feedback. To evaluate the performance of RPNN-EF, we used four univariate time series with different forecasting horizons, namely star brightness, monthly smoothed sunspot numbers, daily Euro/Dollar exchange rate, and Mackey-Glass time-delay differential equation. We compared the forecasting performance of RPNN-EF with the ordinary Ridge Polynomial Neural Network (RPNN) and the Dynamic Ridge Polynomial Neural Network (DRPNN). Simulation results showed an average 23.34% improvement in Root Mean Square Error (RMSE) with respect to RPNN and an average 10.74% improvement with respect to DRPNN. That means that using network errors during training helps enhance the overall forecasting performance for the network. PMID:27959927
A prospective earthquake forecast experiment in the western Pacific
NASA Astrophysics Data System (ADS)
Eberhard, David A. J.; Zechar, J. Douglas; Wiemer, Stefan
2012-09-01
Since the beginning of 2009, the Collaboratory for the Study of Earthquake Predictability (CSEP) has been conducting an earthquake forecast experiment in the western Pacific. This experiment is an extension of the Kagan-Jackson experiments begun 15 years earlier and is a prototype for future global earthquake predictability experiments. At the beginning of each year, seismicity models make a spatially gridded forecast of the number of Mw≥ 5.8 earthquakes expected in the next year. For the three participating statistical models, we analyse the first two years of this experiment. We use likelihood-based metrics to evaluate the consistency of the forecasts with the observed target earthquakes and we apply measures based on Student's t-test and the Wilcoxon signed-rank test to compare the forecasts. Overall, a simple smoothed seismicity model (TripleS) performs the best, but there are some exceptions that indicate continued experiments are vital to fully understand the stability of these models, the robustness of model selection and, more generally, earthquake predictability in this region. We also estimate uncertainties in our results that are caused by uncertainties in earthquake location and seismic moment. Our uncertainty estimates are relatively small and suggest that the evaluation metrics are relatively robust. Finally, we consider the implications of our results for a global earthquake forecast experiment.
AMMA 2005 Dakar International Conference to be Held November 28-December 2, 2005
DOE Office of Scientific and Technical Information (OSTI.GOV)
Lamb, Peter
2006-05-09
Consistent with the original proposal (dated April 14, 2005), the grant supported the participation in the above conference of a number of West African meteorologists, the majority of whom will be supporting the ARM Mobile Facility deployment in Niamey in various ways during 2006. The following seven individuals were fully funded (complete airfare, accommodation, registration, meals) to participate in the Conference –Yerima Ladan (Head, ASECNA Forecast Office, Niamey Airport); Dr. Ousmane Manga Adamou (University of Niamey); Abdou Adam Abdoul-Aziz Abebe (Forecasater, ASECNA Forecast Office, Niamey Airport); Hassane Abdou (Forecaster, ASECNA Forecast Office, Niamey Airport); Saley Diori (Forecaster, ASECNA Forecast Office,more » Niamey Airport); Alhassane Diallo (Meteorological Engineer, Burkina Faso Weather Service). The following three individuals were partly funded (for some of their airfare, accommodation, registration, meals) to participate in the Conference – Katiellou Lawan (International Relations, Niger Weather Service); Mamoutou Kouressy (Institute of Rural Economics, Niger Department of Agriculture); and Francis Dide (Benin Weather Service). I am confident that the participation of the above individuals in the Conference will facilitate both the smooth operation of the ARM Mobile Facility in Niamey during 2006 and the involvement of University of Niamey scientists in analysis of the data collected. We appreciate greatly this support from the ARM Program.« less
Ridge Polynomial Neural Network with Error Feedback for Time Series Forecasting.
Waheeb, Waddah; Ghazali, Rozaida; Herawan, Tutut
2016-01-01
Time series forecasting has gained much attention due to its many practical applications. Higher-order neural network with recurrent feedback is a powerful technique that has been used successfully for time series forecasting. It maintains fast learning and the ability to learn the dynamics of the time series over time. Network output feedback is the most common recurrent feedback for many recurrent neural network models. However, not much attention has been paid to the use of network error feedback instead of network output feedback. In this study, we propose a novel model, called Ridge Polynomial Neural Network with Error Feedback (RPNN-EF) that incorporates higher order terms, recurrence and error feedback. To evaluate the performance of RPNN-EF, we used four univariate time series with different forecasting horizons, namely star brightness, monthly smoothed sunspot numbers, daily Euro/Dollar exchange rate, and Mackey-Glass time-delay differential equation. We compared the forecasting performance of RPNN-EF with the ordinary Ridge Polynomial Neural Network (RPNN) and the Dynamic Ridge Polynomial Neural Network (DRPNN). Simulation results showed an average 23.34% improvement in Root Mean Square Error (RMSE) with respect to RPNN and an average 10.74% improvement with respect to DRPNN. That means that using network errors during training helps enhance the overall forecasting performance for the network.
Distortion Representation of Forecast Errors for Model Skill Assessment and Objective Analysis
NASA Technical Reports Server (NTRS)
Hoffman, Ross N.; Nehrkorn, Thomas; Grassotti, Christopher
1996-01-01
We study a novel characterization of errors for numerical weather predictions. In its simplest form we decompose the error into a part attributable to phase errors and a remainder. The phase error is represented in the same fashion as a velocity field and will be required to vary slowly and smoothly with position. A general distortion representation allows for the displacement and a bias correction of forecast anomalies. In brief, the distortion is determined by minimizing the objective function by varying the displacement and bias correction fields. In the present project we use a global or hemispheric domain, and spherical harmonics to represent these fields. In this project we are initially focusing on the assessment application, restricted to a realistic but univariate 2-dimensional situation. Specifically we study the forecast errors of the 500 hPa geopotential height field for forecasts of the short and medium range. The forecasts are those of the Goddard Earth Observing System data assimilation system. Results presented show that the methodology works, that a large part of the total error may be explained by a distortion limited to triangular truncation at wavenumber 10, and that the remaining residual error contains mostly small spatial scales.
Ballarin, Antonio; Posteraro, Brunella; Demartis, Giuseppe; Gervasi, Simona; Panzarella, Fabrizio; Torelli, Riccardo; Paroni Sterbini, Francesco; Morandotti, Grazia; Posteraro, Patrizia; Ricciardi, Walter; Gervasi Vidal, Kristian A; Sanguinetti, Maurizio
2014-12-06
Mathematical or statistical tools are capable to provide a valid help to improve surveillance systems for healthcare and non-healthcare-associated bacterial infections. The aim of this work is to evaluate the time-varying auto-adaptive (TVA) algorithm-based use of clinical microbiology laboratory database to forecast medically important drug-resistant bacterial infections. Using TVA algorithm, six distinct time series were modelled, each one representing the number of episodes per single 'ESKAPE' (E nterococcus faecium, S taphylococcus aureus, K lebsiella pneumoniae, A cinetobacter baumannii, P seudomonas aeruginosa and E nterobacter species) infecting pathogen, that had occurred monthly between 2002 and 2011 calendar years at the Università Cattolica del Sacro Cuore general hospital. Monthly moving averaged numbers of observed and forecasted ESKAPE infectious episodes were found to show a complete overlapping of their respective smoothed time series curves. Overall good forecast accuracy was observed, with percentages ranging from 82.14% for E. faecium infections to 90.36% for S. aureus infections. Our approach may regularly provide physicians with forecasted bacterial infection rates to alert them about the spread of antibiotic-resistant bacterial species, especially when clinical microbiological results of patients' specimens are delayed.
[Shock shape representation of sinus heart rate based on cloud model].
Yin, Wenfeng; Zhao, Jie; Chen, Tiantian; Zhang, Junjian; Zhang, Chunyou; Li, Dapeng; An, Baijing
2014-04-01
The present paper is to analyze the trend of sinus heart rate RR interphase sequence after a single ventricular premature beat and to compare it with the two parameters, turbulence onset (TO) and turbulence slope (TS). Based on the acquisition of sinus rhythm concussion sample, we in this paper use a piecewise linearization method to extract its linear characteristics, following which we describe shock form with natural language through cloud model. In the process of acquisition, we use the exponential smoothing method to forecast the position where QRS wave may appear to assist QRS wave detection, and use template to judge whether current cardiac is sinus rhythm. And we choose some signals from MIT-BIH Arrhythmia Database to detect whether the algorithm is effective in Matlab. The results show that our method can correctly detect the changing trend of sinus heart rate. The proposed method can achieve real-time detection of sinus rhythm shocks, which is simple and easily implemented, so that it is effective as a supplementary method.
Tropopause sharpening by data assimilation
NASA Astrophysics Data System (ADS)
Pilch Kedzierski, R.; Neef, L.; Matthes, K.
2016-08-01
Data assimilation was recently suggested to smooth out the sharp gradients that characterize the tropopause inversion layer (TIL) in systems that did not assimilate TIL-resolving observations. We investigate whether this effect is present in the ERA-Interim reanalysis and the European Centre for Medium-Range Weather Forecasts (ECMWF) operational forecast system (which assimilate high-resolution observations) by analyzing the 4D-Var increments and how the TIL is represented in their data assimilation systems. For comparison, we also diagnose the TIL from high-resolution GPS radio occultation temperature profiles from the COSMIC satellite mission, degraded to the same vertical resolution as ERA-Interim and ECMWF operational analyses. Our results show that more recent reanalysis and forecast systems improve the representation of the TIL, updating the earlier hypothesis. However, the TIL in ERA-Interim and ECMWF operational analyses is still weaker and farther away from the tropopause than GPS radio occultation observations of the same vertical resolution.
Power control and management of the grid containing largescale wind power systems
NASA Astrophysics Data System (ADS)
Aula, Fadhil Toufick
The ever increasing demand for electricity has driven many countries toward the installation of new generation facilities. However, concerns such as environmental pollution and global warming issues, clean energy sources, high costs associated with installation of new conventional power plants, and fossil fuels depletion have created many interests in finding alternatives to conventional fossil fuels for generating electricity. Wind energy is one of the most rapidly growing renewable power sources and wind power generations have been increasingly demanded as an alternative to the conventional fossil fuels. However, wind power fluctuates due to variation of wind speed. Therefore, large-scale integration of wind energy conversion systems is a threat to the stability and reliability of utility grids containing these systems. They disturb the balance between power generation and consumption, affect the quality of the electricity, and complicate load sharing and load distribution managing and planning. Overall, wind power systems do not help in providing any services such as operating and regulating reserves to the power grid. In order to resolve these issues, research has been conducted in utilizing weather forecasting data to improve the performance of the wind power system, reduce the influence of the fluctuations, and plan power management of the grid containing large-scale wind power systems which consist of doubly-fed induction generator based energy conversion system. The aims of this research, my dissertation, are to provide new methods for: smoothing the output power of the wind power systems and reducing the influence of their fluctuations, power managing and planning of a grid containing these systems and other conventional power plants, and providing a new structure of implementing of latest microprocessor technology for controlling and managing the operation of the wind power system. In this research, in order to reduce and smooth the fluctuations, two methods are presented. The first method is based on a de-loaded technique while the other method is based on utilizing multiple storage facilities. The de-loaded technique is based on characteristics of the power of a wind turbine and estimation of the generated power according to weather forecasting data. The technique provides a reference power by which the wind power system will operate and generate a smooth power. In contrast, utilizing storage facilities will allow the wind power system to operate at its maximum tracking power points' strategy. Two types of energy storages are considered in this research, battery energy storage system (BESS) and pumped-hydropower storage system (PHSS), to suppress the output fluctuations and to support the wind power system to follow the system load demands. Furthermore, this method provides the ability to store energy when there is a surplus of the generated power and to reuse it when there is a shortage of power generation from wind power systems. Both methods are new in terms of utilizing of the techniques and wind speed data. A microprocessor embedded system using an IntelRTM Atom(TM) processor is presented for controlling the wind power system and for providing the remote communication for enhancing the operation of the individual wind power system in a wind farm. The embedded system helps the wind power system to respond and to follow the commands of the central control of the power system. Moreover, it enhances the performance of the wind power system through self-managing, self-functioning, and self-correcting. Finally, a method of system power management and planning is modeled and studied for a grid containing large-scale wind power systems. The method is based on a new technique through constructing a new load demand curve (NLDC) from merging the estimation of generated power from wind power systems and forecasting of the load. To summarize, the methods and their results presented in this dissertation, enhance the operation of the large-scale wind power systems and reduce their drawbacks on the operation of the power grid.
Earthquake Potential Models for China
NASA Astrophysics Data System (ADS)
Rong, Y.; Jackson, D. D.
2002-12-01
We present three earthquake potential estimates for magnitude 5.4 and larger earthquakes for China. The potential is expressed as the rate density (probability per unit area, magnitude and time). The three methods employ smoothed seismicity-, geologic slip rate-, and geodetic strain rate data. We tested all three estimates, and the published Global Seismic Hazard Assessment Project (GSHAP) model, against earthquake data. We constructed a special earthquake catalog which combines previous catalogs covering different times. We used the special catalog to construct our smoothed seismicity model and to evaluate all models retrospectively. All our models employ a modified Gutenberg-Richter magnitude distribution with three parameters: a multiplicative ``a-value," the slope or ``b-value," and a ``corner magnitude" marking a strong decrease of earthquake rate with magnitude. We assumed the b-value to be constant for the whole study area and estimated the other parameters from regional or local geophysical data. The smoothed seismicity method assumes that the rate density is proportional to the magnitude of past earthquakes and approximately as the reciprocal of the epicentral distance out to a few hundred kilometers. We derived the upper magnitude limit from the special catalog and estimated local a-values from smoothed seismicity. Earthquakes since January 1, 2000 are quite compatible with the model. For the geologic forecast we adopted the seismic source zones (based on geological, geodetic and seismicity data) of the GSHAP model. For each zone, we estimated a corner magnitude by applying the Wells and Coppersmith [1994] relationship to the longest fault in the zone, and we determined the a-value from fault slip rates and an assumed locking depth. The geological model fits the earthquake data better than the GSHAP model. We also applied the Wells and Coppersmith relationship to individual faults, but the results conflicted with the earthquake record. For our geodetic model we derived the uniform upper magnitude limit from the special catalog and assumed local a-values proportional to maximum horizontal strain rate. In prospective tests the geodetic model agrees well with earthquake occurrence. The smoothed seismicity model performs best of the four models.
Time series forecasting of future claims amount of SOCSO's employment injury scheme (EIS)
NASA Astrophysics Data System (ADS)
Zulkifli, Faiz; Ismail, Isma Liana; Chek, Mohd Zaki Awang; Jamal, Nur Faezah; Ridzwan, Ahmad Nur Azam Ahmad; Jelas, Imran Md; Noor, Syamsul Ikram Mohd; Ahmad, Abu Bakar
2012-09-01
The Employment Injury Scheme (EIS) provides protection to employees who are injured due to accidents whilst working, commuting from home to the work place or during employee takes a break during an authorized recess time or while travelling that is related with his work. The main purpose of this study is to forecast value on claims amount of EIS for the year 2011 until 2015 by using appropriate models. These models were tested on the actual EIS data from year 1972 until year 2010. Three different forecasting models are chosen for comparisons. These are the Naïve with Trend Model, Average Percent Change Model and Double Exponential Smoothing Model. The best model is selected based on the smallest value of error measures using the Mean Squared Error (MSE) and Mean Absolute Percentage Error (MAPE). From the result, the best model that best fit the forecast for the EIS is the Average Percent Change Model. Furthermore, the result also shows the claims amount of EIS for the year 2011 to year 2015 continue to trend upwards from year 2010.
Individual versus superensemble forecasts of seasonal influenza outbreaks in the United States.
Yamana, Teresa K; Kandula, Sasikiran; Shaman, Jeffrey
2017-11-01
Recent research has produced a number of methods for forecasting seasonal influenza outbreaks. However, differences among the predicted outcomes of competing forecast methods can limit their use in decision-making. Here, we present a method for reconciling these differences using Bayesian model averaging. We generated retrospective forecasts of peak timing, peak incidence, and total incidence for seasonal influenza outbreaks in 48 states and 95 cities using 21 distinct forecast methods, and combined these individual forecasts to create weighted-average superensemble forecasts. We compared the relative performance of these individual and superensemble forecast methods by geographic location, timing of forecast, and influenza season. We find that, overall, the superensemble forecasts are more accurate than any individual forecast method and less prone to producing a poor forecast. Furthermore, we find that these advantages increase when the superensemble weights are stratified according to the characteristics of the forecast or geographic location. These findings indicate that different competing influenza prediction systems can be combined into a single more accurate forecast product for operational delivery in real time.
Individual versus superensemble forecasts of seasonal influenza outbreaks in the United States
Kandula, Sasikiran; Shaman, Jeffrey
2017-01-01
Recent research has produced a number of methods for forecasting seasonal influenza outbreaks. However, differences among the predicted outcomes of competing forecast methods can limit their use in decision-making. Here, we present a method for reconciling these differences using Bayesian model averaging. We generated retrospective forecasts of peak timing, peak incidence, and total incidence for seasonal influenza outbreaks in 48 states and 95 cities using 21 distinct forecast methods, and combined these individual forecasts to create weighted-average superensemble forecasts. We compared the relative performance of these individual and superensemble forecast methods by geographic location, timing of forecast, and influenza season. We find that, overall, the superensemble forecasts are more accurate than any individual forecast method and less prone to producing a poor forecast. Furthermore, we find that these advantages increase when the superensemble weights are stratified according to the characteristics of the forecast or geographic location. These findings indicate that different competing influenza prediction systems can be combined into a single more accurate forecast product for operational delivery in real time. PMID:29107987
Ensemble downscaling in coupled solar wind-magnetosphere modeling for space weather forecasting
Owens, M J; Horbury, T S; Wicks, R T; McGregor, S L; Savani, N P; Xiong, M
2014-01-01
Advanced forecasting of space weather requires simulation of the whole Sun-to-Earth system, which necessitates driving magnetospheric models with the outputs from solar wind models. This presents a fundamental difficulty, as the magnetosphere is sensitive to both large-scale solar wind structures, which can be captured by solar wind models, and small-scale solar wind “noise,” which is far below typical solar wind model resolution and results primarily from stochastic processes. Following similar approaches in terrestrial climate modeling, we propose statistical “downscaling” of solar wind model results prior to their use as input to a magnetospheric model. As magnetospheric response can be highly nonlinear, this is preferable to downscaling the results of magnetospheric modeling. To demonstrate the benefit of this approach, we first approximate solar wind model output by smoothing solar wind observations with an 8 h filter, then add small-scale structure back in through the addition of random noise with the observed spectral characteristics. Here we use a very simple parameterization of noise based upon the observed probability distribution functions of solar wind parameters, but more sophisticated methods will be developed in the future. An ensemble of results from the simple downscaling scheme are tested using a model-independent method and shown to add value to the magnetospheric forecast, both improving the best estimate and quantifying the uncertainty. We suggest a number of features desirable in an operational solar wind downscaling scheme. Key Points Solar wind models must be downscaled in order to drive magnetospheric models Ensemble downscaling is more effective than deterministic downscaling The magnetosphere responds nonlinearly to small-scale solar wind fluctuations PMID:26213518
Using Bayes Model Averaging for Wind Power Forecasts
NASA Astrophysics Data System (ADS)
Preede Revheim, Pål; Beyer, Hans Georg
2014-05-01
For operational purposes predictions of the forecasts of the lumped output of groups of wind farms spread over larger geographic areas will often be of interest. A naive approach is to make forecasts for each individual site and sum them up to get the group forecast. It is however well documented that a better choice is to use a model that also takes advantage of spatial smoothing effects. It might however be the case that some sites tends to more accurately reflect the total output of the region, either in general or for certain wind directions. It will then be of interest giving these a greater influence over the group forecast. Bayesian model averaging (BMA) is a statistical post-processing method for producing probabilistic forecasts from ensembles. Raftery et al. [1] show how BMA can be used for statistical post processing of forecast ensembles, producing PDFs of future weather quantities. The BMA predictive PDF of a future weather quantity is a weighted average of the ensemble members' PDFs, where the weights can be interpreted as posterior probabilities and reflect the ensemble members' contribution to overall forecasting skill over a training period. In Revheim and Beyer [2] the BMA procedure used in Sloughter, Gneiting and Raftery [3] were found to produce fairly accurate PDFs for the future mean wind speed of a group of sites from the single sites wind speeds. However, when the procedure was attempted applied to wind power it resulted in either problems with the estimation of the parameters (mainly caused by longer consecutive periods of no power production) or severe underestimation (mainly caused by problems with reflecting the power curve). In this paper the problems that arose when applying BMA to wind power forecasting is met through two strategies. First, the BMA procedure is run with a combination of single site wind speeds and single site wind power production as input. This solves the problem with longer consecutive periods where the input data does not contain information, but it has the disadvantage of nearly doubling the number of model parameters to be estimated. Second, the BMA procedure is run with group mean wind power as the response variable instead of group mean wind speed. This also solves the problem with longer consecutive periods without information in the input data, but it leaves the power curve to also be estimated from the data. [1] Raftery, A. E., et al. (2005). Using Bayesian Model Averaging to Calibrate Forecast Ensembles. Monthly Weather Review, 133, 1155-1174. [2]Revheim, P. P. and H. G. Beyer (2013). Using Bayesian Model Averaging for wind farm group forecasts. EWEA Wind Power Forecasting Technology Workshop,Rotterdam, 4-5 December 2013. [3]Sloughter, J. M., T. Gneiting and A. E. Raftery (2010). Probabilistic Wind Speed Forecasting Using Ensembles and Bayesian Model Averaging. Journal of the American Statistical Association, Vol. 105, No. 489, 25-35
Validating induced seismicity forecast models—Induced Seismicity Test Bench
NASA Astrophysics Data System (ADS)
Király-Proag, Eszter; Zechar, J. Douglas; Gischig, Valentin; Wiemer, Stefan; Karvounis, Dimitrios; Doetsch, Joseph
2016-08-01
Induced earthquakes often accompany fluid injection, and the seismic hazard they pose threatens various underground engineering projects. Models to monitor and control induced seismic hazard with traffic light systems should be probabilistic, forward-looking, and updated as new data arrive. In this study, we propose an Induced Seismicity Test Bench to test and rank such models; this test bench can be used for model development, model selection, and ensemble model building. We apply the test bench to data from the Basel 2006 and Soultz-sous-Forêts 2004 geothermal stimulation projects, and we assess forecasts from two models: Shapiro and Smoothed Seismicity (SaSS) and Hydraulics and Seismics (HySei). These models incorporate a different mix of physics-based elements and stochastic representation of the induced sequences. Our results show that neither model is fully superior to the other. Generally, HySei forecasts the seismicity rate better after shut-in but is only mediocre at forecasting the spatial distribution. On the other hand, SaSS forecasts the spatial distribution better and gives better seismicity rate estimates before shut-in. The shut-in phase is a difficult moment for both models in both reservoirs: the models tend to underpredict the seismicity rate around, and shortly after, shut-in.
Air Pollution Forecasts: An Overview
Bai, Lu; Wang, Jianzhou; Lu, Haiyan
2018-01-01
Air pollution is defined as a phenomenon harmful to the ecological system and the normal conditions of human existence and development when some substances in the atmosphere exceed a certain concentration. In the face of increasingly serious environmental pollution problems, scholars have conducted a significant quantity of related research, and in those studies, the forecasting of air pollution has been of paramount importance. As a precaution, the air pollution forecast is the basis for taking effective pollution control measures, and accurate forecasting of air pollution has become an important task. Extensive research indicates that the methods of air pollution forecasting can be broadly divided into three classical categories: statistical forecasting methods, artificial intelligence methods, and numerical forecasting methods. More recently, some hybrid models have been proposed, which can improve the forecast accuracy. To provide a clear perspective on air pollution forecasting, this study reviews the theory and application of those forecasting models. In addition, based on a comparison of different forecasting methods, the advantages and disadvantages of some methods of forecasting are also provided. This study aims to provide an overview of air pollution forecasting methods for easy access and reference by researchers, which will be helpful in further studies. PMID:29673227
Air Pollution Forecasts: An Overview.
Bai, Lu; Wang, Jianzhou; Ma, Xuejiao; Lu, Haiyan
2018-04-17
Air pollution is defined as a phenomenon harmful to the ecological system and the normal conditions of human existence and development when some substances in the atmosphere exceed a certain concentration. In the face of increasingly serious environmental pollution problems, scholars have conducted a significant quantity of related research, and in those studies, the forecasting of air pollution has been of paramount importance. As a precaution, the air pollution forecast is the basis for taking effective pollution control measures, and accurate forecasting of air pollution has become an important task. Extensive research indicates that the methods of air pollution forecasting can be broadly divided into three classical categories: statistical forecasting methods, artificial intelligence methods, and numerical forecasting methods. More recently, some hybrid models have been proposed, which can improve the forecast accuracy. To provide a clear perspective on air pollution forecasting, this study reviews the theory and application of those forecasting models. In addition, based on a comparison of different forecasting methods, the advantages and disadvantages of some methods of forecasting are also provided. This study aims to provide an overview of air pollution forecasting methods for easy access and reference by researchers, which will be helpful in further studies.
Identifying trends in climate: an application to the cenozoic
NASA Astrophysics Data System (ADS)
Richards, Gordon R.
1998-05-01
The recent literature on trending in climate has raised several issues, whether trends should be modeled as deterministic or stochastic, whether trends are nonlinear, and the relative merits of statistical models versus models based on physics. This article models trending since the late Cretaceous. This 68 million-year interval is selected because the reliability of tests for trending is critically dependent on the length of time spanned by the data. Two main hypotheses are tested, that the trend has been caused primarily by CO2 forcing, and that it reflects a variety of forcing factors which can be approximated by statistical methods. The CO2 data is obtained from model simulations. Several widely-used statistical models are found to be inadequate. ARIMA methods parameterize too much of the short-term variation, and do not identify low frequency movements. Further, the unit root in the ARIMA process does not predict the long-term path of temperature. Spectral methods also have little ability to predict temperature at long horizons. Instead, the statistical trend is estimated using a nonlinear smoothing filter. Both of these paradigms make it possible to model climate as a cointegrated process, in which temperature can wander quite far from the trend path in the intermediate term, but converges back over longer horizons. Comparing the forecasting properties of the two trend models demonstrates that the optimal forecasting model includes CO2 forcing and a parametric representation of the nonlinear variability in climate.
NASA Astrophysics Data System (ADS)
Murray, S.; Guerra, J. A.
2017-12-01
One essential component of operational space weather forecasting is the prediction of solar flares. Early flare forecasting work focused on statistical methods based on historical flaring rates, but more complex machine learning methods have been developed in recent years. A multitude of flare forecasting methods are now available, however it is still unclear which of these methods performs best, and none are substantially better than climatological forecasts. Current operational space weather centres cannot rely on automated methods, and generally use statistical forecasts with a little human intervention. Space weather researchers are increasingly looking towards methods used in terrestrial weather to improve current forecasting techniques. Ensemble forecasting has been used in numerical weather prediction for many years as a way to combine different predictions in order to obtain a more accurate result. It has proved useful in areas such as magnetospheric modelling and coronal mass ejection arrival analysis, however has not yet been implemented in operational flare forecasting. Here we construct ensemble forecasts for major solar flares by linearly combining the full-disk probabilistic forecasts from a group of operational forecasting methods (ASSA, ASAP, MAG4, MOSWOC, NOAA, and Solar Monitor). Forecasts from each method are weighted by a factor that accounts for the method's ability to predict previous events, and several performance metrics (both probabilistic and categorical) are considered. The results provide space weather forecasters with a set of parameters (combination weights, thresholds) that allow them to select the most appropriate values for constructing the 'best' ensemble forecast probability value, according to the performance metric of their choice. In this way different forecasts can be made to fit different end-user needs.
Evaluation of induced seismicity forecast models in the Induced Seismicity Test Bench
NASA Astrophysics Data System (ADS)
Király, Eszter; Gischig, Valentin; Zechar, Jeremy; Doetsch, Joseph; Karvounis, Dimitrios; Wiemer, Stefan
2016-04-01
Induced earthquakes often accompany fluid injection, and the seismic hazard they pose threatens various underground engineering projects. Models to monitor and control induced seismic hazard with traffic light systems should be probabilistic, forward-looking, and updated as new data arrive. Here, we propose an Induced Seismicity Test Bench to test and rank such models. We apply the test bench to data from the Basel 2006 and Soultz-sous-Forêts 2004 geothermal stimulation projects, and we assess forecasts from two models that incorporate a different mix of physical understanding and stochastic representation of the induced sequences: Shapiro in Space (SiS) and Hydraulics and Seismics (HySei). SiS is based on three pillars: the seismicity rate is computed with help of the seismogenic index and a simple exponential decay of the seismicity; the magnitude distribution follows the Gutenberg-Richter relation; and seismicity is distributed in space based on smoothing seismicity during the learning period with 3D Gaussian kernels. The HySei model describes seismicity triggered by pressure diffusion with irreversible permeability enhancement. Our results show that neither model is fully superior to the other. HySei forecasts the seismicity rate well, but is only mediocre at forecasting the spatial distribution. On the other hand, SiS forecasts the spatial distribution well but not the seismicity rate. The shut-in phase is a difficult moment for both models in both reservoirs: the models tend to underpredict the seismicity rate around, and shortly after, shut-in. Ensemble models that combine HySei's rate forecast with SiS's spatial forecast outperform each individual model.
Does an inter-flaw length control the accuracy of rupture forecasting in geological materials?
NASA Astrophysics Data System (ADS)
Vasseur, Jérémie; Wadsworth, Fabian B.; Heap, Michael J.; Main, Ian G.; Lavallée, Yan; Dingwell, Donald B.
2017-10-01
Multi-scale failure of porous materials is an important phenomenon in nature and in material physics - from controlled laboratory tests to rockbursts, landslides, volcanic eruptions and earthquakes. A key unsolved research question is how to accurately forecast the time of system-sized catastrophic failure, based on observations of precursory events such as acoustic emissions (AE) in laboratory samples, or, on a larger scale, small earthquakes. Until now, the length scale associated with precursory events has not been well quantified, resulting in forecasting tools that are often unreliable. Here we test the hypothesis that the accuracy of the forecast failure time depends on the inter-flaw distance in the starting material. We use new experimental datasets for the deformation of porous materials to infer the critical crack length at failure from a static damage mechanics model. The style of acceleration of AE rate prior to failure, and the accuracy of forecast failure time, both depend on whether the cracks can span the inter-flaw length or not. A smooth inverse power-law acceleration of AE rate to failure, and an accurate forecast, occurs when the cracks are sufficiently long to bridge pore spaces. When this is not the case, the predicted failure time is much less accurate and failure is preceded by an exponential AE rate trend. Finally, we provide a quantitative and pragmatic correction for the systematic error in the forecast failure time, valid for structurally isotropic porous materials, which could be tested against larger-scale natural failure events, with suitable scaling for the relevant inter-flaw distances.
Handique, Bijoy K; Khan, Siraj A; Mahanta, J; Sudhakar, S
2014-09-01
Japanese encephalitis (JE) is one of the dreaded mosquito-borne viral diseases mostly prevalent in south Asian countries including India. Early warning of the disease in terms of disease intensity is crucial for taking adequate and appropriate intervention measures. The present study was carried out in Dibrugarh district in the state of Assam located in the northeastern region of India to assess the accuracy of selected forecasting methods based on historical morbidity patterns of JE incidence during the past 22 years (1985-2006). Four selected forecasting methods, viz. seasonal average (SA), seasonal adjustment with last three observations (SAT), modified method adjusting long-term and cyclic trend (MSAT), and autoregressive integrated moving average (ARIMA) have been employed to assess the accuracy of each of the forecasting methods. The forecasting methods were validated for five consecutive years from 2007-2012 and accuracy of each method has been assessed. The forecasting method utilising seasonal adjustment with long-term and cyclic trend emerged as best forecasting method among the four selected forecasting methods and outperformed the even statistically more advanced ARIMA method. Peak of the disease incidence could effectively be predicted with all the methods, but there are significant variations in magnitude of forecast errors among the selected methods. As expected, variation in forecasts at primary health centre (PHC) level is wide as compared to that of district level forecasts. The study showed that adopted forecasting techniques could reasonably forecast the intensity of JE cases at PHC level without considering the external variables. The results indicate that the understanding of long-term and cyclic trend of the disease intensity will improve the accuracy of the forecasts, but there is a need for making the forecast models more robust to explain sudden variation in the disease intensity with detail analysis of parasite and host population dynamics.
NASA Technical Reports Server (NTRS)
Lambert, Winifred; Wheeler, Mark
2007-01-01
This report describes the work done by the Applied Meteorology Unit (AMU) to update the lightning probability forecast equations developed in Phase I. In the time since the Phase I equations were developed, new ideas regarding certain predictors were formulated and a desire to make the tool more automated was expressed by 45 WS forecasters. Five modifications were made to the data: 1) increased the period of record from 15 to 17 years, 2) modified the valid area to match the lighting warning areas, 3) added the 1000 UTC CCAFS sounding to the other soundings in determining the flow regime, 4) used a different smoothing function for the daily climatology, and 5) determined the optimal relative humidity (RH) layer to use as a predictor. The new equations outperformed the Phase I equations in several tests, and improved the skill of the forecast over the Phase I equations by 8%. A graphical user interface (GUI) was created in the Meteorological Interactive Data Display System (MIDDS) that gathers the predictor values for the equations automatically. The GUI was transitioned to operations in May 2007 for the 2007 warm season.
Sugihara, George; Casdagli, Martin; Habjan, Edward; Hess, Dale; Dixon, Paul; Holland, Greg
1999-01-01
We use residual-delay maps of observational field data for barometric pressure to demonstrate the structure of latitudinal gradients in nonlinearity in the atmosphere. Nonlinearity is weak and largely lacking in tropical and subtropical sites and increases rapidly into the temperate regions where the time series also appear to be much noisier. The degree of nonlinearity closely follows the meridional variation of midlatitude storm track frequency. We extract the specific functional form of this nonlinearity, a V shape in the lagged residuals that appears to be a basic feature of midlatitude synoptic weather systems associated with frontal passages. We present evidence that this form arises from the relative time scales of high-pressure versus low-pressure events. Finally, we show that this nonlinear feature is weaker in a well regarded numerical forecast model (European Centre for Medium-Range Forecasts) because small-scale temporal and spatial variation is smoothed out in the grided inputs. This is significant, in that it allows us to demonstrate how application of statistical corrections based on the residual-delay map may provide marked increases in local forecast accuracy, especially for severe weather systems. PMID:10588685
Forecasting Daily Volume and Acuity of Patients in the Emergency Department.
Calegari, Rafael; Fogliatto, Flavio S; Lucini, Filipe R; Neyeloff, Jeruza; Kuchenbecker, Ricardo S; Schaan, Beatriz D
2016-01-01
This study aimed at analyzing the performance of four forecasting models in predicting the demand for medical care in terms of daily visits in an emergency department (ED) that handles high complexity cases, testing the influence of climatic and calendrical factors on demand behavior. We tested different mathematical models to forecast ED daily visits at Hospital de Clínicas de Porto Alegre (HCPA), which is a tertiary care teaching hospital located in Southern Brazil. Model accuracy was evaluated using mean absolute percentage error (MAPE), considering forecasting horizons of 1, 7, 14, 21, and 30 days. The demand time series was stratified according to patient classification using the Manchester Triage System's (MTS) criteria. Models tested were the simple seasonal exponential smoothing (SS), seasonal multiplicative Holt-Winters (SMHW), seasonal autoregressive integrated moving average (SARIMA), and multivariate autoregressive integrated moving average (MSARIMA). Performance of models varied according to patient classification, such that SS was the best choice when all types of patients were jointly considered, and SARIMA was the most accurate for modeling demands of very urgent (VU) and urgent (U) patients. The MSARIMA models taking into account climatic factors did not improve the performance of the SARIMA models, independent of patient classification.
Forecasting Daily Volume and Acuity of Patients in the Emergency Department
Fogliatto, Flavio S.; Neyeloff, Jeruza; Kuchenbecker, Ricardo S.; Schaan, Beatriz D.
2016-01-01
This study aimed at analyzing the performance of four forecasting models in predicting the demand for medical care in terms of daily visits in an emergency department (ED) that handles high complexity cases, testing the influence of climatic and calendrical factors on demand behavior. We tested different mathematical models to forecast ED daily visits at Hospital de Clínicas de Porto Alegre (HCPA), which is a tertiary care teaching hospital located in Southern Brazil. Model accuracy was evaluated using mean absolute percentage error (MAPE), considering forecasting horizons of 1, 7, 14, 21, and 30 days. The demand time series was stratified according to patient classification using the Manchester Triage System's (MTS) criteria. Models tested were the simple seasonal exponential smoothing (SS), seasonal multiplicative Holt-Winters (SMHW), seasonal autoregressive integrated moving average (SARIMA), and multivariate autoregressive integrated moving average (MSARIMA). Performance of models varied according to patient classification, such that SS was the best choice when all types of patients were jointly considered, and SARIMA was the most accurate for modeling demands of very urgent (VU) and urgent (U) patients. The MSARIMA models taking into account climatic factors did not improve the performance of the SARIMA models, independent of patient classification. PMID:27725842
Sampri, Alexia; Sypsa, Karla; Tsagarakis, Konstantinos P
2018-01-01
Background With the internet’s penetration and use constantly expanding, this vast amount of information can be employed in order to better assess issues in the US health care system. Google Trends, a popular tool in big data analytics, has been widely used in the past to examine interest in various medical and health-related topics and has shown great potential in forecastings, predictions, and nowcastings. As empirical relationships between online queries and human behavior have been shown to exist, a new opportunity to explore the behavior toward asthma—a common respiratory disease—is present. Objective This study aimed at forecasting the online behavior toward asthma and examined the correlations between queries and reported cases in order to explore the possibility of nowcasting asthma prevalence in the United States using online search traffic data. Methods Applying Holt-Winters exponential smoothing to Google Trends time series from 2004 to 2015 for the term “asthma,” forecasts for online queries at state and national levels are estimated from 2016 to 2020 and validated against available Google query data from January 2016 to June 2017. Correlations among yearly Google queries and between Google queries and reported asthma cases are examined. Results Our analysis shows that search queries exhibit seasonality within each year and the relationships between each 2 years’ queries are statistically significant (P<.05). Estimated forecasting models for a 5-year period (2016 through 2020) for Google queries are robust and validated against available data from January 2016 to June 2017. Significant correlations were found between (1) online queries and National Health Interview Survey lifetime asthma (r=–.82, P=.001) and current asthma (r=–.77, P=.004) rates from 2004 to 2015 and (2) between online queries and Behavioral Risk Factor Surveillance System lifetime (r=–.78, P=.003) and current asthma (r=–.79, P=.002) rates from 2004 to 2014. The correlations are negative, but lag analysis to identify the period of response cannot be employed until short-interval data on asthma prevalence are made available. Conclusions Online behavior toward asthma can be accurately predicted, and significant correlations between online queries and reported cases exist. This method of forecasting Google queries can be used by health care officials to nowcast asthma prevalence by city, state, or nationally, subject to future availability of daily, weekly, or monthly data on reported cases. This method could therefore be used for improved monitoring and assessment of the needs surrounding the current population of patients with asthma. PMID:29530839
NASA Technical Reports Server (NTRS)
Hoffman, Ross N.; Nehrkorn, Thomas; Grassotti, Christopher
1997-01-01
We proposed a novel characterization of errors for numerical weather predictions. In its simplest form we decompose the error into a part attributable to phase errors and a remainder. The phase error is represented in the same fashion as a velocity field and is required to vary slowly and smoothly with position. A general distortion representation allows for the displacement and amplification or bias correction of forecast anomalies. Characterizing and decomposing forecast error in this way has two important applications, which we term the assessment application and the objective analysis application. For the assessment application, our approach results in new objective measures of forecast skill which are more in line with subjective measures of forecast skill and which are useful in validating models and diagnosing their shortcomings. With regard to the objective analysis application, meteorological analysis schemes balance forecast error and observational error to obtain an optimal analysis. Presently, representations of the error covariance matrix used to measure the forecast error are severely limited. For the objective analysis application our approach will improve analyses by providing a more realistic measure of the forecast error. We expect, a priori, that our approach should greatly improve the utility of remotely sensed data which have relatively high horizontal resolution, but which are indirectly related to the conventional atmospheric variables. In this project, we are initially focusing on the assessment application, restricted to a realistic but univariate 2-dimensional situation. Specifically, we study the forecast errors of the sea level pressure (SLP) and 500 hPa geopotential height fields for forecasts of the short and medium range. Since the forecasts are generated by the GEOS (Goddard Earth Observing System) data assimilation system with and without ERS 1 scatterometer data, these preliminary studies serve several purposes. They (1) provide a testbed for the use of the distortion representation of forecast errors, (2) act as one means of validating the GEOS data assimilation system and (3) help to describe the impact of the ERS 1 scatterometer data.
NASA Astrophysics Data System (ADS)
Mecklenburg, S.; Joss, J.; Schmid, W.
2000-12-01
Nowcasting for hydrological applications is discussed. The tracking algorithm extrapolates radar images in space and time. It originates from the pattern recognition techniques TREC (Tracking Radar Echoes by Correlation, Rinehart and Garvey, J. Appl. Meteor., 34 (1995) 1286) and COTREC (Continuity of TREC vectors, Li et al., Nature, 273 (1978) 287). To evaluate the quality of the extrapolation, a parameter scheme is introduced, able to distinguish between errors in the position and the intensity of the predicted precipitation. The parameters for the position are the absolute error, the relative error and the error of the forecasted direction. The parameters for the intensity are the ratio of the medians and the variations of the rain rate (ratio of two quantiles) between the actual and the forecasted image. To judge the overall quality of the forecast, the correlation coefficient between the forecasted and the actual radar image has been used. To improve the forecast, three aspects have been investigated: (a) Common meteorological attributes of convective cells, derived from a hail statistics, have been determined to optimize the parameters of the tracking algorithm. Using (a), the forecast procedure modifications (b) and (c) have been applied. (b) Small-scale features have been removed by using larger tracking areas and by applying a spatial and temporal smoothing, since problems with the tracking algorithm are mainly caused by small-scale/short-term variations of the echo pattern or because of limitations caused by the radar technique itself (erroneous vectors caused by clutter or shielding). (c) The searching area and the number of searched boxes have been restricted. This limits false detections, which is especially useful in stratiform precipitation and for stationary echoes. Whereas a larger scale and the removal of small-scale features improve the forecasted position for the convective precipitation, the forecast of the stratiform event is not influenced, but limiting the search area leads to a slightly better forecast. The forecast of the intensity is successful for both precipitation events. Forecasting the variation of the rain rate calls for further investigation. Applying COTREC improves the forecast of the convective precipitation, especially for extrapolation times exceeding 30 min.
NASA Astrophysics Data System (ADS)
Schepen, Andrew; Zhao, Tongtiegang; Wang, Quan J.; Robertson, David E.
2018-03-01
Rainfall forecasts are an integral part of hydrological forecasting systems at sub-seasonal to seasonal timescales. In seasonal forecasting, global climate models (GCMs) are now the go-to source for rainfall forecasts. For hydrological applications however, GCM forecasts are often biased and unreliable in uncertainty spread, and calibration is therefore required before use. There are sophisticated statistical techniques for calibrating monthly and seasonal aggregations of the forecasts. However, calibration of seasonal forecasts at the daily time step typically uses very simple statistical methods or climate analogue methods. These methods generally lack the sophistication to achieve unbiased, reliable and coherent forecasts of daily amounts and seasonal accumulated totals. In this study, we propose and evaluate a Rainfall Post-Processing method for Seasonal forecasts (RPP-S), which is based on the Bayesian joint probability modelling approach for calibrating daily forecasts and the Schaake Shuffle for connecting the daily ensemble members of different lead times. We apply the method to post-process ACCESS-S forecasts for 12 perennial and ephemeral catchments across Australia and for 12 initialisation dates. RPP-S significantly reduces bias in raw forecasts and improves both skill and reliability. RPP-S forecasts are also more skilful and reliable than forecasts derived from ACCESS-S forecasts that have been post-processed using quantile mapping, especially for monthly and seasonal accumulations. Several opportunities to improve the robustness and skill of RPP-S are identified. The new RPP-S post-processed forecasts will be used in ensemble sub-seasonal to seasonal streamflow applications.
Water demand forecasting: review of soft computing methods.
Ghalehkhondabi, Iman; Ardjmand, Ehsan; Young, William A; Weckman, Gary R
2017-07-01
Demand forecasting plays a vital role in resource management for governments and private companies. Considering the scarcity of water and its inherent constraints, demand management and forecasting in this domain are critically important. Several soft computing techniques have been developed over the last few decades for water demand forecasting. This study focuses on soft computing methods of water consumption forecasting published between 2005 and 2015. These methods include artificial neural networks (ANNs), fuzzy and neuro-fuzzy models, support vector machines, metaheuristics, and system dynamics. Furthermore, it was discussed that while in short-term forecasting, ANNs have been superior in many cases, but it is still very difficult to pick a single method as the overall best. According to the literature, various methods and their hybrids are applied to water demand forecasting. However, it seems soft computing has a lot more to contribute to water demand forecasting. These contribution areas include, but are not limited, to various ANN architectures, unsupervised methods, deep learning, various metaheuristics, and ensemble methods. Moreover, it is found that soft computing methods are mainly used for short-term demand forecasting.
An overview of health forecasting.
Soyiri, Ireneous N; Reidpath, Daniel D
2013-01-01
Health forecasting is a novel area of forecasting, and a valuable tool for predicting future health events or situations such as demands for health services and healthcare needs. It facilitates preventive medicine and health care intervention strategies, by pre-informing health service providers to take appropriate mitigating actions to minimize risks and manage demand. Health forecasting requires reliable data, information and appropriate analytical tools for the prediction of specific health conditions or situations. There is no single approach to health forecasting, and so various methods have often been adopted to forecast aggregate or specific health conditions. Meanwhile, there are no defined health forecasting horizons (time frames) to match the choices of health forecasting methods/approaches that are often applied. The key principles of health forecasting have not also been adequately described to guide the process. This paper provides a brief introduction and theoretical analysis of health forecasting. It describes the key issues that are important for health forecasting, including: definitions, principles of health forecasting, and the properties of health data, which influence the choices of health forecasting methods. Other matters related to the value of health forecasting, and the general challenges associated with developing and using health forecasting services are discussed. This overview is a stimulus for further discussions on standardizing health forecasting approaches and methods that will facilitate health care and health services delivery.
Spatiotemporal drought forecasting using nonlinear models
NASA Astrophysics Data System (ADS)
Vasiliades, Lampros; Loukas, Athanasios
2010-05-01
Spatiotemporal data mining is the extraction of unknown and implicit knowledge, structures, spatiotemporal relationships, or patterns not explicitly stored in spatiotemporal databases. As one of data mining techniques, forecasting is widely used to predict the unknown future based upon the patterns hidden in the current and past data. In order to achieve spatiotemporal forecasting, some mature analysis tools, e.g., time series and spatial statistics are extended to the spatial dimension and the temporal dimension, respectively. Drought forecasting plays an important role in the planning and management of natural resources and water resource systems in a river basin. Early and timelines forecasting of a drought event can help to take proactive measures and set out drought mitigation strategies to alleviate the impacts of drought. Despite the widespread application of nonlinear mathematical models, comparative studies on spatiotemporal drought forecasting using different models are still a huge task for modellers. This study uses a promising approach, the Gamma Test (GT), to select the input variables and the training data length, so that the trial and error workload could be greatly reduced. The GT enables to quickly evaluate and estimate the best mean squared error that can be achieved by a smooth model on any unseen data for a given selection of inputs, prior to model construction. The GT is applied to forecast droughts using monthly Standardized Precipitation Index (SPI) timeseries at multiple timescales in several precipitation stations at Pinios river basin in Thessaly region, Greece. Several nonlinear models have been developed efficiently, with the aid of the GT, for 1-month up to 12-month ahead forecasting. Several temporal and spatial statistical indices were considered for the performance evaluation of the models. The predicted results show reasonably good agreement with the actual data for short lead times, whereas the forecasting accuracy decreases with increase in lead time. Finally, the developed nonlinear models could be used in an early warning system for risk and decision analyses at the study area.
An Operational System for Surveillance and Ecological Forecasting of West Nile Virus Outbreaks
NASA Astrophysics Data System (ADS)
Wimberly, M. C.; Davis, J. K.; Vincent, G.; Hess, A.; Hildreth, M. B.
2017-12-01
Mosquito-borne disease surveillance has traditionally focused on tracking human cases along with the abundance and infection status of mosquito vectors. For many of these diseases, vector and host population dynamics are also sensitive to climatic factors, including temperature fluctuations and the availability of surface water for mosquito breeding. Thus, there is a potential to strengthen surveillance and predict future outbreaks by monitoring environmental risk factors using broad-scale sensor networks that include earth-observing satellites. The South Dakota Mosquito Information System (SDMIS) project combines entomological surveillance with gridded meteorological data from NASA's North American Land Data Assimilation System (NLDAS) to generate weekly risk maps for West Nile virus (WNV) in the north-central United States. Critical components include a mosquito infection model that smooths the noisy infection rate and compensates for unbalanced sampling, and a human infection model that combines the entomological risk estimates with lagged effects of meteorological variables from the North American Land Data Assimilation System (NLDAS). Two types of forecasts are generated: long-term forecasts of statewide risk extending through the entire WNV season, and short-term forecasts of the geographic pattern of WNV risk in the upcoming week. Model forecasts are connected to public health actions through decision support matrices that link predicted risk levels to a set of phased responses. In 2016, the SDMIS successfully forecast an early start to the WNV season and a large outbreak of WNV cases following several years of low transmission. An evaluation of the 2017 forecasts will also be presented. Our experiences with the SDMIS highlight several important lessons that can inform future efforts at disease early warning. These include the value of integrating climatic models with recent observations of infection, the critical role of automated workflows to facilitate the timely integration of multiple data streams, the need for effective synthesis and visualization of forecasts, and the importance of linking forecasts to specific public health responses.
A hybrid approach EMD-HW for short-term forecasting of daily stock market time series data
NASA Astrophysics Data System (ADS)
Awajan, Ahmad Mohd; Ismail, Mohd Tahir
2017-08-01
Recently, forecasting time series has attracted considerable attention in the field of analyzing financial time series data, specifically within the stock market index. Moreover, stock market forecasting is a challenging area of financial time-series forecasting. In this study, a hybrid methodology between Empirical Mode Decomposition with the Holt-Winter method (EMD-HW) is used to improve forecasting performances in financial time series. The strength of this EMD-HW lies in its ability to forecast non-stationary and non-linear time series without a need to use any transformation method. Moreover, EMD-HW has a relatively high accuracy and offers a new forecasting method in time series. The daily stock market time series data of 11 countries is applied to show the forecasting performance of the proposed EMD-HW. Based on the three forecast accuracy measures, the results indicate that EMD-HW forecasting performance is superior to traditional Holt-Winter forecasting method.
Solar Cycle 24 and the Solar Dynamo
NASA Technical Reports Server (NTRS)
Pesnell, W. D.; Schatten, K.
2007-01-01
We will discuss the polar field precursor method for solar activity prediction, which predicts cycle 24 will be significantly lower than recent activity cycles, and some new ideas rejuvenating Babcock's shallow surface dynamo. The polar field precursor method is based on Babcock and Leighton's dynamo models wherein the polar field at solar minimum plays a major role in generating the next cycle's toroidal field and sunspots. Thus, by examining the polar fields of the Sun near solar minimum, a forecast for the next cycle's activity is obtained. With the current low value for the Sun's polar fields, this method predicts solar cycle 24 will be one of the lowest in recent times, with smoothed F10.7 radio flux values peaking near 135 plus or minus 35 (2 sigma), in the 2012-2013 timeframe (equivalent to smoothed Rz near 80 plus or minus 35 [2 sigma]). One may have to consider solar activity as far back as the early 20th century to find a cycle of comparable magnitude. We discuss unusual behavior in the Sun's polar fields that support this prediction. Normally, the solar precursor method is consistent with the geomagnetic precursor method, wherein geomagnetic variations are thought to be a good measure of the Sun's polar field strength. Because of the unusual polar field, the Earth does not appear to be currently bathed in the Sun's extended polar field (the interplanetary field), hence negating the primal cause behind the geomagnetic precursor technique. We also discuss how percolation may support Babcock's original shallow solar dynamo. In this process ephemeral regions from the solar magnetic carpet, guided by shallow surface fields, may collect to form pores and sunspots.
Spatial nonlinearities: Cascading effects in the earth system
Peters, Debra P.C.; Pielke, R.A.; Bestelmeyer, B.T.; Allen, Craig D.; Munson-McGee, Stuart; Havstad, K. M.; Canadell, Josep G.; Pataki, Diane E.; Pitelka, Louis F.
2006-01-01
Nonlinear behavior is prevalent in all aspects of the Earth System, including ecological responses to global change (Gallagher and Appenzeller 1999; Steffen et al. 2004). Nonlinear behavior refers to a large, discontinuous change in response to a small change in a driving variable (Rial et al. 2004). In contrast to linear systems where responses are smooth, well-behaved, continuous functions, nonlinear systems often undergo sharp or discontinuous transitions resulting from the crossing of thresholds. These nonlinear responses can result in surprising behavior that makes forecasting difficult (Kaplan and Glass 1995). Given that many system dynamics are nonlinear, it is imperative that conceptual and quantitative tools be developed to increase our understanding of the processes leading to nonlinear behavior in order to determine if forecasting can be improved under future environmental changes (Clark et al. 2001).
Long-Range Solar Activity Predictions: A Reprieve from Cycle #24's Activity
NASA Technical Reports Server (NTRS)
Richon, K.; Schatten, K.
2003-01-01
We discuss the field of long-range solar activity predictions and provide an outlook into future solar activity. Orbital predictions for satellites in Low Earth Orbit (LEO) depend strongly on exospheric densities. Solar activity forecasting is important in this regard, as the solar ultra-violet (UV) and extreme ultraviolet (EUV) radiations inflate the upper atmospheric layers of the Earth, forming the exosphere in which satellites orbit. Rather than concentrate on statistical, or numerical methods, we utilize a class of techniques (precursor methods) which is founded in physical theory. The geomagnetic precursor method was originally developed by the Russian geophysicist, Ohl, using geomagnetic observations to predict future solar activity. It was later extended to solar observations, and placed within the context of physical theory, namely the workings of the Sun s Babcock dynamo. We later expanded the prediction methods with a SOlar Dynamo Amplitude (SODA) index. The SODA index is a measure of the buried solar magnetic flux, using toroidal and poloidal field components. It allows one to predict future solar activity during any phase of the solar cycle, whereas previously, one was restricted to making predictions only at solar minimum. We are encouraged that solar cycle #23's behavior fell closely along our predicted curve, peaking near 192, comparable to the Schatten, Myers and Sofia (1996) forecast of 182+/-30. Cycle #23 extends from 1996 through approximately 2006 or 2007, with cycle #24 starting thereafter. We discuss the current forecast of solar cycle #24, (2006-2016), with a predicted smoothed F10.7 radio flux of 142+/-28 (1-sigma errors). This, we believe, represents a reprieve, in terms of reduced fuel costs, etc., for new satellites to be launched or old satellites (requiring reboosting) which have been placed in LEO. By monitoring the Sun s most deeply rooted magnetic fields; long-range solar activity can be predicted. Although a degree of uncertainty in the long-range predictions remains, requiring future monitoring, we do not expect the next cycle's + 2-sigma value will rise significantly above solar cycle #23's activity level.
Comparison of Adaline and Multiple Linear Regression Methods for Rainfall Forecasting
NASA Astrophysics Data System (ADS)
Sutawinaya, IP; Astawa, INGA; Hariyanti, NKD
2018-01-01
Heavy rainfall can cause disaster, therefore need a forecast to predict rainfall intensity. Main factor that cause flooding is there is a high rainfall intensity and it makes the river become overcapacity. This will cause flooding around the area. Rainfall factor is a dynamic factor, so rainfall is very interesting to be studied. In order to support the rainfall forecasting, there are methods that can be used from Artificial Intelligence (AI) to statistic. In this research, we used Adaline for AI method and Regression for statistic method. The more accurate forecast result shows the method that used is good for forecasting the rainfall. Through those methods, we expected which is the best method for rainfall forecasting here.
Jane, Nancy Yesudhas; Nehemiah, Khanna Harichandran; Arputharaj, Kannan
2016-01-01
Clinical time-series data acquired from electronic health records (EHR) are liable to temporal complexities such as irregular observations, missing values and time constrained attributes that make the knowledge discovery process challenging. This paper presents a temporal rough set induced neuro-fuzzy (TRiNF) mining framework that handles these complexities and builds an effective clinical decision-making system. TRiNF provides two functionalities namely temporal data acquisition (TDA) and temporal classification. In TDA, a time-series forecasting model is constructed by adopting an improved double exponential smoothing method. The forecasting model is used in missing value imputation and temporal pattern extraction. The relevant attributes are selected using a temporal pattern based rough set approach. In temporal classification, a classification model is built with the selected attributes using a temporal pattern induced neuro-fuzzy classifier. For experimentation, this work uses two clinical time series dataset of hepatitis and thrombosis patients. The experimental result shows that with the proposed TRiNF framework, there is a significant reduction in the error rate, thereby obtaining the classification accuracy on an average of 92.59% for hepatitis and 91.69% for thrombosis dataset. The obtained classification results prove the efficiency of the proposed framework in terms of its improved classification accuracy.
Using Time-Series Regression to Predict Academic Library Circulations.
ERIC Educational Resources Information Center
Brooks, Terrence A.
1984-01-01
Four methods were used to forecast monthly circulation totals in 15 midwestern academic libraries: dummy time-series regression, lagged time-series regression, simple average (straight-line forecasting), monthly average (naive forecasting). In tests of forecasting accuracy, dummy regression method and monthly mean method exhibited smallest average…
Periodicity analysis of tourist arrivals to Banda Aceh using smoothing SARIMA approach
NASA Astrophysics Data System (ADS)
Miftahuddin, Helida, Desri; Sofyan, Hizir
2017-11-01
Forecasting the number of tourist arrivals who enters a region is needed for tourism businesses, economic and industrial policies, so that the statistical modeling needs to be conducted. Banda Aceh is the capital of Aceh province more economic activity is driven by the services sector, one of which is the tourism sector. Therefore, the prediction of the number of tourist arrivals is needed to develop further policies. The identification results indicate that the data arrival of foreign tourists to Banda Aceh to contain the trend and seasonal nature. Allegedly, the number of arrivals is influenced by external factors, such as economics, politics, and the holiday season caused the structural break in the data. Trend patterns are detected by using polynomial regression with quadratic and cubic approaches, while seasonal is detected by a periodic regression polynomial with quadratic and cubic approach. To model the data that has seasonal effects, one of the statistical methods that can be used is SARIMA (Seasonal Autoregressive Integrated Moving Average). The results showed that the smoothing, a method to detect the trend pattern is cubic polynomial regression approach, with the modified model and the multiplicative periodicity of 12 months. The AIC value obtained was 70.52. While the method for detecting the seasonal pattern is a periodic regression polynomial cubic approach, with the modified model and the multiplicative periodicity of 12 months. The AIC value obtained was 73.37. Furthermore, the best model to predict the number of foreign tourist arrivals to Banda Aceh in 2017 to 2018 is SARIMA (0,1,1)(1,1,0) with MAPE is 26%.
Bayesian flood forecasting methods: A review
NASA Astrophysics Data System (ADS)
Han, Shasha; Coulibaly, Paulin
2017-08-01
Over the past few decades, floods have been seen as one of the most common and largely distributed natural disasters in the world. If floods could be accurately forecasted in advance, then their negative impacts could be greatly minimized. It is widely recognized that quantification and reduction of uncertainty associated with the hydrologic forecast is of great importance for flood estimation and rational decision making. Bayesian forecasting system (BFS) offers an ideal theoretic framework for uncertainty quantification that can be developed for probabilistic flood forecasting via any deterministic hydrologic model. It provides suitable theoretical structure, empirically validated models and reasonable analytic-numerical computation method, and can be developed into various Bayesian forecasting approaches. This paper presents a comprehensive review on Bayesian forecasting approaches applied in flood forecasting from 1999 till now. The review starts with an overview of fundamentals of BFS and recent advances in BFS, followed with BFS application in river stage forecasting and real-time flood forecasting, then move to a critical analysis by evaluating advantages and limitations of Bayesian forecasting methods and other predictive uncertainty assessment approaches in flood forecasting, and finally discusses the future research direction in Bayesian flood forecasting. Results show that the Bayesian flood forecasting approach is an effective and advanced way for flood estimation, it considers all sources of uncertainties and produces a predictive distribution of the river stage, river discharge or runoff, thus gives more accurate and reliable flood forecasts. Some emerging Bayesian forecasting methods (e.g. ensemble Bayesian forecasting system, Bayesian multi-model combination) were shown to overcome limitations of single model or fixed model weight and effectively reduce predictive uncertainty. In recent years, various Bayesian flood forecasting approaches have been developed and widely applied, but there is still room for improvements. Future research in the context of Bayesian flood forecasting should be on assimilation of various sources of newly available information and improvement of predictive performance assessment methods.
Karpušenkaitė, Aistė; Ruzgas, Tomas; Denafas, Gintaras
2018-05-01
The aim of the study was to create a hybrid forecasting method that could produce higher accuracy forecasts than previously used 'pure' time series methods. Mentioned methods were already tested with total automotive waste, hazardous automotive waste, and total medical waste generation, but demonstrated at least a 6% error rate in different cases and efforts were made to decrease it even more. Newly developed hybrid models used a random start generation method to incorporate different time-series advantages and it helped to increase the accuracy of forecasts by 3%-4% in hazardous automotive waste and total medical waste generation cases; the new model did not increase the accuracy of total automotive waste generation forecasts. Developed models' abilities to forecast short- and mid-term forecasts were tested using prediction horizon.
A Time-Series Water Level Forecasting Model Based on Imputation and Variable Selection Method.
Yang, Jun-He; Cheng, Ching-Hsue; Chan, Chia-Pan
2017-01-01
Reservoirs are important for households and impact the national economy. This paper proposed a time-series forecasting model based on estimating a missing value followed by variable selection to forecast the reservoir's water level. This study collected data from the Taiwan Shimen Reservoir as well as daily atmospheric data from 2008 to 2015. The two datasets are concatenated into an integrated dataset based on ordering of the data as a research dataset. The proposed time-series forecasting model summarily has three foci. First, this study uses five imputation methods to directly delete the missing value. Second, we identified the key variable via factor analysis and then deleted the unimportant variables sequentially via the variable selection method. Finally, the proposed model uses a Random Forest to build the forecasting model of the reservoir's water level. This was done to compare with the listing method under the forecasting error. These experimental results indicate that the Random Forest forecasting model when applied to variable selection with full variables has better forecasting performance than the listing model. In addition, this experiment shows that the proposed variable selection can help determine five forecast methods used here to improve the forecasting capability.
NASA Astrophysics Data System (ADS)
Wong, M.; Skamarock, W. C.
2015-12-01
Global numerical weather forecast tests were performed using the global nonhydrostatic atmospheric model, Model for Prediction Across Scales (MPAS), for the NOAA Storm Prediction Center 2015 Spring Forecast Experiment (May 2015) and the Plains Elevated Convection at Night (PECAN) field campaign (June to mid-July 2015). These two sets of forecasts were performed on 50-to-3 km and 15-to-3 km smoothly-varying horizontal meshes, respectively. Both variable-resolution meshes have nominal convection-permitting 3-km grid spacing over the entire continental US. Here we evaluate the limited-area (vs. global) spectra from these NWP simulations. We will show the simulated spectral characteristics of total kinetic energy, vertical velocity variance, and precipitation during these spring and summer periods when diurnal continental convection is most active over central US. Spectral characteristics of a high-resolution global 3-km simulation (essentially no nesting) from the 20 May 2013 Moore, OK tornado case are also shown. These characteristics include spectral scaling, shape, and anisotropy, as well as the effective resolution of continental convection representation in MPAS.
Zeng, Qianglin; Li, Dandan; Huang, Gui; Xia, Jin; Wang, Xiaoming; Zhang, Yamei; Tang, Wanping; Zhou, Hui
2016-08-31
Short-term forecast of pertussis incidence is helpful for advanced warning and planning resource needs for future epidemics. By utilizing the Auto-Regressive Integrated Moving Average (ARIMA) model and Exponential Smoothing (ETS) model as alterative models with R software, this paper analyzed data from Chinese Center for Disease Control and Prevention (China CDC) between January 2005 and June 2016. The ARIMA (0,1,0)(1,1,1)12 model (AICc = 1342.2 BIC = 1350.3) was selected as the best performing ARIMA model and the ETS (M,N,M) model (AICc = 1678.6, BIC = 1715.4) was selected as the best performing ETS model, and the ETS (M,N,M) model with the minimum RMSE was finally selected for in-sample-simulation and out-of-sample forecasting. Descriptive statistics showed that the reported number of pertussis cases by China CDC increased by 66.20% from 2005 (4058 cases) to 2015 (6744 cases). According to Hodrick-Prescott filter, there was an apparent cyclicity and seasonality in the pertussis reports. In out of sample forecasting, the model forecasted a relatively high incidence cases in 2016, which predicates an increasing risk of ongoing pertussis resurgence in the near future. In this regard, the ETS model would be a useful tool in simulating and forecasting the incidence of pertussis, and helping decision makers to take efficient decisions based on the advanced warning of disease incidence.
A Solar Time-Based Analog Ensemble Method for Regional Solar Power Forecasting
DOE Office of Scientific and Technical Information (OSTI.GOV)
Hodge, Brian S; Zhang, Xinmin; Li, Yuan
This paper presents a new analog ensemble method for day-ahead regional photovoltaic (PV) power forecasting with hourly resolution. By utilizing open weather forecast and power measurement data, this prediction method is processed within a set of historical data with similar meteorological data (temperature and irradiance), and astronomical date (solar time and earth declination angle). Further, clustering and blending strategies are applied to improve its accuracy in regional PV forecasting. The robustness of the proposed method is demonstrated with three different numerical weather prediction models, the North American Mesoscale Forecast System, the Global Forecast System, and the Short-Range Ensemble Forecast, formore » both region level and single site level PV forecasts. Using real measured data, the new forecasting approach is applied to the load zone in Southeastern Massachusetts as a case study. The normalized root mean square error (NRMSE) has been reduced by 13.80%-61.21% when compared with three tested baselines.« less
How is the weather? Forecasting inpatient glycemic control
Saulnier, George E; Castro, Janna C; Cook, Curtiss B; Thompson, Bithika M
2017-01-01
Aim: Apply methods of damped trend analysis to forecast inpatient glycemic control. Method: Observed and calculated point-of-care blood glucose data trends were determined over 62 weeks. Mean absolute percent error was used to calculate differences between observed and forecasted values. Comparisons were drawn between model results and linear regression forecasting. Results: The forecasted mean glucose trends observed during the first 24 and 48 weeks of projections compared favorably to the results provided by linear regression forecasting. However, in some scenarios, the damped trend method changed inferences compared with linear regression. In all scenarios, mean absolute percent error values remained below the 10% accepted by demand industries. Conclusion: Results indicate that forecasting methods historically applied within demand industries can project future inpatient glycemic control. Additional study is needed to determine if forecasting is useful in the analyses of other glucometric parameters and, if so, how to apply the techniques to quality improvement. PMID:29134125
Forecasting peaks of seasonal influenza epidemics.
Nsoesie, Elaine; Mararthe, Madhav; Brownstein, John
2013-06-21
We present a framework for near real-time forecast of influenza epidemics using a simulation optimization approach. The method combines an individual-based model and a simple root finding optimization method for parameter estimation and forecasting. In this study, retrospective forecasts were generated for seasonal influenza epidemics using web-based estimates of influenza activity from Google Flu Trends for 2004-2005, 2007-2008 and 2012-2013 flu seasons. In some cases, the peak could be forecasted 5-6 weeks ahead. This study adds to existing resources for influenza forecasting and the proposed method can be used in conjunction with other approaches in an ensemble framework.
Hybrid Intrusion Forecasting Framework for Early Warning System
NASA Astrophysics Data System (ADS)
Kim, Sehun; Shin, Seong-Jun; Kim, Hyunwoo; Kwon, Ki Hoon; Han, Younggoo
Recently, cyber attacks have become a serious hindrance to the stability of Internet. These attacks exploit interconnectivity of networks, propagate in an instant, and have become more sophisticated and evolutionary. Traditional Internet security systems such as firewalls, IDS and IPS are limited in terms of detecting recent cyber attacks in advance as these systems respond to Internet attacks only after the attacks inflict serious damage. In this paper, we propose a hybrid intrusion forecasting system framework for an early warning system. The proposed system utilizes three types of forecasting methods: time-series analysis, probabilistic modeling, and data mining method. By combining these methods, it is possible to take advantage of the forecasting technique of each while overcoming their drawbacks. Experimental results show that the hybrid intrusion forecasting method outperforms each of three forecasting methods.
NASA Astrophysics Data System (ADS)
Ghonima, M. S.; Yang, H.; Zhong, X.; Ozge, B.; Sahu, D. K.; Kim, C. K.; Babacan, O.; Hanna, R.; Kurtz, B.; Mejia, F. A.; Nguyen, A.; Urquhart, B.; Chow, C. W.; Mathiesen, P.; Bosch, J.; Wang, G.
2015-12-01
One of the main obstacles to high penetrations of solar power is the variable nature of solar power generation. To mitigate variability, grid operators have to schedule additional reliability resources, at considerable expense, to ensure that load requirements are met by generation. Thus despite the cost of solar PV decreasing, the cost of integrating solar power will increase as penetration of solar resources onto the electric grid increases. There are three principal tools currently available to mitigate variability impacts: (i) flexible generation, (ii) storage, either virtual (demand response) or physical devices and (iii) solar forecasting. Storage devices are a powerful tool capable of ensuring smooth power output from renewable resources. However, the high cost of storage is prohibitive and markets are still being designed to leverage their full potential and mitigate their limitation (e.g. empty storage). Solar forecasting provides valuable information on the daily net load profile and upcoming ramps (increasing or decreasing solar power output) thereby providing the grid advance warning to schedule ancillary generation more accurately, or curtail solar power output. In order to develop solar forecasting as a tool that can be utilized by the grid operators we identified two focus areas: (i) develop solar forecast technology and improve solar forecast accuracy and (ii) develop forecasts that can be incorporated within existing grid planning and operation infrastructure. The first issue required atmospheric science and engineering research, while the second required detailed knowledge of energy markets, and power engineering. Motivated by this background we will emphasize area (i) in this talk and provide an overview of recent advancements in solar forecasting especially in two areas: (a) Numerical modeling tools for coastal stratocumulus to improve scheduling in the day-ahead California energy market. (b) Development of a sky imager to provide short term forecasts (0-20 min ahead) to improve optimization and control of equipment on distribution feeders with high penetration of solar. Leveraging such tools that have seen extensive use in the atmospheric sciences supports the development of accurate physics-based solar forecast models. Directions for future research are also provided.
Multidecadal climate variability of global lands and oceans
McCabe, G.J.; Palecki, M.A.
2006-01-01
Principal components analysis (PCA) and singular value decomposition (SVD) are used to identify the primary modes of decadal and multidecadal variability in annual global Palmer Drought Severity Index (PDSI) values and sea-surface temperature (SSTs). The PDSI and SST data for 1925-2003 were detrended and smoothed (with a 10-year moving average) to isolate the decadal and multidecadal variability. The first two principal components (PCs) of the PDSI PCA explained almost 38% of the decadal and multidecadal variance in the detrended and smoothed global annual PDSI data. The first two PCs of detrended and smoothed global annual SSTs explained nearly 56% of the decadal variability in global SSTs. The PDSI PCs and the SST PCs are directly correlated in a pairwise fashion. The first PDSI and SST PCs reflect variability of the detrended and smoothed annual Pacific Decadal Oscillation (PDO), as well as detrended and smoothed annual Indian Ocean SSTs. The second set of PCs is strongly associated with the Atlantic Multidecadal Oscillation (AMO). The SVD analysis of the cross-covariance of the PDSI and SST data confirmed the close link between the PDSI and SST modes of decadal and multidecadal variation and provided a verification of the PCA results. These findings indicate that the major modes of multidecadal variations in SSTs and land-surface climate conditions are highly interrelated through a small number of spatially complex but slowly varying teleconnections. Therefore, these relations may be adaptable to providing improved baseline conditions for seasonal climate forecasting. Published in 2006 by John Wiley & Sons, Ltd.
Probabilistic Wind Power Ramp Forecasting Based on a Scenario Generation Method
DOE Office of Scientific and Technical Information (OSTI.GOV)
Wang, Qin; Florita, Anthony R; Krishnan, Venkat K
Wind power ramps (WPRs) are particularly important in the management and dispatch of wind power and currently drawing the attention of balancing authorities. With the aim to reduce the impact of WPRs for power system operations, this paper develops a probabilistic ramp forecasting method based on a large number of simulated scenarios. An ensemble machine learning technique is first adopted to forecast the basic wind power forecasting scenario and calculate the historical forecasting errors. A continuous Gaussian mixture model (GMM) is used to fit the probability distribution function (PDF) of forecasting errors. The cumulative distribution function (CDF) is analytically deduced.more » The inverse transform method based on Monte Carlo sampling and the CDF is used to generate a massive number of forecasting error scenarios. An optimized swinging door algorithm is adopted to extract all the WPRs from the complete set of wind power forecasting scenarios. The probabilistic forecasting results of ramp duration and start-time are generated based on all scenarios. Numerical simulations on publicly available wind power data show that within a predefined tolerance level, the developed probabilistic wind power ramp forecasting method is able to predict WPRs with a high level of sharpness and accuracy.« less
Probabilistic Wind Power Ramp Forecasting Based on a Scenario Generation Method: Preprint
DOE Office of Scientific and Technical Information (OSTI.GOV)
Wang, Qin; Florita, Anthony R; Krishnan, Venkat K
2017-08-31
Wind power ramps (WPRs) are particularly important in the management and dispatch of wind power, and they are currently drawing the attention of balancing authorities. With the aim to reduce the impact of WPRs for power system operations, this paper develops a probabilistic ramp forecasting method based on a large number of simulated scenarios. An ensemble machine learning technique is first adopted to forecast the basic wind power forecasting scenario and calculate the historical forecasting errors. A continuous Gaussian mixture model (GMM) is used to fit the probability distribution function (PDF) of forecasting errors. The cumulative distribution function (CDF) ismore » analytically deduced. The inverse transform method based on Monte Carlo sampling and the CDF is used to generate a massive number of forecasting error scenarios. An optimized swinging door algorithm is adopted to extract all the WPRs from the complete set of wind power forecasting scenarios. The probabilistic forecasting results of ramp duration and start time are generated based on all scenarios. Numerical simulations on publicly available wind power data show that within a predefined tolerance level, the developed probabilistic wind power ramp forecasting method is able to predict WPRs with a high level of sharpness and accuracy.« less
Model-free aftershock forecasts constructed from similar sequences in the past
NASA Astrophysics Data System (ADS)
van der Elst, N.; Page, M. T.
2017-12-01
The basic premise behind aftershock forecasting is that sequences in the future will be similar to those in the past. Forecast models typically use empirically tuned parametric distributions to approximate past sequences, and project those distributions into the future to make a forecast. While parametric models do a good job of describing average outcomes, they are not explicitly designed to capture the full range of variability between sequences, and can suffer from over-tuning of the parameters. In particular, parametric forecasts may produce a high rate of "surprises" - sequences that land outside the forecast range. Here we present a non-parametric forecast method that cuts out the parametric "middleman" between training data and forecast. The method is based on finding past sequences that are similar to the target sequence, and evaluating their outcomes. We quantify similarity as the Poisson probability that the observed event count in a past sequence reflects the same underlying intensity as the observed event count in the target sequence. Event counts are defined in terms of differential magnitude relative to the mainshock. The forecast is then constructed from the distribution of past sequences outcomes, weighted by their similarity. We compare the similarity forecast with the Reasenberg and Jones (RJ95) method, for a set of 2807 global aftershock sequences of M≥6 mainshocks. We implement a sequence-specific RJ95 forecast using a global average prior and Bayesian updating, but do not propagate epistemic uncertainty. The RJ95 forecast is somewhat more precise than the similarity forecast: 90% of observed sequences fall within a factor of two of the median RJ95 forecast value, whereas the fraction is 85% for the similarity forecast. However, the surprise rate is much higher for the RJ95 forecast; 10% of observed sequences fall in the upper 2.5% of the (Poissonian) forecast range. The surprise rate is less than 3% for the similarity forecast. The similarity forecast may be useful to emergency managers and non-specialists when confidence or expertise in parametric forecasting may be lacking. The method makes over-tuning impossible, and minimizes the rate of surprises. At the least, this forecast constitutes a useful benchmark for more precisely tuned parametric forecasts.
The development rainfall forecasting using kalman filter
NASA Astrophysics Data System (ADS)
Zulfi, Mohammad; Hasan, Moh.; Dwidja Purnomo, Kosala
2018-04-01
Rainfall forecasting is very interesting for agricultural planing. Rainfall information is useful to make decisions about the plan planting certain commodities. In this studies, the rainfall forecasting by ARIMA and Kalman Filter method. Kalman Filter method is used to declare a time series model of which is shown in the form of linear state space to determine the future forecast. This method used a recursive solution to minimize error. The rainfall data in this research clustered by K-means clustering. Implementation of Kalman Filter method is for modelling and forecasting rainfall in each cluster. We used ARIMA (p,d,q) to construct a state space for KalmanFilter model. So, we have four group of the data and one model in each group. In conclusions, Kalman Filter method is better than ARIMA model for rainfall forecasting in each group. It can be showed from error of Kalman Filter method that smaller than error of ARIMA model.
Compensated Box-Jenkins transfer function for short term load forecast
DOE Office of Scientific and Technical Information (OSTI.GOV)
Breipohl, A.; Yu, Z.; Lee, F.N.
In the past years, the Box-Jenkins ARIMA method and the Box-Jenkins transfer function method (BJTF) have been among the most commonly used methods for short term electrical load forecasting. But when there exists a sudden change in the temperature, both methods tend to exhibit larger errors in the forecast. This paper demonstrates that the load forecasting errors resulting from either the BJ ARIMA model or the BJTF model are not simply white noise, but rather well-patterned noise, and the patterns in the noise can be used to improve the forecasts. Thus a compensated Box-Jenkins transfer method (CBJTF) is proposed tomore » improve the accuracy of the load prediction. Some case studies have been made which result in about a 14-33% reduction of the root mean square (RMS) errors of the forecasts, depending on the compensation time period as well as the compensation method used.« less
Scheel, Ida; Ferkingstad, Egil; Frigessi, Arnoldo; Haug, Ola; Hinnerichsen, Mikkel; Meze-Hausken, Elisabeth
2013-01-01
Climate change will affect the insurance industry. We develop a Bayesian hierarchical statistical approach to explain and predict insurance losses due to weather events at a local geographic scale. The number of weather-related insurance claims is modelled by combining generalized linear models with spatially smoothed variable selection. Using Gibbs sampling and reversible jump Markov chain Monte Carlo methods, this model is fitted on daily weather and insurance data from each of the 319 municipalities which constitute southern and central Norway for the period 1997–2006. Precise out-of-sample predictions validate the model. Our results show interesting regional patterns in the effect of different weather covariates. In addition to being useful for insurance pricing, our model can be used for short-term predictions based on weather forecasts and for long-term predictions based on downscaled climate models. PMID:23396890
Real Time Business Analytics for Buying or Selling Transaction on Commodity Warehouse Receipt System
NASA Astrophysics Data System (ADS)
Djatna, Taufik; Teniwut, Wellem A.; Hairiyah, Nina; Marimin
2017-10-01
The requirement for smooth information such as buying and selling is essential for commodity warehouse receipt system such as dried seaweed and their stakeholders to transact for an operational transaction. Transactions of buying or selling a commodity warehouse receipt system are a risky process due to the fluctuations in dynamic commodity prices. An integrated system to determine the condition of the real time was needed to make a decision-making transaction by the owner or prospective buyer. The primary motivation of this study is to propose computational methods to trace market tendency for either buying or selling processes. The empirical results reveal that feature selection gain ratio and k-NN outperforms other forecasting models, implying that the proposed approach is a promising alternative to the stock market tendency of warehouse receipt document exploration with accurate level rate is 95.03%.
Naive vs. Sophisticated Methods of Forecasting Public Library Circulations.
ERIC Educational Resources Information Center
Brooks, Terrence A.
1984-01-01
Two sophisticated--autoregressive integrated moving average (ARIMA), straight-line regression--and two naive--simple average, monthly average--forecasting techniques were used to forecast monthly circulation totals of 34 public libraries. Comparisons of forecasts and actual totals revealed that ARIMA and monthly average methods had smallest mean…
Medina, Daniel C.; Findley, Sally E.; Guindo, Boubacar; Doumbia, Seydou
2007-01-01
Background Much of the developing world, particularly sub-Saharan Africa, exhibits high levels of morbidity and mortality associated with diarrhea, acute respiratory infection, and malaria. With the increasing awareness that the aforementioned infectious diseases impose an enormous burden on developing countries, public health programs therein could benefit from parsimonious general-purpose forecasting methods to enhance infectious disease intervention. Unfortunately, these disease time-series often i) suffer from non-stationarity; ii) exhibit large inter-annual plus seasonal fluctuations; and, iii) require disease-specific tailoring of forecasting methods. Methodology/Principal Findings In this longitudinal retrospective (01/1996–06/2004) investigation, diarrhea, acute respiratory infection of the lower tract, and malaria consultation time-series are fitted with a general-purpose econometric method, namely the multiplicative Holt-Winters, to produce contemporaneous on-line forecasts for the district of Niono, Mali. This method accommodates seasonal, as well as inter-annual, fluctuations and produces reasonably accurate median 2- and 3-month horizon forecasts for these non-stationary time-series, i.e., 92% of the 24 time-series forecasts generated (2 forecast horizons, 3 diseases, and 4 age categories = 24 time-series forecasts) have mean absolute percentage errors circa 25%. Conclusions/Significance The multiplicative Holt-Winters forecasting method: i) performs well across diseases with dramatically distinct transmission modes and hence it is a strong general-purpose forecasting method candidate for non-stationary epidemiological time-series; ii) obliquely captures prior non-linear interactions between climate and the aforementioned disease dynamics thus, obviating the need for more complex disease-specific climate-based parametric forecasting methods in the district of Niono; furthermore, iii) readily decomposes time-series into seasonal components thereby potentially assisting with programming of public health interventions, as well as monitoring of disease dynamics modification. Therefore, these forecasts could improve infectious diseases management in the district of Niono, Mali, and elsewhere in the Sahel. PMID:18030322
Medina, Daniel C; Findley, Sally E; Guindo, Boubacar; Doumbia, Seydou
2007-11-21
Much of the developing world, particularly sub-Saharan Africa, exhibits high levels of morbidity and mortality associated with diarrhea, acute respiratory infection, and malaria. With the increasing awareness that the aforementioned infectious diseases impose an enormous burden on developing countries, public health programs therein could benefit from parsimonious general-purpose forecasting methods to enhance infectious disease intervention. Unfortunately, these disease time-series often i) suffer from non-stationarity; ii) exhibit large inter-annual plus seasonal fluctuations; and, iii) require disease-specific tailoring of forecasting methods. In this longitudinal retrospective (01/1996-06/2004) investigation, diarrhea, acute respiratory infection of the lower tract, and malaria consultation time-series are fitted with a general-purpose econometric method, namely the multiplicative Holt-Winters, to produce contemporaneous on-line forecasts for the district of Niono, Mali. This method accommodates seasonal, as well as inter-annual, fluctuations and produces reasonably accurate median 2- and 3-month horizon forecasts for these non-stationary time-series, i.e., 92% of the 24 time-series forecasts generated (2 forecast horizons, 3 diseases, and 4 age categories = 24 time-series forecasts) have mean absolute percentage errors circa 25%. The multiplicative Holt-Winters forecasting method: i) performs well across diseases with dramatically distinct transmission modes and hence it is a strong general-purpose forecasting method candidate for non-stationary epidemiological time-series; ii) obliquely captures prior non-linear interactions between climate and the aforementioned disease dynamics thus, obviating the need for more complex disease-specific climate-based parametric forecasting methods in the district of Niono; furthermore, iii) readily decomposes time-series into seasonal components thereby potentially assisting with programming of public health interventions, as well as monitoring of disease dynamics modification. Therefore, these forecasts could improve infectious diseases management in the district of Niono, Mali, and elsewhere in the Sahel.
NASA Astrophysics Data System (ADS)
Rasim; Junaeti, E.; Wirantika, R.
2018-01-01
Accurate forecasting for the sale of a product depends on the forecasting method used. The purpose of this research is to build motorcycle sales forecasting application using Fuzzy Time Series method combined with interval determination using automatic clustering algorithm. Forecasting is done using the sales data of motorcycle sales in the last ten years. Then the error rate of forecasting is measured using Means Percentage Error (MPE) and Means Absolute Percentage Error (MAPE). The results of forecasting in the one-year period obtained in this study are included in good accuracy.
School District Enrollment Projections: A Comparison of Three Methods.
ERIC Educational Resources Information Center
Pettibone, Timothy J.; Bushan, Latha
This study assesses three methods of forecasting school enrollments: the cohort-sruvival method (grade progression), the statistical forecasting procedure developed by the Statistical Analysis System (SAS) Institute, and a simple ratio computation. The three methods were used to forecast school enrollments for kindergarten through grade 12 in a…
NASA Astrophysics Data System (ADS)
Ito, Shigenobu; Yukita, Kazuto; Goto, Yasuyuki; Ichiyanagi, Katsuhiro; Nakano, Hiroyuki
By the development of industry, in recent years; dependence to electric energy is growing year by year. Therefore, reliable electric power supply is in need. However, to stock a huge amount of electric energy is very difficult. Also, there is a necessity to keep balance between the demand and supply, which changes hour after hour. Consequently, to supply the high quality and highly dependable electric power supply, economically, and with high efficiency, there is a need to forecast the movement of the electric power demand carefully in advance. And using that forecast as the source, supply and demand management plan should be made. Thus load forecasting is said to be an important job among demand investment of electric power companies. So far, forecasting method using Fuzzy logic, Neural Net Work, Regression model has been suggested for the development of forecasting accuracy. Those forecasting accuracy is in a high level. But to invest electric power in higher accuracy more economically, a new forecasting method with higher accuracy is needed. In this paper, to develop the forecasting accuracy of the former methods, the daily peak load forecasting method using the weather distribution of highest and lowest temperatures, and comparison value of each nearby date data is suggested.
NASA Astrophysics Data System (ADS)
Susanti, D.; Hartini, E.; Permana, A.
2017-01-01
Sale and purchase of the growing competition between companies in Indonesian, make every company should have a proper planning in order to win the competition with other companies. One of the things that can be done to design the plan is to make car sales forecast for the next few periods, it’s required that the amount of inventory of cars that will be sold in proportion to the number of cars needed. While to get the correct forecasting, on of the methods that can be used is the method of Adaptive Spline Threshold Autoregression (ASTAR). Therefore, this time the discussion will focus on the use of Adaptive Spline Threshold Autoregression (ASTAR) method in forecasting the volume of car sales in PT.Srikandi Diamond Motors using time series data.In the discussion of this research, forecasting using the method of forecasting value Adaptive Spline Threshold Autoregression (ASTAR) produce approximately correct.
[Improved euler algorithm for trend forecast model and its application to oil spectrum analysis].
Zheng, Chang-song; Ma, Biao
2009-04-01
The oil atomic spectrometric analysis technology is one of the most important methods for fault diagnosis and state monitoring of large machine equipment. The gray method is preponderant in the trend forecast at the same time. With the use of oil atomic spectrometric analysis result and combining the gray forecast theory, the present paper established a gray forecast model of the Fe/Cu concentration trend in the power-shift steering transmission. Aiming at the shortage of the gray method used in the trend forecast, the improved Euler algorithm was put forward for the first time to resolve the problem of the gray model and avoid the non-precision that the old gray model's forecast value depends on the first test value. This new method can make the forecast value more precision as shown in the example. Combined with the threshold value of the oil atomic spectrometric analysis, the new method was applied on the Fe/Cu concentration forecast and the premonition of fault information was obtained. So we can take steps to prevent the fault and this algorithm can be popularized to the state monitoring in the industry.
Dai, Wensheng; Wu, Jui-Yu; Lu, Chi-Jie
2014-01-01
Sales forecasting is one of the most important issues in managing information technology (IT) chain store sales since an IT chain store has many branches. Integrating feature extraction method and prediction tool, such as support vector regression (SVR), is a useful method for constructing an effective sales forecasting scheme. Independent component analysis (ICA) is a novel feature extraction technique and has been widely applied to deal with various forecasting problems. But, up to now, only the basic ICA method (i.e., temporal ICA model) was applied to sale forecasting problem. In this paper, we utilize three different ICA methods including spatial ICA (sICA), temporal ICA (tICA), and spatiotemporal ICA (stICA) to extract features from the sales data and compare their performance in sales forecasting of IT chain store. Experimental results from a real sales data show that the sales forecasting scheme by integrating stICA and SVR outperforms the comparison models in terms of forecasting error. The stICA is a promising tool for extracting effective features from branch sales data and the extracted features can improve the prediction performance of SVR for sales forecasting.
Dai, Wensheng
2014-01-01
Sales forecasting is one of the most important issues in managing information technology (IT) chain store sales since an IT chain store has many branches. Integrating feature extraction method and prediction tool, such as support vector regression (SVR), is a useful method for constructing an effective sales forecasting scheme. Independent component analysis (ICA) is a novel feature extraction technique and has been widely applied to deal with various forecasting problems. But, up to now, only the basic ICA method (i.e., temporal ICA model) was applied to sale forecasting problem. In this paper, we utilize three different ICA methods including spatial ICA (sICA), temporal ICA (tICA), and spatiotemporal ICA (stICA) to extract features from the sales data and compare their performance in sales forecasting of IT chain store. Experimental results from a real sales data show that the sales forecasting scheme by integrating stICA and SVR outperforms the comparison models in terms of forecasting error. The stICA is a promising tool for extracting effective features from branch sales data and the extracted features can improve the prediction performance of SVR for sales forecasting. PMID:25165740
2017-07-01
forecasts and observations on a common grid, which enables the application a number of different spatial verification methods that reveal various...forecasts of continuous meteorological variables using categorical and object-based methods . White Sands Missile Range (NM): Army Research Laboratory (US... Research version of the Weather Research and Forecasting Model adapted for generating short-range nowcasts and gridded observations produced by the
A scoping review of malaria forecasting: past work and future directions
Zinszer, Kate; Verma, Aman D; Charland, Katia; Brewer, Timothy F; Brownstein, John S; Sun, Zhuoyu; Buckeridge, David L
2012-01-01
Objectives There is a growing body of literature on malaria forecasting methods and the objective of our review is to identify and assess methods, including predictors, used to forecast malaria. Design Scoping review. Two independent reviewers searched information sources, assessed studies for inclusion and extracted data from each study. Information sources Search strategies were developed and the following databases were searched: CAB Abstracts, EMBASE, Global Health, MEDLINE, ProQuest Dissertations & Theses and Web of Science. Key journals and websites were also manually searched. Eligibility criteria for included studies We included studies that forecasted incidence, prevalence or epidemics of malaria over time. A description of the forecasting model and an assessment of the forecast accuracy of the model were requirements for inclusion. Studies were restricted to human populations and to autochthonous transmission settings. Results We identified 29 different studies that met our inclusion criteria for this review. The forecasting approaches included statistical modelling, mathematical modelling and machine learning methods. Climate-related predictors were used consistently in forecasting models, with the most common predictors being rainfall, relative humidity, temperature and the normalised difference vegetation index. Model evaluation was typically based on a reserved portion of data and accuracy was measured in a variety of ways including mean-squared error and correlation coefficients. We could not compare the forecast accuracy of models from the different studies as the evaluation measures differed across the studies. Conclusions Applying different forecasting methods to the same data, exploring the predictive ability of non-environmental variables, including transmission reducing interventions and using common forecast accuracy measures will allow malaria researchers to compare and improve models and methods, which should improve the quality of malaria forecasting. PMID:23180505
NASA Astrophysics Data System (ADS)
Khan, Valentina; Tscepelev, Valery; Vilfand, Roman; Kulikova, Irina; Kruglova, Ekaterina; Tischenko, Vladimir
2016-04-01
Long-range forecasts at monthly-seasonal time scale are in great demand of socio-economic sectors for exploiting climate-related risks and opportunities. At the same time, the quality of long-range forecasts is not fully responding to user application necessities. Different approaches, including combination of different prognostic models, are used in forecast centers to increase the prediction skill for specific regions and globally. In the present study, two forecasting methods are considered which are exploited in operational practice of Hydrometeorological Center of Russia. One of them is synoptical-analogous method of forecasting of surface air temperature at monthly scale. Another one is dynamical system based on the global semi-Lagrangian model SL-AV, developed in collaboration of Institute of Numerical Mathematics and Hydrometeorological Centre of Russia. The seasonal version of this model has been used to issue global and regional forecasts at monthly-seasonal time scales. This study presents results of the evaluation of surface air temperature forecasts generated with using above mentioned synoptical-statistical and dynamical models, and their combination to potentially increase skill score over Northern Eurasia. The test sample of operational forecasts is encompassing period from 2010 through 2015. The seasonal and interannual variability of skill scores of these methods has been discussed. It was noticed that the quality of all forecasts is highly dependent on the inertia of macro-circulation processes. The skill scores of forecasts are decreasing during significant alterations of synoptical fields for both dynamical and empirical schemes. Procedure of combination of forecasts from different methods, in some cases, has demonstrated its effectiveness. For this study the support has been provided by Grant of Russian Science Foundation (№14-37-00053).
Watson, Stella C; Liu, Yan; Lund, Robert B; Gettings, Jenna R; Nordone, Shila K; McMahan, Christopher S; Yabsley, Michael J
2017-01-01
This paper models the prevalence of antibodies to Borrelia burgdorferi in domestic dogs in the United States using climate, geographic, and societal factors. We then use this model to forecast the prevalence of antibodies to B. burgdorferi in dogs for 2016. The data available for this study consists of 11,937,925 B. burgdorferi serologic test results collected at the county level within the 48 contiguous United States from 2011-2015. Using the serologic data, a baseline B. burgdorferi antibody prevalence map was constructed through the use of spatial smoothing techniques after temporal aggregation; i.e., head-banging and Kriging. In addition, several covariates purported to be associated with B. burgdorferi prevalence were collected on the same spatio-temporal granularity, and include forestation, elevation, water coverage, temperature, relative humidity, precipitation, population density, and median household income. A Bayesian spatio-temporal conditional autoregressive (CAR) model was used to analyze these data, for the purposes of identifying significant risk factors and for constructing disease forecasts. The fidelity of the forecasting technique was assessed using historical data, and a Lyme disease forecast for dogs in 2016 was constructed. The correlation between the county level model and baseline B. burgdorferi antibody prevalence estimates from 2011 to 2015 is 0.894, illustrating that the Bayesian spatio-temporal CAR model provides a good fit to these data. The fidelity of the forecasting technique was assessed in the usual fashion; i.e., the 2011-2014 data was used to forecast the 2015 county level prevalence, with comparisons between observed and predicted being made. The weighted (to acknowledge sample size) correlation between 2015 county level observed prevalence and 2015 forecasted prevalence is 0.978. A forecast for the prevalence of B. burgdorferi antibodies in domestic dogs in 2016 is also provided. The forecast presented from this model can be used to alert veterinarians in areas likely to see above average B. burgdorferi antibody prevalence in dogs in the upcoming year. In addition, because dogs and humans can be exposed to ticks in similar habitats, these data may ultimately prove useful in predicting areas where human Lyme disease risk may emerge.
Watson, Stella C.; Liu, Yan; Lund, Robert B.; Gettings, Jenna R.; Nordone, Shila K.; McMahan, Christopher S.
2017-01-01
This paper models the prevalence of antibodies to Borrelia burgdorferi in domestic dogs in the United States using climate, geographic, and societal factors. We then use this model to forecast the prevalence of antibodies to B. burgdorferi in dogs for 2016. The data available for this study consists of 11,937,925 B. burgdorferi serologic test results collected at the county level within the 48 contiguous United States from 2011-2015. Using the serologic data, a baseline B. burgdorferi antibody prevalence map was constructed through the use of spatial smoothing techniques after temporal aggregation; i.e., head-banging and Kriging. In addition, several covariates purported to be associated with B. burgdorferi prevalence were collected on the same spatio-temporal granularity, and include forestation, elevation, water coverage, temperature, relative humidity, precipitation, population density, and median household income. A Bayesian spatio-temporal conditional autoregressive (CAR) model was used to analyze these data, for the purposes of identifying significant risk factors and for constructing disease forecasts. The fidelity of the forecasting technique was assessed using historical data, and a Lyme disease forecast for dogs in 2016 was constructed. The correlation between the county level model and baseline B. burgdorferi antibody prevalence estimates from 2011 to 2015 is 0.894, illustrating that the Bayesian spatio-temporal CAR model provides a good fit to these data. The fidelity of the forecasting technique was assessed in the usual fashion; i.e., the 2011-2014 data was used to forecast the 2015 county level prevalence, with comparisons between observed and predicted being made. The weighted (to acknowledge sample size) correlation between 2015 county level observed prevalence and 2015 forecasted prevalence is 0.978. A forecast for the prevalence of B. burgdorferi antibodies in domestic dogs in 2016 is also provided. The forecast presented from this model can be used to alert veterinarians in areas likely to see above average B. burgdorferi antibody prevalence in dogs in the upcoming year. In addition, because dogs and humans can be exposed to ticks in similar habitats, these data may ultimately prove useful in predicting areas where human Lyme disease risk may emerge. PMID:28472096
A stochastic post-processing method for solar irradiance forecasts derived from NWPs models
NASA Astrophysics Data System (ADS)
Lara-Fanego, V.; Pozo-Vazquez, D.; Ruiz-Arias, J. A.; Santos-Alamillos, F. J.; Tovar-Pescador, J.
2010-09-01
Solar irradiance forecast is an important area of research for the future of the solar-based renewable energy systems. Numerical Weather Prediction models (NWPs) have proved to be a valuable tool for solar irradiance forecasting with lead time up to a few days. Nevertheless, these models show low skill in forecasting the solar irradiance under cloudy conditions. Additionally, climatic (averaged over seasons) aerosol loading are usually considered in these models, leading to considerable errors for the Direct Normal Irradiance (DNI) forecasts during high aerosols load conditions. In this work we propose a post-processing method for the Global Irradiance (GHI) and DNI forecasts derived from NWPs. Particularly, the methods is based on the use of Autoregressive Moving Average with External Explanatory Variables (ARMAX) stochastic models. These models are applied to the residuals of the NWPs forecasts and uses as external variables the measured cloud fraction and aerosol loading of the day previous to the forecast. The method is evaluated for a set one-moth length three-days-ahead forecast of the GHI and DNI, obtained based on the WRF mesoscale atmospheric model, for several locations in Andalusia (Southern Spain). The Cloud fraction is derived from MSG satellite estimates and the aerosol loading from the MODIS platform estimates. Both sources of information are readily available at the time of the forecast. Results showed a considerable improvement of the forecasting skill of the WRF model using the proposed post-processing method. Particularly, relative improvement (in terms of the RMSE) for the DNI during summer is about 20%. A similar value is obtained for the GHI during the winter.
New Models for Forecasting Enrollments: Fuzzy Time Series and Neural Network Approaches.
ERIC Educational Resources Information Center
Song, Qiang; Chissom, Brad S.
Since university enrollment forecasting is very important, many different methods and models have been proposed by researchers. Two new methods for enrollment forecasting are introduced: (1) the fuzzy time series model; and (2) the artificial neural networks model. Fuzzy time series has been proposed to deal with forecasting problems within a…
Post-processing method for wind speed ensemble forecast using wind speed and direction
NASA Astrophysics Data System (ADS)
Sofie Eide, Siri; Bjørnar Bremnes, John; Steinsland, Ingelin
2017-04-01
Statistical methods are widely applied to enhance the quality of both deterministic and ensemble NWP forecasts. In many situations, like wind speed forecasting, most of the predictive information is contained in one variable in the NWP models. However, in statistical calibration of deterministic forecasts it is often seen that including more variables can further improve forecast skill. For ensembles this is rarely taken advantage of, mainly due to that it is generally not straightforward how to include multiple variables. In this study, it is demonstrated how multiple variables can be included in Bayesian model averaging (BMA) by using a flexible regression method for estimating the conditional means. The method is applied to wind speed forecasting at 204 Norwegian stations based on wind speed and direction forecasts from the ECMWF ensemble system. At about 85 % of the sites the ensemble forecasts were improved in terms of CRPS by adding wind direction as predictor compared to only using wind speed. On average the improvements were about 5 %, but mainly for moderate to strong wind situations. For weak wind speeds adding wind direction had more or less neutral impact.
Robust Smoothing: Smoothing Parameter Selection and Applications to Fluorescence Spectroscopy∂
Lee, Jong Soo; Cox, Dennis D.
2009-01-01
Fluorescence spectroscopy has emerged in recent years as an effective way to detect cervical cancer. Investigation of the data preprocessing stage uncovered a need for a robust smoothing to extract the signal from the noise. Various robust smoothing methods for estimating fluorescence emission spectra are compared and data driven methods for the selection of smoothing parameter are suggested. The methods currently implemented in R for smoothing parameter selection proved to be unsatisfactory, and a computationally efficient procedure that approximates robust leave-one-out cross validation is presented. PMID:20729976
A Comparison of Forecast Error Generators for Modeling Wind and Load Uncertainty
DOE Office of Scientific and Technical Information (OSTI.GOV)
Lu, Ning; Diao, Ruisheng; Hafen, Ryan P.
2013-07-25
This paper presents four algorithms to generate random forecast error time series. The performance of four algorithms is compared. The error time series are used to create real-time (RT), hour-ahead (HA), and day-ahead (DA) wind and load forecast time series that statistically match historically observed forecasting data sets used in power grid operation to study the net load balancing need in variable generation integration studies. The four algorithms are truncated-normal distribution models, state-space based Markov models, seasonal autoregressive moving average (ARMA) models, and a stochastic-optimization based approach. The comparison is made using historical DA load forecast and actual load valuesmore » to generate new sets of DA forecasts with similar stoical forecast error characteristics (i.e., mean, standard deviation, autocorrelation, and cross-correlation). The results show that all methods generate satisfactory results. One method may preserve one or two required statistical characteristics better the other methods, but may not preserve other statistical characteristics as well compared with the other methods. Because the wind and load forecast error generators are used in wind integration studies to produce wind and load forecasts time series for stochastic planning processes, it is sometimes critical to use multiple methods to generate the error time series to obtain a statistically robust result. Therefore, this paper discusses and compares the capabilities of each algorithm to preserve the characteristics of the historical forecast data sets.« less
Sufficient Forecasting Using Factor Models
Fan, Jianqing; Xue, Lingzhou; Yao, Jiawei
2017-01-01
We consider forecasting a single time series when there is a large number of predictors and a possible nonlinear effect. The dimensionality was first reduced via a high-dimensional (approximate) factor model implemented by the principal component analysis. Using the extracted factors, we develop a novel forecasting method called the sufficient forecasting, which provides a set of sufficient predictive indices, inferred from high-dimensional predictors, to deliver additional predictive power. The projected principal component analysis will be employed to enhance the accuracy of inferred factors when a semi-parametric (approximate) factor model is assumed. Our method is also applicable to cross-sectional sufficient regression using extracted factors. The connection between the sufficient forecasting and the deep learning architecture is explicitly stated. The sufficient forecasting correctly estimates projection indices of the underlying factors even in the presence of a nonparametric forecasting function. The proposed method extends the sufficient dimension reduction to high-dimensional regimes by condensing the cross-sectional information through factor models. We derive asymptotic properties for the estimate of the central subspace spanned by these projection directions as well as the estimates of the sufficient predictive indices. We further show that the natural method of running multiple regression of target on estimated factors yields a linear estimate that actually falls into this central subspace. Our method and theory allow the number of predictors to be larger than the number of observations. We finally demonstrate that the sufficient forecasting improves upon the linear forecasting in both simulation studies and an empirical study of forecasting macroeconomic variables. PMID:29731537
NASA Astrophysics Data System (ADS)
Chen, C.; Rundle, J. B.; Holliday, J. R.; Nanjo, K.; Turcotte, D. L.; Li, S.; Tiampo, K. F.
2005-12-01
Forecast verification procedures for statistical events with binary outcomes typically rely on the use of contingency tables and Relative Operating Characteristic (ROC) diagrams. Originally developed for the statistical evaluation of tornado forecasts on a county-by-county basis, these methods can be adapted to the evaluation of competing earthquake forecasts. Here we apply these methods retrospectively to two forecasts for the m = 7.3 1999 Chi-Chi, Taiwan, earthquake. These forecasts are based on a method, Pattern Informatics (PI), that locates likely sites for future large earthquakes based on large change in activity of the smallest earthquakes. A competing null hypothesis, Relative Intensity (RI), is based on the idea that future large earthquake locations are correlated with sites having the greatest frequency of small earthquakes. We show that for Taiwan, the PI forecast method is superior to the RI forecast null hypothesis. Inspection of the two maps indicates that their forecast locations are indeed quite different. Our results confirm an earlier result suggesting that the earthquake preparation process for events such as the Chi-Chi earthquake involves anomalous changes in activation or quiescence, and that signatures of these processes can be detected in precursory seismicity data. Furthermore, we find that our methods can accurately forecast the locations of aftershocks from precursory seismicity changes alone, implying that the main shock together with its aftershocks represent a single manifestation of the formation of a high-stress region nucleating prior to the main shock.
NASA Astrophysics Data System (ADS)
Moschetti, M. P.; Mueller, C. S.; Boyd, O. S.; Petersen, M. D.
2013-12-01
In anticipation of the update of the Alaska seismic hazard maps (ASHMs) by the U. S. Geological Survey, we report progress on the comparison of smoothed seismicity models developed using fixed and adaptive smoothing algorithms, and investigate the sensitivity of seismic hazard to the models. While fault-based sources, such as those for great earthquakes in the Alaska-Aleutian subduction zone and for the ~10 shallow crustal faults within Alaska, dominate the seismic hazard estimates for locations near to the sources, smoothed seismicity rates make important contributions to seismic hazard away from fault-based sources and where knowledge of recurrence and magnitude is not sufficient for use in hazard studies. Recent developments in adaptive smoothing methods and statistical tests for evaluating and comparing rate models prompt us to investigate the appropriateness of adaptive smoothing for the ASHMs. We develop smoothed seismicity models for Alaska using fixed and adaptive smoothing methods and compare the resulting models by calculating and evaluating the joint likelihood test. We use the earthquake catalog, and associated completeness levels, developed for the 2007 ASHM to produce fixed-bandwidth-smoothed models with smoothing distances varying from 10 to 100 km and adaptively smoothed models. Adaptive smoothing follows the method of Helmstetter et al. and defines a unique smoothing distance for each earthquake epicenter from the distance to the nth nearest neighbor. The consequence of the adaptive smoothing methods is to reduce smoothing distances, causing locally increased seismicity rates, where seismicity rates are high and to increase smoothing distances where seismicity is sparse. We follow guidance from previous studies to optimize the neighbor number (n-value) by comparing model likelihood values, which estimate the likelihood that the observed earthquake epicenters from the recent catalog are derived from the smoothed rate models. We compare likelihood values from all rate models to rank the smoothing methods. We find that adaptively smoothed seismicity models yield better likelihood values than the fixed smoothing models. Holding all other (source and ground motion) models constant, we calculate seismic hazard curves for all points across Alaska on a 0.1 degree grid, using the adaptively smoothed and fixed smoothed seismicity models separately. Because adaptively smoothed models concentrate seismicity near the earthquake epicenters where seismicity rates are high, the corresponding hazard values are higher, locally, but reduced with distance from observed seismicity, relative to the hazard from fixed-bandwidth models. We suggest that adaptively smoothed seismicity models be considered for implementation in the update to the ASHMs because of their improved likelihood estimates relative to fixed smoothing methods; however, concomitant increases in seismic hazard will cause significant changes in regions of high seismicity, such as near the subduction zone, northeast of Kotzebue, and along the NNE trending zone of seismicity in the Alaskan interior.
Moschetti, Morgan P.; Mueller, Charles S.; Boyd, Oliver S.; Petersen, Mark D.
2014-01-01
In anticipation of the update of the Alaska seismic hazard maps (ASHMs) by the U. S. Geological Survey, we report progress on the comparison of smoothed seismicity models developed using fixed and adaptive smoothing algorithms, and investigate the sensitivity of seismic hazard to the models. While fault-based sources, such as those for great earthquakes in the Alaska-Aleutian subduction zone and for the ~10 shallow crustal faults within Alaska, dominate the seismic hazard estimates for locations near to the sources, smoothed seismicity rates make important contributions to seismic hazard away from fault-based sources and where knowledge of recurrence and magnitude is not sufficient for use in hazard studies. Recent developments in adaptive smoothing methods and statistical tests for evaluating and comparing rate models prompt us to investigate the appropriateness of adaptive smoothing for the ASHMs. We develop smoothed seismicity models for Alaska using fixed and adaptive smoothing methods and compare the resulting models by calculating and evaluating the joint likelihood test. We use the earthquake catalog, and associated completeness levels, developed for the 2007 ASHM to produce fixed-bandwidth-smoothed models with smoothing distances varying from 10 to 100 km and adaptively smoothed models. Adaptive smoothing follows the method of Helmstetter et al. and defines a unique smoothing distance for each earthquake epicenter from the distance to the nth nearest neighbor. The consequence of the adaptive smoothing methods is to reduce smoothing distances, causing locally increased seismicity rates, where seismicity rates are high and to increase smoothing distances where seismicity is sparse. We follow guidance from previous studies to optimize the neighbor number (n-value) by comparing model likelihood values, which estimate the likelihood that the observed earthquake epicenters from the recent catalog are derived from the smoothed rate models. We compare likelihood values from all rate models to rank the smoothing methods. We find that adaptively smoothed seismicity models yield better likelihood values than the fixed smoothing models. Holding all other (source and ground motion) models constant, we calculate seismic hazard curves for all points across Alaska on a 0.1 degree grid, using the adaptively smoothed and fixed smoothed seismicity models separately. Because adaptively smoothed models concentrate seismicity near the earthquake epicenters where seismicity rates are high, the corresponding hazard values are higher, locally, but reduced with distance from observed seismicity, relative to the hazard from fixed-bandwidth models. We suggest that adaptively smoothed seismicity models be considered for implementation in the update to the ASHMs because of their improved likelihood estimates relative to fixed smoothing methods; however, concomitant increases in seismic hazard will cause significant changes in regions of high seismicity, such as near the subduction zone, northeast of Kotzebue, and along the NNE trending zone of seismicity in the Alaskan interior.
Evolving forecasting classifications and applications in health forecasting
Soyiri, Ireneous N; Reidpath, Daniel D
2012-01-01
Health forecasting forewarns the health community about future health situations and disease episodes so that health systems can better allocate resources and manage demand. The tools used for developing and measuring the accuracy and validity of health forecasts commonly are not defined although they are usually adapted forms of statistical procedures. This review identifies previous typologies used in classifying the forecasting methods commonly used in forecasting health conditions or situations. It then discusses the strengths and weaknesses of these methods and presents the choices available for measuring the accuracy of health-forecasting models, including a note on the discrepancies in the modes of validation. PMID:22615533
Real-time eruption forecasting using the material Failure Forecast Method with a Bayesian approach
NASA Astrophysics Data System (ADS)
Boué, A.; Lesage, P.; Cortés, G.; Valette, B.; Reyes-Dávila, G.
2015-04-01
Many attempts for deterministic forecasting of eruptions and landslides have been performed using the material Failure Forecast Method (FFM). This method consists in adjusting an empirical power law on precursory patterns of seismicity or deformation. Until now, most of the studies have presented hindsight forecasts based on complete time series of precursors and do not evaluate the ability of the method for carrying out real-time forecasting with partial precursory sequences. In this study, we present a rigorous approach of the FFM designed for real-time applications on volcano-seismic precursors. We use a Bayesian approach based on the FFM theory and an automatic classification of seismic events. The probability distributions of the data deduced from the performance of this classification are used as input. As output, it provides the probability of the forecast time at each observation time before the eruption. The spread of the a posteriori probability density function of the prediction time and its stability with respect to the observation time are used as criteria to evaluate the reliability of the forecast. We test the method on precursory accelerations of long-period seismicity prior to vulcanian explosions at Volcán de Colima (Mexico). For explosions preceded by a single phase of seismic acceleration, we obtain accurate and reliable forecasts using approximately 80% of the whole precursory sequence. It is, however, more difficult to apply the method to multiple acceleration patterns.
Forecasting the short-term passenger flow on high-speed railway with neural networks.
Xie, Mei-Quan; Li, Xia-Miao; Zhou, Wen-Liang; Fu, Yan-Bing
2014-01-01
Short-term passenger flow forecasting is an important component of transportation systems. The forecasting result can be applied to support transportation system operation and management such as operation planning and revenue management. In this paper, a divide-and-conquer method based on neural network and origin-destination (OD) matrix estimation is developed to forecast the short-term passenger flow in high-speed railway system. There are three steps in the forecasting method. Firstly, the numbers of passengers who arrive at each station or depart from each station are obtained from historical passenger flow data, which are OD matrices in this paper. Secondly, short-term passenger flow forecasting of the numbers of passengers who arrive at each station or depart from each station based on neural network is realized. At last, the OD matrices in short-term time are obtained with an OD matrix estimation method. The experimental results indicate that the proposed divide-and-conquer method performs well in forecasting the short-term passenger flow on high-speed railway.
NASA Astrophysics Data System (ADS)
Tanguy, M.; Prudhomme, C.; Harrigan, S.; Smith, K. A.; Parry, S.
2017-12-01
Forecasting hydrological extremes is challenging, especially at lead times over 1 month for catchments with limited hydrological memory and variable climates. One simple way to derive monthly or seasonal hydrological forecasts is to use historical climate data to drive hydrological models using the Ensemble Streamflow Prediction (ESP) method. This gives a range of possible future streamflow given known initial hydrologic conditions alone. The degree of skill of ESP depends highly on the forecast initialisation month and catchment type. Using dynamic rainfall forecasts as driving data instead of historical data could potentially improve streamflow predictions. A lot of effort is being invested within the meteorological community to improve these forecasts. However, while recent progress shows promise (e.g. NAO in winter), the skill of these forecasts at monthly to seasonal timescales is generally still limited, and the extent to which they might lead to improved hydrological forecasts is an area of active research. Additionally, these meteorological forecasts are currently being produced at 1 month or seasonal time-steps in the UK, whereas hydrological models require forcings at daily or sub-daily time-steps. Keeping in mind these limitations of available rainfall forecasts, the objectives of this study are to find out (i) how accurate monthly dynamical rainfall forecasts need to be to outperform ESP, and (ii) how the method used to disaggregate monthly rainfall forecasts into daily rainfall time series affects results. For the first objective, synthetic rainfall time series were created by increasingly degrading observed data (proxy for a `perfect forecast') from 0 % to +/-50 % error. For the second objective, three different methods were used to disaggregate monthly rainfall data into daily time series. These were used to force a simple lumped hydrological model (GR4J) to generate streamflow predictions at a one-month lead time for over 300 catchments representative of the range of UK's hydro-climatic conditions. These forecasts were then benchmarked against the traditional ESP method. It is hoped that the results of this work will help the meteorological community to identify where to focus their efforts in order to increase the usefulness of their forecasts within hydrological forecasting systems.
ERIC Educational Resources Information Center
Klopfenstein, Bruce C.
1989-01-01
Describes research that examined the strengths and weaknesses of technological forecasting methods by analyzing forecasting studies made for home video players. The discussion covers assessments and explications of correct and incorrect forecasting assumptions, and their implications for forecasting the adoption of home information technologies…
Real-time emergency forecasting technique for situation management systems
NASA Astrophysics Data System (ADS)
Kopytov, V. V.; Kharechkin, P. V.; Naumenko, V. V.; Tretyak, R. S.; Tebueva, F. B.
2018-05-01
The article describes the real-time emergency forecasting technique that allows increasing accuracy and reliability of forecasting results of any emergency computational model applied for decision making in situation management systems. Computational models are improved by the Improved Brown’s method applying fractal dimension to forecast short time series data being received from sensors and control systems. Reliability of emergency forecasting results is ensured by the invalid sensed data filtering according to the methods of correlation analysis.
A Delphi forecast of technology in education
NASA Technical Reports Server (NTRS)
Robinson, B. E.
1973-01-01
The results are reported of a Delphi forecast of the utilization and social impacts of large-scale educational telecommunications technology. The focus is on both forecasting methodology and educational technology. The various methods of forecasting used by futurists are analyzed from the perspective of the most appropriate method for a prognosticator of educational technology, and review and critical analysis are presented of previous forecasts and studies. Graphic responses, summarized comments, and a scenario of education in 1990 are presented.
Applications of the gambling score in evaluating earthquake predictions and forecasts
NASA Astrophysics Data System (ADS)
Zhuang, Jiancang; Zechar, Jeremy D.; Jiang, Changsheng; Console, Rodolfo; Murru, Maura; Falcone, Giuseppe
2010-05-01
This study presents a new method, namely the gambling score, for scoring the performance earthquake forecasts or predictions. Unlike most other scoring procedures that require a regular scheme of forecast and treat each earthquake equally, regardless their magnitude, this new scoring method compensates the risk that the forecaster has taken. Starting with a certain number of reputation points, once a forecaster makes a prediction or forecast, he is assumed to have betted some points of his reputation. The reference model, which plays the role of the house, determines how many reputation points the forecaster can gain if he succeeds, according to a fair rule, and also takes away the reputation points bet by the forecaster if he loses. This method is also extended to the continuous case of point process models, where the reputation points betted by the forecaster become a continuous mass on the space-time-magnitude range of interest. For discrete predictions, we apply this method to evaluate performance of Shebalin's predictions made by using the Reverse Tracing of Precursors (RTP) algorithm and of the outputs of the predictions from the Annual Consultation Meeting on Earthquake Tendency held by China Earthquake Administration. For the continuous case, we use it to compare the probability forecasts of seismicity in the Abruzzo region before and after the L'aquila earthquake based on the ETAS model and the PPE model.
Gambling scores for earthquake predictions and forecasts
NASA Astrophysics Data System (ADS)
Zhuang, Jiancang
2010-04-01
This paper presents a new method, namely the gambling score, for scoring the performance earthquake forecasts or predictions. Unlike most other scoring procedures that require a regular scheme of forecast and treat each earthquake equally, regardless their magnitude, this new scoring method compensates the risk that the forecaster has taken. Starting with a certain number of reputation points, once a forecaster makes a prediction or forecast, he is assumed to have betted some points of his reputation. The reference model, which plays the role of the house, determines how many reputation points the forecaster can gain if he succeeds, according to a fair rule, and also takes away the reputation points betted by the forecaster if he loses. This method is also extended to the continuous case of point process models, where the reputation points betted by the forecaster become a continuous mass on the space-time-magnitude range of interest. We also calculate the upper bound of the gambling score when the true model is a renewal process, the stress release model or the ETAS model and when the reference model is the Poisson model.
Load Forecasting of Central Urban Area Power Grid Based on Saturated Load Density Index
NASA Astrophysics Data System (ADS)
Huping, Yang; Chengyi, Tang; Meng, Yu
2018-03-01
In the current society, coordination between urban power grid development and city development has become more and more prominent. Electricity saturated load forecasting plays an important role in the planning and development of power grids. Electricity saturated load forecasting is a new concept put forward by China in recent years in the field of grid planning. Urban saturation load forecast is different from the traditional load forecasting method for specific years, the time span of it often relatively large, and involves a wide range of aspects. This study takes a county in eastern Jiangxi as an example, this paper chooses a variety of load forecasting methods to carry on the recent load forecasting calculation to central urban area. At the same time, this paper uses load density index method to predict the Longterm load forecasting of electric saturation load of central urban area lasted until 2030. And further study shows the general distribution of the urban saturation load in space.
Long- Range Forecasting Of The Onset Of Southwest Monsoon Winds And Waves Near The Horn Of Africa
2017-12-01
SUMMARY OF CLIMATE ANALYSIS AND LONG-RANGE FORECAST METHODOLOGY Prior theses from Heidt (2006) and Lemke (2010) used methods similar to ours and to...6 II. DATA AND METHODS .......................................................................................7 A...9 D. ANALYSIS AND FORECAST METHODS .........................................10 1. Predictand Selection
NASA Astrophysics Data System (ADS)
Sugio, Tetsuya; Yamamoto, Masayoshi; Funabiki, Shigeyuki
The use of an SMES (Superconducting Magnetic Energy Storage) for smoothing power fluctuations in a railway substation has been discussed. This paper proposes a smoothing control method based on fuzzy reasoning for reducing the SMES capacity at substations along high-speed railways. The proposed smoothing control method comprises three countermeasures for reduction of the SMES capacity. The first countermeasure involves modification of rule 1 for smoothing out the fluctuating electric power to its average value. The other countermeasures involve the modification of the central value of the stored energy control in the SMES and revision of the membership function in rule 2 for reduction of the SMES capacity. The SMES capacity in the proposed smoothing control method is reduced by 49.5% when compared to that in the nonrevised control method. It is confirmed by computer simulations that the proposed control method is suitable for smoothing out power fluctuations in substations along high-speed railways and for reducing the SMES capacity.
Statistical Short-Range Forecast Guidance for Cloud Ceilings Over the Shuttle Landing Facility
NASA Technical Reports Server (NTRS)
Lambert, Winifred C.
2001-01-01
This report describes the results of the AMU's Short-Range Statistical Forecasting task. The cloud ceiling forecast over the Shuttle Landing Facility (SLF) is a critical element in determining whether a Shuttle should land. Spaceflight Meteorology Group (SMG) forecasters find that ceilings at the SLF are challenging to forecast. The AMU was tasked to develop ceiling forecast equations to minimize the challenge. Studies in the literature that showed success in improving short-term forecasts of ceiling provided the basis for the AMU task. A 20-year record of cool-season hourly surface observations from stations in east-central Florida was used for the equation development. Two methods were used: an observations-based (OBS) method that incorporated data from all stations, and a persistence climatology (PCL) method used as the benchmark. Equations were developed for 1-, 2-, and 3-hour lead times at each hour of the day. A comparison between the two methods indicated that the OBS equations performed well and produced an improvement over the PCL equations. Therefore, the conclusion of the AMU study is that OBS equations produced more accurate forecasts than the PCL equations, and can be used in operations. They provide another tool with which to make the ceiling forecasts that are critical to safe Shuttle landings at KSC.
A framework for improving a seasonal hydrological forecasting system using sensitivity analysis
NASA Astrophysics Data System (ADS)
Arnal, Louise; Pappenberger, Florian; Smith, Paul; Cloke, Hannah
2017-04-01
Seasonal streamflow forecasts are of great value for the socio-economic sector, for applications such as navigation, flood and drought mitigation and reservoir management for hydropower generation and water allocation to agriculture and drinking water. However, as we speak, the performance of dynamical seasonal hydrological forecasting systems (systems based on running seasonal meteorological forecasts through a hydrological model to produce seasonal hydrological forecasts) is still limited in space and time. In this context, the ESP (Ensemble Streamflow Prediction) remains an attractive forecasting method for seasonal streamflow forecasting as it relies on forcing a hydrological model (starting from the latest observed or simulated initial hydrological conditions) with historical meteorological observations. This makes it cheaper to run than a standard dynamical seasonal hydrological forecasting system, for which the seasonal meteorological forecasts will first have to be produced, while still producing skilful forecasts. There is thus the need to focus resources and time towards improvements in dynamical seasonal hydrological forecasting systems which will eventually lead to significant improvements in the skill of the streamflow forecasts generated. Sensitivity analyses are a powerful tool that can be used to disentangle the relative contributions of the two main sources of errors in seasonal streamflow forecasts, namely the initial hydrological conditions (IHC; e.g., soil moisture, snow cover, initial streamflow, among others) and the meteorological forcing (MF; i.e., seasonal meteorological forecasts of precipitation and temperature, input to the hydrological model). Sensitivity analyses are however most useful if they inform and change current operational practices. To this end, we propose a method to improve the design of a seasonal hydrological forecasting system. This method is based on sensitivity analyses, informing the forecasters as to which element of the forecasting chain (i.e., IHC or MF) could potentially lead to the highest increase in seasonal hydrological forecasting performance, after each forecast update.
A simplified real time method to forecast semi-enclosed basins storm surge
NASA Astrophysics Data System (ADS)
Pasquali, D.; Di Risio, M.; De Girolamo, P.
2015-11-01
Semi-enclosed basins are often prone to storm surge events. Indeed, their meteorological exposition, the presence of large continental shelf and their shape can lead to strong sea level set-up. A real time system aimed at forecasting storm surge may be of great help to protect human activities (i.e. to forecast flooding due to storm surge events), to manage ports and to safeguard coasts safety. This paper aims at illustrating a simple method able to forecast storm surge events in semi-enclosed basins in real time. The method is based on a mixed approach in which the results obtained by means of a simplified physics based model with low computational costs are corrected by means of statistical techniques. The proposed method is applied to a point of interest located in the Northern part of the Adriatic Sea. The comparison of forecasted levels against observed values shows the satisfactory reliability of the forecasts.
Gas demand forecasting by a new artificial intelligent algorithm
NASA Astrophysics Data System (ADS)
Khatibi. B, Vahid; Khatibi, Elham
2012-01-01
Energy demand forecasting is a key issue for consumers and generators in all energy markets in the world. This paper presents a new forecasting algorithm for daily gas demand prediction. This algorithm combines a wavelet transform and forecasting models such as multi-layer perceptron (MLP), linear regression or GARCH. The proposed method is applied to real data from the UK gas markets to evaluate their performance. The results show that the forecasting accuracy is improved significantly by using the proposed method.
Statistical evaluation of forecasts
NASA Astrophysics Data System (ADS)
Mader, Malenka; Mader, Wolfgang; Gluckman, Bruce J.; Timmer, Jens; Schelter, Björn
2014-08-01
Reliable forecasts of extreme but rare events, such as earthquakes, financial crashes, and epileptic seizures, would render interventions and precautions possible. Therefore, forecasting methods have been developed which intend to raise an alarm if an extreme event is about to occur. In order to statistically validate the performance of a prediction system, it must be compared to the performance of a random predictor, which raises alarms independent of the events. Such a random predictor can be obtained by bootstrapping or analytically. We propose an analytic statistical framework which, in contrast to conventional methods, allows for validating independently the sensitivity and specificity of a forecasting method. Moreover, our method accounts for the periods during which an event has to remain absent or occur after a respective forecast.
The value of forecasting key-decision variables for rain-fed farming
NASA Astrophysics Data System (ADS)
Winsemius, Hessel; Werner, Micha
2013-04-01
Rain-fed farmers are highly vulnerable to variability in rainfall. Timely knowledge of the onset of the rainy season, the expected amount of rainfall and the occurrence of dry spells can help rain-fed farmers to plan the cropping season. Seasonal probabilistic weather forecasts may provide such information to farmers, but need to provide reliable forecasts of key variables with which farmers can make decisions. In this contribution, we present a new method to evaluate the value of meteorological forecasts in predicting these key variables. The proposed method measures skill by assessing whether a forecast was useful to this decision. This is done by taking into account the required accuracy of timing of the event to make the decision useful. The method progresses the estimate of forecast skill to forecast value by taking into account the required accuracy that is needed to make the decision valuable, based on the cost/loss ratio of possible decisions. The method is applied over the Limpopo region in Southern Africa. We demonstrate the method using the example of temporary water harvesting techniques. Such techniques require time to construct and must be ready long enough before the occurrence of a dry spell to be effective. The value of the forecasts to the decision used as an example is shown to be highly sensitive to the accuracy in the timing of forecasted dry spells, and the tolerance in the decision to timing error. The skill with which dry spells can be predicted is shown to be higher in some parts of the basin, indicating that these forecasts have higher value for the decision in those parts than in others. Through assessing the skill of forecasting key decision variables to the farmers we show that it is easier to understand if the forecasts have value in reducing risk, or if other adaptation strategies should be implemented.
Analysis of forecasting and inventory control of raw material supplies in PT INDAC INT’L
NASA Astrophysics Data System (ADS)
Lesmana, E.; Subartini, B.; Riaman; Jabar, D. A.
2018-03-01
This study discusses the data forecasting sales of carbon electrodes at PT. INDAC INT L uses winters and double moving average methods, while for predicting the amount of inventory and cost required in ordering raw material of carbon electrode next period using Economic Order Quantity (EOQ) model. The result of error analysis shows that winters method for next period gives result of MAE, MSE, and MAPE, the winters method is a better forecasting method for forecasting sales of carbon electrode products. So that PT. INDAC INT L is advised to provide products that will be sold following the sales amount by the winters method.
Forecasting the Short-Term Passenger Flow on High-Speed Railway with Neural Networks
Xie, Mei-Quan; Li, Xia-Miao; Zhou, Wen-Liang; Fu, Yan-Bing
2014-01-01
Short-term passenger flow forecasting is an important component of transportation systems. The forecasting result can be applied to support transportation system operation and management such as operation planning and revenue management. In this paper, a divide-and-conquer method based on neural network and origin-destination (OD) matrix estimation is developed to forecast the short-term passenger flow in high-speed railway system. There are three steps in the forecasting method. Firstly, the numbers of passengers who arrive at each station or depart from each station are obtained from historical passenger flow data, which are OD matrices in this paper. Secondly, short-term passenger flow forecasting of the numbers of passengers who arrive at each station or depart from each station based on neural network is realized. At last, the OD matrices in short-term time are obtained with an OD matrix estimation method. The experimental results indicate that the proposed divide-and-conquer method performs well in forecasting the short-term passenger flow on high-speed railway. PMID:25544838
Spatial forecast of landslides in three gorges based on spatial data mining.
Wang, Xianmin; Niu, Ruiqing
2009-01-01
The Three Gorges is a region with a very high landslide distribution density and a concentrated population. In Three Gorges there are often landslide disasters, and the potential risk of landslides is tremendous. In this paper, focusing on Three Gorges, which has a complicated landform, spatial forecasting of landslides is studied by establishing 20 forecast factors (spectra, texture, vegetation coverage, water level of reservoir, slope structure, engineering rock group, elevation, slope, aspect, etc). China-Brazil Earth Resources Satellite (Cbers) images were adopted based on C4.5 decision tree to mine spatial forecast landslide criteria in Guojiaba Town (Zhigui County) in Three Gorges and based on this knowledge, perform intelligent spatial landslide forecasts for Guojiaba Town. All landslides lie in the dangerous and unstable regions, so the forecast result is good. The method proposed in the paper is compared with seven other methods: IsoData, K-Means, Mahalanobis Distance, Maximum Likelihood, Minimum Distance, Parallelepiped and Information Content Model. The experimental results show that the method proposed in this paper has a high forecast precision, noticeably higher than that of the other seven methods.
Spatial Forecast of Landslides in Three Gorges Based On Spatial Data Mining
Wang, Xianmin; Niu, Ruiqing
2009-01-01
The Three Gorges is a region with a very high landslide distribution density and a concentrated population. In Three Gorges there are often landslide disasters, and the potential risk of landslides is tremendous. In this paper, focusing on Three Gorges, which has a complicated landform, spatial forecasting of landslides is studied by establishing 20 forecast factors (spectra, texture, vegetation coverage, water level of reservoir, slope structure, engineering rock group, elevation, slope, aspect, etc). China-Brazil Earth Resources Satellite (Cbers) images were adopted based on C4.5 decision tree to mine spatial forecast landslide criteria in Guojiaba Town (Zhigui County) in Three Gorges and based on this knowledge, perform intelligent spatial landslide forecasts for Guojiaba Town. All landslides lie in the dangerous and unstable regions, so the forecast result is good. The method proposed in the paper is compared with seven other methods: IsoData, K-Means, Mahalanobis Distance, Maximum Likelihood, Minimum Distance, Parallelepiped and Information Content Model. The experimental results show that the method proposed in this paper has a high forecast precision, noticeably higher than that of the other seven methods. PMID:22573999
Simulated Annealing in the Variable Landscape
NASA Astrophysics Data System (ADS)
Hasegawa, Manabu; Kim, Chang Ju
An experimental analysis is conducted to test whether the appropriate introduction of the smoothness-temperature schedule enhances the optimizing ability of the MASSS method, the combination of the Metropolis algorithm (MA) and the search-space smoothing (SSS) method. The test is performed on two types of random traveling salesman problems. The results show that the optimization performance of the MA is substantially improved by a single smoothing alone and slightly more by a single smoothing with cooling and by a de-smoothing process with heating. The performance is compared to that of the parallel tempering method and a clear advantage of the idea of smoothing is observed depending on the problem.
Sengupta, Aritra; Foster, Scott D.; Patterson, Toby A.; Bravington, Mark
2012-01-01
Data assimilation is a crucial aspect of modern oceanography. It allows the future forecasting and backward smoothing of ocean state from the noisy observations. Statistical methods are employed to perform these tasks and are often based on or related to the Kalman filter. Typically Kalman filters assumes that the locations associated with observations are known with certainty. This is reasonable for typical oceanographic measurement methods. Recently, however an alternative and abundant source of data comes from the deployment of ocean sensors on marine animals. This source of data has some attractive properties: unlike traditional oceanographic collection platforms, it is relatively cheap to collect, plentiful, has multiple scientific uses and users, and samples areas of the ocean that are often difficult of costly to sample. However, inherent uncertainty in the location of the observations is a barrier to full utilisation of animal-borne sensor data in data-assimilation schemes. In this article we examine this issue and suggest a simple approximation to explicitly incorporate the location uncertainty, while staying in the scope of Kalman-filter-like methods. The approximation stems from a Taylor-series approximation to elements of the updating equation. PMID:22900005
Mavragani, Amaryllis; Sampri, Alexia; Sypsa, Karla; Tsagarakis, Konstantinos P
2018-03-12
With the internet's penetration and use constantly expanding, this vast amount of information can be employed in order to better assess issues in the US health care system. Google Trends, a popular tool in big data analytics, has been widely used in the past to examine interest in various medical and health-related topics and has shown great potential in forecastings, predictions, and nowcastings. As empirical relationships between online queries and human behavior have been shown to exist, a new opportunity to explore the behavior toward asthma-a common respiratory disease-is present. This study aimed at forecasting the online behavior toward asthma and examined the correlations between queries and reported cases in order to explore the possibility of nowcasting asthma prevalence in the United States using online search traffic data. Applying Holt-Winters exponential smoothing to Google Trends time series from 2004 to 2015 for the term "asthma," forecasts for online queries at state and national levels are estimated from 2016 to 2020 and validated against available Google query data from January 2016 to June 2017. Correlations among yearly Google queries and between Google queries and reported asthma cases are examined. Our analysis shows that search queries exhibit seasonality within each year and the relationships between each 2 years' queries are statistically significant (P<.05). Estimated forecasting models for a 5-year period (2016 through 2020) for Google queries are robust and validated against available data from January 2016 to June 2017. Significant correlations were found between (1) online queries and National Health Interview Survey lifetime asthma (r=-.82, P=.001) and current asthma (r=-.77, P=.004) rates from 2004 to 2015 and (2) between online queries and Behavioral Risk Factor Surveillance System lifetime (r=-.78, P=.003) and current asthma (r=-.79, P=.002) rates from 2004 to 2014. The correlations are negative, but lag analysis to identify the period of response cannot be employed until short-interval data on asthma prevalence are made available. Online behavior toward asthma can be accurately predicted, and significant correlations between online queries and reported cases exist. This method of forecasting Google queries can be used by health care officials to nowcast asthma prevalence by city, state, or nationally, subject to future availability of daily, weekly, or monthly data on reported cases. This method could therefore be used for improved monitoring and assessment of the needs surrounding the current population of patients with asthma. ©Amaryllis Mavragani, Alexia Sampri, Karla Sypsa, Konstantinos P Tsagarakis. Originally published in JMIR Public Health and Surveillance (http://publichealth.jmir.org), 12.03.2018.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Sun, W; Jiang, M; Yin, F
Purpose: Dynamic tracking of moving organs, such as lung and liver tumors, under radiation therapy requires prediction of organ motions prior to delivery. The shift of moving organ may change a lot due to huge transform of respiration at different periods. This study aims to reduce the influence of that changes using adjustable training signals and multi-layer perceptron neural network (ASMLP). Methods: Respiratory signals obtained using a Real-time Position Management(RPM) device were used for this study. The ASMLP uses two multi-layer perceptron neural networks(MLPs) to infer respiration position alternately and the training sample will be updated with time. Firstly, amore » Savitzky-Golay finite impulse response smoothing filter was established to smooth the respiratory signal. Secondly, two same MLPs were developed to estimate respiratory position from its previous positions separately. Weights and thresholds were updated to minimize network errors according to Leverberg-Marquart optimization algorithm through backward propagation method. Finally, MLP 1 was used to predict 120∼150s respiration position using 0∼120s training signals. At the same time, MLP 2 was trained using 30∼150s training signals. Then MLP is used to predict 150∼180s training signals according to 30∼150s training signals. The respiration position is predicted as this way until it was finished. Results: In this experiment, the two methods were used to predict 2.5 minute respiratory signals. For predicting 1s ahead of response time, correlation coefficient was improved from 0.8250(MLP method) to 0.8856(ASMLP method). Besides, a 30% improvement of mean absolute error between MLP(0.1798 on average) and ASMLP(0.1267 on average) was achieved. For predicting 2s ahead of response time, correlation coefficient was improved from 0.61415 to 0.7098.Mean absolute error of MLP method(0.3111 on average) was reduced by 35% using ASMLP method(0.2020 on average). Conclusion: The preliminary results demonstrate that the ASMLP respiratory prediction method is more accurate than MLP method and can improve the respiration forecast accuracy.« less
Forecasting Safe or Dangerous Space Weather from HMI Magnetograms
NASA Technical Reports Server (NTRS)
Falconer, David; Barghouty, Abdulnasser F.; Khazanov, Igor; Moore, Ron
2011-01-01
We have developed a space-weather forecasting tool using an active-region free-energy proxy that was measured from MDI line-of-sight magnetograms. To develop this forecasting tool (Falconer et al 2011, Space Weather Journal, in press), we used a database of 40,000 MDI magnetograms of 1300 active regions observed by MDI during the previous solar cycle (cycle 23). From each magnetogram we measured our free-energy proxy and for each active region we determined its history of major flare, CME and Solar Particle Event (SPE) production. This database determines from the value of an active region s free-energy proxy the active region s expected rate of production of 1) major flares, 2) CMEs, 3) fast CMEs, and 4) SPEs during the next few days. This tool was delivered to NASA/SRAG in 2010. With MDI observations ending, we have to be able to use HMI magnetograms instead of MDI magnetograms. One of the difficulties is that the measured value of the free-energy proxy is sensitive to the spatial resolution of the measured magnetogram: the 0.5 /pixel resolution of HMI gives a different value for the free-energy proxy than the 2 /pixels resolution of MDI. To use our MDI-database forecasting curves until a comparably large HMI database is accumulated, we smooth HMI line-of-sight magnetograms to MDI resolution, so that we can use HMI to find the value of the free-energy proxy that MDI would have measured, and then use the forecasting curves given by the MDI database. The new version for use with HMI magnetograms was delivered to NASA/SRAG (March 2011). It can also use GONG magnetograms, as a backup.
Kusev, Petko; van Schaik, Paul; Tsaneva-Atanasova, Krasimira; Juliusson, Asgeir; Chater, Nick
2018-01-01
When attempting to predict future events, people commonly rely on historical data. One psychological characteristic of judgmental forecasting of time series, established by research, is that when people make forecasts from series, they tend to underestimate future values for upward trends and overestimate them for downward ones, so-called trend-damping (modeled by anchoring on, and insufficient adjustment from, the average of recent time series values). Events in a time series can be experienced sequentially (dynamic mode), or they can also be retrospectively viewed simultaneously (static mode), not experienced individually in real time. In one experiment, we studied the influence of presentation mode (dynamic and static) on two sorts of judgment: (a) predictions of the next event (forecast) and (b) estimation of the average value of all the events in the presented series (average estimation). Participants' responses in dynamic mode were anchored on more recent events than in static mode for all types of judgment but with different consequences; hence, dynamic presentation improved prediction accuracy, but not estimation. These results are not anticipated by existing theoretical accounts; we develop and present an agent-based model-the adaptive anchoring model (ADAM)-to account for the difference between processing sequences of dynamically and statically presented stimuli (visually presented data). ADAM captures how variation in presentation mode produces variation in responses (and the accuracy of these responses) in both forecasting and judgment tasks. ADAM's model predictions for the forecasting and judgment tasks fit better with the response data than a linear-regression time series model. Moreover, ADAM outperformed autoregressive-integrated-moving-average (ARIMA) and exponential-smoothing models, while neither of these models accounts for people's responses on the average estimation task. Copyright © 2017 The Authors. Cognitive Science published by Wiley Periodicals, Inc. on behalf of Cognitive Science Society.
Predictions of Sunspot Cycle 24: A Comparison with Observations
NASA Astrophysics Data System (ADS)
Bhatt, N. J.; Jain, R.
2017-12-01
The space weather is largely affected due to explosions on the Sun viz. solar flares and CMEs, which, however, in turn depend upon the magnitude of the solar activity i e. number of sunspots and their magnetic configuration. Owing to these space weather effects, predictions of sunspot cycle are important. Precursor techniques, particularly employing geomagnetic indices, are often used in the prediction of the maximum amplitude of a sunspot cycle. Based on the average geomagnetic activity index aa (since 1868 onwards) for the year of the sunspot minimum and the preceding four years, Bhatt et al. (2009) made two predictions for sunspot cycle 24 considering 2008 as the year of sunspot minimum: (i) The annual maximum amplitude would be 92.8±19.6 (1-sigma accuracy) indicating a somewhat weaker cycle 24 as compared to cycles 21-23, and (ii) smoothed monthly mean sunspot number maximum would be in October 2012±4 months (1-sigma accuracy). However, observations reveal that the sunspot minima extended up to 2009, and the maximum amplitude attained is 79, with a monthly mean sunspot number maximum of 102.3 in February 2014. In view of the observations and particularly owing to the extended solar minimum in 2009, we re-examined our prediction model and revised the prediction results. We find that (i) The annual maximum amplitude of cycle 24 = 71.2 ± 19.6 and (ii) A smoothed monthly mean sunspot number maximum in January 2014±4 months. We discuss our failure and success aspects and present improved predictions for the maximum amplitude as well as for the timing, which are now in good agreement with the observations. Also, we present the limitations of our forecasting in the view of long term predictions. We show if year of sunspot minimum activity and magnitude of geomagnetic activity during sunspot minimum are taken correctly then our prediction method appears to be a reliable indicator to forecast the sunspot amplitude of the following solar cycle. References:Bhatt, N.J., Jain, R. & Aggarwal, M.: 2009, Sol. Phys. 260, 225
NASA Astrophysics Data System (ADS)
Dutton, John A.; James, Richard P.; Ross, Jeremy D.
2013-06-01
Seasonal probability forecasts produced with numerical dynamics on supercomputers offer great potential value in managing risk and opportunity created by seasonal variability. The skill and reliability of contemporary forecast systems can be increased by calibration methods that use the historical performance of the forecast system to improve the ongoing real-time forecasts. Two calibration methods are applied to seasonal surface temperature forecasts of the US National Weather Service, the European Centre for Medium Range Weather Forecasts, and to a World Climate Service multi-model ensemble created by combining those two forecasts with Bayesian methods. As expected, the multi-model is somewhat more skillful and more reliable than the original models taken alone. The potential value of the multimodel in decision making is illustrated with the profits achieved in simulated trading of a weather derivative. In addition to examining the seasonal models, the article demonstrates that calibrated probability forecasts of weekly average temperatures for leads of 2-4 weeks are also skillful and reliable. The conversion of ensemble forecasts into probability distributions of impact variables is illustrated with degree days derived from the temperature forecasts. Some issues related to loss of stationarity owing to long-term warming are considered. The main conclusion of the article is that properly calibrated probabilistic forecasts possess sufficient skill and reliability to contribute to effective decisions in government and business activities that are sensitive to intraseasonal and seasonal climate variability.
Systems modeling and analysis for Saudi Arabian electric power requirements
DOE Office of Scientific and Technical Information (OSTI.GOV)
Al-Mohawes, N.A.
This thesis addresses the long-range generation planning problem in Saudi Arabia up to the year 2000. The first part presents various models for electric energy consumption in the residential and industrial sectors. These models can be used by the decision makers for the purposes of policy analysis, evaluation, and forecasting. Forecasts of energy in each sector are obtained from two different models for each sector. These models are based on two forecasting techniques: (1) Hybrid econometric/time series model. The idea of adaptive smoothing was utilized to produce forecasts under several scenarios. (2) Box-Jenkins time series technique. Box-Jenkins models and forecastsmore » are developed for the monthly number of electric consumers and the monthly energy consumption per consumer. The results obtained indicate that high energy consumption is expected during the coming two decades which necessitate serious energy assessment and optimization. Optimization of a mix of energy sources was considered using the group multiattribute utility (MAU) function. The results of MAU for three classes of decision makers (managerial, technical, and consumers) are developed through personal interactions. The computer package WASP was also used to develop a tentative optimum plan. According to this plan, four heavy-water nuclear power plants (800 MW) and four light-water nuclear power plants (1200 MW) have to be introduced by the year 2000 in addition to sixteen oil-fired power plants (400 MW) and nine gas turbines (100 MW).« less
Distortion Representation of Forecast Errors for Model Skill Assessment and Objective Analysis
NASA Technical Reports Server (NTRS)
Hoffman, Ross N.
2001-01-01
We completed the formulation of the smoothness penalty functional this past quarter. We used a simplified procedure for estimating the statistics of the FCA solution spectral coefficients from the results of the unconstrained, low-truncation FCA (stopping criterion) solutions. During the current reporting period we have completed the calculation of GEOS-2 model-equivalent brightness temperatures for the 6.7 micron and 11 micron window channels used in the GOES imagery for all 10 cases from August 1999. These were simulated using the AER-developed Optimal Spectral Sampling (OSS) model.
NASA Technical Reports Server (NTRS)
Bhattacharya, K.; Ghil, M.
1979-01-01
A slightly modified version of the one-dimensional time-dependent energy-balance climate model of Ghil and Bhattacharya (1978) is presented. The albedo-temperature parameterization has been reformulated and the smoothing of the temperature distribution in the tropics has been eliminated. The model albedo depends on time-lagged temperature in order to account for finite growth and decay time of continental ice sheets. Two distinct regimes of oscillatory behavior which depend on the value of the albedo-temperature time lag are considered.
Why preferring parametric forecasting to nonparametric methods?
Jabot, Franck
2015-05-07
A recent series of papers by Charles T. Perretti and collaborators have shown that nonparametric forecasting methods can outperform parametric methods in noisy nonlinear systems. Such a situation can arise because of two main reasons: the instability of parametric inference procedures in chaotic systems which can lead to biased parameter estimates, and the discrepancy between the real system dynamics and the modeled one, a problem that Perretti and collaborators call "the true model myth". Should ecologists go on using the demanding parametric machinery when trying to forecast the dynamics of complex ecosystems? Or should they rely on the elegant nonparametric approach that appears so promising? It will be here argued that ecological forecasting based on parametric models presents two key comparative advantages over nonparametric approaches. First, the likelihood of parametric forecasting failure can be diagnosed thanks to simple Bayesian model checking procedures. Second, when parametric forecasting is diagnosed to be reliable, forecasting uncertainty can be estimated on virtual data generated with the fitted to data parametric model. In contrast, nonparametric techniques provide forecasts with unknown reliability. This argumentation is illustrated with the simple theta-logistic model that was previously used by Perretti and collaborators to make their point. It should convince ecologists to stick to standard parametric approaches, until methods have been developed to assess the reliability of nonparametric forecasting. Copyright © 2015 Elsevier Ltd. All rights reserved.
Low Streamflow Forcasting using Minimum Relative Entropy
NASA Astrophysics Data System (ADS)
Cui, H.; Singh, V. P.
2013-12-01
Minimum relative entropy spectral analysis is derived in this study, and applied to forecast streamflow time series. Proposed method extends the autocorrelation in the manner that the relative entropy of underlying process is minimized so that time series data can be forecasted. Different prior estimation, such as uniform, exponential and Gaussian assumption, is taken to estimate the spectral density depending on the autocorrelation structure. Seasonal and nonseasonal low streamflow series obtained from Colorado River (Texas) under draught condition is successfully forecasted using proposed method. Minimum relative entropy determines spectral of low streamflow series with higher resolution than conventional method. Forecasted streamflow is compared to the prediction using Burg's maximum entropy spectral analysis (MESA) and Configurational entropy. The advantage and disadvantage of each method in forecasting low streamflow is discussed.
NASA Astrophysics Data System (ADS)
Holmukhe, R. M.; Dhumale, Mrs. Sunita; Chaudhari, Mr. P. S.; Kulkarni, Mr. P. P.
2010-10-01
Load forecasting is very essential to the operation of Electricity companies. It enhances the energy efficient and reliable operation of power system. Forecasting of load demand data forms an important component in planning generation schedules in a power system. The purpose of this paper is to identify issues and better method for load foecasting. In this paper we focus on fuzzy logic system based short term load forecasting. It serves as overview of the state of the art in the intelligent techniques employed for load forecasting in power system planning and reliability. Literature review has been conducted and fuzzy logic method has been summarized to highlight advantages and disadvantages of this technique. The proposed technique for implementing fuzzy logic based forecasting is by Identification of the specific day and by using maximum and minimum temperature for that day and finally listing the maximum temperature and peak load for that day. The results show that Load forecasting where there are considerable changes in temperature parameter is better dealt with Fuzzy Logic system method as compared to other short term forecasting techniques.
NASA Astrophysics Data System (ADS)
Hiemer, S.; Woessner, J.; Basili, R.; Danciu, L.; Giardini, D.; Wiemer, S.
2014-08-01
We present a time-independent gridded earthquake rate forecast for the European region including Turkey. The spatial component of our model is based on kernel density estimation techniques, which we applied to both past earthquake locations and fault moment release on mapped crustal faults and subduction zone interfaces with assigned slip rates. Our forecast relies on the assumption that the locations of past seismicity is a good guide to future seismicity, and that future large-magnitude events occur more likely in the vicinity of known faults. We show that the optimal weighted sum of the corresponding two spatial densities depends on the magnitude range considered. The kernel bandwidths and density weighting function are optimized using retrospective likelihood-based forecast experiments. We computed earthquake activity rates (a- and b-value) of the truncated Gutenberg-Richter distribution separately for crustal and subduction seismicity based on a maximum likelihood approach that considers the spatial and temporal completeness history of the catalogue. The final annual rate of our forecast is purely driven by the maximum likelihood fit of activity rates to the catalogue data, whereas its spatial component incorporates contributions from both earthquake and fault moment-rate densities. Our model constitutes one branch of the earthquake source model logic tree of the 2013 European seismic hazard model released by the EU-FP7 project `Seismic HAzard haRmonization in Europe' (SHARE) and contributes to the assessment of epistemic uncertainties in earthquake activity rates. We performed retrospective and pseudo-prospective likelihood consistency tests to underline the reliability of our model and SHARE's area source model (ASM) using the testing algorithms applied in the collaboratory for the study of earthquake predictability (CSEP). We comparatively tested our model's forecasting skill against the ASM and find a statistically significant better performance for testing periods of 10-20 yr. The testing results suggest that our model is a viable candidate model to serve for long-term forecasting on timescales of years to decades for the European region.
Nonmechanistic forecasts of seasonal influenza with iterative one-week-ahead distributions.
Brooks, Logan C; Farrow, David C; Hyun, Sangwon; Tibshirani, Ryan J; Rosenfeld, Roni
2018-06-15
Accurate and reliable forecasts of seasonal epidemics of infectious disease can assist in the design of countermeasures and increase public awareness and preparedness. This article describes two main contributions we made recently toward this goal: a novel approach to probabilistic modeling of surveillance time series based on "delta densities", and an optimization scheme for combining output from multiple forecasting methods into an adaptively weighted ensemble. Delta densities describe the probability distribution of the change between one observation and the next, conditioned on available data; chaining together nonparametric estimates of these distributions yields a model for an entire trajectory. Corresponding distributional forecasts cover more observed events than alternatives that treat the whole season as a unit, and improve upon multiple evaluation metrics when extracting key targets of interest to public health officials. Adaptively weighted ensembles integrate the results of multiple forecasting methods, such as delta density, using weights that can change from situation to situation. We treat selection of optimal weightings across forecasting methods as a separate estimation task, and describe an estimation procedure based on optimizing cross-validation performance. We consider some details of the data generation process, including data revisions and holiday effects, both in the construction of these forecasting methods and when performing retrospective evaluation. The delta density method and an adaptively weighted ensemble of other forecasting methods each improve significantly on the next best ensemble component when applied separately, and achieve even better cross-validated performance when used in conjunction. We submitted real-time forecasts based on these contributions as part of CDC's 2015/2016 FluSight Collaborative Comparison. Among the fourteen submissions that season, this system was ranked by CDC as the most accurate.
A Wind Forecasting System for Energy Application
NASA Astrophysics Data System (ADS)
Courtney, Jennifer; Lynch, Peter; Sweeney, Conor
2010-05-01
Accurate forecasting of available energy is crucial for the efficient management and use of wind power in the national power grid. With energy output critically dependent upon wind strength there is a need to reduce the errors associated wind forecasting. The objective of this research is to get the best possible wind forecasts for the wind energy industry. To achieve this goal, three methods are being applied. First, a mesoscale numerical weather prediction (NWP) model called WRF (Weather Research and Forecasting) is being used to predict wind values over Ireland. Currently, a gird resolution of 10km is used and higher model resolutions are being evaluated to establish whether they are economically viable given the forecast skill improvement they produce. Second, the WRF model is being used in conjunction with ECMWF (European Centre for Medium-Range Weather Forecasts) ensemble forecasts to produce a probabilistic weather forecasting product. Due to the chaotic nature of the atmosphere, a single, deterministic weather forecast can only have limited skill. The ECMWF ensemble methods produce an ensemble of 51 global forecasts, twice a day, by perturbing initial conditions of a 'control' forecast which is the best estimate of the initial state of the atmosphere. This method provides an indication of the reliability of the forecast and a quantitative basis for probabilistic forecasting. The limitation of ensemble forecasting lies in the fact that the perturbed model runs behave differently under different weather patterns and each model run is equally likely to be closest to the observed weather situation. Models have biases, and involve assumptions about physical processes and forcing factors such as underlying topography. Third, Bayesian Model Averaging (BMA) is being applied to the output from the ensemble forecasts in order to statistically post-process the results and achieve a better wind forecasting system. BMA is a promising technique that will offer calibrated probabilistic wind forecasts which will be invaluable in wind energy management. In brief, this method turns the ensemble forecasts into a calibrated predictive probability distribution. Each ensemble member is provided with a 'weight' determined by its relative predictive skill over a training period of around 30 days. Verification of data is carried out using observed wind data from operational wind farms. These are then compared to existing forecasts produced by ECMWF and Met Eireann in relation to skill scores. We are developing decision-making models to show the benefits achieved using the data produced by our wind energy forecasting system. An energy trading model will be developed, based on the rules currently used by the Single Electricity Market Operator for energy trading in Ireland. This trading model will illustrate the potential for financial savings by using the forecast data generated by this research.
An adaptive segment method for smoothing lidar signal based on noise estimation
NASA Astrophysics Data System (ADS)
Wang, Yuzhao; Luo, Pingping
2014-10-01
An adaptive segmentation smoothing method (ASSM) is introduced in the paper to smooth the signal and suppress the noise. In the ASSM, the noise is defined as the 3σ of the background signal. An integer number N is defined for finding the changing positions in the signal curve. If the difference of adjacent two points is greater than 3Nσ, the position is recorded as an end point of the smoothing segment. All the end points detected as above are recorded and the curves between them will be smoothed separately. In the traditional method, the end points of the smoothing windows in the signals are fixed. The ASSM creates changing end points in different signals and the smoothing windows could be set adaptively. The windows are always set as the half of the segmentations and then the average smoothing method will be applied in the segmentations. The Iterative process is required for reducing the end-point aberration effect in the average smoothing method and two or three times are enough. In ASSM, the signals are smoothed in the spacial area nor frequent area, that means the frequent disturbance will be avoided. A lidar echo was simulated in the experimental work. The echo was supposed to be created by a space-born lidar (e.g. CALIOP). And white Gaussian noise was added to the echo to act as the random noise resulted from environment and the detector. The novel method, ASSM, was applied to the noisy echo to filter the noise. In the test, N was set to 3 and the Iteration time is two. The results show that, the signal could be smoothed adaptively by the ASSM, but the N and the Iteration time might be optimized when the ASSM is applied in a different lidar.
NASA Astrophysics Data System (ADS)
Bell, Andrew F.; Naylor, Mark; Heap, Michael J.; Main, Ian G.
2011-08-01
Power-law accelerations in the mean rate of strain, earthquakes and other precursors have been widely reported prior to material failure phenomena, including volcanic eruptions, landslides and laboratory deformation experiments, as predicted by several theoretical models. The Failure Forecast Method (FFM), which linearizes the power-law trend, has been routinely used to forecast the failure time in retrospective analyses; however, its performance has never been formally evaluated. Here we use synthetic and real data, recorded in laboratory brittle creep experiments and at volcanoes, to show that the assumptions of the FFM are inconsistent with the error structure of the data, leading to biased and imprecise forecasts. We show that a Generalized Linear Model method provides higher-quality forecasts that converge more accurately to the eventual failure time, accounting for the appropriate error distributions. This approach should be employed in place of the FFM to provide reliable quantitative forecasts and estimate their associated uncertainties.
Characterizing Time Series Data Diversity for Wind Forecasting: Preprint
DOE Office of Scientific and Technical Information (OSTI.GOV)
Hodge, Brian S; Chartan, Erol Kevin; Feng, Cong
Wind forecasting plays an important role in integrating variable and uncertain wind power into the power grid. Various forecasting models have been developed to improve the forecasting accuracy. However, it is challenging to accurately compare the true forecasting performances from different methods and forecasters due to the lack of diversity in forecasting test datasets. This paper proposes a time series characteristic analysis approach to visualize and quantify wind time series diversity. The developed method first calculates six time series characteristic indices from various perspectives. Then the principal component analysis is performed to reduce the data dimension while preserving the importantmore » information. The diversity of the time series dataset is visualized by the geometric distribution of the newly constructed principal component space. The volume of the 3-dimensional (3D) convex polytope (or the length of 1D number axis, or the area of the 2D convex polygon) is used to quantify the time series data diversity. The method is tested with five datasets with various degrees of diversity.« less
Interacting multiple model forward filtering and backward smoothing for maneuvering target tracking
NASA Astrophysics Data System (ADS)
Nandakumaran, N.; Sutharsan, S.; Tharmarasa, R.; Lang, Tom; McDonald, Mike; Kirubarajan, T.
2009-08-01
The Interacting Multiple Model (IMM) estimator has been proven to be effective in tracking agile targets. Smoothing or retrodiction, which uses measurements beyond the current estimation time, provides better estimates of target states. Various methods have been proposed for multiple model smoothing in the literature. In this paper, a new smoothing method, which involves forward filtering followed by backward smoothing while maintaining the fundamental spirit of the IMM, is proposed. The forward filtering is performed using the standard IMM recursion, while the backward smoothing is performed using a novel interacting smoothing recursion. This backward recursion mimics the IMM estimator in the backward direction, where each mode conditioned smoother uses standard Kalman smoothing recursion. Resulting algorithm provides improved but delayed estimates of target states. Simulation studies are performed to demonstrate the improved performance with a maneuvering target scenario. The comparison with existing methods confirms the improved smoothing accuracy. This improvement results from avoiding the augmented state vector used by other algorithms. In addition, the new technique to account for model switching in smoothing is a key in improving the performance.
Forecasting Occurrences of Activities.
Minor, Bryan; Cook, Diane J
2017-07-01
While activity recognition has been shown to be valuable for pervasive computing applications, less work has focused on techniques for forecasting the future occurrence of activities. We present an activity forecasting method to predict the time that will elapse until a target activity occurs. This method generates an activity forecast using a regression tree classifier and offers an advantage over sequence prediction methods in that it can predict expected time until an activity occurs. We evaluate this algorithm on real-world smart home datasets and provide evidence that our proposed approach is most effective at predicting activity timings.
NASA Astrophysics Data System (ADS)
Ningrum, R. W.; Surarso, B.; Farikhin; Safarudin, Y. M.
2018-03-01
This paper proposes the combination of Firefly Algorithm (FA) and Chen Fuzzy Time Series Forecasting. Most of the existing fuzzy forecasting methods based on fuzzy time series use the static length of intervals. Therefore, we apply an artificial intelligence, i.e., Firefly Algorithm (FA) to set non-stationary length of intervals for each cluster on Chen Method. The method is evaluated by applying on the Jakarta Composite Index (IHSG) and compare with classical Chen Fuzzy Time Series Forecasting. Its performance verified through simulation using Matlab.
NASA Astrophysics Data System (ADS)
Wang, Jiangbo; Liu, Junhui; Li, Tiantian; Yin, Shuo; He, Xinhui
2018-01-01
The monthly electricity sales forecasting is a basic work to ensure the safety of the power system. This paper presented a monthly electricity sales forecasting method which comprehensively considers the coupled multi-factors of temperature, economic growth, electric power replacement and business expansion. The mathematical model is constructed by using regression method. The simulation results show that the proposed method is accurate and effective.
Near real time wind energy forecasting incorporating wind tunnel modeling
NASA Astrophysics Data System (ADS)
Lubitz, William David
A series of experiments and investigations were carried out to inform the development of a day-ahead wind power forecasting system. An experimental near-real time wind power forecasting system was designed and constructed that operates on a desktop PC and forecasts 12--48 hours in advance. The system uses model output of the Eta regional scale forecast (RSF) to forecast the power production of a wind farm in the Altamont Pass, California, USA from 12 to 48 hours in advance. It is of modular construction and designed to also allow diagnostic forecasting using archived RSF data, thereby allowing different methods of completing each forecasting step to be tested and compared using the same input data. Wind-tunnel investigations of the effect of wind direction and hill geometry on wind speed-up above a hill were conducted. Field data from an Altamont Pass, California site was used to evaluate several speed-up prediction algorithms, both with and without wind direction adjustment. These algorithms were found to be of limited usefulness for the complex terrain case evaluated. Wind-tunnel and numerical simulation-based methods were developed for determining a wind farm power curve (the relation between meteorological conditions at a point in the wind farm and the power production of the wind farm). Both methods, as well as two methods based on fits to historical data, ultimately showed similar levels of accuracy: mean absolute errors predicting power production of 5 to 7 percent of the wind farm power capacity. The downscaling of RSF forecast data to the wind farm was found to be complicated by the presence of complex terrain. Poor results using the geostrophic drag law and regression methods motivated the development of a database search method that is capable of forecasting not only wind speeds but also power production with accuracy better than persistence.
Forecasting space weather: Can new econometric methods improve accuracy?
NASA Astrophysics Data System (ADS)
Reikard, Gordon
2011-06-01
Space weather forecasts are currently used in areas ranging from navigation and communication to electric power system operations. The relevant forecast horizons can range from as little as 24 h to several days. This paper analyzes the predictability of two major space weather measures using new time series methods, many of them derived from econometrics. The data sets are the A p geomagnetic index and the solar radio flux at 10.7 cm. The methods tested include nonlinear regressions, neural networks, frequency domain algorithms, GARCH models (which utilize the residual variance), state transition models, and models that combine elements of several techniques. While combined models are complex, they can be programmed using modern statistical software. The data frequency is daily, and forecasting experiments are run over horizons ranging from 1 to 7 days. Two major conclusions stand out. First, the frequency domain method forecasts the A p index more accurately than any time domain model, including both regressions and neural networks. This finding is very robust, and holds for all forecast horizons. Combining the frequency domain method with other techniques yields a further small improvement in accuracy. Second, the neural network forecasts the solar flux more accurately than any other method, although at short horizons (2 days or less) the regression and net yield similar results. The neural net does best when it includes measures of the long-term component in the data.
System load forecasts for an electric utility. [Hourly loads using Box-Jenkins method
DOE Office of Scientific and Technical Information (OSTI.GOV)
Uri, N.D.
This paper discusses forecasting hourly system load for an electric utility using Box-Jenkins time-series analysis. The results indicate that a model based on the method of Box and Jenkins, given its simplicity, gives excellent results over the forecast horizon.
NASA Astrophysics Data System (ADS)
Hamid, Nor Zila Abd; Adenan, Nur Hamiza; Noorani, Mohd Salmi Md
2017-08-01
Forecasting and analyzing the ozone (O3) concentration time series is important because the pollutant is harmful to health. This study is a pilot study for forecasting and analyzing the O3 time series in one of Malaysian educational area namely Shah Alam using chaotic approach. Through this approach, the observed hourly scalar time series is reconstructed into a multi-dimensional phase space, which is then used to forecast the future time series through the local linear approximation method. The main purpose is to forecast the high O3 concentrations. The original method performed poorly but the improved method addressed the weakness thereby enabling the high concentrations to be successfully forecast. The correlation coefficient between the observed and forecasted time series through the improved method is 0.9159 and both the mean absolute error and root mean squared error are low. Thus, the improved method is advantageous. The time series analysis by means of the phase space plot and Cao method identified the presence of low-dimensional chaotic dynamics in the observed O3 time series. Results showed that at least seven factors affect the studied O3 time series, which is consistent with the listed factors from the diurnal variations investigation and the sensitivity analysis from past studies. In conclusion, chaotic approach has been successfully forecast and analyzes the O3 time series in educational area of Shah Alam. These findings are expected to help stakeholders such as Ministry of Education and Department of Environment in having a better air pollution management.
A case study of the sensitivity of forecast skill to data and data analysis techniques
NASA Technical Reports Server (NTRS)
Baker, W. E.; Atlas, R.; Halem, M.; Susskind, J.
1983-01-01
A series of experiments have been conducted to examine the sensitivity of forecast skill to various data and data analysis techniques for the 0000 GMT case of January 21, 1979. These include the individual components of the FGGE observing system, the temperatures obtained with different satellite retrieval methods, and the method of vertical interpolation between the mandatory pressure analysis levels and the model sigma levels. It is found that NESS TIROS-N infrared retrievals seriously degrade a rawinsonde-only analysis over land, resulting in a poorer forecast over North America. Less degradation in the 72-hr forecast skill at sea level and some improvement at 500 mb is noted, relative to the control with TIROS-N retrievals produced with a physical inversion method which utilizes a 6-hr forecast first guess. NESS VTPR oceanic retrievals lead to an improved forecast over North America when added to the control.
Gershunov, A.; Barnett, T.P.; Cayan, D.R.; Tubbs, T.; Goddard, L.
2000-01-01
Three long-range forecasting methods have been evaluated for prediction and downscaling of seasonal and intraseasonal precipitation statistics in California. Full-statistical, hybrid-dynamical - statistical and full-dynamical approaches have been used to forecast El Nin??o - Southern Oscillation (ENSO) - related total precipitation, daily precipitation frequency, and average intensity anomalies during the January - March season. For El Nin??o winters, the hybrid approach emerges as the best performer, while La Nin??a forecasting skill is poor. The full-statistical forecasting method features reasonable forecasting skill for both La Nin??a and El Nin??o winters. The performance of the full-dynamical approach could not be evaluated as rigorously as that of the other two forecasting schemes. Although the full-dynamical forecasting approach is expected to outperform simpler forecasting schemes in the long run, evidence is presented to conclude that, at present, the full-dynamical forecasting approach is the least viable of the three, at least in California. The authors suggest that operational forecasting of any intraseasonal temperature, precipitation, or streamflow statistic derivable from the available records is possible now for ENSO-extreme years.
The Second NWRA Flare-Forecasting Comparison Workshop: Methods Compared and Methodology
NASA Astrophysics Data System (ADS)
Leka, K. D.; Barnes, G.; the Flare Forecasting Comparison Group
2013-07-01
The Second NWRA Workshop to compare methods of solar flare forecasting was held 2-4 April 2013 in Boulder, CO. This is a follow-on to the First NWRA Workshop on Flare Forecasting Comparison, also known as the ``All-Clear Forecasting Workshop'', held in 2009 jointly with NASA/SRAG and NOAA/SWPC. For this most recent workshop, many researchers who are active in the field participated, and diverse methods were represented in terms of both the characterization of the Sun and the statistical approaches used to create a forecast. A standard dataset was created for this investigation, using data from the Solar Dynamics Observatory/ Helioseismic and Magnetic Imager (SDO/HMI) vector magnetic field HARP series. For each HARP on each day, 6 hours of data were used, allowing for nominal time-series analysis to be included in the forecasts. We present here a summary of the forecasting methods that participated and the standardized dataset that was used. Funding for the workshop and the data analysis was provided by NASA/Living with a Star contract NNH09CE72C and NASA/Guest Investigator contract NNH12CG10C.
Convective Weather Forecast Quality Metrics for Air Traffic Management Decision-Making
NASA Technical Reports Server (NTRS)
Chatterji, Gano B.; Gyarfas, Brett; Chan, William N.; Meyn, Larry A.
2006-01-01
Since numerical weather prediction models are unable to accurately forecast the severity and the location of the storm cells several hours into the future when compared with observation data, there has been a growing interest in probabilistic description of convective weather. The classical approach for generating uncertainty bounds consists of integrating the state equations and covariance propagation equations forward in time. This step is readily recognized as the process update step of the Kalman Filter algorithm. The second well known method, known as the Monte Carlo method, consists of generating output samples by driving the forecast algorithm with input samples selected from distributions. The statistical properties of the distributions of the output samples are then used for defining the uncertainty bounds of the output variables. This method is computationally expensive for a complex model compared to the covariance propagation method. The main advantage of the Monte Carlo method is that a complex non-linear model can be easily handled. Recently, a few different methods for probabilistic forecasting have appeared in the literature. A method for computing probability of convection in a region using forecast data is described in Ref. 5. Probability at a grid location is computed as the fraction of grid points, within a box of specified dimensions around the grid location, with forecast convection precipitation exceeding a specified threshold. The main limitation of this method is that the results are dependent on the chosen dimensions of the box. The examples presented Ref. 5 show that this process is equivalent to low-pass filtering of the forecast data with a finite support spatial filter. References 6 and 7 describe the technique for computing percentage coverage within a 92 x 92 square-kilometer box and assigning the value to the center 4 x 4 square-kilometer box. This technique is same as that described in Ref. 5. Characterizing the forecast, following the process described in Refs. 5 through 7, in terms of percentage coverage or confidence level is notionally sound compared to characterizing in terms of probabilities because the probability of the forecast being correct can only be determined using actual observations. References 5 through 7 only use the forecast data and not the observations. The method for computing the probability of detection, false alarm ratio and several forecast quality metrics (Skill Scores) using both the forecast and observation data are given in Ref. 2. This paper extends the statistical verification method in Ref. 2 to determine co-occurrence probabilities. The method consists of computing the probability that a severe weather cell (grid location) is detected in the observation data in the neighborhood of the severe weather cell in the forecast data. Probabilities of occurrence at the grid location and in its neighborhood with higher severity, and with lower severity in the observation data compared to that in the forecast data are examined. The method proposed in Refs. 5 through 7 is used for computing the probability that a certain number of cells in the neighborhood of severe weather cells in the forecast data are seen as severe weather cells in the observation data. Finally, the probability of existence of gaps in the observation data in the neighborhood of severe weather cells in forecast data is computed. Gaps are defined as openings between severe weather cells through which an aircraft can safely fly to its intended destination. The rest of the paper is organized as follows. Section II summarizes the statistical verification method described in Ref. 2. The extension of this method for computing the co-occurrence probabilities in discussed in Section HI. Numerical examples using NCWF forecast data and NCWD observation data are presented in Section III to elucidate the characteristics of the co-occurrence probabilities. This section also discusses the procedure for computing throbabilities that the severity of convection in the observation data will be higher or lower in the neighborhood of grid locations compared to that indicated at the grid locations in the forecast data. The probability of coverage of neighborhood grid cells is also described via examples in this section. Section IV discusses the gap detection algorithm and presents a numerical example to illustrate the method. The locations of the detected gaps in the observation data are used along with the locations of convective weather cells in the forecast data to determine the probability of existence of gaps in the neighborhood of these cells. Finally, the paper is concluded in Section V.
Applications of Principled Search Methods in Climate Influences and Mechanisms
NASA Technical Reports Server (NTRS)
Glymour, Clark
2005-01-01
Forest and grass fires cause economic losses in the billions of dollars in the U.S. alone. In addition, boreal forests constitute a large carbon store; it has been estimated that, were no burning to occur, an additional 7 gigatons of carbon would be sequestered in boreal soils each century. Effective wildfire suppression requires anticipation of locales and times for which wildfire is most probable, preferably with a two to four week forecast, so that limited resources can be efficiently deployed. The United States Forest Service (USFS), and other experts and agencies have developed several measures of fire risk combining physical principles and expert judgment, and have used them in automated procedures for forecasting fire risk. Forecasting accuracies for some fire risk indices in combination with climate and other variables have been estimated for specific locations, with the value of fire risk index variables assessed by their statistical significance in regressions. In other cases, the MAPSS forecasts [23, 241 for example, forecasting accuracy has been estimated only by simulated data. We describe alternative forecasting methods that predict fire probability by locale and time using statistical or machine learning procedures trained on historical data, and we give comparative assessments of their forecasting accuracy for one fire season year, April- October, 2003, for all U.S. Forest Service lands. Aside from providing an accuracy baseline for other forecasting methods, the results illustrate the interdependence between the statistical significance of prediction variables and the forecasting method used.
A Load-Based Temperature Prediction Model for Anomaly Detection
NASA Astrophysics Data System (ADS)
Sobhani, Masoud
Electric load forecasting, as a basic requirement for the decision-making in power utilities, has been improved in various aspects in the past decades. Many factors may affect the accuracy of the load forecasts, such as data quality, goodness of the underlying model and load composition. Due to the strong correlation between the input variables (e.g., weather and calendar variables) and the load, the quality of input data plays a vital role in forecasting practices. Even if the forecasting model were able to capture most of the salient features of the load, a low quality input data may result in inaccurate forecasts. Most of the data cleansing efforts in the load forecasting literature have been devoted to the load data. Few studies focused on weather data cleansing for load forecasting. This research proposes an anomaly detection method for the temperature data. The method consists of two components: a load-based temperature prediction model and a detection technique. The effectiveness of the proposed method is demonstrated through two case studies: one based on the data from the Global Energy Forecasting Competition 2014, and the other based on the data published by ISO New England. The results show that by removing the detected observations from the original input data, the final load forecast accuracy is enhanced.
NASA Astrophysics Data System (ADS)
Beckers, J.; Weerts, A.; Tijdeman, E.; Welles, E.; McManamon, A.
2013-12-01
To provide reliable and accurate seasonal streamflow forecasts for water resources management several operational hydrologic agencies and hydropower companies around the world use the Extended Streamflow Prediction (ESP) procedure. The ESP in its original implementation does not accommodate for any additional information that the forecaster may have about expected deviations from climatology in the near future. Several attempts have been conducted to improve the skill of the ESP forecast, especially for areas which are affected by teleconnetions (e,g. ENSO, PDO) via selection (Hamlet and Lettenmaier, 1999) or weighting schemes (Werner et al., 2004; Wood and Lettenmaier, 2006; Najafi et al., 2012). A disadvantage of such schemes is that they lead to a reduction of the signal to noise ratio of the probabilistic forecast. To overcome this, we propose a resampling method conditional on climate indices to generate meteorological time series to be used in the ESP. The method can be used to generate a large number of meteorological ensemble members in order to improve the statistical properties of the ensemble. The effectiveness of the method was demonstrated in a real-time operational hydrologic seasonal forecasts system for the Columbia River basin operated by the Bonneville Power Administration. The forecast skill of the k-nn resampler was tested against the original ESP for three basins at the long-range seasonal time scale. The BSS and CRPSS were used to compare the results to those of the original ESP method. Positive forecast skill scores were found for the resampler method conditioned on different indices for the prediction of spring peak flows in the Dworshak and Hungry Horse basin. For the Libby Dam basin however, no improvement of skill was found. The proposed resampling method is a promising practical approach that can add skill to ESP forecasts at the seasonal time scale. Further improvement is possible by fine tuning the method and selecting the most informative climate indices for the region of interest.
Replacement Beef Cow Valuation under Data Availability Constraints
Hagerman, Amy D.; Thompson, Jada M.; Ham, Charlotte; Johnson, Kamina K.
2017-01-01
Economists are often tasked with estimating the benefits or costs associated with livestock production losses; however, lack of available data or absence of consistent reporting can reduce the accuracy of these valuations. This work looks at three potential estimation techniques for determining the value for replacement beef cows with varying types of market data to proxy constrained data availability and discusses the potential margin of error for each technique. Oklahoma bred replacement cows are valued using hedonic pricing based on Oklahoma bred cow data—a best case scenario—vector error correction modeling (VECM) based on national cow sales data and cost of production (COP) based on just a representative enterprise budget and very limited sales data. Each method was then used to perform a within-sample forecast of 2016 January to December, and forecasts are compared with the 2016 monthly observed market prices in Oklahoma using the mean absolute percent error (MAPE). Hedonic pricing methods tend to overvalue for within-sample forecasting but performed best, as measured by MAPE for high quality cows. The VECM tended to undervalue cows but performed best for younger animals. COP performed well, compared with the more data intensive methods. Examining each method individually across eight representative replacement beef female types, the VECM forecast resulted in a MAPE under 10% for 33% of forecasted months, followed by hedonic pricing at 24% of the forecasted months and COP at 14% of the forecasted months for average quality beef females. For high quality females, the hedonic pricing method worked best producing a MAPE under 10% in 36% of the forecasted months followed by the COP method at 21% of months and the VECM at 14% of the forecasted months. These results suggested that livestock valuation method selection was not one-size-fits-all and may need to vary based not only on the data available but also on the characteristics (e.g., quality or age) of the livestock being valued. PMID:29164141
DOE Office of Scientific and Technical Information (OSTI.GOV)
Cui, Hantao; Li, Fangxing; Fang, Xin
Our paper deals with extended-term energy storage (ES) arbitrage problems to maximize the annual revenue in deregulated power systems with high penetration wind power. The conventional ES arbitrage model takes the locational marginal prices (LMP) as an input and is unable to account for the impacts of ES operations on system LMPs. This paper proposes a bi-level ES arbitrage model, where the upper level maximizes the ES arbitrage revenue and the lower level simulates the market clearing process considering wind power and ES. The bi-level model is formulated as a mathematical program with equilibrium constraints (MPEC) and then recast intomore » a mixed-integer linear programming (MILP) using strong duality theory. Wind power fluctuations are characterized by the GARCH forecast model and the forecast error is modeled by forecast-bin based Beta distributions. Case studies are performed on a modified PJM 5-bus system and an IEEE 118-bus system with a weekly time horizon over an annual term to show the validity of the proposed bi-level model. The results from the conventional model and the bi-level model are compared under different ES power and energy ratings, and also various load and wind penetration levels.« less
Cui, Hantao; Li, Fangxing; Fang, Xin; ...
2017-10-04
Our paper deals with extended-term energy storage (ES) arbitrage problems to maximize the annual revenue in deregulated power systems with high penetration wind power. The conventional ES arbitrage model takes the locational marginal prices (LMP) as an input and is unable to account for the impacts of ES operations on system LMPs. This paper proposes a bi-level ES arbitrage model, where the upper level maximizes the ES arbitrage revenue and the lower level simulates the market clearing process considering wind power and ES. The bi-level model is formulated as a mathematical program with equilibrium constraints (MPEC) and then recast intomore » a mixed-integer linear programming (MILP) using strong duality theory. Wind power fluctuations are characterized by the GARCH forecast model and the forecast error is modeled by forecast-bin based Beta distributions. Case studies are performed on a modified PJM 5-bus system and an IEEE 118-bus system with a weekly time horizon over an annual term to show the validity of the proposed bi-level model. The results from the conventional model and the bi-level model are compared under different ES power and energy ratings, and also various load and wind penetration levels.« less
Post-processing through linear regression
NASA Astrophysics Data System (ADS)
van Schaeybroeck, B.; Vannitsem, S.
2011-03-01
Various post-processing techniques are compared for both deterministic and ensemble forecasts, all based on linear regression between forecast data and observations. In order to evaluate the quality of the regression methods, three criteria are proposed, related to the effective correction of forecast error, the optimal variability of the corrected forecast and multicollinearity. The regression schemes under consideration include the ordinary least-square (OLS) method, a new time-dependent Tikhonov regularization (TDTR) method, the total least-square method, a new geometric-mean regression (GM), a recently introduced error-in-variables (EVMOS) method and, finally, a "best member" OLS method. The advantages and drawbacks of each method are clarified. These techniques are applied in the context of the 63 Lorenz system, whose model version is affected by both initial condition and model errors. For short forecast lead times, the number and choice of predictors plays an important role. Contrarily to the other techniques, GM degrades when the number of predictors increases. At intermediate lead times, linear regression is unable to provide corrections to the forecast and can sometimes degrade the performance (GM and the best member OLS with noise). At long lead times the regression schemes (EVMOS, TDTR) which yield the correct variability and the largest correlation between ensemble error and spread, should be preferred.
NASA Astrophysics Data System (ADS)
Boué, A.; Lesage, P.; Cortés, G.; Valette, B.; Reyes-Dávila, G.; Arámbula-Mendoza, R.; Budi-Santoso, A.
2016-11-01
Most attempts of deterministic eruption forecasting are based on the material Failure Forecast Method (FFM). This method assumes that a precursory observable, such as the rate of seismic activity, can be described by a simple power law which presents a singularity at a time close to the eruption onset. Until now, this method has been applied only in a small number of cases, generally for forecasts in hindsight. In this paper, a rigorous Bayesian approach of the FFM designed for real-time applications is applied. Using an automatic recognition system, seismo-volcanic events are detected and classified according to their physical mechanism and time series of probability distributions of the rates of events are calculated. At each time of observation, a Bayesian inversion provides estimations of the exponent of the power law and of the time of eruption, together with their probability density functions. Two criteria are defined in order to evaluate the quality and reliability of the forecasts. Our automated procedure has allowed the analysis of long, continuous seismic time series: 13 years from Volcán de Colima, Mexico, 10 years from Piton de la Fournaise, Reunion Island, France, and several months from Merapi volcano, Java, Indonesia. The new forecasting approach has been applied to 64 pre-eruptive sequences which present various types of dominant seismic activity (volcano-tectonic or long-period events) and patterns of seismicity with different level of complexity. This has allowed us to test the FFM assumptions, to determine in which conditions the method can be applied, and to quantify the success rate of the forecasts. 62% of the precursory sequences analysed are suitable for the application of FFM and half of the total number of eruptions are successfully forecast in hindsight. In real-time, the method allows for the successful forecast of 36% of all the eruptions considered. Nevertheless, real-time forecasts are successful for 83% of the cases that fulfil the reliability criteria. Therefore, good confidence on the method is obtained when the reliability criteria are met.
NASA Astrophysics Data System (ADS)
Losseau, Romain
The ongoing energy transition is about to entail important changes in the way we use and manage energy. In this view, smart grids are expected to play a significant part through the use of intelligent storage techniques. Initiated in 2014, the SmartDesc project follows this trend to create an innovative load management program by exploiting the thermal storage associated with electric water heaters existing in residential households. The device control algorithms rely on the recent theory of mean field games to achieve a decentralized control of the water heaters temperatures producing an aggregate optimal trajectory, designed to smooth the electric demand of a neighborhood. Currently, this theory does not include power and temperature constraints due to the tank heating system or necessary for the user's safety and comfort. Therefore, a trajectory violating these constraints would not be feasible and would not induce the forecast load smoothing. This master's thesis presents a method to detect the non-feasability, of a target trajectory based on the Kolmogorov equations associated with the controlled electric water heaters and suggests a way to correct it so as to make it achievable under constraints. First, a partial differential equations based model of the water heaters under temperature constraints is presented. Subsequently, a numerical scheme is developed to simulate it, and applied to the mean field control. The results of the mean field control with and without constraints are compared, and non-feasabilities of the target trajectory are highlighted upon violations. The last part of the thesis is dedicated to developing an accelerated version of the mean field and a method of correcting the target trajectory so as to enlarge as much as possible the set of achievable profiles.
Robotic weather balloon launchers spread in Alaska
NASA Astrophysics Data System (ADS)
Rosen, Julia
2018-04-01
Last week, things began stirring inside the truck-size box that sat among melting piles of snow at the airport in Fairbanks, Alaska. Before long, the roof of the box yawned open and a weather balloon took off into the sunny afternoon, instruments dangling. The entire launch was triggered with the touch of a button, 5 kilometers away at an office of the National Weather Service (NWS). The flight was smooth, just one of hundreds of twice-daily balloon launches around the world that radio back crucial data for weather forecasts. But most of those balloons are launched by people; the robotic launchers, which are rolling out across Alaska, are proving to be controversial. NWS says the autolaunchers will save money and free up staff to work on more pressing matters. But representatives of the employee union question their reliability, and say they will hasten the end of Alaska's remote weather offices, where forecasting duties and hours have already been slashed.
Artificial Neural Network versus Linear Models Forecasting Doha Stock Market
NASA Astrophysics Data System (ADS)
Yousif, Adil; Elfaki, Faiz
2017-12-01
The purpose of this study is to determine the instability of Doha stock market and develop forecasting models. Linear time series models are used and compared with a nonlinear Artificial Neural Network (ANN) namely Multilayer Perceptron (MLP) Technique. It aims to establish the best useful model based on daily and monthly data which are collected from Qatar exchange for the period starting from January 2007 to January 2015. Proposed models are for the general index of Qatar stock exchange and also for the usages in other several sectors. With the help of these models, Doha stock market index and other various sectors were predicted. The study was conducted by using various time series techniques to study and analyze data trend in producing appropriate results. After applying several models, such as: Quadratic trend model, double exponential smoothing model, and ARIMA, it was concluded that ARIMA (2,2) was the most suitable linear model for the daily general index. However, ANN model was found to be more accurate than time series models.
Buitrago, Jaime; Asfour, Shihab
2017-01-01
Short-term load forecasting is crucial for the operations planning of an electrical grid. Forecasting the next 24 h of electrical load in a grid allows operators to plan and optimize their resources. The purpose of this study is to develop a more accurate short-term load forecasting method utilizing non-linear autoregressive artificial neural networks (ANN) with exogenous multi-variable input (NARX). The proposed implementation of the network is new: the neural network is trained in open-loop using actual load and weather data, and then, the network is placed in closed-loop to generate a forecast using the predicted load as the feedback input.more » Unlike the existing short-term load forecasting methods using ANNs, the proposed method uses its own output as the input in order to improve the accuracy, thus effectively implementing a feedback loop for the load, making it less dependent on external data. Using the proposed framework, mean absolute percent errors in the forecast in the order of 1% have been achieved, which is a 30% improvement on the average error using feedforward ANNs, ARMAX and state space methods, which can result in large savings by avoiding commissioning of unnecessary power plants. Finally, the New England electrical load data are used to train and validate the forecast prediction.« less
DOE Office of Scientific and Technical Information (OSTI.GOV)
Buitrago, Jaime; Asfour, Shihab
Short-term load forecasting is crucial for the operations planning of an electrical grid. Forecasting the next 24 h of electrical load in a grid allows operators to plan and optimize their resources. The purpose of this study is to develop a more accurate short-term load forecasting method utilizing non-linear autoregressive artificial neural networks (ANN) with exogenous multi-variable input (NARX). The proposed implementation of the network is new: the neural network is trained in open-loop using actual load and weather data, and then, the network is placed in closed-loop to generate a forecast using the predicted load as the feedback input.more » Unlike the existing short-term load forecasting methods using ANNs, the proposed method uses its own output as the input in order to improve the accuracy, thus effectively implementing a feedback loop for the load, making it less dependent on external data. Using the proposed framework, mean absolute percent errors in the forecast in the order of 1% have been achieved, which is a 30% improvement on the average error using feedforward ANNs, ARMAX and state space methods, which can result in large savings by avoiding commissioning of unnecessary power plants. Finally, the New England electrical load data are used to train and validate the forecast prediction.« less
Parameterized examination in econometrics
NASA Astrophysics Data System (ADS)
Malinova, Anna; Kyurkchiev, Vesselin; Spasov, Georgi
2018-01-01
The paper presents a parameterization of basic types of exam questions in Econometrics. This algorithm is used to automate and facilitate the process of examination, assessment and self-preparation of a large number of students. The proposed parameterization of testing questions reduces the time required to author tests and course assignments. It enables tutors to generate a large number of different but equivalent dynamic questions (with dynamic answers) on a certain topic, which are automatically assessed. The presented methods are implemented in DisPeL (Distributed Platform for e-Learning) and provide questions in the areas of filtering and smoothing of time-series data, forecasting, building and analysis of single-equation econometric models. Questions also cover elasticity, average and marginal characteristics, product and cost functions, measurement of monopoly power, supply, demand and equilibrium price, consumer and product surplus, etc. Several approaches are used to enable the required numerical computations in DisPeL - integration of third-party mathematical libraries, developing our own procedures from scratch, and wrapping our legacy math codes in order to modernize and reuse them.
Statistical Correction of Air Temperature Forecasts for City and Road Weather Applications
NASA Astrophysics Data System (ADS)
Mahura, Alexander; Petersen, Claus; Sass, Bent; Gilet, Nicolas
2014-05-01
The method for statistical correction of air /road surface temperatures forecasts was developed based on analysis of long-term time-series of meteorological observations and forecasts (from HIgh Resolution Limited Area Model & Road Conditions Model; 3 km horizontal resolution). It has been tested for May-Aug 2012 & Oct 2012 - Mar 2013, respectively. The developed method is based mostly on forecasted meteorological parameters with a minimal inclusion of observations (covering only a pre-history period). Although the st iteration correction is based taking into account relevant temperature observations, but the further adjustment of air and road temperature forecasts is based purely on forecasted meteorological parameters. The method is model independent, e.g. it can be applied for temperature correction with other types of models having different horizontal resolutions. It is relatively fast due to application of the singular value decomposition method for matrix solution to find coefficients. Moreover, there is always a possibility for additional improvement due to extra tuning of the temperature forecasts for some locations (stations), and in particular, where for example, the MAEs are generally higher compared with others (see Gilet et al., 2014). For the city weather applications, new operationalized procedure for statistical correction of the air temperature forecasts has been elaborated and implemented for the HIRLAM-SKA model runs at 00, 06, 12, and 18 UTCs covering forecast lengths up to 48 hours. The procedure includes segments for extraction of observations and forecast data, assigning these to forecast lengths, statistical correction of temperature, one-&multi-days statistical evaluation of model performance, decision-making on using corrections by stations, interpolation, visualisation and storage/backup. Pre-operational air temperature correction runs were performed for the mainland Denmark since mid-April 2013 and shown good results. Tests also showed that the CPU time required for the operational procedure is relatively short (less than 15 minutes including a large time spent for interpolation). These also showed that in order to start correction of forecasts there is no need to have a long-term pre-historical data (containing forecasts and observations) and, at least, a couple of weeks will be sufficient when a new observational station is included and added to the forecast point. Note for the road weather application, the operationalization of the statistical correction of the road surface temperature forecasts (for the RWM system daily hourly runs covering forecast length up to 5 hours ahead) for the Danish road network (for about 400 road stations) was also implemented, and it is running in a test mode since Sep 2013. The method can also be applied for correction of the dew point temperature and wind speed (as a part of observations/ forecasts at synoptical stations), where these both meteorological parameters are parts of the proposed system of equations. The evaluation of the method performance for improvement of the wind speed forecasts is planned as well, with considering possibilities for the wind direction improvements (which is more complex due to multi-modal types of such data distribution). The method worked for the entire domain of mainland Denmark (tested for 60 synoptical and 395 road stations), and hence, it can be also applied for any geographical point within this domain, as through interpolation to about 100 cities' locations (for Danish national byvejr forecasts). Moreover, we can assume that the same method can be used in other geographical areas. The evaluation for other domains (with a focus on Greenland and Nordic countries) is planned. In addition, a similar approach might be also tested for statistical correction of concentrations of chemical species, but such approach will require additional elaboration and evaluation.
Performance of univariate forecasting on seasonal diseases: the case of tuberculosis.
Permanasari, Adhistya Erna; Rambli, Dayang Rohaya Awang; Dominic, P Dhanapal Durai
2011-01-01
The annual disease incident worldwide is desirable to be predicted for taking appropriate policy to prevent disease outbreak. This chapter considers the performance of different forecasting method to predict the future number of disease incidence, especially for seasonal disease. Six forecasting methods, namely linear regression, moving average, decomposition, Holt-Winter's, ARIMA, and artificial neural network (ANN), were used for disease forecasting on tuberculosis monthly data. The model derived met the requirement of time series with seasonality pattern and downward trend. The forecasting performance was compared using similar error measure in the base of the last 5 years forecast result. The findings indicate that ARIMA model was the most appropriate model since it obtained the less relatively error than the other model.
Study on load forecasting to data centers of high power density based on power usage effectiveness
NASA Astrophysics Data System (ADS)
Zhou, C. C.; Zhang, F.; Yuan, Z.; Zhou, L. M.; Wang, F. M.; Li, W.; Yang, J. H.
2016-08-01
There is usually considerable energy consumption in data centers. Load forecasting to data centers is in favor of formulating regional load density indexes and of great benefit to getting regional spatial load forecasting more accurately. The building structure and the other influential factors, i.e. equipment, geographic and climatic conditions, are considered for the data centers, and a method to forecast the load of the data centers based on power usage effectiveness is proposed. The cooling capacity of a data center and the index of the power usage effectiveness are used to forecast the power load of the data center in the method. The cooling capacity is obtained by calculating the heat load of the data center. The index is estimated using the group decision-making method of mixed language information. An example is given to prove the applicability and accuracy of this method.
Chen, Shyi-Ming; Manalu, Gandhi Maruli Tua; Pan, Jeng-Shyang; Liu, Hsiang-Chuan
2013-06-01
In this paper, we present a new method for fuzzy forecasting based on two-factors second-order fuzzy-trend logical relationship groups and particle swarm optimization (PSO) techniques. First, we fuzzify the historical training data of the main factor and the secondary factor, respectively, to form two-factors second-order fuzzy logical relationships. Then, we group the two-factors second-order fuzzy logical relationships into two-factors second-order fuzzy-trend logical relationship groups. Then, we obtain the optimal weighting vector for each fuzzy-trend logical relationship group by using PSO techniques to perform the forecasting. We also apply the proposed method to forecast the Taiwan Stock Exchange Capitalization Weighted Stock Index and the NTD/USD exchange rates. The experimental results show that the proposed method gets better forecasting performance than the existing methods.
Calibration of decadal ensemble predictions
NASA Astrophysics Data System (ADS)
Pasternack, Alexander; Rust, Henning W.; Bhend, Jonas; Liniger, Mark; Grieger, Jens; Müller, Wolfgang; Ulbrich, Uwe
2017-04-01
Decadal climate predictions are of great socio-economic interest due to the corresponding planning horizons of several political and economic decisions. Due to uncertainties of weather and climate, forecasts (e.g. due to initial condition uncertainty), they are issued in a probabilistic way. One issue frequently observed for probabilistic forecasts is that they tend to be not reliable, i.e. the forecasted probabilities are not consistent with the relative frequency of the associated observed events. Thus, these kind of forecasts need to be re-calibrated. While re-calibration methods for seasonal time scales are available and frequently applied, these methods still have to be adapted for decadal time scales and its characteristic problems like climate trend and lead time dependent bias. Regarding this, we propose a method to re-calibrate decadal ensemble predictions that takes the above mentioned characteristics into account. Finally, this method will be applied and validated to decadal forecasts from the MiKlip system (Germany's initiative for decadal prediction).
A new scoring method for evaluating the performance of earthquake forecasts and predictions
NASA Astrophysics Data System (ADS)
Zhuang, J.
2009-12-01
This study presents a new method, namely the gambling score, for scoring the performance of earthquake forecasts or predictions. Unlike most other scoring procedures that require a regular scheme of forecast and treat each earthquake equally, regardless their magnitude, this new scoring method compensates the risk that the forecaster has taken. A fair scoring scheme should reward the success in a way that is compatible with the risk taken. Suppose that we have the reference model, usually the Poisson model for usual cases or Omori-Utsu formula for the case of forecasting aftershocks, which gives probability p0 that at least 1 event occurs in a given space-time-magnitude window. The forecaster, similar to a gambler, who starts with a certain number of reputation points, bets 1 reputation point on ``Yes'' or ``No'' according to his forecast, or bets nothing if he performs a NA-prediction. If the forecaster bets 1 reputation point of his reputations on ``Yes" and loses, the number of his reputation points is reduced by 1; if his forecasts is successful, he should be rewarded (1-p0)/p0 reputation points. The quantity (1-p0)/p0 is the return (reward/bet) ratio for bets on ``Yes''. In this way, if the reference model is correct, the expected return that he gains from this bet is 0. This rule also applies to probability forecasts. Suppose that p is the occurrence probability of an earthquake given by the forecaster. We can regard the forecaster as splitting 1 reputation point by betting p on ``Yes'' and 1-p on ``No''. In this way, the forecaster's expected pay-off based on the reference model is still 0. From the viewpoints of both the reference model and the forecaster, the rule for rewarding and punishment is fair. This method is also extended to the continuous case of point process models, where the reputation points bet by the forecaster become a continuous mass on the space-time-magnitude range of interest. We also calculate the upper bound of the gambling score when the true model is a renewal process, the stress release model or the ETAS model and when the reference model is the Poisson model.
Data-driven forecasting algorithms for building energy consumption
NASA Astrophysics Data System (ADS)
Noh, Hae Young; Rajagopal, Ram
2013-04-01
This paper introduces two forecasting methods for building energy consumption data that are recorded from smart meters in high resolution. For utility companies, it is important to reliably forecast the aggregate consumption profile to determine energy supply for the next day and prevent any crisis. The proposed methods involve forecasting individual load on the basis of their measurement history and weather data without using complicated models of building system. The first method is most efficient for a very short-term prediction, such as the prediction period of one hour, and uses a simple adaptive time-series model. For a longer-term prediction, a nonparametric Gaussian process has been applied to forecast the load profiles and their uncertainty bounds to predict a day-ahead. These methods are computationally simple and adaptive and thus suitable for analyzing a large set of data whose pattern changes over the time. These forecasting methods are applied to several sets of building energy consumption data for lighting and heating-ventilation-air-conditioning (HVAC) systems collected from a campus building at Stanford University. The measurements are collected every minute, and corresponding weather data are provided hourly. The results show that the proposed algorithms can predict those energy consumption data with high accuracy.
An information-theoretical perspective on weighted ensemble forecasts
NASA Astrophysics Data System (ADS)
Weijs, Steven V.; van de Giesen, Nick
2013-08-01
This paper presents an information-theoretical method for weighting ensemble forecasts with new information. Weighted ensemble forecasts can be used to adjust the distribution that an existing ensemble of time series represents, without modifying the values in the ensemble itself. The weighting can, for example, add new seasonal forecast information in an existing ensemble of historically measured time series that represents climatic uncertainty. A recent article in this journal compared several methods to determine the weights for the ensemble members and introduced the pdf-ratio method. In this article, a new method, the minimum relative entropy update (MRE-update), is presented. Based on the principle of minimum discrimination information, an extension of the principle of maximum entropy (POME), the method ensures that no more information is added to the ensemble than is present in the forecast. This is achieved by minimizing relative entropy, with the forecast information imposed as constraints. From this same perspective, an information-theoretical view on the various weighting methods is presented. The MRE-update is compared with the existing methods and the parallels with the pdf-ratio method are analysed. The paper provides a new, information-theoretical justification for one version of the pdf-ratio method that turns out to be equivalent to the MRE-update. All other methods result in sets of ensemble weights that, seen from the information-theoretical perspective, add either too little or too much (i.e. fictitious) information to the ensemble.
NASA Astrophysics Data System (ADS)
Liu, P.
2013-12-01
Quantitative analysis of the risk for reservoir real-time operation is a hard task owing to the difficulty of accurate description of inflow uncertainties. The ensemble-based hydrologic forecasts directly depict the inflows not only the marginal distributions but also their persistence via scenarios. This motivates us to analyze the reservoir real-time operating risk with ensemble-based hydrologic forecasts as inputs. A method is developed by using the forecast horizon point to divide the future time into two stages, the forecast lead-time and the unpredicted time. The risk within the forecast lead-time is computed based on counting the failure number of forecast scenarios, and the risk in the unpredicted time is estimated using reservoir routing with the design floods and the reservoir water levels of forecast horizon point. As a result, a two-stage risk analysis method is set up to quantify the entire flood risks by defining the ratio of the number of scenarios that excessive the critical value to the total number of scenarios. The China's Three Gorges Reservoir (TGR) is selected as a case study, where the parameter and precipitation uncertainties are implemented to produce ensemble-based hydrologic forecasts. The Bayesian inference, Markov Chain Monte Carlo, is used to account for the parameter uncertainty. Two reservoir operation schemes, the real operated and scenario optimization, are evaluated for the flood risks and hydropower profits analysis. With the 2010 flood, it is found that the improvement of the hydrologic forecast accuracy is unnecessary to decrease the reservoir real-time operation risk, and most risks are from the forecast lead-time. It is therefore valuable to decrease the avarice of ensemble-based hydrologic forecasts with less bias for a reservoir operational purpose.
On Manpower Forecasting. Methods for Manpower Analysis, No.2.
ERIC Educational Resources Information Center
Morton, J.E.
Some of the problems and techniques involved in manpower forecasting are discussed. This non-technical introduction to the field aims at reducing fears of data manipulation methods and at increasing respect for conceptual, logical, and analytical issues. The major approaches to manpower forecasting are explicated and evaluated under the headings:…
ERIC Educational Resources Information Center
Baker, Bruce D.; Richards, Craig E.
1999-01-01
Applies neural network methods for forecasting 1991-95 per-pupil expenditures in U.S. public elementary and secondary schools. Forecasting models included the National Center for Education Statistics' multivariate regression model and three neural architectures. Regarding prediction accuracy, neural network results were comparable or superior to…
Educational Forecasting Methodologies: State of the Art, Trends, and Highlights.
ERIC Educational Resources Information Center
Hudson, Barclay; Bruno, James
This overview of both quantitative and qualitative methods of educational forecasting is introduced by a discussion of a general typology of forecasting methods. In each of the following sections, discussion follows the same general format: a number of basic approaches are identified (e.g. extrapolation, correlation, systems modelling), and each…
Techniques for Forecasting Air Passenger Traffic
NASA Technical Reports Server (NTRS)
Taneja, N.
1972-01-01
The basic techniques of forecasting the air passenger traffic are outlined. These techniques can be broadly classified into four categories: judgmental, time-series analysis, market analysis and analytical. The differences between these methods exist, in part, due to the degree of formalization of the forecasting procedure. Emphasis is placed on describing the analytical method.
Verification of operational solar flare forecast: Case of Regional Warning Center Japan
NASA Astrophysics Data System (ADS)
Kubo, Yûki; Den, Mitsue; Ishii, Mamoru
2017-08-01
In this article, we discuss a verification study of an operational solar flare forecast in the Regional Warning Center (RWC) Japan. The RWC Japan has been issuing four-categorical deterministic solar flare forecasts for a long time. In this forecast verification study, we used solar flare forecast data accumulated over 16 years (from 2000 to 2015). We compiled the forecast data together with solar flare data obtained with the Geostationary Operational Environmental Satellites (GOES). Using the compiled data sets, we estimated some conventional scalar verification measures with 95% confidence intervals. We also estimated a multi-categorical scalar verification measure. These scalar verification measures were compared with those obtained by the persistence method and recurrence method. As solar activity varied during the 16 years, we also applied verification analyses to four subsets of forecast-observation pair data with different solar activity levels. We cannot conclude definitely that there are significant performance differences between the forecasts of RWC Japan and the persistence method, although a slightly significant difference is found for some event definitions. We propose to use a scalar verification measure to assess the judgment skill of the operational solar flare forecast. Finally, we propose a verification strategy for deterministic operational solar flare forecasting. For dichotomous forecast, a set of proposed verification measures is a frequency bias for bias, proportion correct and critical success index for accuracy, probability of detection for discrimination, false alarm ratio for reliability, Peirce skill score for forecast skill, and symmetric extremal dependence index for association. For multi-categorical forecast, we propose a set of verification measures as marginal distributions of forecast and observation for bias, proportion correct for accuracy, correlation coefficient and joint probability distribution for association, the likelihood distribution for discrimination, the calibration distribution for reliability and resolution, and the Gandin-Murphy-Gerrity score and judgment skill score for skill.
Flare forecasting at the Met Office Space Weather Operations Centre
NASA Astrophysics Data System (ADS)
Murray, S. A.; Bingham, S.; Sharpe, M.; Jackson, D. R.
2017-04-01
The Met Office Space Weather Operations Centre produces 24/7/365 space weather guidance, alerts, and forecasts to a wide range of government and commercial end-users across the United Kingdom. Solar flare forecasts are one of its products, which are issued multiple times a day in two forms: forecasts for each active region on the solar disk over the next 24 h and full-disk forecasts for the next 4 days. Here the forecasting process is described in detail, as well as first verification of archived forecasts using methods commonly used in operational weather prediction. Real-time verification available for operational flare forecasting use is also described. The influence of human forecasters is highlighted, with human-edited forecasts outperforming original model results and forecasting skill decreasing over longer forecast lead times.
A smoothed two- and three-dimensional interface reconstruction method
Mosso, Stewart; Garasi, Christopher; Drake, Richard
2008-04-22
The Patterned Interface Reconstruction algorithm reduces the discontinuity between material interfaces in neighboring computational elements. This smoothing improves the accuracy of the reconstruction for smooth bodies. The method can be used in two- and three-dimensional Cartesian and unstructured meshes. Planar interfaces will be returned for planar volume fraction distributions. Finally, the algorithm is second-order accurate for smooth volume fraction distributions.
Iterative near-term ecological forecasting: Needs, opportunities, and challenges
Dietze, Michael C.; Fox, Andrew; Beck-Johnson, Lindsay; Betancourt, Julio L.; Hooten, Mevin B.; Jarnevich, Catherine S.; Keitt, Timothy H.; Kenney, Melissa A.; Laney, Christine M.; Larsen, Laurel G.; Loescher, Henry W.; Lunch, Claire K.; Pijanowski, Bryan; Randerson, James T.; Read, Emily; Tredennick, Andrew T.; Vargas, Rodrigo; Weathers, Kathleen C.; White, Ethan P.
2018-01-01
Two foundational questions about sustainability are “How are ecosystems and the services they provide going to change in the future?” and “How do human decisions affect these trajectories?” Answering these questions requires an ability to forecast ecological processes. Unfortunately, most ecological forecasts focus on centennial-scale climate responses, therefore neither meeting the needs of near-term (daily to decadal) environmental decision-making nor allowing comparison of specific, quantitative predictions to new observational data, one of the strongest tests of scientific theory. Near-term forecasts provide the opportunity to iteratively cycle between performing analyses and updating predictions in light of new evidence. This iterative process of gaining feedback, building experience, and correcting models and methods is critical for improving forecasts. Iterative, near-term forecasting will accelerate ecological research, make it more relevant to society, and inform sustainable decision-making under high uncertainty and adaptive management. Here, we identify the immediate scientific and societal needs, opportunities, and challenges for iterative near-term ecological forecasting. Over the past decade, data volume, variety, and accessibility have greatly increased, but challenges remain in interoperability, latency, and uncertainty quantification. Similarly, ecologists have made considerable advances in applying computational, informatic, and statistical methods, but opportunities exist for improving forecast-specific theory, methods, and cyberinfrastructure. Effective forecasting will also require changes in scientific training, culture, and institutions. The need to start forecasting is now; the time for making ecology more predictive is here, and learning by doing is the fastest route to drive the science forward.
Iterative near-term ecological forecasting: Needs, opportunities, and challenges.
Dietze, Michael C; Fox, Andrew; Beck-Johnson, Lindsay M; Betancourt, Julio L; Hooten, Mevin B; Jarnevich, Catherine S; Keitt, Timothy H; Kenney, Melissa A; Laney, Christine M; Larsen, Laurel G; Loescher, Henry W; Lunch, Claire K; Pijanowski, Bryan C; Randerson, James T; Read, Emily K; Tredennick, Andrew T; Vargas, Rodrigo; Weathers, Kathleen C; White, Ethan P
2018-02-13
Two foundational questions about sustainability are "How are ecosystems and the services they provide going to change in the future?" and "How do human decisions affect these trajectories?" Answering these questions requires an ability to forecast ecological processes. Unfortunately, most ecological forecasts focus on centennial-scale climate responses, therefore neither meeting the needs of near-term (daily to decadal) environmental decision-making nor allowing comparison of specific, quantitative predictions to new observational data, one of the strongest tests of scientific theory. Near-term forecasts provide the opportunity to iteratively cycle between performing analyses and updating predictions in light of new evidence. This iterative process of gaining feedback, building experience, and correcting models and methods is critical for improving forecasts. Iterative, near-term forecasting will accelerate ecological research, make it more relevant to society, and inform sustainable decision-making under high uncertainty and adaptive management. Here, we identify the immediate scientific and societal needs, opportunities, and challenges for iterative near-term ecological forecasting. Over the past decade, data volume, variety, and accessibility have greatly increased, but challenges remain in interoperability, latency, and uncertainty quantification. Similarly, ecologists have made considerable advances in applying computational, informatic, and statistical methods, but opportunities exist for improving forecast-specific theory, methods, and cyberinfrastructure. Effective forecasting will also require changes in scientific training, culture, and institutions. The need to start forecasting is now; the time for making ecology more predictive is here, and learning by doing is the fastest route to drive the science forward.
Spline-Based Smoothing of Airfoil Curvatures
NASA Technical Reports Server (NTRS)
Li, W.; Krist, S.
2008-01-01
Constrained fitting for airfoil curvature smoothing (CFACS) is a splinebased method of interpolating airfoil surface coordinates (and, concomitantly, airfoil thicknesses) between specified discrete design points so as to obtain smoothing of surface-curvature profiles in addition to basic smoothing of surfaces. CFACS was developed in recognition of the fact that the performance of a transonic airfoil is directly related to both the curvature profile and the smoothness of the airfoil surface. Older methods of interpolation of airfoil surfaces involve various compromises between smoothing of surfaces and exact fitting of surfaces to specified discrete design points. While some of the older methods take curvature profiles into account, they nevertheless sometimes yield unfavorable results, including curvature oscillations near end points and substantial deviations from desired leading-edge shapes. In CFACS as in most of the older methods, one seeks a compromise between smoothing and exact fitting. Unlike in the older methods, the airfoil surface is modified as little as possible from its original specified form and, instead, is smoothed in such a way that the curvature profile becomes a smooth fit of the curvature profile of the original airfoil specification. CFACS involves a combination of rigorous mathematical modeling and knowledge-based heuristics. Rigorous mathematical formulation provides assurance of removal of undesirable curvature oscillations with minimum modification of the airfoil geometry. Knowledge-based heuristics bridge the gap between theory and designers best practices. In CFACS, one of the measures of the deviation of an airfoil surface from smoothness is the sum of squares of the jumps in the third derivatives of a cubicspline interpolation of the airfoil data. This measure is incorporated into a formulation for minimizing an overall deviation- from-smoothness measure of the airfoil data within a specified fitting error tolerance. CFACS has been extensively tested on a number of supercritical airfoil data sets generated by inverse design and optimization computer programs. All of the smoothing results show that CFACS is able to generate unbiased smooth fits of curvature profiles, trading small modifications of geometry for increasing curvature smoothness by eliminating curvature oscillations and bumps (see figure).
Climatological Observations for Maritime Prediction and Analysis Support Service (COMPASS)
NASA Astrophysics Data System (ADS)
OConnor, A.; Kirtman, B. P.; Harrison, S.; Gorman, J.
2016-02-01
Current US Navy forecasting systems cannot easily incorporate extended-range forecasts that can improve mission readiness and effectiveness; ensure safety; and reduce cost, labor, and resource requirements. If Navy operational planners had systems that incorporated these forecasts, they could plan missions using more reliable and longer-term weather and climate predictions. Further, using multi-model forecast ensembles instead of single forecasts would produce higher predictive performance. Extended-range multi-model forecast ensembles, such as those available in the North American Multi-Model Ensemble (NMME), are ideal for system integration because of their high skill predictions; however, even higher skill predictions can be produced if forecast model ensembles are combined correctly. While many methods for weighting models exist, the best method in a given environment requires expert knowledge of the models and combination methods.We present an innovative approach that uses machine learning to combine extended-range predictions from multi-model forecast ensembles and generate a probabilistic forecast for any region of the globe up to 12 months in advance. Our machine-learning approach uses 30 years of hindcast predictions to learn patterns of forecast model successes and failures. Each model is assigned a weight for each environmental condition, 100 km2 region, and day given any expected environmental information. These weights are then applied to the respective predictions for the region and time of interest to effectively stitch together a single, coherent probabilistic forecast. Our experimental results demonstrate the benefits of our approach to produce extended-range probabilistic forecasts for regions and time periods of interest that are superior, in terms of skill, to individual NMME forecast models and commonly weighted models. The probabilistic forecast leverages the strengths of three NMME forecast models to predict environmental conditions for an area spanning from San Diego, CA to Honolulu, HI, seven months in-advance. Key findings include: weighted combinations of models are strictly better than individual models; machine-learned combinations are especially better; and forecasts produced using our approach have the highest rank probability skill score most often.
Approaches in Health Human Resource Forecasting: A Roadmap for Improvement
Rafiei, Sima; Mohebbifar, Rafat; Hashemi, Fariba; Ezzatabadi, Mohammad Ranjbar; Farzianpour, Fereshteh
2016-01-01
Introduction Forecasting the demand and supply of health manpower in an accurate manner makes appropriate planning possible. The aim of this paper was to review approaches and methods for health manpower forecasting and consequently propose the features that improve the effectiveness of this important process of health manpower planning. Methods A literature review was conducted for studies published in English from 1990–2014 using Pub Med, Science Direct, Pro Quest, and Google Scholar databases. Review articles, qualitative studies, retrospective and prospective studies describing or applying various types of forecasting approaches and methods in health manpower forecasting were included in the review. The authors designed an extraction data sheet based on study questions to collect data on studies’ references, designs, and types of forecasting approaches, whether discussed or applied, with their strengths and weaknesses Results Forty studies were included in the review. As a result, two main categories of approaches (conceptual and analytical) for health manpower forecasting were identified. Each approach had several strengths and weaknesses. As a whole, most of them were faced with some challenges, such as being static and unable to capture dynamic variables in manpower forecasting and causal relationships. They also lacked the capacity to benefit from scenario making to assist policy makers in effective decision making. Conclusions An effective forecasting approach is supposed to resolve all the deficits that exist in current approaches and meet the key features found in the literature in order to develop an open system and a dynamic and comprehensive method necessary for today complex health care systems. PMID:27790343
An approach for spherical harmonic analysis of non-smooth data
NASA Astrophysics Data System (ADS)
Wang, Hansheng; Wu, Patrick; Wang, Zhiyong
2006-12-01
A method is proposed to evaluate the spherical harmonic coefficients of a global or regional, non-smooth, observable dataset sampled on an equiangular grid. The method is based on an integration strategy using new recursion relations. Because a bilinear function is used to interpolate points within the grid cells, this method is suitable for non-smooth data; the slope of the data may be piecewise continuous, with extreme changes at the boundaries. In order to validate the method, the coefficients of an axisymmetric model are computed, and compared with the derived analytical expressions. Numerical results show that this method is indeed reasonable for non-smooth models, and that the maximum degree for spherical harmonic analysis should be empirically determined by several factors including the model resolution and the degree of non-smoothness in the dataset, and it can be several times larger than the total number of latitudinal grid points. It is also shown that this method is appropriate for the approximate analysis of a smooth dataset. Moreover, this paper provides the program flowchart and an internet address where the FORTRAN code with program specifications are made available.
NASA Astrophysics Data System (ADS)
Bellier, Joseph; Bontron, Guillaume; Zin, Isabella
2017-12-01
Meteorological ensemble forecasts are nowadays widely used as input of hydrological models for probabilistic streamflow forecasting. These forcings are frequently biased and have to be statistically postprocessed, using most of the time univariate techniques that apply independently to individual locations, lead times and weather variables. Postprocessed ensemble forecasts therefore need to be reordered so as to reconstruct suitable multivariate dependence structures. The Schaake shuffle and ensemble copula coupling are the two most popular methods for this purpose. This paper proposes two adaptations of them that make use of meteorological analogues for reconstructing spatiotemporal dependence structures of precipitation forecasts. Performances of the original and adapted techniques are compared through a multistep verification experiment using real forecasts from the European Centre for Medium-Range Weather Forecasts. This experiment evaluates not only multivariate precipitation forecasts but also the corresponding streamflow forecasts that derive from hydrological modeling. Results show that the relative performances of the different reordering methods vary depending on the verification step. In particular, the standard Schaake shuffle is found to perform poorly when evaluated on streamflow. This emphasizes the crucial role of the precipitation spatiotemporal dependence structure in hydrological ensemble forecasting.
Fuzzy State Transition and Kalman Filter Applied in Short-Term Traffic Flow Forecasting
Ming-jun, Deng; Shi-ru, Qu
2015-01-01
Traffic flow is widely recognized as an important parameter for road traffic state forecasting. Fuzzy state transform and Kalman filter (KF) have been applied in this field separately. But the studies show that the former method has good performance on the trend forecasting of traffic state variation but always involves several numerical errors. The latter model is good at numerical forecasting but is deficient in the expression of time hysteretically. This paper proposed an approach that combining fuzzy state transform and KF forecasting model. In considering the advantage of the two models, a weight combination model is proposed. The minimum of the sum forecasting error squared is regarded as a goal in optimizing the combined weight dynamically. Real detection data are used to test the efficiency. Results indicate that the method has a good performance in terms of short-term traffic forecasting. PMID:26779258
Fuzzy State Transition and Kalman Filter Applied in Short-Term Traffic Flow Forecasting.
Deng, Ming-jun; Qu, Shi-ru
2015-01-01
Traffic flow is widely recognized as an important parameter for road traffic state forecasting. Fuzzy state transform and Kalman filter (KF) have been applied in this field separately. But the studies show that the former method has good performance on the trend forecasting of traffic state variation but always involves several numerical errors. The latter model is good at numerical forecasting but is deficient in the expression of time hysteretically. This paper proposed an approach that combining fuzzy state transform and KF forecasting model. In considering the advantage of the two models, a weight combination model is proposed. The minimum of the sum forecasting error squared is regarded as a goal in optimizing the combined weight dynamically. Real detection data are used to test the efficiency. Results indicate that the method has a good performance in terms of short-term traffic forecasting.
The total probabilities from high-resolution ensemble forecasting of floods
NASA Astrophysics Data System (ADS)
Olav Skøien, Jon; Bogner, Konrad; Salamon, Peter; Smith, Paul; Pappenberger, Florian
2015-04-01
Ensemble forecasting has for a long time been used in meteorological modelling, to give an indication of the uncertainty of the forecasts. As meteorological ensemble forecasts often show some bias and dispersion errors, there is a need for calibration and post-processing of the ensembles. Typical methods for this are Bayesian Model Averaging (Raftery et al., 2005) and Ensemble Model Output Statistics (EMOS) (Gneiting et al., 2005). There are also methods for regionalizing these methods (Berrocal et al., 2007) and for incorporating the correlation between lead times (Hemri et al., 2013). To make optimal predictions of floods along the stream network in hydrology, we can easily use the ensemble members as input to the hydrological models. However, some of the post-processing methods will need modifications when regionalizing the forecasts outside the calibration locations, as done by Hemri et al. (2013). We present a method for spatial regionalization of the post-processed forecasts based on EMOS and top-kriging (Skøien et al., 2006). We will also look into different methods for handling the non-normality of runoff and the effect on forecasts skills in general and for floods in particular. Berrocal, V. J., Raftery, A. E. and Gneiting, T.: Combining Spatial Statistical and Ensemble Information in Probabilistic Weather Forecasts, Mon. Weather Rev., 135(4), 1386-1402, doi:10.1175/MWR3341.1, 2007. Gneiting, T., Raftery, A. E., Westveld, A. H. and Goldman, T.: Calibrated Probabilistic Forecasting Using Ensemble Model Output Statistics and Minimum CRPS Estimation, Mon. Weather Rev., 133(5), 1098-1118, doi:10.1175/MWR2904.1, 2005. Hemri, S., Fundel, F. and Zappa, M.: Simultaneous calibration of ensemble river flow predictions over an entire range of lead times, Water Resour. Res., 49(10), 6744-6755, doi:10.1002/wrcr.20542, 2013. Raftery, A. E., Gneiting, T., Balabdaoui, F. and Polakowski, M.: Using Bayesian Model Averaging to Calibrate Forecast Ensembles, Mon. Weather Rev., 133(5), 1155-1174, doi:10.1175/MWR2906.1, 2005. Skøien, J. O., Merz, R. and Blöschl, G.: Top-kriging - Geostatistics on stream networks, Hydrol. Earth Syst. Sci., 10(2), 277-287, 2006.
Action-based flood forecasting for triggering humanitarian action
NASA Astrophysics Data System (ADS)
Coughlan de Perez, Erin; van den Hurk, Bart; van Aalst, Maarten K.; Amuron, Irene; Bamanya, Deus; Hauser, Tristan; Jongma, Brenden; Lopez, Ana; Mason, Simon; Mendler de Suarez, Janot; Pappenberger, Florian; Rueth, Alexandra; Stephens, Elisabeth; Suarez, Pablo; Wagemaker, Jurjen; Zsoter, Ervin
2016-09-01
Too often, credible scientific early warning information of increased disaster risk does not result in humanitarian action. With financial resources tilted heavily towards response after a disaster, disaster managers have limited incentive and ability to process complex scientific data, including uncertainties. These incentives are beginning to change, with the advent of several new forecast-based financing systems that provide funding based on a forecast of an extreme event. Given the changing landscape, here we demonstrate a method to select and use appropriate forecasts for specific humanitarian disaster prevention actions, even in a data-scarce location. This action-based forecasting methodology takes into account the parameters of each action, such as action lifetime, when verifying a forecast. Forecasts are linked with action based on an understanding of (1) the magnitude of previous flooding events and (2) the willingness to act "in vain" for specific actions. This is applied in the context of the Uganda Red Cross Society forecast-based financing pilot project, with forecasts from the Global Flood Awareness System (GloFAS). Using this method, we define the "danger level" of flooding, and we select the probabilistic forecast triggers that are appropriate for specific actions. Results from this methodology can be applied globally across hazards and fed into a financing system that ensures that automatic, pre-funded early action will be triggered by forecasts.
Forecasting Error Calculation with Mean Absolute Deviation and Mean Absolute Percentage Error
NASA Astrophysics Data System (ADS)
Khair, Ummul; Fahmi, Hasanul; Hakim, Sarudin Al; Rahim, Robbi
2017-12-01
Prediction using a forecasting method is one of the most important things for an organization, the selection of appropriate forecasting methods is also important but the percentage error of a method is more important in order for decision makers to adopt the right culture, the use of the Mean Absolute Deviation and Mean Absolute Percentage Error to calculate the percentage of mistakes in the least square method resulted in a percentage of 9.77% and it was decided that the least square method be worked for time series and trend data.
Short-Term fo F2 Forecast: Present Day State of Art
NASA Astrophysics Data System (ADS)
Mikhailov, A. V.; Depuev, V. H.; Depueva, A. H.
An analysis of the F2-layer short-term forecast problem has been done. Both objective and methodological problems prevent us from a deliberate F2-layer forecast issuing at present. An empirical approach based on statistical methods may be recommended for practical use. A forecast method based on a new aeronomic index (a proxy) AI has been proposed and tested over selected 64 severe storm events. The method provides an acceptable prediction accuracy both for strongly disturbed and quiet conditions. The problems with the prediction of the F2-layer quiet-time disturbances as well as some other unsolved problems are discussed
Load forecast method of electric vehicle charging station using SVR based on GA-PSO
NASA Astrophysics Data System (ADS)
Lu, Kuan; Sun, Wenxue; Ma, Changhui; Yang, Shenquan; Zhu, Zijian; Zhao, Pengfei; Zhao, Xin; Xu, Nan
2017-06-01
This paper presents a Support Vector Regression (SVR) method for electric vehicle (EV) charging station load forecast based on genetic algorithm (GA) and particle swarm optimization (PSO). Fuzzy C-Means (FCM) clustering is used to establish similar day samples. GA is used for global parameter searching and PSO is used for a more accurately local searching. Load forecast is then regressed using SVR. The practical load data of an EV charging station were taken to illustrate the proposed method. The result indicates an obvious improvement in the forecasting accuracy compared with SVRs based on PSO and GA exclusively.
Assessing the impact of different satellite retrieval methods on forecast available potential energy
NASA Technical Reports Server (NTRS)
Whittaker, Linda M.; Horn, Lyle H.
1990-01-01
The effects of the inclusion of satellite temperature retrieval data, and of different satellite retrieval methods, on forecasts made with the NASA Goddard Laboratory for Atmospheres (GLA) fourth-order model were investigated using, as the parameter, the available potential energy (APE) in its isentropic form. Calculation of the APE were used to study the differences in the forecast sets both globally and in the Northern Hemisphere during 72-h forecast period. The analysis data sets used for the forecasts included one containing the NESDIS TIROS-N retrievals, the GLA retrievals using the physical inversion method, and a third, which did not contain satellite data, used as a control; two data sets, with and without satellite data, were used for verification. For all three data sets, the Northern Hemisphere values for the total APE showed an increase throughout the forecast period, mostly due to an increase in the zonal component, in contrast to the verification sets, which showed a steady level of total APE.
A hybrid group method of data handling with discrete wavelet transform for GDP forecasting
NASA Astrophysics Data System (ADS)
Isa, Nadira Mohamed; Shabri, Ani
2013-09-01
This study is proposed the application of hybridization model using Group Method of Data Handling (GMDH) and Discrete Wavelet Transform (DWT) in time series forecasting. The objective of this paper is to examine the flexibility of the hybridization GMDH in time series forecasting by using Gross Domestic Product (GDP). A time series data set is used in this study to demonstrate the effectiveness of the forecasting model. This data are utilized to forecast through an application aimed to handle real life time series. This experiment compares the performances of a hybrid model and a single model of Wavelet-Linear Regression (WR), Artificial Neural Network (ANN), and conventional GMDH. It is shown that the proposed model can provide a promising alternative technique in GDP forecasting.
NASA Astrophysics Data System (ADS)
Sardinha-Lourenço, A.; Andrade-Campos, A.; Antunes, A.; Oliveira, M. S.
2018-03-01
Recent research on water demand short-term forecasting has shown that models using univariate time series based on historical data are useful and can be combined with other prediction methods to reduce errors. The behavior of water demands in drinking water distribution networks focuses on their repetitive nature and, under meteorological conditions and similar consumers, allows the development of a heuristic forecast model that, in turn, combined with other autoregressive models, can provide reliable forecasts. In this study, a parallel adaptive weighting strategy of water consumption forecast for the next 24-48 h, using univariate time series of potable water consumption, is proposed. Two Portuguese potable water distribution networks are used as case studies where the only input data are the consumption of water and the national calendar. For the development of the strategy, the Autoregressive Integrated Moving Average (ARIMA) method and a short-term forecast heuristic algorithm are used. Simulations with the model showed that, when using a parallel adaptive weighting strategy, the prediction error can be reduced by 15.96% and the average error by 9.20%. This reduction is important in the control and management of water supply systems. The proposed methodology can be extended to other forecast methods, especially when it comes to the availability of multiple forecast models.
A scoping review of nursing workforce planning and forecasting research.
Squires, Allison; Jylhä, Virpi; Jun, Jin; Ensio, Anneli; Kinnunen, Juha
2017-11-01
This study will critically evaluate forecasting models and their content in workforce planning policies for nursing professionals and to highlight the strengths and the weaknesses of existing approaches. Although macro-level nursing workforce issues may not be the first thing that many nurse managers consider in daily operations, the current and impending nursing shortage in many countries makes nursing specific models for workforce forecasting important. A scoping review was conducted using a directed and summative content analysis approach to capture supply and demand analytic methods of nurse workforce planning and forecasting. The literature on nurse workforce forecasting studies published in peer-reviewed journals as well as in grey literature was included in the scoping review. Thirty six studies met the inclusion criteria, with the majority coming from the USA. Forecasting methods were biased towards service utilization analyses and were not consistent across studies. Current methods for nurse workforce forecasting are inconsistent and have not accounted sufficiently for socioeconomic and political factors that can influence workforce projections. Additional studies examining past trends are needed to improve future modelling. Accurate nursing workforce forecasting can help nurse managers, administrators and policy makers to understand the supply and demand of the workforce to prepare and maintain an adequate and competent current and future workforce. © 2017 John Wiley & Sons Ltd.
Robustness of disaggregate oil and gas discovery forecasting models
Attanasi, E.D.; Schuenemeyer, J.H.
1989-01-01
The trend in forecasting oil and gas discoveries has been to develop and use models that allow forecasts of the size distribution of future discoveries. From such forecasts, exploration and development costs can more readily be computed. Two classes of these forecasting models are the Arps-Roberts type models and the 'creaming method' models. This paper examines the robustness of the forecasts made by these models when the historical data on which the models are based have been subject to economic upheavals or when historical discovery data are aggregated from areas having widely differing economic structures. Model performance is examined in the context of forecasting discoveries for offshore Texas State and Federal areas. The analysis shows how the model forecasts are limited by information contained in the historical discovery data. Because the Arps-Roberts type models require more regularity in discovery sequence than the creaming models, prior information had to be introduced into the Arps-Roberts models to accommodate the influence of economic changes. The creaming methods captured the overall decline in discovery size but did not easily allow introduction of exogenous information to compensate for incomplete historical data. Moreover, the predictive log normal distribution associated with the creaming model methods appears to understate the importance of the potential contribution of small fields. ?? 1989.
NASA Astrophysics Data System (ADS)
Sines, Taleena R.
Icing poses as a severe hazard to aircraft safety with financial resources and even human lives hanging in the balance when the decision to ground a flight must be made. When analyzing the effects of ice on aviation, a chief cause for danger is the disruption of smooth airflow, which increases the drag force on the aircraft therefore decreasing its ability to create lift. The Weather Research and Forecast (WRF) model Advanced Research WRF (WRF-ARW) is a collaboratively created, flexible model designed to run on distributed computing systems for a variety of applications including forecasting research, parameterization research, and real-time numerical weather prediction. Land-surface models, one of the physics options available in the WRF-ARW, output surface heat and moisture flux given radiation, precipitation, and surface properties such as soil type. The Fast All-Season Soil STrength (FASST) land-surface model was developed by the U.S. Army ERDC-CRREL in Hanover, New Hampshire. Designed to use both meteorological and terrain data, the model calculates heat and moisture within the surface layer as well as the exchange of these parameters between the soil, surface elements (such as snow and vegetation), and atmosphere. Focusing on the Presidential Mountain Range of New Hampshire under the NASA Experimental Program to Stimulate Competitive Research (EPSCoR) Icing Assessments in Cold and Alpine Environments project, one of the main goals is to create a customized, high resolution model to predict and assess ice accretion in complex terrain. The purpose of this research is to couple the FASST land-surface model with the WRF to improve icing forecasts in complex terrain. Coupling FASST with the WRF-ARW may improve icing forecasts because of its sophisticated approach to handling processes such as meltwater, freezing, thawing, and others that would affect the water and energy budget and in turn affect icing forecasts. Several transformations had to take place in order for the FASST land-surface model and WRF-ARW to work together as fully coupled models. Changes had to be made to the WRF-ARW build mechanisms (Chapter 1, section a) so that FASST would be recognized as a new option that could be chosen through the namelist and compiled with other modules. Similarly, FASST had to be altered to no longer read meteorological data from a file, but accept input from WRF-ARW at each time step in a way that did not alter the integrity or run-time processes of the model. Several icing events were available to test the newly coupled model as well as the performance of other available land-surface models from the WRF-ARW. A variation of event intensities and durations from these events were chosen to give a broader view of the land-surface models' abilities to accurately predict icing in complex terrain. Non- icing events were also used in testing to ensure the land-surface models were not predicting ice in the events where none occurred. When compared to the other land-surface models and observations FASST showed a warm bias in several regions. As the forecasts progressed, FASST appeared to attempt to correct this bias and performed similarly to the other land-surface models and at times better than these land-surface models in areas of the domain not affected by this bias. To correct this warm bias, future investigation should be conducted into the reasoning behind this warm bias, including but not limited to: FASST operation and elevation modeling, WRF-ARW variables and forecasting methods, as well as allowing for spin-up prior to forecast times. Following the correction to the warm bias, FASST can be parallelized to allow for operational forecast performance and included in the WRF-ARW forecasting suite for future software releases. (Abstract shortened by UMI.).
Using Landslide Failure Forecast Models in Near Real Time: the Mt. de La Saxe case-study
NASA Astrophysics Data System (ADS)
Manconi, Andrea; Giordan, Daniele
2014-05-01
Forecasting the occurrence of landslide phenomena in space and time is a major scientific challenge. The approaches used to forecast landslides mainly depend on the spatial scale analyzed (regional vs. local), the temporal range of forecast (long- vs. short-term), as well as the triggering factor and the landslide typology considered. By focusing on short-term forecast methods for large, deep seated slope instabilities, the potential time of failure (ToF) can be estimated by studying the evolution of the landslide deformation over time (i.e., strain rate) provided that, under constant stress conditions, landslide materials follow creep mechanism before reaching rupture. In the last decades, different procedures have been proposed to estimate ToF by considering simplified empirical and/or graphical methods applied to time series of deformation data. Fukuzono, 1985 proposed a failure forecast method based on the experience performed during large scale laboratory experiments, which were aimed at observing the kinematic evolution of a landslide induced by rain. This approach, known also as the inverse-velocity method, considers the evolution over time of the inverse value of the surface velocity (v) as an indicator of the ToF, by assuming that failure approaches while 1/v tends to zero. Here we present an innovative method to aimed at achieving failure forecast of landslide phenomena by considering near-real-time monitoring data. Starting from the inverse velocity theory, we analyze landslide surface displacements on different temporal windows, and then apply straightforward statistical methods to obtain confidence intervals on the time of failure. Our results can be relevant to support the management of early warning systems during landslide emergency conditions, also when the predefined displacement and/or velocity thresholds are exceeded. In addition, our statistical approach for the definition of confidence interval and forecast reliability can be applied also to different failure forecast methods. We applied for the first time the herein presented approach in near real time during the emergency scenario relevant to the reactivation of the La Saxe rockslide, a large mass wasting menacing the population of Courmayeur, northern Italy, and the important European route E25. We show how the application of simplified but robust forecast models can be a convenient method to manage and support early warning systems during critical situations. References: Fukuzono T. (1985), A New Method for Predicting the Failure Time of a Slope, Proc. IVth International Conference and Field Workshop on Landslides, Tokyo.
Bias Adjusted Precipitation Threat Scores
NASA Astrophysics Data System (ADS)
Mesinger, F.
2008-04-01
Among the wide variety of performance measures available for the assessment of skill of deterministic precipitation forecasts, the equitable threat score (ETS) might well be the one used most frequently. It is typically used in conjunction with the bias score. However, apart from its mathematical definition the meaning of the ETS is not clear. It has been pointed out (Mason, 1989; Hamill, 1999) that forecasts with a larger bias tend to have a higher ETS. Even so, the present author has not seen this having been accounted for in any of numerous papers that in recent years have used the ETS along with bias "as a measure of forecast accuracy". A method to adjust the threat score (TS) or the ETS so as to arrive at their values that correspond to unit bias in order to show the model's or forecaster's accuracy in placing precipitation has been proposed earlier by the present author (Mesinger and Brill, the so-called dH/dF method). A serious deficiency however has since been noted with the dH/dF method in that the hypothetical function that it arrives at to interpolate or extrapolate the observed value of hits to unit bias can have values of hits greater than forecast when the forecast area tends to zero. Another method is proposed here based on the assumption that the increase in hits per unit increase in false alarms is proportional to the yet unhit area. This new method removes the deficiency of the dH/dF method. Examples of its performance for 12 months of forecasts by three NCEP operational models are given.
Survey of air cargo forecasting techniques
NASA Technical Reports Server (NTRS)
Kuhlthan, A. R.; Vermuri, R. S.
1978-01-01
Forecasting techniques currently in use in estimating or predicting the demand for air cargo in various markets are discussed with emphasis on the fundamentals of the different forecasting approaches. References to specific studies are cited when appropriate. The effectiveness of current methods is evaluated and several prospects for future activities or approaches are suggested. Appendices contain summary type analyses of about 50 specific publications on forecasting, and selected bibliographies on air cargo forecasting, air passenger demand forecasting, and general demand and modalsplit modeling.
Stochastic demographic forecasting.
Lee, R D
1992-11-01
"This paper describes a particular approach to stochastic population forecasting, which is implemented for the U.S.A. through 2065. Statistical time series methods are combined with demographic models to produce plausible long run forecasts of vital rates, with probability distributions. The resulting mortality forecasts imply gains in future life expectancy that are roughly twice as large as those forecast by the Office of the Social Security Actuary.... Resulting stochastic forecasts of the elderly population, elderly dependency ratios, and payroll tax rates for health, education and pensions are presented." excerpt
Liu, Fengchen; Porco, Travis C.; Amza, Abdou; Kadri, Boubacar; Nassirou, Baido; West, Sheila K.; Bailey, Robin L.; Keenan, Jeremy D.; Solomon, Anthony W.; Emerson, Paul M.; Gambhir, Manoj; Lietman, Thomas M.
2015-01-01
Background Trachoma programs rely on guidelines made in large part using expert opinion of what will happen with and without intervention. Large community-randomized trials offer an opportunity to actually compare forecasting methods in a masked fashion. Methods The Program for the Rapid Elimination of Trachoma trials estimated longitudinal prevalence of ocular chlamydial infection from 24 communities treated annually with mass azithromycin. Given antibiotic coverage and biannual assessments from baseline through 30 months, forecasts of the prevalence of infection in each of the 24 communities at 36 months were made by three methods: the sum of 15 experts’ opinion, statistical regression of the square-root-transformed prevalence, and a stochastic hidden Markov model of infection transmission (Susceptible-Infectious-Susceptible, or SIS model). All forecasters were masked to the 36-month results and to the other forecasts. Forecasts of the 24 communities were scored by the likelihood of the observed results and compared using Wilcoxon’s signed-rank statistic. Findings Regression and SIS hidden Markov models had significantly better likelihood than community expert opinion (p = 0.004 and p = 0.01, respectively). All forecasts scored better when perturbed to decrease Fisher’s information. Each individual expert’s forecast was poorer than the sum of experts. Interpretation Regression and SIS models performed significantly better than expert opinion, although all forecasts were overly confident. Further model refinements may score better, although would need to be tested and compared in new masked studies. Construction of guidelines that rely on forecasting future prevalence could consider use of mathematical and statistical models. PMID:26302380
Yao, Yibin; Shan, Lulu; Zhao, Qingzhi
2017-09-29
Global Navigation Satellite System (GNSS) can effectively retrieve precipitable water vapor (PWV) with high precision and high-temporal resolution. GNSS-derived PWV can be used to reflect water vapor variation in the process of strong convection weather. By studying the relationship between time-varying PWV and rainfall, it can be found that PWV contents increase sharply before raining. Therefore, a short-term rainfall forecasting method is proposed based on GNSS-derived PWV. Then the method is validated using hourly GNSS-PWV data from Zhejiang Continuously Operating Reference Station (CORS) network of the period 1 September 2014 to 31 August 2015 and its corresponding hourly rainfall information. The results show that the forecasted correct rate can reach about 80%, while the false alarm rate is about 66%. Compared with results of the previous studies, the correct rate is improved by about 7%, and the false alarm rate is comparable. The method is also applied to other three actual rainfall events of different regions, different durations, and different types. The results show that the method has good applicability and high accuracy, which can be used for rainfall forecasting, and in the future study, it can be assimilated with traditional weather forecasting techniques to improve the forecasted accuracy.
Advanced, Cost-Based Indices for Forecasting the Generation of Photovoltaic Power
NASA Astrophysics Data System (ADS)
Bracale, Antonio; Carpinelli, Guido; Di Fazio, Annarita; Khormali, Shahab
2014-01-01
Distribution systems are undergoing significant changes as they evolve toward the grids of the future, which are known as smart grids (SGs). The perspective of SGs is to facilitate large-scale penetration of distributed generation using renewable energy sources (RESs), encourage the efficient use of energy, reduce systems' losses, and improve the quality of power. Photovoltaic (PV) systems have become one of the most promising RESs due to the expected cost reduction and the increased efficiency of PV panels and interfacing converters. The ability to forecast power-production information accurately and reliably is of primary importance for the appropriate management of an SG and for making decisions relative to the energy market. Several forecasting methods have been proposed, and many indices have been used to quantify the accuracy of the forecasts of PV power production. Unfortunately, the indices that have been used have deficiencies and usually do not directly account for the economic consequences of forecasting errors in the framework of liberalized electricity markets. In this paper, advanced, more accurate indices are proposed that account directly for the economic consequences of forecasting errors. The proposed indices also were compared to the most frequently used indices in order to demonstrate their different, improved capability. The comparisons were based on the results obtained using a forecasting method based on an artificial neural network. This method was chosen because it was deemed to be one of the most promising methods available due to its capability for forecasting PV power. Numerical applications also are presented that considered an actual PV plant to provide evidence of the forecasting performances of all of the indices that were considered.
A Hybrid Approach on Tourism Demand Forecasting
NASA Astrophysics Data System (ADS)
Nor, M. E.; Nurul, A. I. M.; Rusiman, M. S.
2018-04-01
Tourism has become one of the important industries that contributes to the country’s economy. Tourism demand forecasting gives valuable information to policy makers, decision makers and organizations related to tourism industry in order to make crucial decision and planning. However, it is challenging to produce an accurate forecast since economic data such as the tourism data is affected by social, economic and environmental factors. In this study, an equally-weighted hybrid method, which is a combination of Box-Jenkins and Artificial Neural Networks, was applied to forecast Malaysia’s tourism demand. The forecasting performance was assessed by taking the each individual method as a benchmark. The results showed that this hybrid approach outperformed the other two models
NASA Astrophysics Data System (ADS)
Huang, X.; Hu, K.; Ling, X.; Zhang, Y.; Lu, Z.; Zhou, G.
2017-09-01
This paper introduces a novel global patch matching method that focuses on how to remove fronto-parallel bias and obtain continuous smooth surfaces with assuming that the scenes covered by stereos are piecewise continuous. Firstly, simple linear iterative cluster method (SLIC) is used to segment the base image into a series of patches. Then, a global energy function, which consists of a data term and a smoothness term, is built on the patches. The data term is the second-order Taylor expansion of correlation coefficients, and the smoothness term is built by combing connectivity constraints and the coplanarity constraints are combined to construct the smoothness term. Finally, the global energy function can be built by combining the data term and the smoothness term. We rewrite the global energy function in a quadratic matrix function, and use least square methods to obtain the optimal solution. Experiments on Adirondack stereo and Motorcycle stereo of Middlebury benchmark show that the proposed method can remove fronto-parallel bias effectively, and produce continuous smooth surfaces.
A new parametric method to smooth time-series data of metabolites in metabolic networks.
Miyawaki, Atsuko; Sriyudthsak, Kansuporn; Hirai, Masami Yokota; Shiraishi, Fumihide
2016-12-01
Mathematical modeling of large-scale metabolic networks usually requires smoothing of metabolite time-series data to account for measurement or biological errors. Accordingly, the accuracy of smoothing curves strongly affects the subsequent estimation of model parameters. Here, an efficient parametric method is proposed for smoothing metabolite time-series data, and its performance is evaluated. To simplify parameter estimation, the method uses S-system-type equations with simple power law-type efflux terms. Iterative calculation using this method was found to readily converge, because parameters are estimated stepwise. Importantly, smoothing curves are determined so that metabolite concentrations satisfy mass balances. Furthermore, the slopes of smoothing curves are useful in estimating parameters, because they are probably close to their true behaviors regardless of errors that may be present in the actual data. Finally, calculations for each differential equation were found to converge in much less than one second if initial parameters are set at appropriate (guessed) values. Copyright © 2016 Elsevier Inc. All rights reserved.
Fuzzy forecasting based on fuzzy-trend logical relationship groups.
Chen, Shyi-Ming; Wang, Nai-Yi
2010-10-01
In this paper, we present a new method to predict the Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX) based on fuzzy-trend logical relationship groups (FTLRGs). The proposed method divides fuzzy logical relationships into FTLRGs based on the trend of adjacent fuzzy sets appearing in the antecedents of fuzzy logical relationships. First, we apply an automatic clustering algorithm to cluster the historical data into intervals of different lengths. Then, we define fuzzy sets based on these intervals of different lengths. Then, the historical data are fuzzified into fuzzy sets to derive fuzzy logical relationships. Then, we divide the fuzzy logical relationships into FTLRGs for forecasting the TAIEX. Moreover, we also apply the proposed method to forecast the enrollments and the inventory demand, respectively. The experimental results show that the proposed method gets higher average forecasting accuracy rates than the existing methods.
Multiresolution comparison of precipitation datasets for large-scale models
NASA Astrophysics Data System (ADS)
Chun, K. P.; Sapriza Azuri, G.; Davison, B.; DeBeer, C. M.; Wheater, H. S.
2014-12-01
Gridded precipitation datasets are crucial for driving large-scale models which are related to weather forecast and climate research. However, the quality of precipitation products is usually validated individually. Comparisons between gridded precipitation products along with ground observations provide another avenue for investigating how the precipitation uncertainty would affect the performance of large-scale models. In this study, using data from a set of precipitation gauges over British Columbia and Alberta, we evaluate several widely used North America gridded products including the Canadian Gridded Precipitation Anomalies (CANGRD), the National Center for Environmental Prediction (NCEP) reanalysis, the Water and Global Change (WATCH) project, the thin plate spline smoothing algorithms (ANUSPLIN) and Canadian Precipitation Analysis (CaPA). Based on verification criteria for various temporal and spatial scales, results provide an assessment of possible applications for various precipitation datasets. For long-term climate variation studies (~100 years), CANGRD, NCEP, WATCH and ANUSPLIN have different comparative advantages in terms of their resolution and accuracy. For synoptic and mesoscale precipitation patterns, CaPA provides appealing performance of spatial coherence. In addition to the products comparison, various downscaling methods are also surveyed to explore new verification and bias-reduction methods for improving gridded precipitation outputs for large-scale models.
North Carolina forecasts for truck traffic
DOT National Transportation Integrated Search
2006-07-01
North Carolina has experienced significant increases in truck traffic on many of its highways. Yet, current NCDOT : project-level highway traffic forecasts do not appropriately capture anticipated truck traffic growth. NCDOT : methods forecast total ...
Adaptive correction of ensemble forecasts
NASA Astrophysics Data System (ADS)
Pelosi, Anna; Battista Chirico, Giovanni; Van den Bergh, Joris; Vannitsem, Stephane
2017-04-01
Forecasts from numerical weather prediction (NWP) models often suffer from both systematic and non-systematic errors. These are present in both deterministic and ensemble forecasts, and originate from various sources such as model error and subgrid variability. Statistical post-processing techniques can partly remove such errors, which is particularly important when NWP outputs concerning surface weather variables are employed for site specific applications. Many different post-processing techniques have been developed. For deterministic forecasts, adaptive methods such as the Kalman filter are often used, which sequentially post-process the forecasts by continuously updating the correction parameters as new ground observations become available. These methods are especially valuable when long training data sets do not exist. For ensemble forecasts, well-known techniques are ensemble model output statistics (EMOS), and so-called "member-by-member" approaches (MBM). Here, we introduce a new adaptive post-processing technique for ensemble predictions. The proposed method is a sequential Kalman filtering technique that fully exploits the information content of the ensemble. One correction equation is retrieved and applied to all members, however the parameters of the regression equations are retrieved by exploiting the second order statistics of the forecast ensemble. We compare our new method with two other techniques: a simple method that makes use of a running bias correction of the ensemble mean, and an MBM post-processing approach that rescales the ensemble mean and spread, based on minimization of the Continuous Ranked Probability Score (CRPS). We perform a verification study for the region of Campania in southern Italy. We use two years (2014-2015) of daily meteorological observations of 2-meter temperature and 10-meter wind speed from 18 ground-based automatic weather stations distributed across the region, comparing them with the corresponding COSMO-LEPS ensemble forecasts. Deterministic verification scores (e.g., mean absolute error, bias) and probabilistic scores (e.g., CRPS) are used to evaluate the post-processing techniques. We conclude that the new adaptive method outperforms the simpler running bias-correction. The proposed adaptive method often outperforms the MBM method in removing bias. The MBM method has the advantage of correcting the ensemble spread, although it needs more training data.
Approaches in Health Human Resource Forecasting: A Roadmap for Improvement.
Rafiei, Sima; Mohebbifar, Rafat; Hashemi, Fariba; Ezzatabadi, Mohammad Ranjbar; Farzianpour, Fereshteh
2016-09-01
Forecasting the demand and supply of health manpower in an accurate manner makes appropriate planning possible. The aim of this paper was to review approaches and methods for health manpower forecasting and consequently propose the features that improve the effectiveness of this important process of health manpower planning. A literature review was conducted for studies published in English from 1990-2014 using Pub Med, Science Direct, Pro Quest, and Google Scholar databases. Review articles, qualitative studies, retrospective and prospective studies describing or applying various types of forecasting approaches and methods in health manpower forecasting were included in the review. The authors designed an extraction data sheet based on study questions to collect data on studies' references, designs, and types of forecasting approaches, whether discussed or applied, with their strengths and weaknesses. Forty studies were included in the review. As a result, two main categories of approaches (conceptual and analytical) for health manpower forecasting were identified. Each approach had several strengths and weaknesses. As a whole, most of them were faced with some challenges, such as being static and unable to capture dynamic variables in manpower forecasting and causal relationships. They also lacked the capacity to benefit from scenario making to assist policy makers in effective decision making. An effective forecasting approach is supposed to resolve all the deficits that exist in current approaches and meet the key features found in the literature in order to develop an open system and a dynamic and comprehensive method necessary for today complex health care systems.
Forecasting United States heartworm Dirofilaria immitis prevalence in dogs.
Bowman, Dwight D; Liu, Yan; McMahan, Christopher S; Nordone, Shila K; Yabsley, Michael J; Lund, Robert B
2016-10-10
This paper forecasts next year's canine heartworm prevalence in the United States from 16 climate, geographic and societal factors. The forecast's construction and an assessment of its performance are described. The forecast is based on a spatial-temporal conditional autoregressive model fitted to over 31 million antigen heartworm tests conducted in the 48 contiguous United States during 2011-2015. The forecast uses county-level data on 16 predictive factors, including temperature, precipitation, median household income, local forest and surface water coverage, and presence/absence of eight mosquito species. Non-static factors are extrapolated into the forthcoming year with various statistical methods. The fitted model and factor extrapolations are used to estimate next year's regional prevalence. The correlation between the observed and model-estimated county-by-county heartworm prevalence for the 5-year period 2011-2015 is 0.727, demonstrating reasonable model accuracy. The correlation between 2015 observed and forecasted county-by-county heartworm prevalence is 0.940, demonstrating significant skill and showing that heartworm prevalence can be forecasted reasonably accurately. The forecast presented herein can a priori alert veterinarians to areas expected to see higher than normal heartworm activity. The proposed methods may prove useful for forecasting other diseases.
Omar, Hani; Hoang, Van Hai; Liu, Duen-Ren
2016-01-01
Enhancing sales and operations planning through forecasting analysis and business intelligence is demanded in many industries and enterprises. Publishing industries usually pick attractive titles and headlines for their stories to increase sales, since popular article titles and headlines can attract readers to buy magazines. In this paper, information retrieval techniques are adopted to extract words from article titles. The popularity measures of article titles are then analyzed by using the search indexes obtained from Google search engine. Backpropagation Neural Networks (BPNNs) have successfully been used to develop prediction models for sales forecasting. In this study, we propose a novel hybrid neural network model for sales forecasting based on the prediction result of time series forecasting and the popularity of article titles. The proposed model uses the historical sales data, popularity of article titles, and the prediction result of a time series, Autoregressive Integrated Moving Average (ARIMA) forecasting method to learn a BPNN-based forecasting model. Our proposed forecasting model is experimentally evaluated by comparing with conventional sales prediction techniques. The experimental result shows that our proposed forecasting method outperforms conventional techniques which do not consider the popularity of title words.
Omar, Hani; Hoang, Van Hai; Liu, Duen-Ren
2016-01-01
Enhancing sales and operations planning through forecasting analysis and business intelligence is demanded in many industries and enterprises. Publishing industries usually pick attractive titles and headlines for their stories to increase sales, since popular article titles and headlines can attract readers to buy magazines. In this paper, information retrieval techniques are adopted to extract words from article titles. The popularity measures of article titles are then analyzed by using the search indexes obtained from Google search engine. Backpropagation Neural Networks (BPNNs) have successfully been used to develop prediction models for sales forecasting. In this study, we propose a novel hybrid neural network model for sales forecasting based on the prediction result of time series forecasting and the popularity of article titles. The proposed model uses the historical sales data, popularity of article titles, and the prediction result of a time series, Autoregressive Integrated Moving Average (ARIMA) forecasting method to learn a BPNN-based forecasting model. Our proposed forecasting model is experimentally evaluated by comparing with conventional sales prediction techniques. The experimental result shows that our proposed forecasting method outperforms conventional techniques which do not consider the popularity of title words. PMID:27313605
Du, Shouqiang; Chen, Miao
2018-01-01
We consider a kind of nonsmooth optimization problems with [Formula: see text]-norm minimization, which has many applications in compressed sensing, signal reconstruction, and the related engineering problems. Using smoothing approximate techniques, this kind of nonsmooth optimization problem can be transformed into a general unconstrained optimization problem, which can be solved by the proposed smoothing modified three-term conjugate gradient method. The smoothing modified three-term conjugate gradient method is based on Polak-Ribière-Polyak conjugate gradient method. For the Polak-Ribière-Polyak conjugate gradient method has good numerical properties, the proposed method possesses the sufficient descent property without any line searches, and it is also proved to be globally convergent. Finally, the numerical experiments show the efficiency of the proposed method.
An early solar dynamo prediction: Cycle 23 is approximately cycle 22
NASA Technical Reports Server (NTRS)
Schatten, Kenneth H.; Pesnell, W. Dean
1993-01-01
In this paper, we briefly review the 'dynamo' and 'geomagnetic precursor' methods of long-term solar activity forecasting. These methods depend upon the most basic aspect of dynamo theory to predict future activity, future magnetic field arises directly from the magnification of pre-existing magnetic field. We then generalize the dynamo technique, allowing the method to be used at any phase of the solar cycle, through the development of the 'Solar Dynamo Amplitude' (SODA) index. This index is sensitive to the magnetic flux trapped within the Sun's convection zone but insensitive to the phase of the solar cycle. Since magnetic fields inside the Sun can become buoyant, one may think of the acronym SODA as describing the amount of buoyant flux. Using the present value of the SODA index, we estimate that the next cycle's smoothed peak activity will be about 210 +/- 30 solar flux units for the 10.7 cm radio flux and a sunspot number of 170 +/- 25. This suggests that solar cycle #23 will be large, comparable to cycle #22. The estimated peak is expected to occur near 1999.7 +/- 1 year. Since the current approach is novel (using data prior to solar minimum), these estimates may improve when the upcoming solar minimum is reached.
Statistical and Machine Learning forecasting methods: Concerns and ways forward
Makridakis, Spyros; Assimakopoulos, Vassilios
2018-01-01
Machine Learning (ML) methods have been proposed in the academic literature as alternatives to statistical ones for time series forecasting. Yet, scant evidence is available about their relative performance in terms of accuracy and computational requirements. The purpose of this paper is to evaluate such performance across multiple forecasting horizons using a large subset of 1045 monthly time series used in the M3 Competition. After comparing the post-sample accuracy of popular ML methods with that of eight traditional statistical ones, we found that the former are dominated across both accuracy measures used and for all forecasting horizons examined. Moreover, we observed that their computational requirements are considerably greater than those of statistical methods. The paper discusses the results, explains why the accuracy of ML models is below that of statistical ones and proposes some possible ways forward. The empirical results found in our research stress the need for objective and unbiased ways to test the performance of forecasting methods that can be achieved through sizable and open competitions allowing meaningful comparisons and definite conclusions. PMID:29584784
Suppression of stochastic pulsation in laser-plasma interaction by smoothing methods
NASA Astrophysics Data System (ADS)
Hora, Heinrich; Aydin, Meral
1992-04-01
The control of the very complex behavior of a plasma with laser interaction by smoothing with induced spatial incoherence or other methods was related to improving the lateral uniformity of the irradiation. While this is important, it is shown from numerical hydrodynamic studies that the very strong temporal pulsation (stuttering) will mostly be suppressed by these smoothing methods too.
NASA Astrophysics Data System (ADS)
Sokol, Zbyněk; Mejsnar, Jan; Pop, Lukáš; Bližňák, Vojtěch
2017-09-01
A new method for the probabilistic nowcasting of instantaneous rain rates (ENS) based on the ensemble technique and extrapolation along Lagrangian trajectories of current radar reflectivity is presented. Assuming inaccurate forecasts of the trajectories, an ensemble of precipitation forecasts is calculated and used to estimate the probability that rain rates will exceed a given threshold in a given grid point. Although the extrapolation neglects the growth and decay of precipitation, their impact on the probability forecast is taken into account by the calibration of forecasts using the reliability component of the Brier score (BS). ENS forecasts the probability that the rain rates will exceed thresholds of 0.1, 1.0 and 3.0 mm/h in squares of 3 km by 3 km. The lead times were up to 60 min, and the forecast accuracy was measured by the BS. The ENS forecasts were compared with two other methods: combined method (COM) and neighbourhood method (NEI). NEI considered the extrapolated values in the square neighbourhood of 5 by 5 grid points of the point of interest as ensemble members, and the COM ensemble was comprised of united ensemble members of ENS and NEI. The results showed that the calibration technique significantly improves bias of the probability forecasts by including additional uncertainties that correspond to neglected processes during the extrapolation. In addition, the calibration can also be used for finding the limits of maximum lead times for which the forecasting method is useful. We found that ENS is useful for lead times up to 60 min for thresholds of 0.1 and 1 mm/h and approximately 30 to 40 min for a threshold of 3 mm/h. We also found that a reasonable size of the ensemble is 100 members, which provided better scores than ensembles with 10, 25 and 50 members. In terms of the BS, the best results were obtained by ENS and COM, which are comparable. However, ENS is better calibrated and thus preferable.
Doos, Lucy; Packer, Claire; Ward, Derek; Simpson, Sue; Stevens, Andrew
2016-01-01
Objectives Forecasting can support rational decision-making around the introduction and use of emerging health technologies and prevent investment in technologies that have limited long-term potential. However, forecasting methods need to be credible. We performed a systematic search to identify the methods used in forecasting studies to predict future health technologies within a 3–20-year timeframe. Identification and retrospective assessment of such methods potentially offer a route to more reliable prediction. Design Systematic search of the literature to identify studies reported on methods of forecasting in healthcare. Participants People are not needed in this study. Data sources The authors searched MEDLINE, EMBASE, PsychINFO and grey literature sources, and included articles published in English that reported their methods and a list of identified technologies. Main outcome measure Studies reporting methods used to predict future health technologies within a 3–20-year timeframe with an identified list of individual healthcare technologies. Commercially sponsored reviews, long-term futurology studies (with over 20-year timeframes) and speculative editorials were excluded. Results 15 studies met our inclusion criteria. Our results showed that the majority of studies (13/15) consulted experts either alone or in combination with other methods such as literature searching. Only 2 studies used more complex forecasting tools such as scenario building. Conclusions The methodological fundamentals of formal 3–20-year prediction are consistent but vary in details. Further research needs to be conducted to ascertain if the predictions made were accurate and whether accuracy varies by the methods used or by the types of technologies identified. PMID:26966060
Selecting Single Model in Combination Forecasting Based on Cointegration Test and Encompassing Test
Jiang, Chuanjin; Zhang, Jing; Song, Fugen
2014-01-01
Combination forecasting takes all characters of each single forecasting method into consideration, and combines them to form a composite, which increases forecasting accuracy. The existing researches on combination forecasting select single model randomly, neglecting the internal characters of the forecasting object. After discussing the function of cointegration test and encompassing test in the selection of single model, supplemented by empirical analysis, the paper gives the single model selection guidance: no more than five suitable single models can be selected from many alternative single models for a certain forecasting target, which increases accuracy and stability. PMID:24892061
Selecting single model in combination forecasting based on cointegration test and encompassing test.
Jiang, Chuanjin; Zhang, Jing; Song, Fugen
2014-01-01
Combination forecasting takes all characters of each single forecasting method into consideration, and combines them to form a composite, which increases forecasting accuracy. The existing researches on combination forecasting select single model randomly, neglecting the internal characters of the forecasting object. After discussing the function of cointegration test and encompassing test in the selection of single model, supplemented by empirical analysis, the paper gives the single model selection guidance: no more than five suitable single models can be selected from many alternative single models for a certain forecasting target, which increases accuracy and stability.
Jaber, Abobaker M; Ismail, Mohd Tahir; Altaher, Alsaidi M
2014-01-01
This paper mainly forecasts the daily closing price of stock markets. We propose a two-stage technique that combines the empirical mode decomposition (EMD) with nonparametric methods of local linear quantile (LLQ). We use the proposed technique, EMD-LLQ, to forecast two stock index time series. Detailed experiments are implemented for the proposed method, in which EMD-LPQ, EMD, and Holt-Winter methods are compared. The proposed EMD-LPQ model is determined to be superior to the EMD and Holt-Winter methods in predicting the stock closing prices.
Technical note: Combining quantile forecasts and predictive distributions of streamflows
NASA Astrophysics Data System (ADS)
Bogner, Konrad; Liechti, Katharina; Zappa, Massimiliano
2017-11-01
The enhanced availability of many different hydro-meteorological modelling and forecasting systems raises the issue of how to optimally combine this great deal of information. Especially the usage of deterministic and probabilistic forecasts with sometimes widely divergent predicted future streamflow values makes it even more complicated for decision makers to sift out the relevant information. In this study multiple streamflow forecast information will be aggregated based on several different predictive distributions, and quantile forecasts. For this combination the Bayesian model averaging (BMA) approach, the non-homogeneous Gaussian regression (NGR), also known as the ensemble model output statistic (EMOS) techniques, and a novel method called Beta-transformed linear pooling (BLP) will be applied. By the help of the quantile score (QS) and the continuous ranked probability score (CRPS), the combination results for the Sihl River in Switzerland with about 5 years of forecast data will be compared and the differences between the raw and optimally combined forecasts will be highlighted. The results demonstrate the importance of applying proper forecast combination methods for decision makers in the field of flood and water resource management.
A Simulation Optimization Approach to Epidemic Forecasting
Nsoesie, Elaine O.; Beckman, Richard J.; Shashaani, Sara; Nagaraj, Kalyani S.; Marathe, Madhav V.
2013-01-01
Reliable forecasts of influenza can aid in the control of both seasonal and pandemic outbreaks. We introduce a simulation optimization (SIMOP) approach for forecasting the influenza epidemic curve. This study represents the final step of a project aimed at using a combination of simulation, classification, statistical and optimization techniques to forecast the epidemic curve and infer underlying model parameters during an influenza outbreak. The SIMOP procedure combines an individual-based model and the Nelder-Mead simplex optimization method. The method is used to forecast epidemics simulated over synthetic social networks representing Montgomery County in Virginia, Miami, Seattle and surrounding metropolitan regions. The results are presented for the first four weeks. Depending on the synthetic network, the peak time could be predicted within a 95% CI as early as seven weeks before the actual peak. The peak infected and total infected were also accurately forecasted for Montgomery County in Virginia within the forecasting period. Forecasting of the epidemic curve for both seasonal and pandemic influenza outbreaks is a complex problem, however this is a preliminary step and the results suggest that more can be achieved in this area. PMID:23826222
A Simulation Optimization Approach to Epidemic Forecasting.
Nsoesie, Elaine O; Beckman, Richard J; Shashaani, Sara; Nagaraj, Kalyani S; Marathe, Madhav V
2013-01-01
Reliable forecasts of influenza can aid in the control of both seasonal and pandemic outbreaks. We introduce a simulation optimization (SIMOP) approach for forecasting the influenza epidemic curve. This study represents the final step of a project aimed at using a combination of simulation, classification, statistical and optimization techniques to forecast the epidemic curve and infer underlying model parameters during an influenza outbreak. The SIMOP procedure combines an individual-based model and the Nelder-Mead simplex optimization method. The method is used to forecast epidemics simulated over synthetic social networks representing Montgomery County in Virginia, Miami, Seattle and surrounding metropolitan regions. The results are presented for the first four weeks. Depending on the synthetic network, the peak time could be predicted within a 95% CI as early as seven weeks before the actual peak. The peak infected and total infected were also accurately forecasted for Montgomery County in Virginia within the forecasting period. Forecasting of the epidemic curve for both seasonal and pandemic influenza outbreaks is a complex problem, however this is a preliminary step and the results suggest that more can be achieved in this area.
NASA Astrophysics Data System (ADS)
Perekhodtseva, E. V.
2009-09-01
Development of successful method of forecast of storm winds, including squalls and tornadoes and heavy rainfalls, that often result in human and material losses, could allow one to take proper measures against destruction of buildings and to protect people. Well-in-advance successful forecast (from 12 hours to 48 hour) makes possible to reduce the losses. Prediction of the phenomena involved is a very difficult problem for synoptic till recently. The existing graphic and calculation methods still depend on subjective decision of an operator. Nowadays in Russia there is no hydrodynamic model for forecast of the maximal precipitation and wind velocity V> 25m/c, hence the main tools of objective forecast are statistical methods using the dependence of the phenomena involved on a number of atmospheric parameters (predictors). Statistical decisive rule of the alternative and probability forecast of these events was obtained in accordance with the concept of "perfect prognosis" using the data of objective analysis. For this purpose the different teaching samples of present and absent of this storm wind and rainfalls were automatically arranged that include the values of forty physically substantiated potential predictors. Then the empirical statistical method was used that involved diagonalization of the mean correlation matrix R of the predictors and extraction of diagonal blocks of strongly correlated predictors. Thus for these phenomena the most informative predictors were selected without loosing information. The statistical decisive rules for diagnosis and prognosis of the phenomena involved U(X) were calculated for choosing informative vector-predictor. We used the criterion of distance of Mahalanobis and criterion of minimum of entropy by Vapnik-Chervonenkis for the selection predictors. Successful development of hydrodynamic models for short-term forecast and improvement of 36-48h forecasts of pressure, temperature and others parameters allowed us to use the prognostic fields of those models for calculations of the discriminant functions in the nodes of the grid 150x150km and the values of probabilities P of dangerous wind and thus to get fully automated forecasts. In order to change to the alternative forecast the author proposes the empirical threshold values specified for this phenomenon and advance period 36 hours. In the accordance to the Pirsey-Obukhov criterion (T), the success of these automated statistical methods of forecast of squalls and tornadoes to 36 -48 hours ahead and heavy rainfalls in the warm season for the territory of Italy, Spain and Balkan countries is T = 1-a-b=0,54: 0,78 after author experiments. A lot of examples of very successful forecasts of summer storm wind and heavy rainfalls over the Italy and Spain territory are submitted at this report. The same decisive rules were applied to the forecast of these phenomena during cold period in this year too. This winter heavy snowfalls in Spain and in Italy and storm wind at this territory were observed very often. And our forecasts are successful.
NASA Astrophysics Data System (ADS)
Wani, Omar; Beckers, Joost V. L.; Weerts, Albrecht H.; Solomatine, Dimitri P.
2017-08-01
A non-parametric method is applied to quantify residual uncertainty in hydrologic streamflow forecasting. This method acts as a post-processor on deterministic model forecasts and generates a residual uncertainty distribution. Based on instance-based learning, it uses a k nearest-neighbour search for similar historical hydrometeorological conditions to determine uncertainty intervals from a set of historical errors, i.e. discrepancies between past forecast and observation. The performance of this method is assessed using test cases of hydrologic forecasting in two UK rivers: the Severn and Brue. Forecasts in retrospect were made and their uncertainties were estimated using kNN resampling and two alternative uncertainty estimators: quantile regression (QR) and uncertainty estimation based on local errors and clustering (UNEEC). Results show that kNN uncertainty estimation produces accurate and narrow uncertainty intervals with good probability coverage. Analysis also shows that the performance of this technique depends on the choice of search space. Nevertheless, the accuracy and reliability of uncertainty intervals generated using kNN resampling are at least comparable to those produced by QR and UNEEC. It is concluded that kNN uncertainty estimation is an interesting alternative to other post-processors, like QR and UNEEC, for estimating forecast uncertainty. Apart from its concept being simple and well understood, an advantage of this method is that it is relatively easy to implement.
Transformation-invariant and nonparametric monotone smooth estimation of ROC curves.
Du, Pang; Tang, Liansheng
2009-01-30
When a new diagnostic test is developed, it is of interest to evaluate its accuracy in distinguishing diseased subjects from non-diseased subjects. The accuracy of the test is often evaluated by receiver operating characteristic (ROC) curves. Smooth ROC estimates are often preferable for continuous test results when the underlying ROC curves are in fact continuous. Nonparametric and parametric methods have been proposed by various authors to obtain smooth ROC curve estimates. However, there are certain drawbacks with the existing methods. Parametric methods need specific model assumptions. Nonparametric methods do not always satisfy the inherent properties of the ROC curves, such as monotonicity and transformation invariance. In this paper we propose a monotone spline approach to obtain smooth monotone ROC curves. Our method ensures important inherent properties of the underlying ROC curves, which include monotonicity, transformation invariance, and boundary constraints. We compare the finite sample performance of the newly proposed ROC method with other ROC smoothing methods in large-scale simulation studies. We illustrate our method through a real life example. Copyright (c) 2008 John Wiley & Sons, Ltd.
Tourism forecasting using modified empirical mode decomposition and group method of data handling
NASA Astrophysics Data System (ADS)
Yahya, N. A.; Samsudin, R.; Shabri, A.
2017-09-01
In this study, a hybrid model using modified Empirical Mode Decomposition (EMD) and Group Method of Data Handling (GMDH) model is proposed for tourism forecasting. This approach reconstructs intrinsic mode functions (IMFs) produced by EMD using trial and error method. The new component and the remaining IMFs is then predicted respectively using GMDH model. Finally, the forecasted results for each component are aggregated to construct an ensemble forecast. The data used in this experiment are monthly time series data of tourist arrivals from China, Thailand and India to Malaysia from year 2000 to 2016. The performance of the model is evaluated using Root Mean Square Error (RMSE) and Mean Absolute Percentage Error (MAPE) where conventional GMDH model and EMD-GMDH model are used as benchmark models. Empirical results proved that the proposed model performed better forecasts than the benchmarked models.
Purposes and methods of scoring earthquake forecasts
NASA Astrophysics Data System (ADS)
Zhuang, J.
2010-12-01
There are two kinds of purposes in the studies on earthquake prediction or forecasts: one is to give a systematic estimation of earthquake risks in some particular region and period in order to give advice to governments and enterprises for the use of reducing disasters, the other one is to search for reliable precursors that can be used to improve earthquake prediction or forecasts. For the first case, a complete score is necessary, while for the latter case, a partial score, which can be used to evaluate whether the forecasts or predictions have some advantages than a well know model, is necessary. This study reviews different scoring methods for evaluating the performance of earthquake prediction and forecasts. Especially, the gambling scoring method, which is developed recently, shows its capacity in finding good points in an earthquake prediction algorithm or model that are not in a reference model, even if its overall performance is no better than the reference model.
NASA Astrophysics Data System (ADS)
Wu, Qi
2010-03-01
Demand forecasts play a crucial role in supply chain management. The future demand for a certain product is the basis for the respective replenishment systems. Aiming at demand series with small samples, seasonal character, nonlinearity, randomicity and fuzziness, the existing support vector kernel does not approach the random curve of the sales time series in the space (quadratic continuous integral space). In this paper, we present a hybrid intelligent system combining the wavelet kernel support vector machine and particle swarm optimization for demand forecasting. The results of application in car sale series forecasting show that the forecasting approach based on the hybrid PSOWv-SVM model is effective and feasible, the comparison between the method proposed in this paper and other ones is also given, which proves that this method is, for the discussed example, better than hybrid PSOv-SVM and other traditional methods.
Statistical Post-Processing of Wind Speed Forecasts to Estimate Relative Economic Value
NASA Astrophysics Data System (ADS)
Courtney, Jennifer; Lynch, Peter; Sweeney, Conor
2013-04-01
The objective of this research is to get the best possible wind speed forecasts for the wind energy industry by using an optimal combination of well-established forecasting and post-processing methods. We start with the ECMWF 51 member ensemble prediction system (EPS) which is underdispersive and hence uncalibrated. We aim to produce wind speed forecasts that are more accurate and calibrated than the EPS. The 51 members of the EPS are clustered to 8 weighted representative members (RMs), chosen to minimize the within-cluster spread, while maximizing the inter-cluster spread. The forecasts are then downscaled using two limited area models, WRF and COSMO, at two resolutions, 14km and 3km. This process creates four distinguishable ensembles which are used as input to statistical post-processes requiring multi-model forecasts. Two such processes are presented here. The first, Bayesian Model Averaging, has been proven to provide more calibrated and accurate wind speed forecasts than the ECMWF EPS using this multi-model input data. The second, heteroscedastic censored regression is indicating positive results also. We compare the two post-processing methods, applied to a year of hindcast wind speed data around Ireland, using an array of deterministic and probabilistic verification techniques, such as MAE, CRPS, probability transform integrals and verification rank histograms, to show which method provides the most accurate and calibrated forecasts. However, the value of a forecast to an end-user cannot be fully quantified by just the accuracy and calibration measurements mentioned, as the relationship between skill and value is complex. Capturing the full potential of the forecast benefits also requires detailed knowledge of the end-users' weather sensitive decision-making processes and most importantly the economic impact it will have on their income. Finally, we present the continuous relative economic value of both post-processing methods to identify which is more beneficial to the wind energy industry of Ireland.
Nonequilibrium flows with smooth particle applied mechanics
DOE Office of Scientific and Technical Information (OSTI.GOV)
Kum, Oyeon
1995-07-01
Smooth particle methods are relatively new methods for simulating solid and fluid flows through they have a 20-year history of solving complex hydrodynamic problems in astrophysics, such as colliding planets and stars, for which correct answers are unknown. The results presented in this thesis evaluate the adaptability or fitness of the method for typical hydrocode production problems. For finite hydrodynamic systems, boundary conditions are important. A reflective boundary condition with image particles is a good way to prevent a density anomaly at the boundary and to keep the fluxes continuous there. Boundary values of temperature and velocity can be separatelymore » controlled. The gradient algorithm, based on differentiating the smooth particle expression for (uρ) and (Tρ), does not show numerical instabilities for the stress tensor and heat flux vector quantities which require second derivatives in space when Fourier`s heat-flow law and Newton`s viscous force law are used. Smooth particle methods show an interesting parallel linking to them to molecular dynamics. For the inviscid Euler equation, with an isentropic ideal gas equation of state, the smooth particle algorithm generates trajectories isomorphic to those generated by molecular dynamics. The shear moduli were evaluated based on molecular dynamics calculations for the three weighting functions, B spline, Lucy, and Cusp functions. The accuracy and applicability of the methods were estimated by comparing a set of smooth particle Rayleigh-Benard problems, all in the laminar regime, to corresponding highly-accurate grid-based numerical solutions of continuum equations. Both transient and stationary smooth particle solutions reproduce the grid-based data with velocity errors on the order of 5%. The smooth particle method still provides robust solutions at high Rayleigh number where grid-based methods fails.« less
First Assessment of Itaipu Dam Ensemble Inflow Forecasting System
NASA Astrophysics Data System (ADS)
Mainardi Fan, Fernando; Machado Vieira Lisboa, Auder; Gomes Villa Trinidad, Giovanni; Rógenes Monteiro Pontes, Paulo; Collischonn, Walter; Tucci, Carlos; Costa Buarque, Diogo
2017-04-01
Inflow forecasting for Hydropower Plants (HPP) Dams is one of the prominent uses for hydrological forecasts. A very important HPP in terms of energy generation for South America is the Itaipu Dam, located in the Paraná River, between Brazil and Paraguay countries, with a drainage area of 820.000km2. In this work, we present the development of an ensemble forecasting system for Itaipu, operational since November 2015. The system is based in the MGB-IPH hydrological model, includes hydrodynamics simulations of the main river, and is run every day morning forced by seven different rainfall forecasts: (i) CPTEC-ETA 15km; (ii) CPTEC-BRAMS 5km; (iii) SIMEPAR WRF Ferrier; (iv) SIMEPAR WRF Lin; (v) SIMEPAR WRF Morrison; (vi) SIMEPAR WRF WDM6; (vii) SIMEPAR MEDIAN. The last one (vii) corresponds to the median value of SIMEPAR WRF model versions (iii to vi) rainfall forecasts. Besides the developed system, the "traditional" method for inflow forecasting generation for the Itaipu Dam is also run every day. This traditional method consists in the approximation of the future inflow based on the discharge tendency of upstream telemetric gauges. Nowadays, after all the forecasts are run, the hydrology team of Itaipu develop a consensus forecast, based on all obtained results, which is the one used for the Itaipu HPP Dam operation. After one year of operation a first evaluation of the Ensemble Forecasting System was conducted. Results show that the system performs satisfactory for rising flows up to five days lead time. However, some false alarms were also issued by most ensemble members in some cases. And not in all cases the system performed better than the traditional method, especially during hydrograph recessions. In terms of meteorological forecasts, some members usage are being discontinued. In terms of the hydrodynamics representation, it seems that a better information of rivers cross section could improve hydrographs recession curves forecasts. Those opportunities for improvements are currently being addressed in the system next update.
Gridded Calibration of Ensemble Wind Vector Forecasts Using Ensemble Model Output Statistics
NASA Astrophysics Data System (ADS)
Lazarus, S. M.; Holman, B. P.; Splitt, M. E.
2017-12-01
A computationally efficient method is developed that performs gridded post processing of ensemble wind vector forecasts. An expansive set of idealized WRF model simulations are generated to provide physically consistent high resolution winds over a coastal domain characterized by an intricate land / water mask. Ensemble model output statistics (EMOS) is used to calibrate the ensemble wind vector forecasts at observation locations. The local EMOS predictive parameters (mean and variance) are then spread throughout the grid utilizing flow-dependent statistical relationships extracted from the downscaled WRF winds. Using data withdrawal and 28 east central Florida stations, the method is applied to one year of 24 h wind forecasts from the Global Ensemble Forecast System (GEFS). Compared to the raw GEFS, the approach improves both the deterministic and probabilistic forecast skill. Analysis of multivariate rank histograms indicate the post processed forecasts are calibrated. Two downscaling case studies are presented, a quiescent easterly flow event and a frontal passage. Strengths and weaknesses of the approach are presented and discussed.
Cassagne, E; Caillaud, P D; Besancenot, J P; Thibaudon, M
2007-10-01
Pollen of Poaceae is among the most allergenic pollen in Europe with pollen of birch. It is therefore useful to elaborate models to help pollen allergy sufferers. The objective of this study was to construct forecast models that could predict the first day characterized by a certain level of allergic risk called here the Starting Date of the Allergic Risk (SDAR). Models result from four forecast methods (three summing and one multiple regression analysis) used in the literature. They were applied on Nancy and Strasbourg from 1988 to 2005 and were tested on 2006. Mean Absolute Error and Actual forecast ability test are the parameters used to choose best models, assess and compare their accuracy. It was found, on the whole, that all the models presented a good forecast accuracy which was equivalent. They were all reliable and were used in order to forecast the SDAR in 2006 with contrasting results in forecasting precision.
Assessing the skill of seasonal precipitation and streamflow forecasts in sixteen French catchments
NASA Astrophysics Data System (ADS)
Crochemore, Louise; Ramos, Maria-Helena; Pappenberger, Florian
2015-04-01
Meteorological centres make sustained efforts to provide seasonal forecasts that are increasingly skilful. Streamflow forecasting is one of the many applications than can benefit from these efforts. Seasonal flow forecasts generated using seasonal ensemble precipitation forecasts as input to a hydrological model can help to take anticipatory measures for water supply reservoir operation or drought risk management. The objective of the study is to assess the skill of seasonal precipitation and streamflow forecasts in France. First, we evaluated the skill of ECMWF SYS4 seasonal precipitation forecasts for streamflow forecasting in sixteen French catchments. Daily flow forecasts were produced using raw seasonal precipitation forecasts as input to the GR6J hydrological model. Ensemble forecasts are issued every month with 15 or 51 members according to the month of the year and evaluated for up to 90 days ahead. In a second step, we applied eight variants of bias correction approaches to the precipitation forecasts prior to generating the flow forecasts. The approaches were based on the linear scaling and the distribution mapping methods. The skill of the ensemble forecasts was assessed in accuracy (MAE), reliability (PIT Diagram) and overall performance (CRPS). The results show that, in most catchments, raw seasonal precipitation and streamflow forecasts are more skilful in terms of accuracy and overall performance than a reference prediction based on historic observed precipitation and watershed initial conditions at the time of forecast. Reliability is the only attribute that is not significantly improved. The skill of the forecasts is, in general, improved when applying bias correction. Two bias correction methods showed the best performance for the studied catchments: the simple linear scaling of monthly values and the empirical distribution mapping of daily values. L. Crochemore is funded by the Interreg IVB DROP Project (Benefit of governance in DROught adaPtation).
Forecasting biodiversity in breeding birds using best practices
Taylor, Shawn D.; White, Ethan P.
2018-01-01
Biodiversity forecasts are important for conservation, management, and evaluating how well current models characterize natural systems. While the number of forecasts for biodiversity is increasing, there is little information available on how well these forecasts work. Most biodiversity forecasts are not evaluated to determine how well they predict future diversity, fail to account for uncertainty, and do not use time-series data that captures the actual dynamics being studied. We addressed these limitations by using best practices to explore our ability to forecast the species richness of breeding birds in North America. We used hindcasting to evaluate six different modeling approaches for predicting richness. Hindcasts for each method were evaluated annually for a decade at 1,237 sites distributed throughout the continental United States. All models explained more than 50% of the variance in richness, but none of them consistently outperformed a baseline model that predicted constant richness at each site. The best practices implemented in this study directly influenced the forecasts and evaluations. Stacked species distribution models and “naive” forecasts produced poor estimates of uncertainty and accounting for this resulted in these models dropping in the relative performance compared to other models. Accounting for observer effects improved model performance overall, but also changed the rank ordering of models because it did not improve the accuracy of the “naive” model. Considering the forecast horizon revealed that the prediction accuracy decreased across all models as the time horizon of the forecast increased. To facilitate the rapid improvement of biodiversity forecasts, we emphasize the value of specific best practices in making forecasts and evaluating forecasting methods. PMID:29441230
SSD with generalized phase modulation
DOE Office of Scientific and Technical Information (OSTI.GOV)
Rothenberg, J.
1996-01-09
Smoothing by spectral dispersion (SSD) with standard frequency modulation (FM), although simple to implement, has the disadvantage that low spatial frequencies present in the spectrum of the target illumination are not smoothed as effectively as with a more general smoothing method (eg, induced spatial incoherence method). The reduced smoothing performance of standard FM-SSD can result in spectral power of the speckle noise at these low spatial frequencies as much as one order of magnitude larger than that achieved with a more general method. In fact, at small integration times FM-SSD has no smoothing effect at all for a broad bandmore » of low spatial frequencies. This effect may have important implications for both direct and indirect drive ICF.« less
NASA Astrophysics Data System (ADS)
Chardon, J.; Mathevet, T.; Le Lay, M.; Gailhard, J.
2012-04-01
In the context of a national energy company (EDF : Electricité de France), hydro-meteorological forecasts are necessary to ensure safety and security of installations, meet environmental standards and improve water ressources management and decision making. Hydrological ensemble forecasts allow a better representation of meteorological and hydrological forecasts uncertainties and improve human expertise of hydrological forecasts, which is essential to synthesize available informations, coming from different meteorological and hydrological models and human experience. An operational hydrological ensemble forecasting chain has been developed at EDF since 2008 and is being used since 2010 on more than 30 watersheds in France. This ensemble forecasting chain is characterized ensemble pre-processing (rainfall and temperature) and post-processing (streamflow), where a large human expertise is solicited. The aim of this paper is to compare 2 hydrological ensemble post-processing methods developed at EDF in order improve ensemble forecasts reliability (similar to Monatanari &Brath, 2004; Schaefli et al., 2007). The aim of the post-processing methods is to dress hydrological ensemble forecasts with hydrological model uncertainties, based on perfect forecasts. The first method (called empirical approach) is based on a statistical modelisation of empirical error of perfect forecasts, by streamflow sub-samples of quantile class and lead-time. The second method (called dynamical approach) is based on streamflow sub-samples of quantile class and streamflow variation, and lead-time. On a set of 20 watersheds used for operational forecasts, results show that both approaches are necessary to ensure a good post-processing of hydrological ensemble, allowing a good improvement of reliability, skill and sharpness of ensemble forecasts. The comparison of the empirical and dynamical approaches shows the limits of the empirical approach which is not able to take into account hydrological dynamic and processes, i. e. sample heterogeneity. For a same streamflow range corresponds different processes such as rising limbs or recession, where uncertainties are different. The dynamical approach improves reliability, skills and sharpness of forecasts and globally reduces confidence intervals width. When compared in details, the dynamical approach allows a noticeable reduction of confidence intervals during recessions where uncertainty is relatively lower and a slight increase of confidence intervals during rising limbs or snowmelt where uncertainty is greater. The dynamic approach, validated by forecaster's experience that considered the empirical approach not discriminative enough, improved forecaster's confidence and communication of uncertainties. Montanari, A. and Brath, A., (2004). A stochastic approach for assessing the uncertainty of rainfall-runoff simulations. Water Resources Research, 40, W01106, doi:10.1029/2003WR002540. Schaefli, B., Balin Talamba, D. and Musy, A., (2007). Quantifying hydrological modeling errors through a mixture of normal distributions. Journal of Hydrology, 332, 303-315.
Superensemble forecasts of dengue outbreaks
Kandula, Sasikiran; Shaman, Jeffrey
2016-01-01
In recent years, a number of systems capable of predicting future infectious disease incidence have been developed. As more of these systems are operationalized, it is important that the forecasts generated by these different approaches be formally reconciled so that individual forecast error and bias are reduced. Here we present a first example of such multi-system, or superensemble, forecast. We develop three distinct systems for predicting dengue, which are applied retrospectively to forecast outbreak characteristics in San Juan, Puerto Rico. We then use Bayesian averaging methods to combine the predictions from these systems and create superensemble forecasts. We demonstrate that on average, the superensemble approach produces more accurate forecasts than those made from any of the individual forecasting systems. PMID:27733698
A Pragmatic Smoothing Method for Improving the Quality of the Results in Atomic Spectroscopy
NASA Astrophysics Data System (ADS)
Bennun, Leonardo
2017-07-01
A new smoothing method for the improvement on the identification and quantification of spectral functions based on the previous knowledge of the signals that are expected to be quantified, is presented. These signals are used as weighted coefficients in the smoothing algorithm. This smoothing method was conceived to be applied in atomic and nuclear spectroscopies preferably to these techniques where net counts are proportional to acquisition time, such as particle induced X-ray emission (PIXE) and other X-ray fluorescence spectroscopic methods, etc. This algorithm, when properly applied, does not distort the form nor the intensity of the signal, so it is well suited for all kind of spectroscopic techniques. This method is extremely effective at reducing high-frequency noise in the signal much more efficient than a single rectangular smooth of the same width. As all of smoothing techniques, the proposed method improves the precision of the results, but in this case we found also a systematic improvement on the accuracy of the results. We still have to evaluate the improvement on the quality of the results when this method is applied over real experimental results. We expect better characterization of the net area quantification of the peaks, and smaller Detection and Quantification Limits. We have applied this method to signals that obey Poisson statistics, but with the same ideas and criteria, it could be applied to time series. In a general case, when this algorithm is applied over experimental results, also it would be required that the sought characteristic functions, required for this weighted smoothing method, should be obtained from a system with strong stability. If the sought signals are not perfectly clean, this method should be carefully applied
NASA Technical Reports Server (NTRS)
Lambert, Winifred C.
2000-01-01
This report describes the outcome of Phase 1 of the AMU's Improved Anvil Forecasting task. Forecasters in the 45th Weather Squadron and the Spaceflight Meteorology Group have found that anvil forecasting is a difficult task when predicting LCC and FR violations. The purpose of this task is to determine the technical feasibility of creating an anvil-forecasting tool. Work on this study was separated into three steps: literature search, forecaster discussions, and determination of technical feasibility. The literature search revealed no existing anvil-forecasting techniques. However, there appears to be growing interest in anvils in recent years. If this interest continues to grow, more information will be available to aid in developing a reliable anvil-forecasting tool. The forecaster discussion step revealed an array of methods on how better forecasting techniques could be developed. The forecasters have ideas based on sound meteorological principles and personal experience in forecasting and analyzing anvils. Based on the information gathered in the discussions with the forecasters, the conclusion of this report is that it is technically feasible at this time to develop an anvil forecasting technique that will significantly contribute to the confidence in anvil forecasts.
Does money matter in inflation forecasting?
NASA Astrophysics Data System (ADS)
Binner, J. M.; Tino, P.; Tepper, J.; Anderson, R.; Jones, B.; Kendall, G.
2010-11-01
This paper provides the most fully comprehensive evidence to date on whether or not monetary aggregates are valuable for forecasting US inflation in the early to mid 2000s. We explore a wide range of different definitions of money, including different methods of aggregation and different collections of included monetary assets. In our forecasting experiment we use two nonlinear techniques, namely, recurrent neural networks and kernel recursive least squares regression-techniques that are new to macroeconomics. Recurrent neural networks operate with potentially unbounded input memory, while the kernel regression technique is a finite memory predictor. The two methodologies compete to find the best fitting US inflation forecasting models and are then compared to forecasts from a naïve random walk model. The best models were nonlinear autoregressive models based on kernel methods. Our findings do not provide much support for the usefulness of monetary aggregates in forecasting inflation. Beyond its economic findings, our study is in the tradition of physicists’ long-standing interest in the interconnections among statistical mechanics, neural networks, and related nonparametric statistical methods, and suggests potential avenues of extension for such studies.
Peak Wind Tool for General Forecasting
NASA Technical Reports Server (NTRS)
Barrett, Joe H., III
2010-01-01
The expected peak wind speed of the day is an important forecast element in the 45th Weather Squadron's (45 WS) daily 24-Hour and Weekly Planning Forecasts. The forecasts are used for ground and space launch operations at the Kennedy Space Center (KSC) and Cape Canaveral Air Force Station (CCAFS). The 45 WS also issues wind advisories for KSC/CCAFS when they expect wind gusts to meet or exceed 25 kt, 35 kt and 50 kt thresholds at any level from the surface to 300 ft. The 45 WS forecasters have indicated peak wind speeds are challenging to forecast, particularly in the cool season months of October - April. In Phase I of this task, the Applied Meteorology Unit (AMU) developed a tool to help the 45 WS forecast non-convective winds at KSC/CCAFS for the 24-hour period of 0800 to 0800 local time. The tool was delivered as a Microsoft Excel graphical user interface (GUI). The GUI displayed the forecast of peak wind speed, 5-minute average wind speed at the time of the peak wind, timing of the peak wind and probability the peak speed would meet or exceed 25 kt, 35 kt and 50 kt. For the current task (Phase II ), the 45 WS requested additional observations be used for the creation of the forecast equations by expanding the period of record (POR). Additional parameters were evaluated as predictors, including wind speeds between 500 ft and 3000 ft, static stability classification, Bulk Richardson Number, mixing depth, vertical wind shear, temperature inversion strength and depth and wind direction. Using a verification data set, the AMU compared the performance of the Phase I and II prediction methods. Just as in Phase I, the tool was delivered as a Microsoft Excel GUI. The 45 WS requested the tool also be available in the Meteorological Interactive Data Display System (MIDDS). The AMU first expanded the POR by two years by adding tower observations, surface observations and CCAFS (XMR) soundings for the cool season months of March 2007 to April 2009. The POR was expanded again by six years, from October 1996 to April 2002, by interpolating 1000-ft sounding data to 100-ft increments. The Phase II developmental data set included observations for the cool season months of October 1996 to February 2007. The AMU calculated 68 candidate predictors from the XMR soundings, to include 19 stability parameters, 48 wind speed parameters and one wind shear parameter. Each day in the data set was stratified by synoptic weather pattern, low-level wind direction, precipitation and Richardson Number, for a total of 60 stratification methods. Linear regression equations, using the 68 predictors and 60 stratification methods, were created for the tool's three forecast parameters: the highest peak wind speed of the day (PWSD), 5-minute average speed at the same time (A WSD), and timing of the PWSD. For PWSD and A WSD, 30 Phase II methods were selected for evaluation in the verification data set. For timing of the PWSD, 12 Phase\\I methods were selected for evaluation. The verification data set contained observations for the cool season months of March 2007 to April 2009. The data set was used to compare the Phase I and II forecast methods to climatology, model forecast winds and wind advisories issued by the 45 WS. The model forecast winds were derived from the 0000 and 1200 UTC runs of the 12-km North American Mesoscale (MesoNAM) model. The forecast methods that performed the best in the verification data set were selected for the Phase II version of the tool. For PWSD and A WSD, linear regression equations based on MesoNAM forecasts performed significantly better than the Phase I and II methods. For timing of the PWSD, none of the methods performed significantly bener than climatology. The AMU then developed the Microsoft Excel and MIDDS GUls. The GUIs display the forecasts for PWSD, AWSD and the probability the PWSD will meet or exceed 25 kt, 35 kt and 50 kt. Since none of the prediction methods for timing of the PWSD performed significantly better thanlimatology, the tool no longer displays this predictand. The Excel and MIDDS GUIs display forecasts for Day-I to Day-3 and Day-I to Day-5, respectively. The Excel GUI uses MesoNAM forecasts as input, while the MIDDS GUI uses input from the MesoNAM and Global Forecast System model. Based on feedback from the 45 WS, the AMU added the daily average wind speed from 30 ft to 60 ft to the tool, which is one of the parameters in the 24-Hour and Weekly Planning Forecasts issued by the 45 WS. In addition, the AMU expanded the MIDDS GUI to include forecasts out to Day-7.
Clark, M.R.; Gangopadhyay, S.; Hay, L.; Rajagopalan, B.; Wilby, R.
2004-01-01
A number of statistical methods that are used to provide local-scale ensemble forecasts of precipitation and temperature do not contain realistic spatial covariability between neighboring stations or realistic temporal persistence for subsequent forecast lead times. To demonstrate this point, output from a global-scale numerical weather prediction model is used in a stepwise multiple linear regression approach to downscale precipitation and temperature to individual stations located in and around four study basins in the United States. Output from the forecast model is downscaled for lead times up to 14 days. Residuals in the regression equation are modeled stochastically to provide 100 ensemble forecasts. The precipitation and temperature ensembles from this approach have a poor representation of the spatial variability and temporal persistence. The spatial correlations for downscaled output are considerably lower than observed spatial correlations at short forecast lead times (e.g., less than 5 days) when there is high accuracy in the forecasts. At longer forecast lead times, the downscaled spatial correlations are close to zero. Similarly, the observed temporal persistence is only partly present at short forecast lead times. A method is presented for reordering the ensemble output in order to recover the space-time variability in precipitation and temperature fields. In this approach, the ensemble members for a given forecast day are ranked and matched with the rank of precipitation and temperature data from days randomly selected from similar dates in the historical record. The ensembles are then reordered to correspond to the original order of the selection of historical data. Using this approach, the observed intersite correlations, intervariable correlations, and the observed temporal persistence are almost entirely recovered. This reordering methodology also has applications for recovering the space-time variability in modeled streamflow. ?? 2004 American Meteorological Society.
Optimizing Tsunami Forecast Model Accuracy
NASA Astrophysics Data System (ADS)
Whitmore, P.; Nyland, D. L.; Huang, P. Y.
2015-12-01
Recent tsunamis provide a means to determine the accuracy that can be expected of real-time tsunami forecast models. Forecast accuracy using two different tsunami forecast models are compared for seven events since 2006 based on both real-time application and optimized, after-the-fact "forecasts". Lessons learned by comparing the forecast accuracy determined during an event to modified applications of the models after-the-fact provide improved methods for real-time forecasting for future events. Variables such as source definition, data assimilation, and model scaling factors are examined to optimize forecast accuracy. Forecast accuracy is also compared for direct forward modeling based on earthquake source parameters versus accuracy obtained by assimilating sea level data into the forecast model. Results show that including assimilated sea level data into the models increases accuracy by approximately 15% for the events examined.
Test of wind predictions for peak fire-danger stations in Oregon and Washington.
Owen P. Cramer
1957-01-01
Relative accuracy of several wind-speed forecasting methods was tested during the forest fire seasons of 1950 and 1951. For the study, three fire-weather forecast centers of the U. S. Weather Bureau prepared individual station forecasts for 11 peak stations within the national. forests of Oregon and Washington. These spot forecasts were considered...
When mechanism matters: Bayesian forecasting using models of ecological diffusion
Hefley, Trevor J.; Hooten, Mevin B.; Russell, Robin E.; Walsh, Daniel P.; Powell, James A.
2017-01-01
Ecological diffusion is a theory that can be used to understand and forecast spatio-temporal processes such as dispersal, invasion, and the spread of disease. Hierarchical Bayesian modelling provides a framework to make statistical inference and probabilistic forecasts, using mechanistic ecological models. To illustrate, we show how hierarchical Bayesian models of ecological diffusion can be implemented for large data sets that are distributed densely across space and time. The hierarchical Bayesian approach is used to understand and forecast the growth and geographic spread in the prevalence of chronic wasting disease in white-tailed deer (Odocoileus virginianus). We compare statistical inference and forecasts from our hierarchical Bayesian model to phenomenological regression-based methods that are commonly used to analyse spatial occurrence data. The mechanistic statistical model based on ecological diffusion led to important ecological insights, obviated a commonly ignored type of collinearity, and was the most accurate method for forecasting.
Empirical Bayes methods for smoothing data and for simultaneous estimation of many parameters.
Yanagimoto, T; Kashiwagi, N
1990-01-01
A recent successful development is found in a series of innovative, new statistical methods for smoothing data that are based on the empirical Bayes method. This paper emphasizes their practical usefulness in medical sciences and their theoretically close relationship with the problem of simultaneous estimation of parameters, depending on strata. The paper also presents two examples of analyzing epidemiological data obtained in Japan using the smoothing methods to illustrate their favorable performance. PMID:2148512
Improving Seasonal Crop Monitoring and Forecasting for Soybean and Corn in Iowa
NASA Astrophysics Data System (ADS)
Togliatti, K.; Archontoulis, S.; Dietzel, R.; VanLoocke, A.
2016-12-01
Accurately forecasting crop yield in advance of harvest could greatly benefit farmers, however few evaluations have been conducted to determine the effectiveness of forecasting methods. We tested one such method that used a combination of short-term weather forecasting from the Weather Research and Forecasting Model (WRF) to predict in season weather variables, such as, maximum and minimum temperature, precipitation and radiation at 4 different forecast lengths (2 weeks, 1 week, 3 days, and 0 days). This forecasted weather data along with the current and historic (previous 35 years) data from the Iowa Environmental Mesonet was combined to drive Agricultural Production Systems sIMulator (APSIM) simulations to forecast soybean and corn yields in 2015 and 2016. The goal of this study is to find the forecast length that reduces the variability of simulated yield predictions while also increasing the accuracy of those predictions. APSIM simulations of crop variables were evaluated against bi-weekly field measurements of phenology, biomass, and leaf area index from early and late planted soybean plots located at the Agricultural Engineering and Agronomy Research Farm in central Iowa as well as the Northwest Research Farm in northwestern Iowa. WRF model predictions were evaluated against observed weather data collected at the experimental fields. Maximum temperature was the most accurately predicted variable, followed by minimum temperature and radiation, and precipitation was least accurate according to RMSE values and the number of days that were forecasted within a 20% error of the observed weather. Our analysis indicated that for the majority of months in the growing season the 3 day forecast performed the best. The 1 week forecast came in second and the 2 week forecast was the least accurate for the majority of months. Preliminary results for yield indicate that the 2 week forecast is the least variable of the forecast lengths, however it also is the least accurate. The 3 day and 1 week forecast have a better accuracy, with an increase in variability.
NASA Astrophysics Data System (ADS)
Rodrigues, Luis R. L.; Doblas-Reyes, Francisco J.; Coelho, Caio A. S.
2018-02-01
A Bayesian method known as the Forecast Assimilation (FA) was used to calibrate and combine monthly near-surface temperature and precipitation outputs from seasonal dynamical forecast systems. The simple multimodel (SMM), a method that combines predictions with equal weights, was used as a benchmark. This research focuses on Europe and adjacent regions for predictions initialized in May and November, covering the boreal summer and winter months. The forecast quality of the FA and SMM as well as the single seasonal dynamical forecast systems was assessed using deterministic and probabilistic measures. A non-parametric bootstrap method was used to account for the sampling uncertainty of the forecast quality measures. We show that the FA performs as well as or better than the SMM in regions where the dynamical forecast systems were able to represent the main modes of climate covariability. An illustration with the near-surface temperature over North Atlantic, the Mediterranean Sea and Middle-East in summer months associated with the well predicted first mode of climate covariability is offered. However, the main modes of climate covariability are not well represented in most situations discussed in this study as the seasonal dynamical forecast systems have limited skill when predicting the European climate. In these situations, the SMM performs better more often.
Model of medicines sales forecasting taking into account factors of influence
NASA Astrophysics Data System (ADS)
Kravets, A. G.; Al-Gunaid, M. A.; Loshmanov, V. I.; Rasulov, S. S.; Lempert, L. B.
2018-05-01
The article describes a method for forecasting sales of medicines in conditions of data sampling, which is insufficient for building a model based on historical data alone. The developed method is applicable mainly to new drugs that are already licensed and released for sale but do not yet have stable sales performance in the market. The purpose of this study is to prove the effectiveness of the suggested method forecasting drug sales, taking into account the selected factors of influence, revealed during the review of existing solutions and analysis of the specificity of the area under study. Three experiments were performed on samples of different volumes, which showed an improvement in the accuracy of forecasting sales in small samples.
NASA Astrophysics Data System (ADS)
Elmore, K. L.
2016-12-01
The Metorological Phenomemna Identification NeartheGround (mPING) project is an example of a crowd-sourced, citizen science effort to gather data of sufficeint quality and quantity needed by new post processing methods that use machine learning. Transportation and infrastructure are particularly sensitive to precipitation type in winter weather. We extract attributes from operational numerical forecast models and use them in a random forest to generate forecast winter precipitation types. We find that random forests applied to forecast soundings are effective at generating skillful forecasts of surface ptype with consideralbly more skill than the current algorithms, especuially for ice pellets and freezing rain. We also find that three very different forecast models yuield similar overall results, showing that random forests are able to extract essentially equivalent information from different forecast models. We also show that the random forest for each model, and each profile type is unique to the particular forecast model and that the random forests developed using a particular model suffer significant degradation when given attributes derived from a different model. This implies that no single algorithm can perform well across all forecast models. Clearly, random forests extract information unavailable to "physically based" methods because the physical information in the models does not appear as we expect. One intersting result is that results from the classic "warm nose" sounding profile are, by far, the most sensitive to the particular forecast model, but this profile is also the one for which random forests are most skillful. Finally, a method for calibrarting probabilties for each different ptype using multinomial logistic regression is shown.
Ensemble-based methods for forecasting census in hospital units
2013-01-01
Background The ability to accurately forecast census counts in hospital departments has considerable implications for hospital resource allocation. In recent years several different methods have been proposed forecasting census counts, however many of these approaches do not use available patient-specific information. Methods In this paper we present an ensemble-based methodology for forecasting the census under a framework that simultaneously incorporates both (i) arrival trends over time and (ii) patient-specific baseline and time-varying information. The proposed model for predicting census has three components, namely: current census count, number of daily arrivals and number of daily departures. To model the number of daily arrivals, we use a seasonality adjusted Poisson Autoregressive (PAR) model where the parameter estimates are obtained via conditional maximum likelihood. The number of daily departures is predicted by modeling the probability of departure from the census using logistic regression models that are adjusted for the amount of time spent in the census and incorporate both patient-specific baseline and time varying patient-specific covariate information. We illustrate our approach using neonatal intensive care unit (NICU) data collected at Women & Infants Hospital, Providence RI, which consists of 1001 consecutive NICU admissions between April 1st 2008 and March 31st 2009. Results Our results demonstrate statistically significant improved prediction accuracy for 3, 5, and 7 day census forecasts and increased precision of our forecasting model compared to a forecasting approach that ignores patient-specific information. Conclusions Forecasting models that utilize patient-specific baseline and time-varying information make the most of data typically available and have the capacity to substantially improve census forecasts. PMID:23721123
NASA Astrophysics Data System (ADS)
Singh, Navneet K.; Singh, Asheesh K.; Tripathy, Manoj
2012-05-01
For power industries electricity load forecast plays an important role for real-time control, security, optimal unit commitment, economic scheduling, maintenance, energy management, and plant structure planning
Visualizing Uncertainty for Probabilistic Weather Forecasting based on Reforecast Analogs
NASA Astrophysics Data System (ADS)
Pelorosso, Leandro; Diehl, Alexandra; Matković, Krešimir; Delrieux, Claudio; Ruiz, Juan; Gröeller, M. Eduard; Bruckner, Stefan
2016-04-01
Numerical weather forecasts are prone to uncertainty coming from inaccuracies in the initial and boundary conditions and lack of precision in numerical models. Ensemble of forecasts partially addresses these problems by considering several runs of the numerical model. Each forecast is generated with different initial and boundary conditions and different model configurations [GR05]. The ensembles can be expressed as probabilistic forecasts, which have proven to be very effective in the decision-making processes [DE06]. The ensemble of forecasts represents only some of the possible future atmospheric states, usually underestimating the degree of uncertainty in the predictions [KAL03, PH06]. Hamill and Whitaker [HW06] introduced the "Reforecast Analog Regression" (RAR) technique to overcome the limitations of ensemble forecasting. This technique produces probabilistic predictions based on the analysis of historical forecasts and observations. Visual analytics provides tools for processing, visualizing, and exploring data to get new insights and discover hidden information patterns in an interactive exchange between the user and the application [KMS08]. In this work, we introduce Albero, a visual analytics solution for probabilistic weather forecasting based on the RAR technique. Albero targets at least two different type of users: "forecasters", who are meteorologists working in operational weather forecasting and "researchers", who work in the construction of numerical prediction models. Albero is an efficient tool for analyzing precipitation forecasts, allowing forecasters to make and communicate quick decisions. Our solution facilitates the analysis of a set of probabilistic forecasts, associated statistical data, observations and uncertainty. A dashboard with small-multiples of probabilistic forecasts allows the forecasters to analyze at a glance the distribution of probabilities as a function of time, space, and magnitude. It provides the user with a more accurate measure of forecast uncertainty that could result in better decision-making. It offers different level of abstractions to help with the recalibration of the RAR method. It also has an inspection tool that displays the selected analogs, their observations and statistical data. It gives the users access to inner parts of the method, unveiling hidden information. References [GR05] GNEITING T., RAFTERY A. E.: Weather forecasting with ensemble methods. Science 310, 5746, 248-249, 2005. [KAL03] KALNAY E.: Atmospheric modeling, data assimilation and predictability. Cambridge University Press, 2003. [PH06] PALMER T., HAGEDORN R.: Predictability of weather and climate. Cambridge University Press, 2006. [HW06] HAMILL T. M., WHITAKER J. S.: Probabilistic quantitative precipitation forecasts based on reforecast analogs: Theory and application. Monthly Weather Review 134, 11, 3209-3229, 2006. [DE06] DEITRICK S., EDSALL R.: The influence of uncertainty visualization on decision making: An empirical evaluation. Springer, 2006. [KMS08] KEIM D. A., MANSMANN F., SCHNEIDEWIND J., THOMAS J., ZIEGLER H.: Visual analytics: Scope and challenges. Springer, 2008.
Doos, Lucy; Packer, Claire; Ward, Derek; Simpson, Sue; Stevens, Andrew
2016-03-10
Forecasting can support rational decision-making around the introduction and use of emerging health technologies and prevent investment in technologies that have limited long-term potential. However, forecasting methods need to be credible. We performed a systematic search to identify the methods used in forecasting studies to predict future health technologies within a 3-20-year timeframe. Identification and retrospective assessment of such methods potentially offer a route to more reliable prediction. Systematic search of the literature to identify studies reported on methods of forecasting in healthcare. People are not needed in this study. The authors searched MEDLINE, EMBASE, PsychINFO and grey literature sources, and included articles published in English that reported their methods and a list of identified technologies. Studies reporting methods used to predict future health technologies within a 3-20-year timeframe with an identified list of individual healthcare technologies. Commercially sponsored reviews, long-term futurology studies (with over 20-year timeframes) and speculative editorials were excluded. 15 studies met our inclusion criteria. Our results showed that the majority of studies (13/15) consulted experts either alone or in combination with other methods such as literature searching. Only 2 studies used more complex forecasting tools such as scenario building. The methodological fundamentals of formal 3-20-year prediction are consistent but vary in details. Further research needs to be conducted to ascertain if the predictions made were accurate and whether accuracy varies by the methods used or by the types of technologies identified. Published by the BMJ Publishing Group Limited. For permission to use (where not already granted under a licence) please go to http://www.bmj.com/company/products-services/rights-and-licensing/
Design and development of surface rainfall forecast products on GRAPES_MESO model
NASA Astrophysics Data System (ADS)
Zhili, Liu
2016-04-01
In this paper, we designed and developed the surface rainfall forecast products using medium scale GRAPES_MESO model precipitation forecast products. The horizontal resolution of GRAPES_MESO model is 10km*10km, the number of Grids points is 751*501, vertical levels is 26, the range is 70°E-145.15°E, 15°N-64.35 °N. We divided the basin into 7 major watersheds. Each watersheds was divided into a number of sub regions. There were 95 sub regions in all. Tyson polygon method is adopted in the calculation of surface rainfall. We used 24 hours forecast precipitation data of GRAPES_MESO model to calculate the surface rainfall. According to the site of information and boundary information of the 95 sub regions, the forecast surface rainfall of each sub regions was calculated. We can provide real-time surface rainfall forecast products every day. We used the method of fuzzy evaluation to carry out a preliminary test and verify about the surface rainfall forecast product. Results shows that the fuzzy score of heavy rain, rainstorm and downpour level forecast rainfall were higher, the fuzzy score of light rain level was lower. The forecast effect of heavy rain, rainstorm and downpour level surface rainfall were better. The rate of missing and empty forecast of light rainfall level surface rainfall were higher, so it's fuzzy score were lower.
NASA Astrophysics Data System (ADS)
Pokhrel, Prafulla; Wang, Q. J.; Robertson, David E.
2013-10-01
Seasonal streamflow forecasts are valuable for planning and allocation of water resources. In Australia, the Bureau of Meteorology employs a statistical method to forecast seasonal streamflows. The method uses predictors that are related to catchment wetness at the start of a forecast period and to climate during the forecast period. For the latter, a predictor is selected among a number of lagged climate indices as candidates to give the "best" model in terms of model performance in cross validation. This study investigates two strategies for further improvement in seasonal streamflow forecasts. The first is to combine, through Bayesian model averaging, multiple candidate models with different lagged climate indices as predictors, to take advantage of different predictive strengths of the multiple models. The second strategy is to introduce additional candidate models, using rainfall and sea surface temperature predictions from a global climate model as predictors. This is to take advantage of the direct simulations of various dynamic processes. The results show that combining forecasts from multiple statistical models generally yields more skillful forecasts than using only the best model and appears to moderate the worst forecast errors. The use of rainfall predictions from the dynamical climate model marginally improves the streamflow forecasts when viewed over all the study catchments and seasons, but the use of sea surface temperature predictions provide little additional benefit.
Post-processing of a low-flow forecasting system in the Thur basin (Switzerland)
NASA Astrophysics Data System (ADS)
Bogner, Konrad; Joerg-Hess, Stefanie; Bernhard, Luzi; Zappa, Massimiliano
2015-04-01
Low-flows and droughts are natural hazards with potentially severe impacts and economic loss or damage in a number of environmental and socio-economic sectors. As droughts develop slowly there is time to prepare and pre-empt some of these impacts. Real-time information and forecasting of a drought situation can therefore be an effective component of drought management. Although Switzerland has traditionally been more concerned with problems related to floods, in recent years some unprecedented low-flow situations have been experienced. Driven by the climate change debate a drought information platform has been developed to guide water resources management during situations where water resources drop below critical low-flow levels characterised by the indices duration (time between onset and offset), severity (cumulative water deficit) and magnitude (severity/duration). However to gain maximum benefit from such an information system it is essential to remove the bias from the meteorological forecast, to derive optimal estimates of the initial conditions, and to post-process the stream-flow forecasts. Quantile mapping methods for pre-processing the meteorological forecasts and improved data assimilation methods of snow measurements, which accounts for much of the seasonal stream-flow predictability for the majority of the basins in Switzerland, have been tested previously. The objective of this study is the testing of post-processing methods in order to remove bias and dispersion errors and to derive the predictive uncertainty of a calibrated low-flow forecast system. Therefore various stream-flow error correction methods with different degrees of complexity have been applied and combined with the Hydrological Uncertainty Processor (HUP) in order to minimise the differences between the observations and model predictions and to derive posterior probabilities. The complexity of the analysed error correction methods ranges from simple AR(1) models to methods including wavelet transformations and support vector machines. These methods have been combined with forecasts driven by Numerical Weather Prediction (NWP) systems with different temporal and spatial resolutions, lead-times and different numbers of ensembles covering short to medium to extended range forecasts (COSMO-LEPS, 10-15 days, monthly and seasonal ENS) as well as climatological forecasts. Additionally the suitability of various skill scores and efficiency measures regarding low-flow predictions will be tested. Amongst others the novel 2afc (2 alternatives forced choices) score and the quantile skill score and its decompositions will be applied to evaluate the probabilistic forecasts and the effects of post-processing. First results of the performance of the low-flow predictions of the hydrological model PREVAH initialised with different NWP's will be shown.
Online probabilistic learning with an ensemble of forecasts
NASA Astrophysics Data System (ADS)
Thorey, Jean; Mallet, Vivien; Chaussin, Christophe
2016-04-01
Our objective is to produce a calibrated weighted ensemble to forecast a univariate time series. In addition to a meteorological ensemble of forecasts, we rely on observations or analyses of the target variable. The celebrated Continuous Ranked Probability Score (CRPS) is used to evaluate the probabilistic forecasts. However applying the CRPS on weighted empirical distribution functions (deriving from the weighted ensemble) may introduce a bias because of which minimizing the CRPS does not produce the optimal weights. Thus we propose an unbiased version of the CRPS which relies on clusters of members and is strictly proper. We adapt online learning methods for the minimization of the CRPS. These methods generate the weights associated to the members in the forecasted empirical distribution function. The weights are updated before each forecast step using only past observations and forecasts. Our learning algorithms provide the theoretical guarantee that, in the long run, the CRPS of the weighted forecasts is at least as good as the CRPS of any weighted ensemble with weights constant in time. In particular, the performance of our forecast is better than that of any subset ensemble with uniform weights. A noteworthy advantage of our algorithm is that it does not require any assumption on the distributions of the observations and forecasts, both for the application and for the theoretical guarantee to hold. As application example on meteorological forecasts for photovoltaic production integration, we show that our algorithm generates a calibrated probabilistic forecast, with significant performance improvements on probabilistic diagnostic tools (the CRPS, the reliability diagram and the rank histogram).
NASA Astrophysics Data System (ADS)
Skamarock, W. C.
2015-12-01
One of the major problems in atmospheric model applications is the representation of deep convection within the models; explicit simulation of deep convection on fine meshes performs much better than sub-grid parameterized deep convection on coarse meshes. Unfortunately, the high cost of explicit convective simulation has meant it has only been used to down-scale global simulations in weather prediction and regional climate applications, typically using traditional one-way interactive nesting technology. We have been performing real-time weather forecast tests using a global non-hydrostatic atmospheric model (the Model for Prediction Across Scales, MPAS) that employs a variable-resolution unstructured Voronoi horizontal mesh (nominally hexagons) to span hydrostatic to nonhydrostatic scales. The smoothly varying Voronoi mesh eliminates many downscaling problems encountered using traditional one- or two-way grid nesting. Our test weather forecasts cover two periods - the 2015 Spring Forecast Experiment conducted at the NOAA Storm Prediction Center during the month of May in which we used a 50-3 km mesh, and the PECAN field program examining nocturnal convection over the US during the months of June and July in which we used a 15-3 km mesh. An important aspect of this modeling system is that the model physics be scale-aware, particularly the deep convection parameterization. These MPAS simulations employ the Grell-Freitas scale-aware convection scheme. Our test forecasts show that the scheme produces a gradual transition in the deep convection, from the deep unstable convection being handled entirely by the convection scheme on the coarse mesh regions (dx > 15 km), to the deep convection being almost entirely explicit on the 3 km NA region of the meshes. We will present results illustrating the performance of critical aspects of the MPAS model in these tests.
Long term load forecasting accuracy in electric utility integrated resource planning
Carvallo, Juan Pablo; Larsen, Peter H.; Sanstad, Alan H.; ...
2018-05-23
Forecasts of electricity consumption and peak demand over time horizons of one or two decades are a key element in electric utilities’ meeting their core objective and obligation to ensure reliable and affordable electricity supplies for their customers while complying with a range of energy and environmental regulations and policies. These forecasts are an important input to integrated resource planning (IRP) processes involving utilities, regulators, and other stake-holders. Despite their importance, however, there has been little analysis of long term utility load forecasting accuracy. We conduct a retrospective analysis of long term load forecasts on twelve Western U. S. electricmore » utilities in the mid-2000s to find that most overestimated both energy consumption and peak demand growth. A key reason for this was the use of assumptions that led to an overestimation of economic growth. We find that the complexity of forecast methods and the accuracy of these forecasts are mildly correlated. In addition, sensitivity and risk analysis of load growth and its implications for capacity expansion were not well integrated with subsequent implementation. As a result, we review changes in the utilities load forecasting methods over the subsequent decade, and discuss the policy implications of long term load forecast inaccuracy and its underlying causes.« less
Long term load forecasting accuracy in electric utility integrated resource planning
DOE Office of Scientific and Technical Information (OSTI.GOV)
Carvallo, Juan Pablo; Larsen, Peter H.; Sanstad, Alan H.
Forecasts of electricity consumption and peak demand over time horizons of one or two decades are a key element in electric utilities’ meeting their core objective and obligation to ensure reliable and affordable electricity supplies for their customers while complying with a range of energy and environmental regulations and policies. These forecasts are an important input to integrated resource planning (IRP) processes involving utilities, regulators, and other stake-holders. Despite their importance, however, there has been little analysis of long term utility load forecasting accuracy. We conduct a retrospective analysis of long term load forecasts on twelve Western U. S. electricmore » utilities in the mid-2000s to find that most overestimated both energy consumption and peak demand growth. A key reason for this was the use of assumptions that led to an overestimation of economic growth. We find that the complexity of forecast methods and the accuracy of these forecasts are mildly correlated. In addition, sensitivity and risk analysis of load growth and its implications for capacity expansion were not well integrated with subsequent implementation. As a result, we review changes in the utilities load forecasting methods over the subsequent decade, and discuss the policy implications of long term load forecast inaccuracy and its underlying causes.« less
Page, Morgan T.; Van Der Elst, Nicholas; Hardebeck, Jeanne L.; Felzer, Karen; Michael, Andrew J.
2016-01-01
Following a large earthquake, seismic hazard can be orders of magnitude higher than the long‐term average as a result of aftershock triggering. Because of this heightened hazard, emergency managers and the public demand rapid, authoritative, and reliable aftershock forecasts. In the past, U.S. Geological Survey (USGS) aftershock forecasts following large global earthquakes have been released on an ad hoc basis with inconsistent methods, and in some cases aftershock parameters adapted from California. To remedy this, the USGS is currently developing an automated aftershock product based on the Reasenberg and Jones (1989) method that will generate more accurate forecasts. To better capture spatial variations in aftershock productivity and decay, we estimate regional aftershock parameters for sequences within the García et al. (2012) tectonic regions. We find that regional variations for mean aftershock productivity reach almost a factor of 10. We also develop a method to account for the time‐dependent magnitude of completeness following large events in the catalog. In addition to estimating average sequence parameters within regions, we develop an inverse method to estimate the intersequence parameter variability. This allows for a more complete quantification of the forecast uncertainties and Bayesian updating of the forecast as sequence‐specific information becomes available.
Battery Energy Storage State-of-Charge Forecasting: Models, Optimization, and Accuracy
Rosewater, David; Ferreira, Summer; Schoenwald, David; ...
2018-01-25
Battery energy storage systems (BESS) are a critical technology for integrating high penetration renewable power on an intelligent electrical grid. As limited energy restricts the steady-state operational state-of-charge (SoC) of storage systems, SoC forecasting models are used to determine feasible charge and discharge schedules that supply grid services. Smart grid controllers use SoC forecasts to optimize BESS schedules to make grid operation more efficient and resilient. This study presents three advances in BESS state-of-charge forecasting. First, two forecasting models are reformulated to be conducive to parameter optimization. Second, a new method for selecting optimal parameter values based on operational datamore » is presented. Last, a new framework for quantifying model accuracy is developed that enables a comparison between models, systems, and parameter selection methods. The accuracies achieved by both models, on two example battery systems, with each method of parameter selection are then compared in detail. The results of this analysis suggest variation in the suitability of these models for different battery types and applications. Finally, the proposed model formulations, optimization methods, and accuracy assessment framework can be used to improve the accuracy of SoC forecasts enabling better control over BESS charge/discharge schedules.« less
Evaluating Downscaling Methods for Seasonal Climate Forecasts over East Africa
NASA Technical Reports Server (NTRS)
Roberts, J. Brent; Robertson, Franklin R.; Bosilovich, Michael; Lyon, Bradfield; Funk, Chris
2013-01-01
The U.S. National Multi-Model Ensemble seasonal forecasting system is providing hindcast and real-time data streams to be used in assessing and improving seasonal predictive capacity. The NASA / USAID SERVIR project, which leverages satellite and modeling-based resources for environmental decision making in developing nations, is focusing on the evaluation of NMME forecasts specifically for use in impact modeling within hub regions including East Africa, the Hindu Kush-Himalayan (HKH) region and Mesoamerica. One of the participating models in NMME is the NASA Goddard Earth Observing System (GEOS5). This work will present an intercomparison of downscaling methods using the GEOS5 seasonal forecasts of temperature and precipitation over East Africa. The current seasonal forecasting system provides monthly averaged forecast anomalies. These anomalies must be spatially downscaled and temporally disaggregated for use in application modeling (e.g. hydrology, agriculture). There are several available downscaling methodologies that can be implemented to accomplish this goal. Selected methods include both a non-homogenous hidden Markov model and an analogue based approach. A particular emphasis will be placed on quantifying the ability of different methods to capture the intermittency of precipitation within both the short and long rain seasons. Further, the ability to capture spatial covariances will be assessed. Both probabilistic and deterministic skill measures will be evaluated over the hindcast period
Evaluating Downscaling Methods for Seasonal Climate Forecasts over East Africa
NASA Technical Reports Server (NTRS)
Robertson, Franklin R.; Roberts, J. Brent; Bosilovich, Michael; Lyon, Bradfield
2013-01-01
The U.S. National Multi-Model Ensemble seasonal forecasting system is providing hindcast and real-time data streams to be used in assessing and improving seasonal predictive capacity. The NASA / USAID SERVIR project, which leverages satellite and modeling-based resources for environmental decision making in developing nations, is focusing on the evaluation of NMME forecasts specifically for use in impact modeling within hub regions including East Africa, the Hindu Kush-Himalayan (HKH) region and Mesoamerica. One of the participating models in NMME is the NASA Goddard Earth Observing System (GEOS5). This work will present an intercomparison of downscaling methods using the GEOS5 seasonal forecasts of temperature and precipitation over East Africa. The current seasonal forecasting system provides monthly averaged forecast anomalies. These anomalies must be spatially downscaled and temporally disaggregated for use in application modeling (e.g. hydrology, agriculture). There are several available downscaling methodologies that can be implemented to accomplish this goal. Selected methods include both a non-homogenous hidden Markov model and an analogue based approach. A particular emphasis will be placed on quantifying the ability of different methods to capture the intermittency of precipitation within both the short and long rain seasons. Further, the ability to capture spatial covariances will be assessed. Both probabilistic and deterministic skill measures will be evaluated over the hindcast period.
Battery Energy Storage State-of-Charge Forecasting: Models, Optimization, and Accuracy
DOE Office of Scientific and Technical Information (OSTI.GOV)
Rosewater, David; Ferreira, Summer; Schoenwald, David
Battery energy storage systems (BESS) are a critical technology for integrating high penetration renewable power on an intelligent electrical grid. As limited energy restricts the steady-state operational state-of-charge (SoC) of storage systems, SoC forecasting models are used to determine feasible charge and discharge schedules that supply grid services. Smart grid controllers use SoC forecasts to optimize BESS schedules to make grid operation more efficient and resilient. This study presents three advances in BESS state-of-charge forecasting. First, two forecasting models are reformulated to be conducive to parameter optimization. Second, a new method for selecting optimal parameter values based on operational datamore » is presented. Last, a new framework for quantifying model accuracy is developed that enables a comparison between models, systems, and parameter selection methods. The accuracies achieved by both models, on two example battery systems, with each method of parameter selection are then compared in detail. The results of this analysis suggest variation in the suitability of these models for different battery types and applications. Finally, the proposed model formulations, optimization methods, and accuracy assessment framework can be used to improve the accuracy of SoC forecasts enabling better control over BESS charge/discharge schedules.« less
NASA Astrophysics Data System (ADS)
Khajehei, Sepideh; Moradkhani, Hamid
2015-04-01
Producing reliable and accurate hydrologic ensemble forecasts are subject to various sources of uncertainty, including meteorological forcing, initial conditions, model structure, and model parameters. Producing reliable and skillful precipitation ensemble forecasts is one approach to reduce the total uncertainty in hydrological applications. Currently, National Weather Prediction (NWP) models are developing ensemble forecasts for various temporal ranges. It is proven that raw products from NWP models are biased in mean and spread. Given the above state, there is a need for methods that are able to generate reliable ensemble forecasts for hydrological applications. One of the common techniques is to apply statistical procedures in order to generate ensemble forecast from NWP-generated single-value forecasts. The procedure is based on the bivariate probability distribution between the observation and single-value precipitation forecast. However, one of the assumptions of the current method is fitting Gaussian distribution to the marginal distributions of observed and modeled climate variable. Here, we have described and evaluated a Bayesian approach based on Copula functions to develop an ensemble precipitation forecast from the conditional distribution of single-value precipitation forecasts. Copula functions are known as the multivariate joint distribution of univariate marginal distributions, which are presented as an alternative procedure in capturing the uncertainties related to meteorological forcing. Copulas are capable of modeling the joint distribution of two variables with any level of correlation and dependency. This study is conducted over a sub-basin in the Columbia River Basin in USA using the monthly precipitation forecasts from Climate Forecast System (CFS) with 0.5x0.5 Deg. spatial resolution to reproduce the observations. The verification is conducted on a different period and the superiority of the procedure is compared with Ensemble Pre-Processor approach currently used by National Weather Service River Forecast Centers in USA.
Neural network versus classical time series forecasting models
NASA Astrophysics Data System (ADS)
Nor, Maria Elena; Safuan, Hamizah Mohd; Shab, Noorzehan Fazahiyah Md; Asrul, Mohd; Abdullah, Affendi; Mohamad, Nurul Asmaa Izzati; Lee, Muhammad Hisyam
2017-05-01
Artificial neural network (ANN) has advantage in time series forecasting as it has potential to solve complex forecasting problems. This is because ANN is data driven approach which able to be trained to map past values of a time series. In this study the forecast performance between neural network and classical time series forecasting method namely seasonal autoregressive integrated moving average models was being compared by utilizing gold price data. Moreover, the effect of different data preprocessing on the forecast performance of neural network being examined. The forecast accuracy was evaluated using mean absolute deviation, root mean square error and mean absolute percentage error. It was found that ANN produced the most accurate forecast when Box-Cox transformation was used as data preprocessing.
NASA Astrophysics Data System (ADS)
Perekhodtseva, Elvira V.
2010-05-01
Development of successful method of forecast of storm winds, including squalls and tornadoes, that often result in human and material losses, could allow one to take proper measures against destruction of buildings and to protect people. Well-in-advance successful forecast (from 12 hours to 48 hour) makes possible to reduce the losses. Prediction of the phenomena involved is a very difficult problem for synoptic till recently. The existing graphic and calculation methods still depend on subjective decision of an operator. Nowadays in Russia there is no hydrodynamic model for forecast of the maximal wind velocity V> 25m/c, hence the main tools of objective forecast are statistical methods using the dependence of the phenomena involved on a number of atmospheric parameters (predictors). . Statistical decisive rule of the alternative and probability forecast of these events was obtained in accordance with the concept of "perfect prognosis" using the data of objective analysis. For this purpose the different teaching samples of present and absent of this storm wind and rainfalls were automatically arranged that include the values of forty physically substantiated potential predictors. Then the empirical statistical method was used that involved diagonalization of the mean correlation matrix R of the predictors and extraction of diagonal blocks of strongly correlated predictors. Thus for these phenomena the most informative predictors were selected without loosing information. The statistical decisive rules for diagnosis and prognosis of the phenomena involved U(X) were calculated for choosing informative vector-predictor. We used the criterion of distance of Mahalanobis and criterion of minimum of entropy by Vapnik-Chervonenkis for the selection predictors. Successful development of hydrodynamic models for short-term forecast and improvement of 36-48h forecasts of pressure, temperature and others parameters allowed us to use the prognostic fields of those models for calculations of the discriminant functions in the nodes of the grid 75x75km and the values of probabilities P of dangerous wind and thus to get fully automated forecasts. . In order to apply the alternative forecast to European part of Russia and Europe the author proposes the empirical threshold values specified for this phenomenon and advance period 36 hours. According to the Pirsey-Obukhov criterion (T), the success of this hydrometeorological-statistical method of forecast of storm wind and tornadoes to 36 -48 hours ahead in the warm season for the territory of Europe part of Russia and Siberia is T = 1-a-b=0,54-0,78 after independent and author experiments during the period 2004-2009 years. A lot of examples of very successful forecasts are submitted at this report for the territory of Europe and Russia. The same decisive rules were applied to the forecast of these phenomena during cold period in 2009-2010 years too. On the first month of 2010 a lot of cases of storm wind with heavy snowfall were observed and were forecasting over the territory of France, Italy and Germany.
Value-at-Risk forecasts by a spatiotemporal model in Chinese stock market
NASA Astrophysics Data System (ADS)
Gong, Pu; Weng, Yingliang
2016-01-01
This paper generalizes a recently proposed spatial autoregressive model and introduces a spatiotemporal model for forecasting stock returns. We support the view that stock returns are affected not only by the absolute values of factors such as firm size, book-to-market ratio and momentum but also by the relative values of factors like trading volume ranking and market capitalization ranking in each period. This article studies a new method for constructing stocks' reference groups; the method is called quartile method. Applying the method empirically to the Shanghai Stock Exchange 50 Index, we compare the daily volatility forecasting performance and the out-of-sample forecasting performance of Value-at-Risk (VaR) estimated by different models. The empirical results show that the spatiotemporal model performs surprisingly well in terms of capturing spatial dependences among individual stocks, and it produces more accurate VaR forecasts than the other three models introduced in the previous literature. Moreover, the findings indicate that both allowing for serial correlation in the disturbances and using time-varying spatial weight matrices can greatly improve the predictive accuracy of a spatial autoregressive model.
Doos, Lucy; Packer, Claire; Ward, Derek; Simpson, Sue; Stevens, Andrew
2017-01-01
Objective To describe and classify health technologies predicted in forecasting studies. Design and methods A portrait describing health technologies predicted in 15 forecasting studies published between 1986 and 2010 that were identified in a previous systematic review. Health technologies are classified according to their type, purpose and clinical use; relating these to the original purpose and timing of the forecasting studies. Data sources All health-related technologies predicted in 15 forecasting studies identified in a previously published systematic review. Main outcome measure Outcomes related to (1) each forecasting study including country, year, intention and forecasting methods used and (2) the predicted technologies including technology type, purpose, targeted clinical area and forecast timeframe. Results Of the 896 identified health-related technologies, 685 (76.5%) were health technologies with an explicit or implied health application and included in our study. Of these, 19.1% were diagnostic or imaging tests, 14.3% devices or biomaterials, 12.6% information technology systems, eHealth or mHealth and 12% drugs. The majority of the technologies were intended to treat or manage disease (38.1%) or diagnose or monitor disease (26.1%). The most frequent targeted clinical areas were infectious diseases followed by cancer, circulatory and nervous system disorders. The most frequent technology types were for: infectious diseases—prophylactic vaccines (45.8%), cancer—drugs (40%), circulatory disease—devices and biomaterials (26.3%), and diseases of the nervous system—equally devices and biomaterials (25%) and regenerative medicine (25%). The mean timeframe for forecasting was 11.6 years (range 0–33 years, median=10, SD=6.6). The forecasting timeframe significantly differed by technology type (p=0.002), the intent of the forecasting group (p<0.001) and the methods used (p<001). Conclusion While description and classification of predicted health-related technologies is crucial in preparing healthcare systems for adopting new innovations, further work is needed to test the accuracy of predictions made. PMID:28760796
Exploring the calibration of a wind forecast ensemble for energy applications
NASA Astrophysics Data System (ADS)
Heppelmann, Tobias; Ben Bouallegue, Zied; Theis, Susanne
2015-04-01
In the German research project EWeLiNE, Deutscher Wetterdienst (DWD) and Fraunhofer Institute for Wind Energy and Energy System Technology (IWES) are collaborating with three German Transmission System Operators (TSO) in order to provide the TSOs with improved probabilistic power forecasts. Probabilistic power forecasts are derived from probabilistic weather forecasts, themselves derived from ensemble prediction systems (EPS). Since the considered raw ensemble wind forecasts suffer from underdispersiveness and bias, calibration methods are developed for the correction of the model bias and the ensemble spread bias. The overall aim is to improve the ensemble forecasts such that the uncertainty of the possible weather deployment is depicted by the ensemble spread from the first forecast hours. Additionally, the ensemble members after calibration should remain physically consistent scenarios. We focus on probabilistic hourly wind forecasts with horizon of 21 h delivered by the convection permitting high-resolution ensemble system COSMO-DE-EPS which has become operational in 2012 at DWD. The ensemble consists of 20 ensemble members driven by four different global models. The model area includes whole Germany and parts of Central Europe with a horizontal resolution of 2.8 km and a vertical resolution of 50 model levels. For verification we use wind mast measurements around 100 m height that corresponds to the hub height of wind energy plants that belong to wind farms within the model area. Calibration of the ensemble forecasts can be performed by different statistical methods applied to the raw ensemble output. Here, we explore local bivariate Ensemble Model Output Statistics at individual sites and quantile regression with different predictors. Applying different methods, we already show an improvement of ensemble wind forecasts from COSMO-DE-EPS for energy applications. In addition, an ensemble copula coupling approach transfers the time-dependencies of the raw ensemble to the calibrated ensemble. The calibrated wind forecasts are evaluated first with univariate probabilistic scores and additionally with diagnostics of wind ramps in order to assess the time-consistency of the calibrated ensemble members.
Research on time series data prediction based on clustering algorithm - A case study of Yuebao
NASA Astrophysics Data System (ADS)
Lu, Xu; Zhao, Tianzhong
2017-08-01
Forecasting is the prerequisite for making scientific decisions, it is based on the past information of the research on the phenomenon, and combined with some of the factors affecting this phenomenon, then using scientific methods to forecast the development trend of the future, it is an important way for people to know the world. This is particularly important in the prediction of financial data, because proper financial data forecasts can provide a great deal of help to financial institutions in their strategic implementation, strategic alignment and risk control. However, the current forecasts of financial data generally use the method of forecast of overall data, which lack of consideration of customer behavior and other factors in the financial data forecasting process, and they are important factors influencing the change of financial data. Based on this situation, this paper analyzed the data of Yuebao, and according to the user's attributes and the operating characteristics, this paper classified 567 users of Yuebao, and made further predicted the data of Yuebao for every class of users, the results showed that the forecasting model in this paper can meet the demand of forecasting.
Tethered Satellites as Enabling Platforms for an Operational Space Weather Monitoring System
NASA Technical Reports Server (NTRS)
Krause, L. Habash; Gilchrist, B. E.; Bilen, S.; Owens, J.; Voronka, N.; Furhop, K.
2013-01-01
Space weather nowcasting and forecasting models require assimilation of near-real time (NRT) space environment data to improve the precision and accuracy of operational products. Typically, these models begin with a climatological model to provide "most probable distributions" of environmental parameters as a function of time and space. The process of NRT data assimilation gently pulls the climate model closer toward the observed state (e.g. via Kalman smoothing) for nowcasting, and forecasting is achieved through a set of iterative physics-based forward-prediction calculations. The issue of required space weather observatories to meet the spatial and temporal requirements of these models is a complex one, and we do not address that with this poster. Instead, we present some examples of how tethered satellites can be used to address the shortfalls in our ability to measure critical environmental parameters necessary to drive these space weather models. Examples include very long baseline electric field measurements, magnetized ionospheric conductivity measurements, and the ability to separate temporal from spatial irregularities in environmental parameters. Tethered satellite functional requirements will be presented for each space weather parameter considered in this study.
Effects of vertical shear in modelling horizontal oceanic dispersion
NASA Astrophysics Data System (ADS)
Lanotte, A. S.; Corrado, R.; Palatella, L.; Pizzigalli, C.; Schipa, I.; Santoleri, R.
2016-02-01
The effect of vertical shear on the horizontal dispersion properties of passive tracer particles on the continental shelf of the South Mediterranean is investigated by means of observation and model data. In situ current measurements reveal that vertical gradients of horizontal velocities in the upper mixing layer decorrelate quite fast ( ˜ 1 day), whereas an eddy-permitting ocean model, such as the Mediterranean Forecasting System, tends to overestimate such decorrelation time because of finite resolution effects. Horizontal dispersion, simulated by the Mediterranean sea Forecasting System, is mostly affected by: (1) unresolved scale motions, and mesoscale motions that are largely smoothed out at scales close to the grid spacing; (2) poorly resolved time variability in the profiles of the horizontal velocities in the upper layer. For the case study we have analysed, we show that a suitable use of deterministic kinematic parametrizations is helpful to implement realistic statistical features of tracer dispersion in two and three dimensions. The approach here suggested provides a functional tool to control the horizontal spreading of small organisms or substance concentrations, and is thus relevant for marine biology, pollutant dispersion as well as oil spill applications.
Air Quality Forecasting through Different Statistical and Artificial Intelligence Techniques
NASA Astrophysics Data System (ADS)
Mishra, D.; Goyal, P.
2014-12-01
Urban air pollution forecasting has emerged as an acute problem in recent years because there are sever environmental degradation due to increase in harmful air pollutants in the ambient atmosphere. In this study, there are different types of statistical as well as artificial intelligence techniques are used for forecasting and analysis of air pollution over Delhi urban area. These techniques are principle component analysis (PCA), multiple linear regression (MLR) and artificial neural network (ANN) and the forecasting are observed in good agreement with the observed concentrations through Central Pollution Control Board (CPCB) at different locations in Delhi. But such methods suffers from disadvantages like they provide limited accuracy as they are unable to predict the extreme points i.e. the pollution maximum and minimum cut-offs cannot be determined using such approach. Also, such methods are inefficient approach for better output forecasting. But with the advancement in technology and research, an alternative to the above traditional methods has been proposed i.e. the coupling of statistical techniques with artificial Intelligence (AI) can be used for forecasting purposes. The coupling of PCA, ANN and fuzzy logic is used for forecasting of air pollutant over Delhi urban area. The statistical measures e.g., correlation coefficient (R), normalized mean square error (NMSE), fractional bias (FB) and index of agreement (IOA) of the proposed model are observed in better agreement with the all other models. Hence, the coupling of statistical and artificial intelligence can be use for the forecasting of air pollutant over urban area.
Total probabilities of ensemble runoff forecasts
NASA Astrophysics Data System (ADS)
Olav Skøien, Jon; Bogner, Konrad; Salamon, Peter; Smith, Paul; Pappenberger, Florian
2017-04-01
Ensemble forecasting has a long history from meteorological modelling, as an indication of the uncertainty of the forecasts. However, it is necessary to calibrate and post-process the ensembles as the they often exhibit both bias and dispersion errors. Two of the most common methods for this are Bayesian Model Averaging (Raftery et al., 2005) and Ensemble Model Output Statistics (EMOS) (Gneiting et al., 2005). There are also methods for regionalizing these methods (Berrocal et al., 2007) and for incorporating the correlation between lead times (Hemri et al., 2013). Engeland and Steinsland Engeland and Steinsland (2014) developed a framework which can estimate post-processing parameters varying in space and time, while giving a spatially and temporally consistent output. However, their method is computationally complex for our larger number of stations, which makes it unsuitable for our purpose. Our post-processing method of the ensembles is developed in the framework of the European Flood Awareness System (EFAS - http://www.efas.eu), where we are making forecasts for whole Europe, and based on observations from around 700 catchments. As the target is flood forecasting, we are also more interested in improving the forecast skill for high-flows rather than in a good prediction of the entire flow regime. EFAS uses a combination of ensemble forecasts and deterministic forecasts from different meteorological forecasters to force a distributed hydrologic model and to compute runoff ensembles for each river pixel within the model domain. Instead of showing the mean and the variability of each forecast ensemble individually, we will now post-process all model outputs to estimate the total probability, the post-processed mean and uncertainty of all ensembles. The post-processing parameters are first calibrated for each calibration location, but we are adding a spatial penalty in the calibration process to force a spatial correlation of the parameters. The penalty takes distance, stream-connectivity and size of the catchment areas into account. This can in some cases have a slight negative impact on the calibration error, but avoids large differences between parameters of nearby locations, whether stream connected or not. The spatial calibration also makes it easier to interpolate the post-processing parameters to uncalibrated locations. We also look into different methods for handling the non-normal distributions of runoff data and the effect of different data transformations on forecasts skills in general and for floods in particular. Berrocal, V. J., Raftery, A. E. and Gneiting, T.: Combining Spatial Statistical and Ensemble Information in Probabilistic Weather Forecasts, Mon. Weather Rev., 135(4), 1386-1402, doi:10.1175/MWR3341.1, 2007. Engeland, K. and Steinsland, I.: Probabilistic postprocessing models for flow forecasts for a system of catchments and several lead times, Water Resour. Res., 50(1), 182-197, doi:10.1002/2012WR012757, 2014. Gneiting, T., Raftery, A. E., Westveld, A. H. and Goldman, T.: Calibrated Probabilistic Forecasting Using Ensemble Model Output Statistics and Minimum CRPS Estimation, Mon. Weather Rev., 133(5), 1098-1118, doi:10.1175/MWR2904.1, 2005. Hemri, S., Fundel, F. and Zappa, M.: Simultaneous calibration of ensemble river flow predictions over an entire range of lead times, Water Resour. Res., 49(10), 6744-6755, doi:10.1002/wrcr.20542, 2013. Raftery, A. E., Gneiting, T., Balabdaoui, F. and Polakowski, M.: Using Bayesian Model Averaging to Calibrate Forecast Ensembles, Mon. Weather Rev., 133(5), 1155-1174, doi:10.1175/MWR2906.1, 2005.
Total probabilities of ensemble runoff forecasts
NASA Astrophysics Data System (ADS)
Olav Skøien, Jon; Bogner, Konrad; Salamon, Peter; Smith, Paul; Pappenberger, Florian
2016-04-01
Ensemble forecasting has for a long time been used as a method in meteorological modelling to indicate the uncertainty of the forecasts. However, as the ensembles often exhibit both bias and dispersion errors, it is necessary to calibrate and post-process them. Two of the most common methods for this are Bayesian Model Averaging (Raftery et al., 2005) and Ensemble Model Output Statistics (EMOS) (Gneiting et al., 2005). There are also methods for regionalizing these methods (Berrocal et al., 2007) and for incorporating the correlation between lead times (Hemri et al., 2013). Engeland and Steinsland Engeland and Steinsland (2014) developed a framework which can estimate post-processing parameters which are different in space and time, but still can give a spatially and temporally consistent output. However, their method is computationally complex for our larger number of stations, and cannot directly be regionalized in the way we would like, so we suggest a different path below. The target of our work is to create a mean forecast with uncertainty bounds for a large number of locations in the framework of the European Flood Awareness System (EFAS - http://www.efas.eu) We are therefore more interested in improving the forecast skill for high-flows rather than the forecast skill of lower runoff levels. EFAS uses a combination of ensemble forecasts and deterministic forecasts from different forecasters to force a distributed hydrologic model and to compute runoff ensembles for each river pixel within the model domain. Instead of showing the mean and the variability of each forecast ensemble individually, we will now post-process all model outputs to find a total probability, the post-processed mean and uncertainty of all ensembles. The post-processing parameters are first calibrated for each calibration location, but assuring that they have some spatial correlation, by adding a spatial penalty in the calibration process. This can in some cases have a slight negative impact on the calibration error, but makes it easier to interpolate the post-processing parameters to uncalibrated locations. We also look into different methods for handling the non-normal distributions of runoff data and the effect of different data transformations on forecasts skills in general and for floods in particular. Berrocal, V. J., Raftery, A. E. and Gneiting, T.: Combining Spatial Statistical and Ensemble Information in Probabilistic Weather Forecasts, Mon. Weather Rev., 135(4), 1386-1402, doi:10.1175/MWR3341.1, 2007. Engeland, K. and Steinsland, I.: Probabilistic postprocessing models for flow forecasts for a system of catchments and several lead times, Water Resour. Res., 50(1), 182-197, doi:10.1002/2012WR012757, 2014. Gneiting, T., Raftery, A. E., Westveld, A. H. and Goldman, T.: Calibrated Probabilistic Forecasting Using Ensemble Model Output Statistics and Minimum CRPS Estimation, Mon. Weather Rev., 133(5), 1098-1118, doi:10.1175/MWR2904.1, 2005. Hemri, S., Fundel, F. and Zappa, M.: Simultaneous calibration of ensemble river flow predictions over an entire range of lead times, Water Resour. Res., 49(10), 6744-6755, doi:10.1002/wrcr.20542, 2013. Raftery, A. E., Gneiting, T., Balabdaoui, F. and Polakowski, M.: Using Bayesian Model Averaging to Calibrate Forecast Ensembles, Mon. Weather Rev., 133(5), 1155-1174, doi:10.1175/MWR2906.1, 2005.
CF Metadata Conventions: Founding Principles, Governance, and Future Directions
NASA Astrophysics Data System (ADS)
Taylor, K. E.
2016-12-01
The CF Metadata Conventions define attributes that promote sharing of climate and forecasting data and facilitate automated processing by computers. The development, maintenance, and evolution of the conventions have mainly been provided by voluntary community contributions. Nevertheless, an organizational framework has been established, which relies on established rules and web-based discussion to ensure smooth (but relatively efficient) evolution of the standard to accommodate new types of data. The CF standard has been essential to the success of high-profile internationally-coordinated modeling activities (e.g, the Coupled Model Intercomparison Project). A summary of CF's founding principles and the prospects for its future evolution will be discussed.
A parimutuel gambling perspective to compare probabilistic seismicity forecasts
NASA Astrophysics Data System (ADS)
Zechar, J. Douglas; Zhuang, Jiancang
2014-10-01
Using analogies to gaming, we consider the problem of comparing multiple probabilistic seismicity forecasts. To measure relative model performance, we suggest a parimutuel gambling perspective which addresses shortcomings of other methods such as likelihood ratio, information gain and Molchan diagrams. We describe two variants of the parimutuel approach for a set of forecasts: head-to-head, in which forecasts are compared in pairs, and round table, in which all forecasts are compared simultaneously. For illustration, we compare the 5-yr forecasts of the Regional Earthquake Likelihood Models experiment for M4.95+ seismicity in California.
NASA Astrophysics Data System (ADS)
Rivière, G.; Hua, B. L.
2004-10-01
A new perturbation initialization method is used to quantify error growth due to inaccuracies of the forecast model initial conditions in a quasigeostrophic box ocean model describing a wind-driven double gyre circulation. This method is based on recent analytical results on Lagrangian alignment dynamics of the perturbation velocity vector in quasigeostrophic flows. More specifically, it consists in initializing a unique perturbation from the sole knowledge of the control flow properties at the initial time of the forecast and whose velocity vector orientation satisfies a Lagrangian equilibrium criterion. This Alignment-based Initialization method is hereafter denoted as the AI method.In terms of spatial distribution of the errors, we have compared favorably the AI error forecast with the mean error obtained with a Monte-Carlo ensemble prediction. It is shown that the AI forecast is on average as efficient as the error forecast initialized with the leading singular vector for the palenstrophy norm, and significantly more efficient than that for total energy and enstrophy norms. Furthermore, a more precise examination shows that the AI forecast is systematically relevant for all control flows whereas the palenstrophy singular vector forecast leads sometimes to very good scores and sometimes to very bad ones.A principal component analysis at the final time of the forecast shows that the AI mode spatial structure is comparable to that of the first eigenvector of the error covariance matrix for a "bred mode" ensemble. Furthermore, the kinetic energy of the AI mode grows at the same constant rate as that of the "bred modes" from the initial time to the final time of the forecast and is therefore characterized by a sustained phase of error growth. In this sense, the AI mode based on Lagrangian dynamics of the perturbation velocity orientation provides a rationale of the "bred mode" behavior.
NASA Astrophysics Data System (ADS)
Clark, Elizabeth; Wood, Andy; Nijssen, Bart; Mendoza, Pablo; Newman, Andy; Nowak, Kenneth; Arnold, Jeffrey
2017-04-01
In an automated forecast system, hydrologic data assimilation (DA) performs the valuable function of correcting raw simulated watershed model states to better represent external observations, including measurements of streamflow, snow, soil moisture, and the like. Yet the incorporation of automated DA into operational forecasting systems has been a long-standing challenge due to the complexities of the hydrologic system, which include numerous lags between state and output variations. To help demonstrate that such methods can succeed in operational automated implementations, we present results from the real-time application of an ensemble particle filter (PF) for short-range (7 day lead) ensemble flow forecasts in western US river basins. We use the System for Hydromet Applications, Research and Prediction (SHARP), developed by the National Center for Atmospheric Research (NCAR) in collaboration with the University of Washington, U.S. Army Corps of Engineers, and U.S. Bureau of Reclamation. SHARP is a fully automated platform for short-term to seasonal hydrologic forecasting applications, incorporating uncertainty in initial hydrologic conditions (IHCs) and in hydrometeorological predictions through ensemble methods. In this implementation, IHC uncertainty is estimated by propagating an ensemble of 100 temperature and precipitation time series through conceptual and physically-oriented models. The resulting ensemble of derived IHCs exhibits a broad range of possible soil moisture and snow water equivalent (SWE) states. The PF selects and/or weights and resamples the IHCs that are most consistent with external streamflow observations, and uses the particles to initialize a streamflow forecast ensemble driven by ensemble precipitation and temperature forecasts downscaled from the Global Ensemble Forecast System (GEFS). We apply this method in real-time for several basins in the western US that are important for water resources management, and perform a hindcast experiment to evaluate the utility of PF-based data assimilation on streamflow forecasts skill. This presentation describes findings, including a comparison of sequential and non-sequential particle weighting methods.
Empirical prediction intervals improve energy forecasting
Kaack, Lynn H.; Apt, Jay; Morgan, M. Granger; McSharry, Patrick
2017-01-01
Hundreds of organizations and analysts use energy projections, such as those contained in the US Energy Information Administration (EIA)’s Annual Energy Outlook (AEO), for investment and policy decisions. Retrospective analyses of past AEO projections have shown that observed values can differ from the projection by several hundred percent, and thus a thorough treatment of uncertainty is essential. We evaluate the out-of-sample forecasting performance of several empirical density forecasting methods, using the continuous ranked probability score (CRPS). The analysis confirms that a Gaussian density, estimated on past forecasting errors, gives comparatively accurate uncertainty estimates over a variety of energy quantities in the AEO, in particular outperforming scenario projections provided in the AEO. We report probabilistic uncertainties for 18 core quantities of the AEO 2016 projections. Our work frames how to produce, evaluate, and rank probabilistic forecasts in this setting. We propose a log transformation of forecast errors for price projections and a modified nonparametric empirical density forecasting method. Our findings give guidance on how to evaluate and communicate uncertainty in future energy outlooks. PMID:28760997
NASA Astrophysics Data System (ADS)
Fan, Qingbiao; Xu, Caijun; Yi, Lei; Liu, Yang; Wen, Yangmao; Yin, Zhi
2017-10-01
When ill-posed problems are inverted, the regularization process is equivalent to adding constraint equations or prior information from a Bayesian perspective. The veracity of the constraints (or the regularization matrix R) significantly affects the solution, and a smoothness constraint is usually added in seismic slip inversions. In this paper, an adaptive smoothness constraint (ASC) based on the classic Laplacian smoothness constraint (LSC) is proposed. The ASC not only improves the smoothness constraint, but also helps constrain the slip direction. A series of experiments are conducted in which different magnitudes of noise are imposed and different densities of observation are assumed, and the results indicated that the ASC was superior to the LSC. Using the proposed ASC, the Helmert variance component estimation method is highlighted as the best for selecting the regularization parameter compared with other methods, such as generalized cross-validation or the mean squared error criterion method. The ASC may also benefit other ill-posed problems in which a smoothness constraint is required.
Use of Vertically Integrated Ice in WRF-Based Forecasts of Lightning Threat
NASA Technical Reports Server (NTRS)
McCaul, E. W., jr.; Goodman, S. J.
2008-01-01
Previously reported methods of forecasting lightning threat using fields of graupel flux from WRF simulations are extended to include the simulated field of vertically integrated ice within storms. Although the ice integral shows less temporal variability than graupel flux, it provides more areal coverage, and can thus be used to create a lightning forecast that better matches the areal coverage of the lightning threat found in observations of flash extent density. A blended lightning forecast threat can be constructed that retains much of the desirable temporal sensitivity of the graupel flux method, while also incorporating the coverage benefits of the ice integral method. The graupel flux and ice integral fields contributing to the blended forecast are calibrated against observed lightning flash origin density data, based on Lightning Mapping Array observations from a series of case studies chosen to cover a wide range of flash rate conditions. Linear curve fits that pass through the origin are found to be statistically robust for the calibration procedures.
NASA Astrophysics Data System (ADS)
Liu, Li; Gao, Chao; Xuan, Weidong; Xu, Yue-Ping
2017-11-01
Ensemble flood forecasts by hydrological models using numerical weather prediction products as forcing data are becoming more commonly used in operational flood forecasting applications. In this study, a hydrological ensemble flood forecasting system comprised of an automatically calibrated Variable Infiltration Capacity model and quantitative precipitation forecasts from TIGGE dataset is constructed for Lanjiang Basin, Southeast China. The impacts of calibration strategies and ensemble methods on the performance of the system are then evaluated. The hydrological model is optimized by the parallel programmed ε-NSGA II multi-objective algorithm. According to the solutions by ε-NSGA II, two differently parameterized models are determined to simulate daily flows and peak flows at each of the three hydrological stations. Then a simple yet effective modular approach is proposed to combine these daily and peak flows at the same station into one composite series. Five ensemble methods and various evaluation metrics are adopted. The results show that ε-NSGA II can provide an objective determination on parameter estimation, and the parallel program permits a more efficient simulation. It is also demonstrated that the forecasts from ECMWF have more favorable skill scores than other Ensemble Prediction Systems. The multimodel ensembles have advantages over all the single model ensembles and the multimodel methods weighted on members and skill scores outperform other methods. Furthermore, the overall performance at three stations can be satisfactory up to ten days, however the hydrological errors can degrade the skill score by approximately 2 days, and the influence persists until a lead time of 10 days with a weakening trend. With respect to peak flows selected by the Peaks Over Threshold approach, the ensemble means from single models or multimodels are generally underestimated, indicating that the ensemble mean can bring overall improvement in forecasting of flows. For peak values taking flood forecasts from each individual member into account is more appropriate.
NASA Astrophysics Data System (ADS)
Kim, J.; Park, K.
2016-12-01
In order to evaluate the performance of operational forecast models in the Korea operational oceanographic system (KOOS) which has been developed by Korea Institute of Ocean Science and Technology (KIOST), a skill assessment (SA) tool has developed and provided multiple skill metrics including not only correlation and error skills by comparing predictions and observation but also pattern clustering with numerical models, satellite, and observation. The KOOS has produced 72 hours forecast information on atmospheric and hydrodynamic forecast variables of wind, pressure, current, tide, wave, temperature, and salinity at every 12 hours per day produced by operating numerical models such as WRF, ROMS, MOM5, WW-III, and SWAN and the SA has conducted to evaluate the forecasts. We have been operationally operated several kinds of numerical models such as WRF, ROMS, MOM5, MOHID, WW-III. Quantitative assessment of operational ocean forecast model is very important to provide accurate ocean forecast information not only to general public but also to support ocean-related problems. In this work, we propose a method of pattern clustering using machine learning method and GIS-based spatial analytics to evaluate spatial distribution of numerical models and spatial observation data such as satellite and HF radar. For the clustering, we use 10 or 15 years-long reanalysis data which was computed by the KOOS, ECMWF, and HYCOM to make best matching clusters which are classified physical meaning with time variation and then we compare it with forecast data. Moreover, for evaluating current, we develop extraction method of dominant flow and apply it to hydrodynamic models and HF radar's sea surface current data. By applying pattern clustering method, it allows more accurate and effective assessment of ocean forecast models' performance by comparing not only specific observation positions which are determined by observation stations but also spatio-temporal distribution of whole model areas. We believe that our proposed method will be very useful to examine and evaluate large amount of numerical modeling data as well as satellite data.
Short-term solar activity forecasting
NASA Technical Reports Server (NTRS)
Xie-Zhen, C.; Ai-Di, Z.
1979-01-01
A method of forecasting the level of activity of every active region on the surface of the Sun within one to three days is proposed in order to estimate the possibility of the occurrence of ionospheric disturbances and proton events. The forecasting method is a probability process based on statistics. In many of the cases, the accuracy in predicting the short term solar activity was in the range of 70%, although there were many false alarms.
NASA Astrophysics Data System (ADS)
Bao, Hongjun; Zhao, Linna
2012-02-01
A coupled atmospheric-hydrologic-hydraulic ensemble flood forecasting model, driven by The Observing System Research and Predictability Experiment (THORPEX) Interactive Grand Global Ensemble (TIGGE) data, has been developed for flood forecasting over the Huaihe River. The incorporation of numerical weather prediction (NWP) information into flood forecasting systems may increase forecast lead time from a few hours to a few days. A single NWP model forecast from a single forecast center, however, is insufficient as it involves considerable non-predictable uncertainties and leads to a high number of false alarms. The availability of global ensemble NWP systems through TIGGE offers a new opportunity for flood forecast. The Xinanjiang model used for hydrological rainfall-runoff modeling and the one-dimensional unsteady flow model applied to channel flood routing are coupled with ensemble weather predictions based on the TIGGE data from the Canadian Meteorological Centre (CMC), the European Centre for Medium-Range Weather Forecasts (ECMWF), the UK Met Office (UKMO), and the US National Centers for Environmental Prediction (NCEP). The developed ensemble flood forecasting model is applied to flood forecasting of the 2007 flood season as a test case. The test case is chosen over the upper reaches of the Huaihe River above Lutaizi station with flood diversion and retarding areas. The input flood discharge hydrograph from the main channel to the flood diversion area is estimated with the fixed split ratio of the main channel discharge. The flood flow inside the flood retarding area is calculated as a reservoir with the water balance method. The Muskingum method is used for flood routing in the flood diversion area. A probabilistic discharge and flood inundation forecast is provided as the end product to study the potential benefits of using the TIGGE ensemble forecasts. The results demonstrate satisfactory flood forecasting with clear signals of probability of floods up to a few days in advance, and show that TIGGE ensemble forecast data are a promising tool for forecasting of flood inundation, comparable with that driven by raingauge observations.
NASA Astrophysics Data System (ADS)
Fabianová, Jana; Kačmáry, Peter; Molnár, Vieroslav; Michalik, Peter
2016-10-01
Forecasting is one of the logistics activities and a sales forecast is the starting point for the elaboration of business plans. Forecast accuracy affects the business outcomes and ultimately may significantly affect the economic stability of the company. The accuracy of the prediction depends on the suitability of the use of forecasting methods, experience, quality of input data, time period and other factors. The input data are usually not deterministic but they are often of random nature. They are affected by uncertainties of the market environment, and many other factors. Taking into account the input data uncertainty, the forecast error can by reduced. This article deals with the use of the software tool for incorporating data uncertainty into forecasting. Proposals are presented of a forecasting approach and simulation of the impact of uncertain input parameters to the target forecasted value by this case study model. The statistical analysis and risk analysis of the forecast results is carried out including sensitivity analysis and variables impact analysis.
Forecasting Construction Cost Index based on visibility graph: A network approach
NASA Astrophysics Data System (ADS)
Zhang, Rong; Ashuri, Baabak; Shyr, Yu; Deng, Yong
2018-03-01
Engineering News-Record (ENR), a professional magazine in the field of global construction engineering, publishes Construction Cost Index (CCI) every month. Cost estimators and contractors assess projects, arrange budgets and prepare bids by forecasting CCI. However, fluctuations and uncertainties of CCI cause irrational estimations now and then. This paper aims at achieving more accurate predictions of CCI based on a network approach in which time series is firstly converted into a visibility graph and future values are forecasted relied on link prediction. According to the experimental results, the proposed method shows satisfactory performance since the error measures are acceptable. Compared with other methods, the proposed method is easier to implement and is able to forecast CCI with less errors. It is convinced that the proposed method is efficient to provide considerably accurate CCI predictions, which will make contributions to the construction engineering by assisting individuals and organizations in reducing costs and making project schedules.
Methods and Techniques of Revenue Forecasting.
ERIC Educational Resources Information Center
Caruthers, J. Kent; Wentworth, Cathi L.
1997-01-01
Revenue forecasting is the critical first step in most college and university budget-planning processes. While it seems a straightforward exercise, effective forecasting requires consideration of a number of interacting internal and external variables, including demographic trends, economic conditions, and broad social priorities. The challenge…
Statistical-Dynamical Seasonal Forecasts of Central-Southwest Asian Winter Precipitation.
NASA Astrophysics Data System (ADS)
Tippett, Michael K.; Goddard, Lisa; Barnston, Anthony G.
2005-06-01
Interannual precipitation variability in central-southwest (CSW) Asia has been associated with East Asian jet stream variability and western Pacific tropical convection. However, atmospheric general circulation models (AGCMs) forced by observed sea surface temperature (SST) poorly simulate the region's interannual precipitation variability. The statistical-dynamical approach uses statistical methods to correct systematic deficiencies in the response of AGCMs to SST forcing. Statistical correction methods linking model-simulated Indo-west Pacific precipitation and observed CSW Asia precipitation result in modest, but statistically significant, cross-validated simulation skill in the northeast part of the domain for the period from 1951 to 1998. The statistical-dynamical method is also applied to recent (winter 1998/99 to 2002/03) multimodel, two-tier December-March precipitation forecasts initiated in October. This period includes 4 yr (winter of 1998/99 to 2001/02) of severe drought. Tercile probability forecasts are produced using ensemble-mean forecasts and forecast error estimates. The statistical-dynamical forecasts show enhanced probability of below-normal precipitation for the four drought years and capture the return to normal conditions in part of the region during the winter of 2002/03.May Kabul be without gold, but not without snow.—Traditional Afghan proverb
Shi, Yuan; Liu, Xu; Kok, Suet-Yheng; Rajarethinam, Jayanthi; Liang, Shaohong; Yap, Grace; Chong, Chee-Seng; Lee, Kim-Sung; Tan, Sharon S.Y.; Chin, Christopher Kuan Yew; Lo, Andrew; Kong, Waiming; Ng, Lee Ching; Cook, Alex R.
2015-01-01
Background: With its tropical rainforest climate, rapid urbanization, and changing demography and ecology, Singapore experiences endemic dengue; the last large outbreak in 2013 culminated in 22,170 cases. In the absence of a vaccine on the market, vector control is the key approach for prevention. Objectives: We sought to forecast the evolution of dengue epidemics in Singapore to provide early warning of outbreaks and to facilitate the public health response to moderate an impending outbreak. Methods: We developed a set of statistical models using least absolute shrinkage and selection operator (LASSO) methods to forecast the weekly incidence of dengue notifications over a 3-month time horizon. This forecasting tool used a variety of data streams and was updated weekly, including recent case data, meteorological data, vector surveillance data, and population-based national statistics. The forecasting methodology was compared with alternative approaches that have been proposed to model dengue case data (seasonal autoregressive integrated moving average and step-down linear regression) by fielding them on the 2013 dengue epidemic, the largest on record in Singapore. Results: Operationally useful forecasts were obtained at a 3-month lag using the LASSO-derived models. Based on the mean average percentage error, the LASSO approach provided more accurate forecasts than the other methods we assessed. We demonstrate its utility in Singapore’s dengue control program by providing a forecast of the 2013 outbreak for advance preparation of outbreak response. Conclusions: Statistical models built using machine learning methods such as LASSO have the potential to markedly improve forecasting techniques for recurrent infectious disease outbreaks such as dengue. Citation: Shi Y, Liu X, Kok SY, Rajarethinam J, Liang S, Yap G, Chong CS, Lee KS, Tan SS, Chin CK, Lo A, Kong W, Ng LC, Cook AR. 2016. Three-month real-time dengue forecast models: an early warning system for outbreak alerts and policy decision support in Singapore. Environ Health Perspect 124:1369–1375; http://dx.doi.org/10.1289/ehp.1509981 PMID:26662617
NASA Astrophysics Data System (ADS)
Kucera, P. A.; Burek, T.; Halley-Gotway, J.
2015-12-01
NCAR's Joint Numerical Testbed Program (JNTP) focuses on the evaluation of experimental forecasts of tropical cyclones (TCs) with the goal of developing new research tools and diagnostic evaluation methods that can be transitioned to operations. Recent activities include the development of new TC forecast verification methods and the development of an adaptable TC display and diagnostic system. The next generation display and diagnostic system is being developed to support evaluation needs of the U.S. National Hurricane Center (NHC) and broader TC research community. The new hurricane display and diagnostic capabilities allow forecasters and research scientists to more deeply examine the performance of operational and experimental models. The system is built upon modern and flexible technology that includes OpenLayers Mapping tools that are platform independent. The forecast track and intensity along with associated observed track information are stored in an efficient MySQL database. The system provides easy-to-use interactive display system, and provides diagnostic tools to examine forecast track stratified by intensity. Consensus forecasts can be computed and displayed interactively. The system is designed to display information for both real-time and for historical TC cyclones. The display configurations are easily adaptable to meet the needs of the end-user preferences. Ongoing enhancements include improving capabilities for stratification and evaluation of historical best tracks, development and implementation of additional methods to stratify and compute consensus hurricane track and intensity forecasts, and improved graphical display tools. The display is also being enhanced to incorporate gridded forecast, satellite, and sea surface temperature fields. The presentation will provide an overview of the display and diagnostic system development and demonstration of the current capabilities.
Verification of different forecasts of Hungarian Meteorological Service
NASA Astrophysics Data System (ADS)
Feher, B.
2009-09-01
In this paper I show the results of the forecasts made by the Hungarian Meteorological Service. I focus on the general short- and medium-range forecasts, which contains cloudiness, precipitation, wind speed and temperature for six regions of Hungary. I would like to show the results of some special forecasts as well, such as precipitation predictions which are made for the catchment area of Danube and Tisza rivers, and daily mean temperature predictions used by Hungarian energy companies. The product received by the user is made by the general forecaster, but these predictions are based on the ALADIN and ECMWF outputs. Because of these, the product of the forecaster and the models were also verified. Method like this is able to show us, which weather elements are more difficult to forecast or which regions have higher errors. During the verification procedure the basic errors (mean error, mean absolute error) are calculated. Precipitation amount is classified into five categories, and scores like POD, TS, PC,â¦etc. were defined by contingency table determined by these categories. The procedure runs fully automatically, all the things forecasters have to do is to print the daily result each morning. Beside the daily result, verification is also made for longer periods like week, month or year. Analyzing the results of longer periods we can say that the best predictions are made for the first few days, and precipitation forecasts are less good for mountainous areas, even, the scores of the forecasters sometimes are higher than the errors of the models. Since forecaster receive results next day, it can helps him/her to reduce mistakes and learn the weakness of the models. This paper contains the verification scores, their trends, the method by which these scores are calculated, and some case studies on worse forecasts.
NASA Astrophysics Data System (ADS)
Sone, Akihito; Kato, Takeyoshi; Shimakage, Toyonari; Suzuoki, Yasuo
A microgrid (MG) is one of the measures for enhancing the high penetration of renewable energy (RE)-based distributed generators (DGs). If a number of MGs are controlled to maintain the predetermined electricity demand including RE-based DGs as negative demand, they would contribute to supply-demand balancing of whole electric power system. For constructing a MG economically, the capacity optimization of controllable DGs against RE-based DGs is essential. By using a numerical simulation model developed based on a demonstrative study on a MG using PAFC and NaS battery as controllable DGs and photovoltaic power generation system (PVS) as a RE-based DG, this study discusses the influence of forecast accuracy of PVS output on the capacity optimization. Three forecast cases with different accuracy are compared. The main results are as follows. Even with no forecast error during every 30 min. as the ideal forecast method, the required capacity of NaS battery reaches about 40% of PVS capacity for mitigating the instantaneous forecast error within 30 min. The required capacity to compensate for the forecast error is doubled with the actual forecast method. The influence of forecast error can be reduced by adjusting the scheduled power output of controllable DGs according to the weather forecast. Besides, the required capacity can be reduced significantly if the error of balancing control in a MG is acceptable for a few percentages of periods, because the total periods of large forecast error is not so often.
A nowcasting technique based on application of the particle filter blending algorithm
NASA Astrophysics Data System (ADS)
Chen, Yuanzhao; Lan, Hongping; Chen, Xunlai; Zhang, Wenhai
2017-10-01
To improve the accuracy of nowcasting, a new extrapolation technique called particle filter blending was configured in this study and applied to experimental nowcasting. Radar echo extrapolation was performed by using the radar mosaic at an altitude of 2.5 km obtained from the radar images of 12 S-band radars in Guangdong Province, China. The first bilateral filter was applied in the quality control of the radar data; an optical flow method based on the Lucas-Kanade algorithm and the Harris corner detection algorithm were used to track radar echoes and retrieve the echo motion vectors; then, the motion vectors were blended with the particle filter blending algorithm to estimate the optimal motion vector of the true echo motions; finally, semi-Lagrangian extrapolation was used for radar echo extrapolation based on the obtained motion vector field. A comparative study of the extrapolated forecasts of four precipitation events in 2016 in Guangdong was conducted. The results indicate that the particle filter blending algorithm could realistically reproduce the spatial pattern, echo intensity, and echo location at 30- and 60-min forecast lead times. The forecasts agreed well with observations, and the results were of operational significance. Quantitative evaluation of the forecasts indicates that the particle filter blending algorithm performed better than the cross-correlation method and the optical flow method. Therefore, the particle filter blending method is proved to be superior to the traditional forecasting methods and it can be used to enhance the ability of nowcasting in operational weather forecasts.
Variance analysis of forecasted streamflow maxima in a wet temperate climate
NASA Astrophysics Data System (ADS)
Al Aamery, Nabil; Fox, James F.; Snyder, Mark; Chandramouli, Chandra V.
2018-05-01
Coupling global climate models, hydrologic models and extreme value analysis provides a method to forecast streamflow maxima, however the elusive variance structure of the results hinders confidence in application. Directly correcting the bias of forecasts using the relative change between forecast and control simulations has been shown to marginalize hydrologic uncertainty, reduce model bias, and remove systematic variance when predicting mean monthly and mean annual streamflow, prompting our investigation for maxima streamflow. We assess the variance structure of streamflow maxima using realizations of emission scenario, global climate model type and project phase, downscaling methods, bias correction, extreme value methods, and hydrologic model inputs and parameterization. Results show that the relative change of streamflow maxima was not dependent on systematic variance from the annual maxima versus peak over threshold method applied, albeit we stress that researchers strictly adhere to rules from extreme value theory when applying the peak over threshold method. Regardless of which method is applied, extreme value model fitting does add variance to the projection, and the variance is an increasing function of the return period. Unlike the relative change of mean streamflow, results show that the variance of the maxima's relative change was dependent on all climate model factors tested as well as hydrologic model inputs and calibration. Ensemble projections forecast an increase of streamflow maxima for 2050 with pronounced forecast standard error, including an increase of +30(±21), +38(±34) and +51(±85)% for 2, 20 and 100 year streamflow events for the wet temperate region studied. The variance of maxima projections was dominated by climate model factors and extreme value analyses.
Short-range quantitative precipitation forecasting using Deep Learning approaches
NASA Astrophysics Data System (ADS)
Akbari Asanjan, A.; Yang, T.; Gao, X.; Hsu, K. L.; Sorooshian, S.
2017-12-01
Predicting short-range quantitative precipitation is very important for flood forecasting, early flood warning and other hydrometeorological purposes. This study aims to improve the precipitation forecasting skills using a recently developed and advanced machine learning technique named Long Short-Term Memory (LSTM). The proposed LSTM learns the changing patterns of clouds from Cloud-Top Brightness Temperature (CTBT) images, retrieved from the infrared channel of Geostationary Operational Environmental Satellite (GOES), using a sophisticated and effective learning method. After learning the dynamics of clouds, the LSTM model predicts the upcoming rainy CTBT events. The proposed model is then merged with a precipitation estimation algorithm termed Precipitation Estimation from Remotely Sensed Information using Artificial Neural Networks (PERSIANN) to provide precipitation forecasts. The results of merged LSTM with PERSIANN are compared to the results of an Elman-type Recurrent Neural Network (RNN) merged with PERSIANN and Final Analysis of Global Forecast System model over the states of Oklahoma, Florida and Oregon. The performance of each model is investigated during 3 storm events each located over one of the study regions. The results indicate the outperformance of merged LSTM forecasts comparing to the numerical and statistical baselines in terms of Probability of Detection (POD), False Alarm Ratio (FAR), Critical Success Index (CSI), RMSE and correlation coefficient especially in convective systems. The proposed method shows superior capabilities in short-term forecasting over compared methods.
Meta-heuristic CRPS minimization for the calibration of short-range probabilistic forecasts
NASA Astrophysics Data System (ADS)
Mohammadi, Seyedeh Atefeh; Rahmani, Morteza; Azadi, Majid
2016-08-01
This paper deals with the probabilistic short-range temperature forecasts over synoptic meteorological stations across Iran using non-homogeneous Gaussian regression (NGR). NGR creates a Gaussian forecast probability density function (PDF) from the ensemble output. The mean of the normal predictive PDF is a bias-corrected weighted average of the ensemble members and its variance is a linear function of the raw ensemble variance. The coefficients for the mean and variance are estimated by minimizing the continuous ranked probability score (CRPS) during a training period. CRPS is a scoring rule for distributional forecasts. In the paper of Gneiting et al. (Mon Weather Rev 133:1098-1118, 2005), Broyden-Fletcher-Goldfarb-Shanno (BFGS) method is used to minimize the CRPS. Since BFGS is a conventional optimization method with its own limitations, we suggest using the particle swarm optimization (PSO), a robust meta-heuristic method, to minimize the CRPS. The ensemble prediction system used in this study consists of nine different configurations of the weather research and forecasting model for 48-h forecasts of temperature during autumn and winter 2011 and 2012. The probabilistic forecasts were evaluated using several common verification scores including Brier score, attribute diagram and rank histogram. Results show that both BFGS and PSO find the optimal solution and show the same evaluation scores, but PSO can do this with a feasible random first guess and much less computational complexity.
Performance of Trajectory Models with Wind Uncertainty
NASA Technical Reports Server (NTRS)
Lee, Alan G.; Weygandt, Stephen S.; Schwartz, Barry; Murphy, James R.
2009-01-01
Typical aircraft trajectory predictors use wind forecasts but do not account for the forecast uncertainty. A method for generating estimates of wind prediction uncertainty is described and its effect on aircraft trajectory prediction uncertainty is investigated. The procedure for estimating the wind prediction uncertainty relies uses a time-lagged ensemble of weather model forecasts from the hourly updated Rapid Update Cycle (RUC) weather prediction system. Forecast uncertainty is estimated using measures of the spread amongst various RUC time-lagged ensemble forecasts. This proof of concept study illustrates the estimated uncertainty and the actual wind errors, and documents the validity of the assumed ensemble-forecast accuracy relationship. Aircraft trajectory predictions are made using RUC winds with provision for the estimated uncertainty. Results for a set of simulated flights indicate this simple approach effectively translates the wind uncertainty estimate into an aircraft trajectory uncertainty. A key strength of the method is the ability to relate uncertainty to specific weather phenomena (contained in the various ensemble members) allowing identification of regional variations in uncertainty.
Winter precipitation forecast in the European and Mediterranean regions using cluster analysis
NASA Astrophysics Data System (ADS)
Molnos, S.
2017-12-01
The European and Mediterranean climates are sensitive to large-scale circulation of the atmosphere andocean making it difficult to forecast precipitation or temperature on seasonal time-scales. In addition, theMediterranean region has been identified as a hotspot for climate change and already today a drying in theMediterranean region is observed.Thus, it is critically important to predict seasonal droughts as early as possible such that water managersand stakeholders can mitigate impacts.We developed a novel cluster-based forecast method to empirically predict winter's precipitationanomalies in European and Mediterranean regions using precursors in autumn. This approach does notonly utilizes the amplitude but also the pattern of the precursors in generating the forecast.Using a toy model we show that it achieves a better forecast skill than more traditional regression models. Furthermore, we compare our algorithm with dynamic forecast models demonstrating that our prediction method performs better in terms of time and pattern correlation in the Mediterranean and European regions.
Liu, Yan; Watson, Stella C; Gettings, Jenna R; Lund, Robert B; Nordone, Shila K; Yabsley, Michael J; McMahan, Christopher S
2017-01-01
This paper forecasts the 2016 canine Anaplasma spp. seroprevalence in the United States from eight climate, geographic and societal factors. The forecast's construction and an assessment of its performance are described. The forecast is based on a spatial-temporal conditional autoregressive model fitted to over 11 million Anaplasma spp. seroprevalence test results for dogs conducted in the 48 contiguous United States during 2011-2015. The forecast uses county-level data on eight predictive factors, including annual temperature, precipitation, relative humidity, county elevation, forestation coverage, surface water coverage, population density and median household income. Non-static factors are extrapolated into the forthcoming year with various statistical methods. The fitted model and factor extrapolations are used to estimate next year's regional prevalence. The correlation between the observed and model-estimated county-by-county Anaplasma spp. seroprevalence for the five-year period 2011-2015 is 0.902, demonstrating reasonable model accuracy. The weighted correlation (accounting for different sample sizes) between 2015 observed and forecasted county-by-county Anaplasma spp. seroprevalence is 0.987, exhibiting that the proposed approach can be used to accurately forecast Anaplasma spp. seroprevalence. The forecast presented herein can a priori alert veterinarians to areas expected to see Anaplasma spp. seroprevalence beyond the accepted endemic range. The proposed methods may prove useful for forecasting other diseases.
ERIC Educational Resources Information Center
Cui, Zhongmin; Kolen, Michael J.
2009-01-01
This article considers two new smoothing methods in equipercentile equating, the cubic B-spline presmoothing method and the direct presmoothing method. Using a simulation study, these two methods are compared with established methods, the beta-4 method, the polynomial loglinear method, and the cubic spline postsmoothing method, under three sample…
NASA Astrophysics Data System (ADS)
Rykov, S. P.; Rykova, O. A.; Koval, V. S.; Makhno, D. E.; Fedotov, K. V.
2018-03-01
The paper aims to analyze vibrations of the dynamic system equivalent of the suspension system with regard to tyre ability to smooth road irregularities. The research is based on static dynamics for linear systems of automated control, methods of correlation, spectral and numerical analysis. Input of new data on the smoothing effect of the pneumatic tyre reflecting changes of a contact area between the wheel and road under vibrations of the suspension makes the system non-linear which requires using numerical analysis methods. Taking into account the variable smoothing ability of the tyre when calculating suspension vibrations, one can approximate calculation and experimental results and improve the constant smoothing ability of the tyre.
NASA Astrophysics Data System (ADS)
Dey, Seonaid R. A.; Moore, Robert J.; Cole, Steven J.; Wells, Steven C.
2017-04-01
In many regions of high annual snowfall, snowmelt modelling can prove to be a vital component of operational flood forecasting and warning systems. Although Britain as a whole does not experience prolonged periods of lying snow, with the exception of the Scottish Highlands, the inclusion of snowmelt modelling can still have a significant impact on the skill of flood forecasts. Countrywide operational flood forecasts over Britain are produced using the national Grid-to-Grid (G2G) distributed hydrological model. For Scotland, snowmelt is included in these forecasts through a G2G snow hydrology module involving temperature-based snowfall/rainfall partitioning and functions for temperature-excess snowmelt, snowpack storage and drainage. Over England and Wales, the contribution of snowmelt is included by pre-processing the precipitation prior to input into G2G. This removes snowfall diagnosed from weather model outputs and adds snowmelt from an energy budget land surface scheme to form an effective liquid water gridded input to G2G. To review the operational options for including snowmelt modelling in G2G over Britain, a project was commissioned by the Environment Agency through the Flood Forecasting Centre (FFC) for England and Wales and in partnership with the Scottish Environment Protection Agency (SEPA) and Natural Resources Wales (NRW). Results obtained from this snowmelt review project will be reported on here. The operational methods used by the FFC and SEPA are compared on past snowmelt floods, alongside new alternative methods of treating snowmelt. Both case study and longer-term analyses are considered, covering periods selected from the winters 2009-2010, 2012-2013, 2013-2014 and 2014-2015. Over Scotland, both of the snowmelt methods used operationally by FFC and SEPA provided a clear improvement to the river flow simulations. Over England and Wales, fewer and less significant snowfall events occurred, leading to less distinction in the results between the methods. It is noted that, for all methods considered, large uncertainties remain in flood forecasts influenced by snowmelt. Understanding and quantifying these uncertainties should lead to more informed flood forecasts and associated guidance information.
Verification of ECMWF System 4 for seasonal hydrological forecasting in a northern climate
NASA Astrophysics Data System (ADS)
Bazile, Rachel; Boucher, Marie-Amélie; Perreault, Luc; Leconte, Robert
2017-11-01
Hydropower production requires optimal dam and reservoir management to prevent flooding damage and avoid operation losses. In a northern climate, where spring freshet constitutes the main inflow volume, seasonal forecasts can help to establish a yearly strategy. Long-term hydrological forecasts often rely on past observations of streamflow or meteorological data. Another alternative is to use ensemble meteorological forecasts produced by climate models. In this paper, those produced by the ECMWF (European Centre for Medium-Range Forecast) System 4 are examined and bias is characterized. Bias correction, through the linear scaling method, improves the performance of the raw ensemble meteorological forecasts in terms of continuous ranked probability score (CRPS). Then, three seasonal ensemble hydrological forecasting systems are compared: (1) the climatology of simulated streamflow, (2) the ensemble hydrological forecasts based on climatology (ESP) and (3) the hydrological forecasts based on bias-corrected ensemble meteorological forecasts from System 4 (corr-DSP). Simulated streamflow computed using observed meteorological data is used as benchmark. Accounting for initial conditions is valuable even for long-term forecasts. ESP and corr-DSP both outperform the climatology of simulated streamflow for lead times from 1 to 5 months depending on the season and watershed. Integrating information about future meteorological conditions also improves monthly volume forecasts. For the 1-month lead time, a gain exists for almost all watersheds during winter, summer and fall. However, volume forecasts performance for spring varies from one watershed to another. For most of them, the performance is close to the performance of ESP. For longer lead times, the CRPS skill score is mostly in favour of ESP, even if for many watersheds, ESP and corr-DSP have comparable skill. Corr-DSP appears quite reliable but, in some cases, under-dispersion or bias is observed. A more complex bias-correction method should be further investigated to remedy this weakness and take more advantage of the ensemble forecasts produced by the climate model. Overall, in this study, bias-corrected ensemble meteorological forecasts appear to be an interesting source of information for hydrological forecasting for lead times up to 1 month. They could also complement ESP for longer lead times.
Smoothing of climate time series revisited
NASA Astrophysics Data System (ADS)
Mann, Michael E.
2008-08-01
We present an easily implemented method for smoothing climate time series, generalizing upon an approach previously described by Mann (2004). The method adaptively weights the three lowest order time series boundary constraints to optimize the fit with the raw time series. We apply the method to the instrumental global mean temperature series from 1850-2007 and to various surrogate global mean temperature series from 1850-2100 derived from the CMIP3 multimodel intercomparison project. These applications demonstrate that the adaptive method systematically out-performs certain widely used default smoothing methods, and is more likely to yield accurate assessments of long-term warming trends.
The meta-Gaussian Bayesian Processor of forecasts and associated preliminary experiments
NASA Astrophysics Data System (ADS)
Chen, Fajing; Jiao, Meiyan; Chen, Jing
2013-04-01
Public weather services are trending toward providing users with probabilistic weather forecasts, in place of traditional deterministic forecasts. Probabilistic forecasting techniques are continually being improved to optimize available forecasting information. The Bayesian Processor of Forecast (BPF), a new statistical method for probabilistic forecast, can transform a deterministic forecast into a probabilistic forecast according to the historical statistical relationship between observations and forecasts generated by that forecasting system. This technique accounts for the typical forecasting performance of a deterministic forecasting system in quantifying the forecast uncertainty. The meta-Gaussian likelihood model is suitable for a variety of stochastic dependence structures with monotone likelihood ratios. The meta-Gaussian BPF adopting this kind of likelihood model can therefore be applied across many fields, including meteorology and hydrology. The Bayes theorem with two continuous random variables and the normal-linear BPF are briefly introduced. The meta-Gaussian BPF for a continuous predictand using a single predictor is then presented and discussed. The performance of the meta-Gaussian BPF is tested in a preliminary experiment. Control forecasts of daily surface temperature at 0000 UTC at Changsha and Wuhan stations are used as the deterministic forecast data. These control forecasts are taken from ensemble predictions with a 96-h lead time generated by the National Meteorological Center of the China Meteorological Administration, the European Centre for Medium-Range Weather Forecasts, and the US National Centers for Environmental Prediction during January 2008. The results of the experiment show that the meta-Gaussian BPF can transform a deterministic control forecast of surface temperature from any one of the three ensemble predictions into a useful probabilistic forecast of surface temperature. These probabilistic forecasts quantify the uncertainty of the control forecast; accordingly, the performance of the probabilistic forecasts differs based on the source of the underlying deterministic control forecasts.
Pavement smoothness indices : research brief.
DOT National Transportation Integrated Search
1998-08-01
Many in the asphalt industry believe that initial pavement smoothness directly relates to : pavement life. Public perception of smoothness is also important. Oregon is interested in : determining the appropriate method of measurement to quantify smoo...
Shi, Yuan; Liu, Xu; Kok, Suet-Yheng; Rajarethinam, Jayanthi; Liang, Shaohong; Yap, Grace; Chong, Chee-Seng; Lee, Kim-Sung; Tan, Sharon S Y; Chin, Christopher Kuan Yew; Lo, Andrew; Kong, Waiming; Ng, Lee Ching; Cook, Alex R
2016-09-01
With its tropical rainforest climate, rapid urbanization, and changing demography and ecology, Singapore experiences endemic dengue; the last large outbreak in 2013 culminated in 22,170 cases. In the absence of a vaccine on the market, vector control is the key approach for prevention. We sought to forecast the evolution of dengue epidemics in Singapore to provide early warning of outbreaks and to facilitate the public health response to moderate an impending outbreak. We developed a set of statistical models using least absolute shrinkage and selection operator (LASSO) methods to forecast the weekly incidence of dengue notifications over a 3-month time horizon. This forecasting tool used a variety of data streams and was updated weekly, including recent case data, meteorological data, vector surveillance data, and population-based national statistics. The forecasting methodology was compared with alternative approaches that have been proposed to model dengue case data (seasonal autoregressive integrated moving average and step-down linear regression) by fielding them on the 2013 dengue epidemic, the largest on record in Singapore. Operationally useful forecasts were obtained at a 3-month lag using the LASSO-derived models. Based on the mean average percentage error, the LASSO approach provided more accurate forecasts than the other methods we assessed. We demonstrate its utility in Singapore's dengue control program by providing a forecast of the 2013 outbreak for advance preparation of outbreak response. Statistical models built using machine learning methods such as LASSO have the potential to markedly improve forecasting techniques for recurrent infectious disease outbreaks such as dengue. Shi Y, Liu X, Kok SY, Rajarethinam J, Liang S, Yap G, Chong CS, Lee KS, Tan SS, Chin CK, Lo A, Kong W, Ng LC, Cook AR. 2016. Three-month real-time dengue forecast models: an early warning system for outbreak alerts and policy decision support in Singapore. Environ Health Perspect 124:1369-1375; http://dx.doi.org/10.1289/ehp.1509981.
Aviation Turbulence: Dynamics, Forecasting, and Response to Climate Change
NASA Astrophysics Data System (ADS)
Storer, Luke N.; Williams, Paul D.; Gill, Philip G.
2018-03-01
Atmospheric turbulence is a major hazard in the aviation industry and can cause injuries to passengers and crew. Understanding the physical and dynamical generation mechanisms of turbulence aids with the development of new forecasting algorithms and, therefore, reduces the impact that it has on the aviation industry. The scope of this paper is to review the dynamics of aviation turbulence, its response to climate change, and current forecasting methods at the cruising altitude of aircraft. Aviation-affecting turbulence comes from three main sources: vertical wind shear instabilities, convection, and mountain waves. Understanding these features helps researchers to develop better turbulence diagnostics. Recent research suggests that turbulence will increase in frequency and strength with climate change, and therefore, turbulence forecasting may become more important in the future. The current methods of forecasting are unable to predict every turbulence event, and research is ongoing to find the best solution to this problem by combining turbulence predictors and using ensemble forecasts to increase skill. The skill of operational turbulence forecasts has increased steadily over recent decades, mirroring improvements in our understanding. However, more work is needed—ideally in collaboration with the aviation industry—to improve observations and increase forecast skill, to help maintain and enhance aviation safety standards in the future.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Mendes, J.; Bessa, R.J.; Keko, H.
Wind power forecasting (WPF) provides important inputs to power system operators and electricity market participants. It is therefore not surprising that WPF has attracted increasing interest within the electric power industry. In this report, we document our research on improving statistical WPF algorithms for point, uncertainty, and ramp forecasting. Below, we provide a brief introduction to the research presented in the following chapters. For a detailed overview of the state-of-the-art in wind power forecasting, we refer to [1]. Our related work on the application of WPF in operational decisions is documented in [2]. Point forecasts of wind power are highlymore » dependent on the training criteria used in the statistical algorithms that are used to convert weather forecasts and observational data to a power forecast. In Chapter 2, we explore the application of information theoretic learning (ITL) as opposed to the classical minimum square error (MSE) criterion for point forecasting. In contrast to the MSE criterion, ITL criteria do not assume a Gaussian distribution of the forecasting errors. We investigate to what extent ITL criteria yield better results. In addition, we analyze time-adaptive training algorithms and how they enable WPF algorithms to cope with non-stationary data and, thus, to adapt to new situations without requiring additional offline training of the model. We test the new point forecasting algorithms on two wind farms located in the U.S. Midwest. Although there have been advancements in deterministic WPF, a single-valued forecast cannot provide information on the dispersion of observations around the predicted value. We argue that it is essential to generate, together with (or as an alternative to) point forecasts, a representation of the wind power uncertainty. Wind power uncertainty representation can take the form of probabilistic forecasts (e.g., probability density function, quantiles), risk indices (e.g., prediction risk index) or scenarios (with spatial and/or temporal dependence). Statistical approaches to uncertainty forecasting basically consist of estimating the uncertainty based on observed forecasting errors. Quantile regression (QR) is currently a commonly used approach in uncertainty forecasting. In Chapter 3, we propose new statistical approaches to the uncertainty estimation problem by employing kernel density forecast (KDF) methods. We use two estimators in both offline and time-adaptive modes, namely, the Nadaraya-Watson (NW) and Quantilecopula (QC) estimators. We conduct detailed tests of the new approaches using QR as a benchmark. One of the major issues in wind power generation are sudden and large changes of wind power output over a short period of time, namely ramping events. In Chapter 4, we perform a comparative study of existing definitions and methodologies for ramp forecasting. We also introduce a new probabilistic method for ramp event detection. The method starts with a stochastic algorithm that generates wind power scenarios, which are passed through a high-pass filter for ramp detection and estimation of the likelihood of ramp events to happen. The report is organized as follows: Chapter 2 presents the results of the application of ITL training criteria to deterministic WPF; Chapter 3 reports the study on probabilistic WPF, including new contributions to wind power uncertainty forecasting; Chapter 4 presents a new method to predict and visualize ramp events, comparing it with state-of-the-art methodologies; Chapter 5 briefly summarizes the main findings and contributions of this report.« less
Forecasting the 2013–2014 influenza season using Wikipedia
Hickmann, Kyle S.; Fairchild, Geoffrey; Priedhorsky, Reid; ...
2015-05-14
Infectious diseases are one of the leading causes of morbidity and mortality around the world; thus, forecasting their impact is crucial for planning an effective response strategy. According to the Centers for Disease Control and Prevention (CDC), seasonal influenza affects 5% to 20% of the U.S. population and causes major economic impacts resulting from hospitalization and absenteeism. Understanding influenza dynamics and forecasting its impact is fundamental for developing prevention and mitigation strategies. We combine modern data assimilation methods with Wikipedia access logs and CDC influenza-like illness (ILI) reports to create a weekly forecast for seasonal influenza. The methods are appliedmore » to the 2013-2014 influenza season but are sufficiently general to forecast any disease outbreak, given incidence or case count data. We adjust the initialization and parametrization of a disease model and show that this allows us to determine systematic model bias. In addition, we provide a way to determine where the model diverges from observation and evaluate forecast accuracy. Wikipedia article access logs are shown to be highly correlated with historical ILI records and allow for accurate prediction of ILI data several weeks before it becomes available. The results show that prior to the peak of the flu season, our forecasting method produced 50% and 95% credible intervals for the 2013-2014 ILI observations that contained the actual observations for most weeks in the forecast. However, since our model does not account for re-infection or multiple strains of influenza, the tail of the epidemic is not predicted well after the peak of flu season has passed.« less
Forecasting the 2013–2014 Influenza Season Using Wikipedia
Hickmann, Kyle S.; Fairchild, Geoffrey; Priedhorsky, Reid; Generous, Nicholas; Hyman, James M.; Deshpande, Alina; Del Valle, Sara Y.
2015-01-01
Infectious diseases are one of the leading causes of morbidity and mortality around the world; thus, forecasting their impact is crucial for planning an effective response strategy. According to the Centers for Disease Control and Prevention (CDC), seasonal influenza affects 5% to 20% of the U.S. population and causes major economic impacts resulting from hospitalization and absenteeism. Understanding influenza dynamics and forecasting its impact is fundamental for developing prevention and mitigation strategies. We combine modern data assimilation methods with Wikipedia access logs and CDC influenza-like illness (ILI) reports to create a weekly forecast for seasonal influenza. The methods are applied to the 2013-2014 influenza season but are sufficiently general to forecast any disease outbreak, given incidence or case count data. We adjust the initialization and parametrization of a disease model and show that this allows us to determine systematic model bias. In addition, we provide a way to determine where the model diverges from observation and evaluate forecast accuracy. Wikipedia article access logs are shown to be highly correlated with historical ILI records and allow for accurate prediction of ILI data several weeks before it becomes available. The results show that prior to the peak of the flu season, our forecasting method produced 50% and 95% credible intervals for the 2013-2014 ILI observations that contained the actual observations for most weeks in the forecast. However, since our model does not account for re-infection or multiple strains of influenza, the tail of the epidemic is not predicted well after the peak of flu season has passed. PMID:25974758
Forecasting the 2013-2014 influenza season using Wikipedia.
Hickmann, Kyle S; Fairchild, Geoffrey; Priedhorsky, Reid; Generous, Nicholas; Hyman, James M; Deshpande, Alina; Del Valle, Sara Y
2015-05-01
Infectious diseases are one of the leading causes of morbidity and mortality around the world; thus, forecasting their impact is crucial for planning an effective response strategy. According to the Centers for Disease Control and Prevention (CDC), seasonal influenza affects 5% to 20% of the U.S. population and causes major economic impacts resulting from hospitalization and absenteeism. Understanding influenza dynamics and forecasting its impact is fundamental for developing prevention and mitigation strategies. We combine modern data assimilation methods with Wikipedia access logs and CDC influenza-like illness (ILI) reports to create a weekly forecast for seasonal influenza. The methods are applied to the 2013-2014 influenza season but are sufficiently general to forecast any disease outbreak, given incidence or case count data. We adjust the initialization and parametrization of a disease model and show that this allows us to determine systematic model bias. In addition, we provide a way to determine where the model diverges from observation and evaluate forecast accuracy. Wikipedia article access logs are shown to be highly correlated with historical ILI records and allow for accurate prediction of ILI data several weeks before it becomes available. The results show that prior to the peak of the flu season, our forecasting method produced 50% and 95% credible intervals for the 2013-2014 ILI observations that contained the actual observations for most weeks in the forecast. However, since our model does not account for re-infection or multiple strains of influenza, the tail of the epidemic is not predicted well after the peak of flu season has passed.
Forecasting the 2013–2014 influenza season using Wikipedia
DOE Office of Scientific and Technical Information (OSTI.GOV)
Hickmann, Kyle S.; Fairchild, Geoffrey; Priedhorsky, Reid
Infectious diseases are one of the leading causes of morbidity and mortality around the world; thus, forecasting their impact is crucial for planning an effective response strategy. According to the Centers for Disease Control and Prevention (CDC), seasonal influenza affects 5% to 20% of the U.S. population and causes major economic impacts resulting from hospitalization and absenteeism. Understanding influenza dynamics and forecasting its impact is fundamental for developing prevention and mitigation strategies. We combine modern data assimilation methods with Wikipedia access logs and CDC influenza-like illness (ILI) reports to create a weekly forecast for seasonal influenza. The methods are appliedmore » to the 2013-2014 influenza season but are sufficiently general to forecast any disease outbreak, given incidence or case count data. We adjust the initialization and parametrization of a disease model and show that this allows us to determine systematic model bias. In addition, we provide a way to determine where the model diverges from observation and evaluate forecast accuracy. Wikipedia article access logs are shown to be highly correlated with historical ILI records and allow for accurate prediction of ILI data several weeks before it becomes available. The results show that prior to the peak of the flu season, our forecasting method produced 50% and 95% credible intervals for the 2013-2014 ILI observations that contained the actual observations for most weeks in the forecast. However, since our model does not account for re-infection or multiple strains of influenza, the tail of the epidemic is not predicted well after the peak of flu season has passed.« less
Electricity forecasting on the individual household level enhanced based on activity patterns
Gajowniczek, Krzysztof; Ząbkowski, Tomasz
2017-01-01
Leveraging smart metering solutions to support energy efficiency on the individual household level poses novel research challenges in monitoring usage and providing accurate load forecasting. Forecasting electricity usage is an especially important component that can provide intelligence to smart meters. In this paper, we propose an enhanced approach for load forecasting at the household level. The impacts of residents’ daily activities and appliance usages on the power consumption of the entire household are incorporated to improve the accuracy of the forecasting model. The contributions of this paper are threefold: (1) we addressed short-term electricity load forecasting for 24 hours ahead, not on the aggregate but on the individual household level, which fits into the Residential Power Load Forecasting (RPLF) methods; (2) for the forecasting, we utilized a household specific dataset of behaviors that influence power consumption, which was derived using segmentation and sequence mining algorithms; and (3) an extensive load forecasting study using different forecasting algorithms enhanced by the household activity patterns was undertaken. PMID:28423039
Combining forecast weights: Why and how?
NASA Astrophysics Data System (ADS)
Yin, Yip Chee; Kok-Haur, Ng; Hock-Eam, Lim
2012-09-01
This paper proposes a procedure called forecast weight averaging which is a specific combination of forecast weights obtained from different methods of constructing forecast weights for the purpose of improving the accuracy of pseudo out of sample forecasting. It is found that under certain specified conditions, forecast weight averaging can lower the mean squared forecast error obtained from model averaging. In addition, we show that in a linear and homoskedastic environment, this superior predictive ability of forecast weight averaging holds true irrespective whether the coefficients are tested by t statistic or z statistic provided the significant level is within the 10% range. By theoretical proofs and simulation study, we have shown that model averaging like, variance model averaging, simple model averaging and standard error model averaging, each produces mean squared forecast error larger than that of forecast weight averaging. Finally, this result also holds true marginally when applied to business and economic empirical data sets, Gross Domestic Product (GDP growth rate), Consumer Price Index (CPI) and Average Lending Rate (ALR) of Malaysia.
Electricity forecasting on the individual household level enhanced based on activity patterns.
Gajowniczek, Krzysztof; Ząbkowski, Tomasz
2017-01-01
Leveraging smart metering solutions to support energy efficiency on the individual household level poses novel research challenges in monitoring usage and providing accurate load forecasting. Forecasting electricity usage is an especially important component that can provide intelligence to smart meters. In this paper, we propose an enhanced approach for load forecasting at the household level. The impacts of residents' daily activities and appliance usages on the power consumption of the entire household are incorporated to improve the accuracy of the forecasting model. The contributions of this paper are threefold: (1) we addressed short-term electricity load forecasting for 24 hours ahead, not on the aggregate but on the individual household level, which fits into the Residential Power Load Forecasting (RPLF) methods; (2) for the forecasting, we utilized a household specific dataset of behaviors that influence power consumption, which was derived using segmentation and sequence mining algorithms; and (3) an extensive load forecasting study using different forecasting algorithms enhanced by the household activity patterns was undertaken.
NASA Astrophysics Data System (ADS)
Song, Chi; Zhang, Xuejun; Zhang, Xin; Hu, Haifei; Zeng, Xuefeng
2017-06-01
A rigid conformal (RC) lap can smooth mid-spatial-frequency (MSF) errors, which are naturally smaller than the tool size, while still removing large-scale errors in a short time. However, the RC-lap smoothing efficiency performance is poorer than expected, and existing smoothing models cannot explicitly specify the methods to improve this efficiency. We presented an explicit time-dependent smoothing evaluation model that contained specific smoothing parameters directly derived from the parametric smoothing model and the Preston equation. Based on the time-dependent model, we proposed a strategy to improve the RC-lap smoothing efficiency, which incorporated the theoretical model, tool optimization, and efficiency limit determination. Two sets of smoothing experiments were performed to demonstrate the smoothing efficiency achieved using the time-dependent smoothing model. A high, theory-like tool influence function and a limiting tool speed of 300 RPM were o
Short-term load and wind power forecasting using neural network-based prediction intervals.
Quan, Hao; Srinivasan, Dipti; Khosravi, Abbas
2014-02-01
Electrical power systems are evolving from today's centralized bulk systems to more decentralized systems. Penetrations of renewable energies, such as wind and solar power, significantly increase the level of uncertainty in power systems. Accurate load forecasting becomes more complex, yet more important for management of power systems. Traditional methods for generating point forecasts of load demands cannot properly handle uncertainties in system operations. To quantify potential uncertainties associated with forecasts, this paper implements a neural network (NN)-based method for the construction of prediction intervals (PIs). A newly introduced method, called lower upper bound estimation (LUBE), is applied and extended to develop PIs using NN models. A new problem formulation is proposed, which translates the primary multiobjective problem into a constrained single-objective problem. Compared with the cost function, this new formulation is closer to the primary problem and has fewer parameters. Particle swarm optimization (PSO) integrated with the mutation operator is used to solve the problem. Electrical demands from Singapore and New South Wales (Australia), as well as wind power generation from Capital Wind Farm, are used to validate the PSO-based LUBE method. Comparative results show that the proposed method can construct higher quality PIs for load and wind power generation forecasts in a short time.
NASA Astrophysics Data System (ADS)
Dozier, J.; Tolle, K.; Bair, N.
2014-12-01
We have a problem that may be a specific example of a generic one. The task is to estimate spatiotemporally distributed estimates of snow water equivalent (SWE) in snow-dominated mountain environments, including those that lack on-the-ground measurements. Several independent methods exist, but all are problematic. The remotely sensed date of disappearance of snow from each pixel can be combined with a calculation of melt to reconstruct the accumulated SWE for each day back to the last significant snowfall. Comparison with streamflow measurements in mountain ranges where such data are available shows this method to be accurate, but the big disadvantage is that SWE can only be calculated retroactively after snow disappears, and even then only for areas with little accumulation during the melt season. Passive microwave sensors offer real-time global SWE estimates but suffer from several issues, notably signal loss in wet snow or in forests, saturation in deep snow, subpixel variability in the mountains owing to the large (~25 km) pixel size, and SWE overestimation in the presence of large grains such as depth and surface hoar. Throughout the winter and spring, snow-covered area can be measured at sub-km spatial resolution with optical sensors, with accuracy and timeliness improved by interpolating and smoothing across multiple days. So the question is, how can we establish the relationship between Reconstruction—available only after the snow goes away—and passive microwave and optical data to accurately estimate SWE during the snow season, when the information can help forecast spring runoff? Linear regression provides one answer, but can modern machine learning techniques (used to persuade people to click on web advertisements) adapt to improve forecasts of floods and droughts in areas where more than one billion people depend on snowmelt for their water resources?
Winter Precipitation Forecast in the European and Mediterranean Regions Using Cluster Analysis
NASA Astrophysics Data System (ADS)
Totz, Sonja; Tziperman, Eli; Coumou, Dim; Pfeiffer, Karl; Cohen, Judah
2017-12-01
The European climate is changing under global warming, and especially the Mediterranean region has been identified as a hot spot for climate change with climate models projecting a reduction in winter rainfall and a very pronounced increase in summertime heat waves. These trends are already detectable over the historic period. Hence, it is beneficial to forecast seasonal droughts well in advance so that water managers and stakeholders can prepare to mitigate deleterious impacts. We developed a new cluster-based empirical forecast method to predict precipitation anomalies in winter. This algorithm considers not only the strength but also the pattern of the precursors. We compare our algorithm with dynamic forecast models and a canonical correlation analysis-based prediction method demonstrating that our prediction method performs better in terms of time and pattern correlation in the Mediterranean and European regions.
An algorithm of Saxena-Easo on fuzzy time series forecasting
NASA Astrophysics Data System (ADS)
Ramadhani, L. C.; Anggraeni, D.; Kamsyakawuni, A.; Hadi, A. F.
2018-04-01
This paper presents a forecast model of Saxena-Easo fuzzy time series prediction to study the prediction of Indonesia inflation rate in 1970-2016. We use MATLAB software to compute this method. The algorithm of Saxena-Easo fuzzy time series doesn’t need stationarity like conventional forecasting method, capable of dealing with the value of time series which are linguistic and has the advantage of reducing the calculation, time and simplifying the calculation process. Generally it’s focus on percentage change as the universe discourse, interval partition and defuzzification. The result indicate that between the actual data and the forecast data are close enough with Root Mean Square Error (RMSE) = 1.5289.
Reither, Eric N; Olshansky, S Jay; Yang, Yang
2011-08-01
Traditional methods of projecting population health statistics, such as estimating future death rates, can give inaccurate results and lead to inferior or even poor policy decisions. A new "three-dimensional" method of forecasting vital health statistics is more accurate because it takes into account the delayed effects of the health risks being accumulated by today's younger generations. Applying this forecasting technique to the US obesity epidemic suggests that future death rates and health care expenditures could be far worse than currently anticipated. We suggest that public policy makers adopt this more robust forecasting tool and redouble efforts to develop and implement effective obesity-related prevention programs and interventions.
NASA Astrophysics Data System (ADS)
Areekul, Phatchakorn; Senjyu, Tomonobu; Urasaki, Naomitsu; Yona, Atsushi
Electricity price forecasting is becoming increasingly relevant to power producers and consumers in the new competitive electric power markets, when planning bidding strategies in order to maximize their benefits and utilities, respectively. This paper proposed a method to predict hourly electricity prices for next-day electricity markets by combination methodology of ARIMA and ANN models. The proposed method is examined on the Australian National Electricity Market (NEM), New South Wales regional in year 2006. Comparison of forecasting performance with the proposed ARIMA, ANN and combination (ARIMA-ANN) models are presented. Empirical results indicate that an ARIMA-ANN model can improve the price forecasting accuracy.
Spatial-temporal forecasting the sunspot diagram
NASA Astrophysics Data System (ADS)
Covas, Eurico
2017-09-01
Aims: We attempt to forecast the Sun's sunspot butterfly diagram in both space (I.e. in latitude) and time, instead of the usual one-dimensional time series forecasts prevalent in the scientific literature. Methods: We use a prediction method based on the non-linear embedding of data series in high dimensions. We use this method to forecast both in latitude (space) and in time, using a full spatial-temporal series of the sunspot diagram from 1874 to 2015. Results: The analysis of the results shows that it is indeed possible to reconstruct the overall shape and amplitude of the spatial-temporal pattern of sunspots, but that the method in its current form does not have real predictive power. We also apply a metric called structural similarity to compare the forecasted and the observed butterfly cycles, showing that this metric can be a useful addition to the usual root mean square error metric when analysing the efficiency of different prediction methods. Conclusions: We conclude that it is in principle possible to reconstruct the full sunspot butterfly diagram for at least one cycle using this approach and that this method and others should be explored since just looking at metrics such as sunspot count number or sunspot total area coverage is too reductive given the spatial-temporal dynamical complexity of the sunspot butterfly diagram. However, more data and/or an improved approach is probably necessary to have true predictive power.
Exploring What Determines the Use of Forecasts of Varying Time Periods in Guanacaste, Costa Rica
NASA Astrophysics Data System (ADS)
Babcock, M.; Wong-Parodi, G.; Grossmann, I.; Small, M. J.
2016-12-01
Weather and climate forecasts are promoted as ways to improve water management, especially in the face of changing environmental conditions. However, studies indicate many stakeholders who may benefit from such information do not use it. This study sought to better understand which personal factors (e.g., trust in forecast sources, perceptions of accuracy) were important determinants of the use of 4-day, 3-month, and 12-month rainfall forecasts by stakeholders in water management-related sectors in the seasonally dry province of Guanacaste, Costa Rica. From August to October 2015, we surveyed 87 stakeholders from a mix of government agencies, local water committees, large farms, tourist businesses, environmental NGO's, and the public. The result of an exploratory factor analysis suggests that trust in "informal" forecast sources (traditional methods, family advice) and in "formal" sources (government, university and private company science) are independent of each other. The result of logistic regression analyses suggest that 1) greater understanding of forecasts is associated with a greater probability of 4-day and 3-month forecast use, but not 12-month forecast use, 2) a greater probability of 3-month forecast use is associated with a lower level of trust in "informal" sources, and 3), feeling less secure about water resources, and regularly using many sources of information (and specifically formal meetings and reports) are each associated with a greater probability of using 12-month forecasts. While limited by the sample size, and affected by the factoring method and regression model assumptions, these results do appear to suggest that while forecasts of all times scales are used to some extent, local decision makers' decisions to use 4-day and 3-month forecasts appear to be more intrinsically motivated (based on their level of understanding and trust) and the use of 12-month forecasts seems to be more motivated by a sense of requirement or mandate.
Forecasting Emergency Department Crowding: An External, Multi-Center Evaluation
Hoot, Nathan R.; Epstein, Stephen K.; Allen, Todd L.; Jones, Spencer S.; Baumlin, Kevin M.; Chawla, Neal; Lee, Anna T.; Pines, Jesse M.; Klair, Amandeep K.; Gordon, Bradley D.; Flottemesch, Thomas J.; LeBlanc, Larry J.; Jones, Ian; Levin, Scott R.; Zhou, Chuan; Gadd, Cynthia S.; Aronsky, Dominik
2009-01-01
Objective To apply a previously described tool to forecast ED crowding at multiple institutions, and to assess its generalizability for predicting the near-future waiting count, occupancy level, and boarding count. Methods The ForecastED tool was validated using historical data from five institutions external to the development site. A sliding-window design separated the data for parameter estimation and forecast validation. Observations were sampled at consecutive 10-minute intervals during 12 months (n = 52,560) at four sites and 10 months (n = 44,064) at the fifth. Three outcome measures – the waiting count, occupancy level, and boarding count – were forecast 2, 4, 6, and 8 hours beyond each observation, and forecasts were compared to observed data at corresponding times. The reliability and calibration were measured following previously described methods. After linear calibration, the forecasting accuracy was measured using the median absolute error (MAE). Results The tool was successfully used for five different sites. Its forecasts were more reliable, better calibrated, and more accurate at 2 hours than at 8 hours. The reliability and calibration of the tool were similar between the original development site and external sites; the boarding count was an exception, which was less reliable at four out of five sites. Some variability in accuracy existed among institutions; when forecasting 4 hours into the future, the MAE of the waiting count ranged between 0.6 and 3.1 patients, the MAE of the occupancy level ranged between 9.0 and 14.5% of beds, and the MAE of the boarding count ranged between 0.9 and 2.7 patients. Conclusion The ForecastED tool generated potentially useful forecasts of input and throughput measures of ED crowding at five external sites, without modifying the underlying assumptions. Noting the limitation that this was not a real-time validation, ongoing research will focus on integrating the tool with ED information systems. PMID:19716629
Forecasting Fuels Support Equipment Requisitions
2015-03-26
Blackstone , & Hoffmann, 1991). Problem Statement Which forecasting method is most appropriate to forecast fuels support equipment requisitions...over allocating financial resources. 14 Characteristics According to Fogarty, Blackstone , and Hoffman (1991), service, repair, replacement...Econometrica , 187-222. Fogarty, D., Blackstone , J., & Hoffmann, T. (1991). Production & Inventory Management (2d ed.). Cincinnati, OH: South-Western
Forecasting--A Systematic Modeling Methodology. Paper No. 489.
ERIC Educational Resources Information Center
Mabert, Vincent A.; Radcliffe, Robert C.
In an attempt to bridge the gap between academic understanding and practical business use, the Box-Jenkins technique of time series analysis for forecasting future events is presented with a minimum of mathematical notation. The method is presented in three stages: a discussion of traditional forecasting techniques, focusing on traditional…
Forecasting of the electrical actuators condition using stator’s current signals
NASA Astrophysics Data System (ADS)
Kruglova, T. N.; Yaroshenko, I. V.; Rabotalov, N. N.; Melnikov, M. A.
2017-02-01
This article describes a forecasting method for electrical actuators realized through the combination of Fourier transformation and neural network techniques. The method allows finding the value of diagnostic functions in the iterating operating cycle and the number of operational cycles in time before the BLDC actuator fails. For forecasting of the condition of the actuator, we propose a hierarchical structure of the neural network aiming to reduce the training time of the neural network and improve estimation accuracy.
NASA Astrophysics Data System (ADS)
Tian, D.; Medina, H.
2017-12-01
Post-processing of medium range reference evapotranspiration (ETo) forecasts based on numerical weather prediction (NWP) models has the potential of improving the quality and utility of these forecasts. This work compares the performance of several post-processing methods for correcting ETo forecasts over the continental U.S. generated from The Observing System Research and Predictability Experiment (THORPEX) Interactive Grand Global Ensemble (TIGGE) database using data from Europe (EC), the United Kingdom (MO), and the United States (NCEP). The pondered post-processing techniques are: simple bias correction, the use of multimodels, the Ensemble Model Output Statistics (EMOS, Gneitting et al., 2005) and the Bayesian Model Averaging (BMA, Raftery et al., 2005). ETo estimates based on quality-controlled U.S. Regional Climate Reference Network measurements, and computed with the FAO 56 Penman Monteith equation, are adopted as baseline. EMOS and BMA are generally the most efficient post-processing techniques of the ETo forecasts. Nevertheless, the simple bias correction of the best model is commonly much more rewarding than using multimodel raw forecasts. Our results demonstrate the potential of different forecasting and post-processing frameworks in operational evapotranspiration and irrigation advisory systems at national scale.
Metric optimisation for analogue forecasting by simulated annealing
NASA Astrophysics Data System (ADS)
Bliefernicht, J.; Bárdossy, A.
2009-04-01
It is well known that weather patterns tend to recur from time to time. This property of the atmosphere is used by analogue forecasting techniques. They have a long history in weather forecasting and there are many applications predicting hydrological variables at the local scale for different lead times. The basic idea of the technique is to identify past weather situations which are similar (analogue) to the predicted one and to take the local conditions of the analogues as forecast. But the forecast performance of the analogue method depends on user-defined criteria like the choice of the distance function and the size of the predictor domain. In this study we propose a new methodology of optimising both criteria by minimising the forecast error with simulated annealing. The performance of the methodology is demonstrated for the probability forecast of daily areal precipitation. It is compared with a traditional analogue forecasting algorithm, which is used operational as an element of a hydrological forecasting system. The study is performed for several meso-scale catchments located in the Rhine basin in Germany. The methodology is validated by a jack-knife method in a perfect prognosis framework for a period of 48 years (1958-2005). The predictor variables are derived from the NCEP/NCAR reanalysis data set. The Brier skill score and the economic value are determined to evaluate the forecast skill and value of the technique. In this presentation we will present the concept of the optimisation algorithm and the outcome of the comparison. It will be also demonstrated how a decision maker should apply a probability forecast to maximise the economic benefit from it.
NASA Astrophysics Data System (ADS)
Žáček, K.
Summary- The only way to make an excessively complex velocity model suitable for application of ray-based methods, such as the Gaussian beam or Gaussian packet methods, is to smooth it. We have smoothed the Marmousi model by choosing a coarser grid and by minimizing the second spatial derivatives of the slowness. This was done by minimizing the relevant Sobolev norm of slowness. We show that minimizing the relevant Sobolev norm of slowness is a suitable technique for preparing the optimum models for asymptotic ray theory methods. However, the price we pay for a model suitable for ray tracing is an increase of the difference between the smoothed and original model. Similarly, the estimated error in the travel time also increases due to the difference between the models. In smoothing the Marmousi model, we have found the estimated error of travel times at the verge of acceptability. Due to the low frequencies in the wavefield of the original Marmousi data set, we have found the Gaussian beams and Gaussian packets at the verge of applicability even in models sufficiently smoothed for ray tracing.
NASA Astrophysics Data System (ADS)
Scheuerer, Michael; Hamill, Thomas M.; Whitin, Brett; He, Minxue; Henkel, Arthur
2017-04-01
Hydrological forecasts strongly rely on predictions of precipitation amounts and temperature as meteorological inputs to hydrological models. Ensemble weather predictions provide a number of different scenarios that reflect the uncertainty about these meteorological inputs, but are often biased and underdispersive, and therefore require statistical postprocessing. In hydrological applications it is crucial that spatial and temporal (i.e. between different forecast lead times) dependencies as well as dependence between the two weather variables is adequately represented by the recalibrated forecasts. We present a study with temperature and precipitation forecasts over four river basins over California that are postprocessed with a variant of the nonhomogeneous Gaussian regression method (Gneiting et al., 2005) and the censored, shifted gamma distribution approach (Scheuerer and Hamill, 2015) respectively. For modelling spatial, temporal and inter-variable dependence we propose a variant of the Schaake Shuffle (Clark et al., 2005) that uses spatio-temporal trajectories of observed temperture and precipitation as a dependence template, and chooses the historic dates in such a way that the divergence between the marginal distributions of these trajectories and the univariate forecast distributions is minimized. For the four river basins considered in our study, this new multivariate modelling technique consistently improves upon the Schaake Shuffle and yields reliable spatio-temporal forecast trajectories of temperature and precipitation that can be used to force hydrological forecast systems. References: Clark, M., Gangopadhyay, S., Hay, L., Rajagopalan, B., Wilby, R., 2004. The Schaake Shuffle: A method for reconstructing space-time variability in forecasted precipitation and temperature fields. Journal of Hydrometeorology, 5, pp.243-262. Gneiting, T., Raftery, A.E., Westveld, A.H., Goldman, T., 2005. Calibrated probabilistic forecasting using ensemble model output statistics and minimum CRPS. Monthly Weather Review, 133, pp.1098-1118. Scheuerer, M., Hamill, T.M., 2015. Statistical postprocessing of ensemble precipitation forecasts by fitting censored, shifted gamma distributions. Monthly Weather Review, 143, pp.4578-4596. Scheuerer, M., Hamill, T.M., Whitin, B., He, M., and Henkel, A., 2016: A method for preferential selection of dates in the Schaake shuffle approach to constructing spatio-temporal forecast fields of temperature and precipitation. Water Resources Research, submitted.
Hourly Wind Speed Interval Prediction in Arid Regions
NASA Astrophysics Data System (ADS)
Chaouch, M.; Ouarda, T.
2013-12-01
The long and extended warm and dry summers, the low rate of rain and humidity are the main factors that explain the increase of electricity consumption in hot arid regions. In such regions, the ventilating and air-conditioning installations, that are typically the most energy-intensive among energy consumption activities, are essential for securing healthy, safe and suitable indoor thermal conditions for building occupants and stored materials. The use of renewable energy resources such as solar and wind represents one of the most relevant solutions to overcome the increase of the electricity demand challenge. In the recent years, wind energy is gaining more importance among the researchers worldwide. Wind energy is intermittent in nature and hence the power system scheduling and dynamic control of wind turbine requires an estimate of wind energy. Accurate forecast of wind speed is a challenging task for the wind energy research field. In fact, due to the large variability of wind speed caused by the unpredictable and dynamic nature of the earth's atmosphere, there are many fluctuations in wind power production. This inherent variability of wind speed is the main cause of the uncertainty observed in wind power generation. Furthermore, producing wind power forecasts might be obtained indirectly by modeling the wind speed series and then transforming the forecasts through a power curve. Wind speed forecasting techniques have received substantial attention recently and several models have been developed. Basically two main approaches have been proposed in the literature: (1) physical models such as Numerical Weather Forecast and (2) statistical models such as Autoregressive integrated moving average (ARIMA) models, Neural Networks. While the initial focus in the literature has been on point forecasts, the need to quantify forecast uncertainty and communicate the risk of extreme ramp events has led to an interest in producing probabilistic forecasts. In short term context, probabilistic forecasts might be more relevant than point forecasts for the planner to build scenarios In this paper, we are interested in estimating predictive intervals of the hourly wind speed measures in few cities in United Arab emirates (UAE). More precisely, given a wind speed time series, our target is to forecast the wind speed at any specific hour during the day and provide in addition an interval with the coverage probability 0
2004-03-01
predicting future events ( Heizer and Render , 1999). Forecasting techniques fall into two major categories, qualitative and quantitative methods...Globemaster III.” Excerpt from website. www.globalsecurity.org/military /systems/ aircraft/c-17-history.htm. 2003. Heizer , Jay, and Barry Render ...of the past data used to make the forecast ( Heizer , et. al., 1999). Explanatory forecasting models assume that the variable being forecasted
Liu, Fengchen; Porco, Travis C; Amza, Abdou; Kadri, Boubacar; Nassirou, Baido; West, Sheila K; Bailey, Robin L; Keenan, Jeremy D; Solomon, Anthony W; Emerson, Paul M; Gambhir, Manoj; Lietman, Thomas M
2015-08-01
Trachoma programs rely on guidelines made in large part using expert opinion of what will happen with and without intervention. Large community-randomized trials offer an opportunity to actually compare forecasting methods in a masked fashion. The Program for the Rapid Elimination of Trachoma trials estimated longitudinal prevalence of ocular chlamydial infection from 24 communities treated annually with mass azithromycin. Given antibiotic coverage and biannual assessments from baseline through 30 months, forecasts of the prevalence of infection in each of the 24 communities at 36 months were made by three methods: the sum of 15 experts' opinion, statistical regression of the square-root-transformed prevalence, and a stochastic hidden Markov model of infection transmission (Susceptible-Infectious-Susceptible, or SIS model). All forecasters were masked to the 36-month results and to the other forecasts. Forecasts of the 24 communities were scored by the likelihood of the observed results and compared using Wilcoxon's signed-rank statistic. Regression and SIS hidden Markov models had significantly better likelihood than community expert opinion (p = 0.004 and p = 0.01, respectively). All forecasts scored better when perturbed to decrease Fisher's information. Each individual expert's forecast was poorer than the sum of experts. Regression and SIS models performed significantly better than expert opinion, although all forecasts were overly confident. Further model refinements may score better, although would need to be tested and compared in new masked studies. Construction of guidelines that rely on forecasting future prevalence could consider use of mathematical and statistical models. Clinicaltrials.gov NCT00792922.
NASA Astrophysics Data System (ADS)
Shastri, Hiteshri; Ghosh, Subimal; Karmakar, Subhankar
2017-02-01
Forecasting of extreme precipitation events at a regional scale is of high importance due to their severe impacts on society. The impacts are stronger in urban regions due to high flood potential as well high population density leading to high vulnerability. Although significant scientific improvements took place in the global models for weather forecasting, they are still not adequate at a regional scale (e.g., for an urban region) with high false alarms and low detection. There has been a need to improve the weather forecast skill at a local scale with probabilistic outcome. Here we develop a methodology with quantile regression, where the reliably simulated variables from Global Forecast System are used as predictors and different quantiles of rainfall are generated corresponding to that set of predictors. We apply this method to a flood-prone coastal city of India, Mumbai, which has experienced severe floods in recent years. We find significant improvements in the forecast with high detection and skill scores. We apply the methodology to 10 ensemble members of Global Ensemble Forecast System and find a reduction in ensemble uncertainty of precipitation across realizations with respect to that of original precipitation forecasts. We validate our model for the monsoon season of 2006 and 2007, which are independent of the training/calibration data set used in the study. We find promising results and emphasize to implement such data-driven methods for a better probabilistic forecast at an urban scale primarily for an early flood warning.
Paul, Susannah; Mgbere, Osaro; Arafat, Raouf; Yang, Biru; Santos, Eunice
2017-01-01
Objective The objective was to forecast and validate prediction estimates of influenza activity in Houston, TX using four years of historical influenza-like illness (ILI) from three surveillance data capture mechanisms. Background Using novel surveillance methods and historical data to estimate future trends of influenza-like illness can lead to early detection of influenza activity increases and decreases. Anticipating surges gives public health professionals more time to prepare and increase prevention efforts. Methods Data was obtained from three surveillance systems, Flu Near You, ILINet, and hospital emergency center (EC) visits, with diverse data capture mechanisms. Autoregressive integrated moving average (ARIMA) models were fitted to data from each source for week 27 of 2012 through week 26 of 2016 and used to forecast influenza-like activity for the subsequent 10 weeks. Estimates were then compared to actual ILI percentages for the same period. Results Forecasted estimates had wide confidence intervals that crossed zero. The forecasted trend direction differed by data source, resulting in lack of consensus about future influenza activity. ILINet forecasted estimates and actual percentages had the least differences. ILINet performed best when forecasting influenza activity in Houston, TX. Conclusion Though the three forecasted estimates did not agree on the trend directions, and thus, were considered imprecise predictors of long-term ILI activity based on existing data, pooling predictions and careful interpretations may be helpful for short term intervention efforts. Further work is needed to improve forecast accuracy considering the promise forecasting holds for seasonal influenza prevention and control, and pandemic preparedness.
Using the Solar Polar Magnetic Field for Longterm Predictions of Solar Activity, Solar Cycles 21-25
NASA Astrophysics Data System (ADS)
Pesnell, W. D.; Schatten, K. H.
2017-12-01
We briefly review the dynamo and geomagnetic precursor methods of long-term solar activity forecasting. These methods depend upon the most basic aspect of dynamo theory to predict future activity, future magnetic field arises directly from the amplification of pre-existing magnetic field. We then generalize the dynamo technique, allowing the method to be used at any phase of the solar cycle, to the Solar Dynamo Amplitude (SODA) index. This index is sensitive to the magnetic flux trapped within the Sun's convection zone but insensitive to the phase of the solar cycle. Since magnetic fields inside the Sun can become buoyant, one may think of the acronym SODA as describing the amount of buoyant flux. We will show how effective the SODA Index has been in predicting Solar Cycles 23 and 24, and present a unified picture of earlier estimates of the polar magnetic configuration in Solar Cycle 21 and 22. Using the present value of the SODA index, we estimate that the next cycle's smoothed peak activity will be about 125 ± 30 solar flux units for the 10.7 cm radio flux and a sunspot number of 70 ± 25. This suggests that Solar Cycle 25 will be comparable to Solar Cycle 24. Since the current approach uses data prior to solar minimum, these estimates may improve when the upcoming solar minimum is reached.
A travel time forecasting model based on change-point detection method
NASA Astrophysics Data System (ADS)
LI, Shupeng; GUANG, Xiaoping; QIAN, Yongsheng; ZENG, Junwei
2017-06-01
Travel time parameters obtained from road traffic sensors data play an important role in traffic management practice. A travel time forecasting model is proposed for urban road traffic sensors data based on the method of change-point detection in this paper. The first-order differential operation is used for preprocessing over the actual loop data; a change-point detection algorithm is designed to classify the sequence of large number of travel time data items into several patterns; then a travel time forecasting model is established based on autoregressive integrated moving average (ARIMA) model. By computer simulation, different control parameters are chosen for adaptive change point search for travel time series, which is divided into several sections of similar state.Then linear weight function is used to fit travel time sequence and to forecast travel time. The results show that the model has high accuracy in travel time forecasting.
Data-driven forecasting of high-dimensional chaotic systems with long short-term memory networks.
Vlachas, Pantelis R; Byeon, Wonmin; Wan, Zhong Y; Sapsis, Themistoklis P; Koumoutsakos, Petros
2018-05-01
We introduce a data-driven forecasting method for high-dimensional chaotic systems using long short-term memory (LSTM) recurrent neural networks. The proposed LSTM neural networks perform inference of high-dimensional dynamical systems in their reduced order space and are shown to be an effective set of nonlinear approximators of their attractor. We demonstrate the forecasting performance of the LSTM and compare it with Gaussian processes (GPs) in time series obtained from the Lorenz 96 system, the Kuramoto-Sivashinsky equation and a prototype climate model. The LSTM networks outperform the GPs in short-term forecasting accuracy in all applications considered. A hybrid architecture, extending the LSTM with a mean stochastic model (MSM-LSTM), is proposed to ensure convergence to the invariant measure. This novel hybrid method is fully data-driven and extends the forecasting capabilities of LSTM networks.
NASA Astrophysics Data System (ADS)
Kunii, Masaru; Saito, Kazuo; Seko, Hiromu; Hara, Masahiro; Hara, Tabito; Yamaguchi, Munehiko; Gong, Jiandong; Charron, Martin; Du, Jun; Wang, Yong; Chen, Dehui
2011-05-01
During the period around the Beijing 2008 Olympic Games, the Beijing 2008 Olympics Research and Development Project (B08RDP) was conducted as part of the World Weather Research Program short-range weather forecasting research project. Mesoscale ensemble prediction (MEP) experiments were carried out by six organizations in near-real time, in order to share their experiences in the development of MEP systems. The purpose of this study is to objectively verify these experiments and to clarify the problems associated with the current MEP systems through the same experiences. Verification was performed using the MEP outputs interpolated into a common verification domain with a horizontal resolution of 15 km. For all systems, the ensemble spreads grew as the forecast time increased, and the ensemble mean improved the forecast errors compared with individual control forecasts in the verification against the analysis fields. However, each system exhibited individual characteristics according to the MEP method. Some participants used physical perturbation methods. The significance of these methods was confirmed by the verification. However, the mean error (ME) of the ensemble forecast in some systems was worse than that of the individual control forecast. This result suggests that it is necessary to pay careful attention to physical perturbations.
A COMPARISON OF FLARE FORECASTING METHODS. I. RESULTS FROM THE “ALL-CLEAR” WORKSHOP
DOE Office of Scientific and Technical Information (OSTI.GOV)
Barnes, G.; Leka, K. D.; Dunn, T.
2016-10-01
Solar flares produce radiation that can have an almost immediate effect on the near-Earth environment, making it crucial to forecast flares in order to mitigate their negative effects. The number of published approaches to flare forecasting using photospheric magnetic field observations has proliferated, with varying claims about how well each works. Because of the different analysis techniques and data sets used, it is essentially impossible to compare the results from the literature. This problem is exacerbated by the low event rates of large solar flares. The challenges of forecasting rare events have long been recognized in the meteorology community, butmore » have yet to be fully acknowledged by the space weather community. During the interagency workshop on “all clear” forecasts held in Boulder, CO in 2009, the performance of a number of existing algorithms was compared on common data sets, specifically line-of-sight magnetic field and continuum intensity images from the Michelson Doppler Imager, with consistent definitions of what constitutes an event. We demonstrate the importance of making such systematic comparisons, and of using standard verification statistics to determine what constitutes a good prediction scheme. When a comparison was made in this fashion, no one method clearly outperformed all others, which may in part be due to the strong correlations among the parameters used by different methods to characterize an active region. For M-class flares and above, the set of methods tends toward a weakly positive skill score (as measured with several distinct metrics), with no participating method proving substantially better than climatological forecasts.« less
Practical global oceanic state estimation
NASA Astrophysics Data System (ADS)
Wunsch, Carl; Heimbach, Patrick
2007-06-01
The problem of oceanographic state estimation, by means of an ocean general circulation model (GCM) and a multitude of observations, is described and contrasted with the meteorological process of data assimilation. In practice, all such methods reduce, on the computer, to forms of least-squares. The global oceanographic problem is at the present time focussed primarily on smoothing, rather than forecasting, and the data types are unlike meteorological ones. As formulated in the consortium Estimating the Circulation and Climate of the Ocean (ECCO), an automatic differentiation tool is used to calculate the so-called adjoint code of the GCM, and the method of Lagrange multipliers used to render the problem one of unconstrained least-squares minimization. Major problems today lie less with the numerical algorithms (least-squares problems can be solved by many means) than with the issues of data and model error. Results of ongoing calculations covering the period of the World Ocean Circulation Experiment, and including among other data, satellite altimetry from TOPEX/POSEIDON, Jason-1, ERS- 1/2, ENVISAT, and GFO, a global array of profiling floats from the Argo program, and satellite gravity data from the GRACE mission, suggest that the solutions are now useful for scientific purposes. Both methodology and applications are developing in a number of different directions.
What lies behind crop decisions?Coming to terms with revealing farmers' preferences
NASA Astrophysics Data System (ADS)
Gomez, C.; Gutierrez, C.; Pulido-Velazquez, M.; López Nicolás, A.
2016-12-01
The paper offers a fully-fledged applied revealed preference methodology to screen and represent farmers' choices as the solution of an optimal program involving trade-offs among the alternative welfare outcomes of crop decisions such as profits, income security and management easiness. The recursive two-stage method is proposed as an alternative to cope with the methodological problems inherent to common practice positive mathematical program methodologies (PMP). Differently from PMP, in the model proposed in this paper, the non-linear costs that are required for both calibration and smooth adjustment are not at odds with the assumptions of linear Leontief technologies and fixed crop prices and input costs. The method frees the model from ad-hoc assumptions about costs and then recovers the potential of economic analysis as a means to understand the rationale behind observed and forecasted farmers' decisions and then to enhance the potential of the model to support policy making in relevant domains such as agricultural policy, water management, risk management and climate change adaptation. After the introduction, where the methodological drawbacks and challenges are set up, section two presents the theoretical model, section three develops its empirical application and presents its implementation to a Spanish irrigation district and finally section four concludes and makes suggestions for further research.
Software forecasting as it is really done: A study of JPL software engineers
NASA Technical Reports Server (NTRS)
Griesel, Martha Ann; Hihn, Jairus M.; Bruno, Kristin J.; Fouser, Thomas J.; Tausworthe, Robert C.
1993-01-01
This paper presents a summary of the results to date of a Jet Propulsion Laboratory internally funded research task to study the costing process and parameters used by internally recognized software cost estimating experts. Protocol Analysis and Markov process modeling were used to capture software engineer's forecasting mental models. While there is significant variation between the mental models that were studied, it was nevertheless possible to identify a core set of cost forecasting activities, and it was also found that the mental models cluster around three forecasting techniques. Further partitioning of the mental models revealed clustering of activities, that is very suggestive of a forecasting lifecycle. The different forecasting methods identified were based on the use of multiple-decomposition steps or multiple forecasting steps. The multiple forecasting steps involved either forecasting software size or an additional effort forecast. Virtually no subject used risk reduction steps in combination. The results of the analysis include: the identification of a core set of well defined costing activities, a proposed software forecasting life cycle, and the identification of several basic software forecasting mental models. The paper concludes with a discussion of the implications of the results for current individual and institutional practices.
Metrics for Evaluating the Accuracy of Solar Power Forecasting: Preprint
DOE Office of Scientific and Technical Information (OSTI.GOV)
Zhang, J.; Hodge, B. M.; Florita, A.
2013-10-01
Forecasting solar energy generation is a challenging task due to the variety of solar power systems and weather regimes encountered. Forecast inaccuracies can result in substantial economic losses and power system reliability issues. This paper presents a suite of generally applicable and value-based metrics for solar forecasting for a comprehensive set of scenarios (i.e., different time horizons, geographic locations, applications, etc.). In addition, a comprehensive framework is developed to analyze the sensitivity of the proposed metrics to three types of solar forecasting improvements using a design of experiments methodology, in conjunction with response surface and sensitivity analysis methods. The resultsmore » show that the developed metrics can efficiently evaluate the quality of solar forecasts, and assess the economic and reliability impact of improved solar forecasting.« less
NASA Astrophysics Data System (ADS)
Yin, Yip Chee; Hock-Eam, Lim
2012-09-01
Our empirical results show that we can predict GDP growth rate more accurately in continent with fewer large economies, compared to smaller economies like Malaysia. This difficulty is very likely positively correlated with subsidy or social security policies. The stage of economic development and level of competiveness also appears to have interactive effects on this forecast stability. These results are generally independent of the forecasting procedures. Countries with high stability in their economic growth, forecasting by model selection is better than model averaging. Overall forecast weight averaging (FWA) is a better forecasting procedure in most countries. FWA also outperforms simple model averaging (SMA) and has the same forecasting ability as Bayesian model averaging (BMA) in almost all countries.
Smoothing optimization of supporting quadratic surfaces with Zernike polynomials
NASA Astrophysics Data System (ADS)
Zhang, Hang; Lu, Jiandong; Liu, Rui; Ma, Peifu
2018-03-01
A new optimization method to get a smooth freeform optical surface from an initial surface generated by the supporting quadratic method (SQM) is proposed. To smooth the initial surface, a 9-vertex system from the neighbor quadratic surface and the Zernike polynomials are employed to establish a linear equation system. A local optimized surface to the 9-vertex system can be build by solving the equations. Finally, a continuous smooth optimization surface is constructed by stitching the above algorithm on the whole initial surface. The spot corresponding to the optimized surface is no longer discrete pixels but a continuous distribution.
Assessing Hourly Precipitation Forecast Skill with the Fractions Skill Score
NASA Astrophysics Data System (ADS)
Zhao, Bin; Zhang, Bo
2018-02-01
Statistical methods for category (yes/no) forecasts, such as the Threat Score, are typically used in the verification of precipitation forecasts. However, these standard methods are affected by the so-called "double-penalty" problem caused by slight displacements in either space or time with respect to the observations. Spatial techniques have recently been developed to help solve this problem. The fractions skill score (FSS), a neighborhood spatial verification method, directly compares the fractional coverage of events in windows surrounding the observations and forecasts. We applied the FSS to hourly precipitation verification by taking hourly forecast products from the GRAPES (Global/Regional Assimilation Prediction System) regional model and quantitative precipitation estimation products from the National Meteorological Information Center of China during July and August 2016, and investigated the difference between these results and those obtained with the traditional category score. We found that the model spin-up period affected the assessment of stability. Systematic errors had an insignificant role in the fraction Brier score and could be ignored. The dispersion of observations followed a diurnal cycle and the standard deviation of the forecast had a similar pattern to the reference maximum of the fraction Brier score. The coefficient of the forecasts and the observations is similar to the FSS; that is, the FSS may be a useful index that can be used to indicate correlation. Compared with the traditional skill score, the FSS has obvious advantages in distinguishing differences in precipitation time series, especially in the assessment of heavy rainfall.
The NRL relocatable ocean/acoustic ensemble forecast system
NASA Astrophysics Data System (ADS)
Rowley, C.; Martin, P.; Cummings, J.; Jacobs, G.; Coelho, E.; Bishop, C.; Hong, X.; Peggion, G.; Fabre, J.
2009-04-01
A globally relocatable regional ocean nowcast/forecast system has been developed to support rapid implementation of new regional forecast domains. The system is in operational use at the Naval Oceanographic Office for a growing number of regional and coastal implementations. The new system is the basis for an ocean acoustic ensemble forecast and adaptive sampling capability. We present an overview of the forecast system and the ocean ensemble and adaptive sampling methods. The forecast system consists of core ocean data analysis and forecast modules, software for domain configuration, surface and boundary condition forcing processing, and job control, and global databases for ocean climatology, bathymetry, tides, and river locations and transports. The analysis component is the Navy Coupled Ocean Data Assimilation (NCODA) system, a 3D multivariate optimum interpolation system that produces simultaneous analyses of temperature, salinity, geopotential, and vector velocity using remotely-sensed SST, SSH, and sea ice concentration, plus in situ observations of temperature, salinity, and currents from ships, buoys, XBTs, CTDs, profiling floats, and autonomous gliders. The forecast component is the Navy Coastal Ocean Model (NCOM). The system supports one-way nesting and multiple assimilation methods. The ensemble system uses the ensemble transform technique with error variance estimates from the NCODA analysis to represent initial condition error. Perturbed surface forcing or an atmospheric ensemble is used to represent errors in surface forcing. The ensemble transform Kalman filter is used to assess the impact of adaptive observations on future analysis and forecast uncertainty for both ocean and acoustic properties.
NASA Astrophysics Data System (ADS)
Franz, K. J.; Bowman, A. L.; Hogue, T. S.; Kim, J.; Spies, R.
2011-12-01
In the face of a changing climate, growing populations, and increased human habitation in hydrologically risky locations, both short- and long-range planners increasingly require robust and reliable streamflow forecast information. Current operational forecasting utilizes watershed-scale, conceptual models driven by ground-based (commonly point-scale) observations of precipitation and temperature and climatological potential evapotranspiration (PET) estimates. The PET values are derived from historic pan evaporation observations and remain static from year-to-year. The need for regional dynamic PET values is vital for improved operational forecasting. With the advent of satellite remote sensing and the adoption of a more flexible operational forecast system by the National Weather Service, incorporation of advanced data products is now more feasible than in years past. In this study, we will test a previously developed satellite-derived PET product (UCLA MODIS-PET) in the National Weather Service forecast models and compare the model results to current methods. The UCLA MODIS-PET method is based on the Priestley-Taylor formulation, is driven with MODIS satellite products, and produces a daily, 250m PET estimate. The focus area is eight headwater basins in the upper Midwest U.S. There is a need to develop improved forecasting methods for this region that are able to account for climatic and landscape changes more readily and effectively than current methods. This region is highly flood prone yet sensitive to prolonged dry periods in late summer and early fall, and is characterized by a highly managed landscape, which has drastically altered the natural hydrologic cycle. Our goal is to improve model simulations, and thereby, the initial conditions prior to the start of a forecast through the use of PET values that better reflect actual watershed conditions. The forecast models are being tested in both distributed and lumped mode.
Zhang, Hong; Zhang, Sheng; Wang, Ping; Qin, Yuzhe; Wang, Huifeng
2017-07-01
Particulate matter with aerodynamic diameter below 10 μm (PM 10 ) forecasting is difficult because of the uncertainties in describing the emission and meteorological fields. This paper proposed a wavelet-ARMA/ARIMA model to forecast the short-term series of the PM 10 concentrations. It was evaluated by experiments using a 10-year data set of daily PM 10 concentrations from 4 stations located in Taiyuan, China. The results indicated the following: (1) PM 10 concentrations of Taiyuan had a decreasing trend during 2005 to 2012 but increased in 2013. PM 10 concentrations had an obvious seasonal fluctuation related to coal-fired heating in winter and early spring. (2) Spatial differences among the four stations showed that the PM 10 concentrations in industrial and heavily trafficked areas were higher than those in residential and suburb areas. (3) Wavelet analysis revealed that the trend variation and the changes of the PM 10 concentration of Taiyuan were complicated. (4) The proposed wavelet-ARIMA model could be efficiently and successfully applied to the PM 10 forecasting field. Compared with the traditional ARMA/ARIMA methods, this wavelet-ARMA/ARIMA method could effectively reduce the forecasting error, improve the prediction accuracy, and realize multiple-time-scale prediction. Wavelet analysis can filter noisy signals and identify the variation trend and the fluctuation of the PM 10 time-series data. Wavelet decomposition and reconstruction reduce the nonstationarity of the PM 10 time-series data, and thus improve the accuracy of the prediction. This paper proposed a wavelet-ARMA/ARIMA model to forecast the PM 10 time series. Compared with the traditional ARMA/ARIMA method, this wavelet-ARMA/ARIMA method could effectively reduce the forecasting error, improve the prediction accuracy, and realize multiple-time-scale prediction. The proposed model could be efficiently and successfully applied to the PM 10 forecasting field.
Wang, Jun; Zhou, Bi-hua; Zhou, Shu-dao; Sheng, Zheng
2015-01-01
The paper proposes a novel function expression method to forecast chaotic time series, using an improved genetic-simulated annealing (IGSA) algorithm to establish the optimum function expression that describes the behavior of time series. In order to deal with the weakness associated with the genetic algorithm, the proposed algorithm incorporates the simulated annealing operation which has the strong local search ability into the genetic algorithm to enhance the performance of optimization; besides, the fitness function and genetic operators are also improved. Finally, the method is applied to the chaotic time series of Quadratic and Rossler maps for validation. The effect of noise in the chaotic time series is also studied numerically. The numerical results verify that the method can forecast chaotic time series with high precision and effectiveness, and the forecasting precision with certain noise is also satisfactory. It can be concluded that the IGSA algorithm is energy-efficient and superior. PMID:26000011
NASA Astrophysics Data System (ADS)
Wang, Wei; Zhong, Ming; Cheng, Ling; Jin, Lu; Shen, Si
2018-02-01
In the background of building global energy internet, it has both theoretical and realistic significance for forecasting and analysing the ratio of electric energy to terminal energy consumption. This paper firstly analysed the influencing factors of the ratio of electric energy to terminal energy and then used combination method to forecast and analyse the global proportion of electric energy. And then, construct the cointegration model for the proportion of electric energy by using influence factor such as electricity price index, GDP, economic structure, energy use efficiency and total population level. At last, this paper got prediction map of the proportion of electric energy by using the combination-forecasting model based on multiple linear regression method, trend analysis method, and variance-covariance method. This map describes the development trend of the proportion of electric energy in 2017-2050 and the proportion of electric energy in 2050 was analysed in detail using scenario analysis.
Wang, Jun; Zhou, Bi-hua; Zhou, Shu-dao; Sheng, Zheng
2015-01-01
The paper proposes a novel function expression method to forecast chaotic time series, using an improved genetic-simulated annealing (IGSA) algorithm to establish the optimum function expression that describes the behavior of time series. In order to deal with the weakness associated with the genetic algorithm, the proposed algorithm incorporates the simulated annealing operation which has the strong local search ability into the genetic algorithm to enhance the performance of optimization; besides, the fitness function and genetic operators are also improved. Finally, the method is applied to the chaotic time series of Quadratic and Rossler maps for validation. The effect of noise in the chaotic time series is also studied numerically. The numerical results verify that the method can forecast chaotic time series with high precision and effectiveness, and the forecasting precision with certain noise is also satisfactory. It can be concluded that the IGSA algorithm is energy-efficient and superior.
Modeling and Computing of Stock Index Forecasting Based on Neural Network and Markov Chain
Dai, Yonghui; Han, Dongmei; Dai, Weihui
2014-01-01
The stock index reflects the fluctuation of the stock market. For a long time, there have been a lot of researches on the forecast of stock index. However, the traditional method is limited to achieving an ideal precision in the dynamic market due to the influences of many factors such as the economic situation, policy changes, and emergency events. Therefore, the approach based on adaptive modeling and conditional probability transfer causes the new attention of researchers. This paper presents a new forecast method by the combination of improved back-propagation (BP) neural network and Markov chain, as well as its modeling and computing technology. This method includes initial forecasting by improved BP neural network, division of Markov state region, computing of the state transition probability matrix, and the prediction adjustment. Results of the empirical study show that this method can achieve high accuracy in the stock index prediction, and it could provide a good reference for the investment in stock market. PMID:24782659
DOE Office of Scientific and Technical Information (OSTI.GOV)
Mbamalu, G.A.N.; El-Hawary, M.E.
The authors propose suboptimal least squares or IRWLS procedures for estimating the parameters of a seasonal multiplicative AR model encountered during power system load forecasting. The proposed method involves using an interactive computer environment to estimate the parameters of a seasonal multiplicative AR process. The method comprises five major computational steps. The first determines the order of the seasonal multiplicative AR process, and the second uses the least squares or the IRWLS to estimate the optimal nonseasonal AR model parameters. In the third step one obtains the intermediate series by back forecast, which is followed by using the least squaresmore » or the IRWLS to estimate the optimal season AR parameters. The final step uses the estimated parameters to forecast future load. The method is applied to predict the Nova Scotia Power Corporation's 168 lead time hourly load. The results obtained are documented and compared with results based on the Box and Jenkins method.« less
NASA Astrophysics Data System (ADS)
Zack, J. W.
2015-12-01
Predictions from Numerical Weather Prediction (NWP) models are the foundation for wind power forecasts for day-ahead and longer forecast horizons. The NWP models directly produce three-dimensional wind forecasts on their respective computational grids. These can be interpolated to the location and time of interest. However, these direct predictions typically contain significant systematic errors ("biases"). This is due to a variety of factors including the limited space-time resolution of the NWP models and shortcomings in the model's representation of physical processes. It has become common practice to attempt to improve the raw NWP forecasts by statistically adjusting them through a procedure that is widely known as Model Output Statistics (MOS). The challenge is to identify complex patterns of systematic errors and then use this knowledge to adjust the NWP predictions. The MOS-based improvements are the basis for much of the value added by commercial wind power forecast providers. There are an enormous number of statistical approaches that can be used to generate the MOS adjustments to the raw NWP forecasts. In order to obtain insight into the potential value of some of the newer and more sophisticated statistical techniques often referred to as "machine learning methods" a MOS-method comparison experiment has been performed for wind power generation facilities in 6 wind resource areas of California. The underlying NWP models that provided the raw forecasts were the two primary operational models of the US National Weather Service: the GFS and NAM models. The focus was on 1- and 2-day ahead forecasts of the hourly wind-based generation. The statistical methods evaluated included: (1) screening multiple linear regression, which served as a baseline method, (2) artificial neural networks, (3) a decision-tree approach called random forests, (4) gradient boosted regression based upon an decision-tree algorithm, (5) support vector regression and (6) analog ensemble, which is a case-matching scheme. The presentation will provide (1) an overview of each method and the experimental design, (2) performance comparisons based on standard metrics such as bias, MAE and RMSE, (3) a summary of the performance characteristics of each approach and (4) a preview of further experiments to be conducted.
Strappini, Francesca; Gilboa, Elad; Pitzalis, Sabrina; Kay, Kendrick; McAvoy, Mark; Nehorai, Arye; Snyder, Abraham Z
2017-03-01
Temporal and spatial filtering of fMRI data is often used to improve statistical power. However, conventional methods, such as smoothing with fixed-width Gaussian filters, remove fine-scale structure in the data, necessitating a tradeoff between sensitivity and specificity. Specifically, smoothing may increase sensitivity (reduce noise and increase statistical power) but at the cost loss of specificity in that fine-scale structure in neural activity patterns is lost. Here, we propose an alternative smoothing method based on Gaussian processes (GP) regression for single subjects fMRI experiments. This method adapts the level of smoothing on a voxel by voxel basis according to the characteristics of the local neural activity patterns. GP-based fMRI analysis has been heretofore impractical owing to computational demands. Here, we demonstrate a new implementation of GP that makes it possible to handle the massive data dimensionality of the typical fMRI experiment. We demonstrate how GP can be used as a drop-in replacement to conventional preprocessing steps for temporal and spatial smoothing in a standard fMRI pipeline. We present simulated and experimental results that show the increased sensitivity and specificity compared to conventional smoothing strategies. Hum Brain Mapp 38:1438-1459, 2017. © 2016 Wiley Periodicals, Inc. © 2016 Wiley Periodicals, Inc.
NASA Technical Reports Server (NTRS)
Barrett, Joe H., III; Roeder, William P.
2010-01-01
The expected peak wind speed for the day is an important element in the daily morning forecast for ground and space launch operations at Kennedy Space Center (KSC) and Cape Canaveral Air Force Station (CCAFS). The 45th Weather Squadron (45 WS) must issue forecast advisories for KSC/CCAFS when they expect peak gusts for >= 25, >= 35, and >= 50 kt thresholds at any level from the surface to 300 ft. In Phase I of this task, the 45 WS tasked the Applied Meteorology Unit (AMU) to develop a cool-season (October - April) tool to help forecast the non-convective peak wind from the surface to 300 ft at KSC/CCAFS. During the warm season, these wind speeds are rarely exceeded except during convective winds or under the influence of tropical cyclones, for which other techniques are already in use. The tool used single and multiple linear regression equations to predict the peak wind from the morning sounding. The forecaster manually entered several observed sounding parameters into a Microsoft Excel graphical user interface (GUI), and then the tool displayed the forecast peak wind speed, average wind speed at the time of the peak wind, the timing of the peak wind and the probability the peak wind will meet or exceed 35, 50 and 60 kt. The 45 WS customers later dropped the requirement for >= 60 kt wind warnings. During Phase II of this task, the AMU expanded the period of record (POR) by six years to increase the number of observations used to create the forecast equations. A large number of possible predictors were evaluated from archived soundings, including inversion depth and strength, low-level wind shear, mixing height, temperature lapse rate and winds from the surface to 3000 ft. Each day in the POR was stratified in a number of ways, such as by low-level wind direction, synoptic weather pattern, precipitation and Bulk Richardson number. The most accurate Phase II equations were then selected for an independent verification. The Phase I and II forecast methods were compared using an independent verification data set. The two methods were compared to climatology, wind warnings and advisories issued by the 45 WS, and North American Mesoscale (NAM) model (MesoNAM) forecast winds. The performance of the Phase I and II methods were similar with respect to mean absolute error. Since the Phase I data were not stratified by precipitation, this method's peak wind forecasts had a large negative bias on days with precipitation and a small positive bias on days with no precipitation. Overall, the climatology methods performed the worst while the MesoNAM performed the best. Since the MesoNAM winds were the most accurate in the comparison, the final version of the tool was based on the MesoNAM winds. The probability the peak wind will meet or exceed the warning thresholds were based on the one standard deviation error bars from the linear regression. For example, the linear regression might forecast the most likely peak speed to be 35 kt and the error bars used to calculate that the probability of >= 25 kt = 76%, the probability of >= 35 kt = 50%, and the probability of >= 50 kt = 19%. The authors have not seen this application of linear regression error bars in any other meteorological applications. Although probability forecast tools should usually be developed with logistic regression, this technique could be easily generalized to any linear regression forecast tool to estimate the probability of exceeding any desired threshold . This could be useful for previously developed linear regression forecast tools or new forecast applications where statistical analysis software to perform logistic regression is not available. The tool was delivered in two formats - a Microsoft Excel GUI and a Tool Command Language/Tool Kit (Tcl/Tk) GUI in the Meteorological Interactive Data Display System (MIDDS). The Microsoft Excel GUI reads a MesoNAM text file containing hourly forecasts from 0 to 84 hours, from one model run (00 or 12 UTC). The GUI then displays e peak wind speed, average wind speed, and the probability the peak wind will meet or exceed the 25-, 35- and 50-kt thresholds. The user can display the Day-1 through Day-3 peak wind forecasts, and separate forecasts are made for precipitation and non-precipitation days. The MIDDS GUI uses data from the NAM and Global Forecast System (GFS), instead of the MesoNAM. It can display Day-1 and Day-2 forecasts using NAM data, and Day-1 through Day-5 forecasts using GFS data. The timing of the peak wind is not displayed, since the independent verification showed that none of the forecast methods performed significantly better than climatology. The forecaster should use the climatological timing of the peak wind (2248 UTC) as a first guess and then adjust it based on the movement of weather features.
NASA Astrophysics Data System (ADS)
Batté, Lauriane; Déqué, Michel
2016-06-01
Stochastic methods are increasingly used in global coupled model climate forecasting systems to account for model uncertainties. In this paper, we describe in more detail the stochastic dynamics technique introduced by Batté and Déqué (2012) in the ARPEGE-Climate atmospheric model. We present new results with an updated version of CNRM-CM using ARPEGE-Climate v6.1, and show that the technique can be used both as a means of analyzing model error statistics and accounting for model inadequacies in a seasonal forecasting framework.The perturbations are designed as corrections of model drift errors estimated from a preliminary weakly nudged re-forecast run over an extended reference period of 34 boreal winter seasons. A detailed statistical analysis of these corrections is provided, and shows that they are mainly made of intra-month variance, thereby justifying their use as in-run perturbations of the model in seasonal forecasts. However, the interannual and systematic error correction terms cannot be neglected. Time correlation of the errors is limited, but some consistency is found between the errors of up to 3 consecutive days.These findings encourage us to test several settings of the random draws of perturbations in seasonal forecast mode. Perturbations are drawn randomly but consistently for all three prognostic variables perturbed. We explore the impact of using monthly mean perturbations throughout a given forecast month in a first ensemble re-forecast (SMM, for stochastic monthly means), and test the use of 5-day sequences of perturbations in a second ensemble re-forecast (S5D, for stochastic 5-day sequences). Both experiments are compared in the light of a REF reference ensemble with initial perturbations only. Results in terms of forecast quality are contrasted depending on the region and variable of interest, but very few areas exhibit a clear degradation of forecasting skill with the introduction of stochastic dynamics. We highlight some positive impacts of the method, mainly on Northern Hemisphere extra-tropics. The 500 hPa geopotential height bias is reduced, and improvements project onto the representation of North Atlantic weather regimes. A modest impact on ensemble spread is found over most regions, which suggests that this method could be complemented by other stochastic perturbation techniques in seasonal forecasting mode.
GPS-based PWV for precipitation forecasting and its application to a typhoon event
NASA Astrophysics Data System (ADS)
Zhao, Qingzhi; Yao, Yibin; Yao, Wanqiang
2018-01-01
The temporal variability of precipitable water vapour (PWV) derived from Global Navigation Satellite System (GNSS) observations can be used to forecast precipitation events. A number of case studies of precipitation events have been analysed in Zhejiang Province, and a forecasting method for precipitation events was proposed. The PWV time series retrieved from the Global Positioning System (GPS) observations was processed by using a least-squares fitting method, so as to obtain the line tendency of ascents and descents over PWV. The increment of PWV for a short time (two to six hours) and PWV slope for a longer time (a few hours to more than ten hours) during the PWV ascending period are considered as predictive factors with which to forecast the precipitation event. The numerical results show that about 80%-90% of precipitation events and more than 90% of heavy rain events can be forecasted two to six hours in advance of the precipitation event based on the proposed method. 5-minute PWV data derived from GPS observations based on real-time precise point positioning (RT-PPP) were used for the typhoon event that passed over Zhejiang Province between 10 and 12 July, 2015. A good result was acquired using the proposed method and about 74% of precipitation events were predicted at some ten to thirty minutes earlier than their onset with a false alarm rate of 18%. This study shows that the GPS-based PWV was promising for short-term and now-casting precipitation forecasting.
An intercomparison of approaches for improving operational seasonal streamflow forecasts
NASA Astrophysics Data System (ADS)
Mendoza, Pablo A.; Wood, Andrew W.; Clark, Elizabeth; Rothwell, Eric; Clark, Martyn P.; Nijssen, Bart; Brekke, Levi D.; Arnold, Jeffrey R.
2017-07-01
For much of the last century, forecasting centers around the world have offered seasonal streamflow predictions to support water management. Recent work suggests that the two major avenues to advance seasonal predictability are improvements in the estimation of initial hydrologic conditions (IHCs) and the incorporation of climate information. This study investigates the marginal benefits of a variety of methods using IHCs and/or climate information, focusing on seasonal water supply forecasts (WSFs) in five case study watersheds located in the US Pacific Northwest region. We specify two benchmark methods that mimic standard operational approaches - statistical regression against IHCs and model-based ensemble streamflow prediction (ESP) - and then systematically intercompare WSFs across a range of lead times. Additional methods include (i) statistical techniques using climate information either from standard indices or from climate reanalysis variables and (ii) several hybrid/hierarchical approaches harnessing both land surface and climate predictability. In basins where atmospheric teleconnection signals are strong, and when watershed predictability is low, climate information alone provides considerable improvements. For those basins showing weak teleconnections, custom predictors from reanalysis fields were more effective in forecast skill than standard climate indices. ESP predictions tended to have high correlation skill but greater bias compared to other methods, and climate predictors failed to substantially improve these deficiencies within a trace weighting framework. Lower complexity techniques were competitive with more complex methods, and the hierarchical expert regression approach introduced here (hierarchical ensemble streamflow prediction - HESP) provided a robust alternative for skillful and reliable water supply forecasts at all initialization times. Three key findings from this effort are (1) objective approaches supporting methodologically consistent hindcasts open the door to a broad range of beneficial forecasting strategies; (2) the use of climate predictors can add to the seasonal forecast skill available from IHCs; and (3) sample size limitations must be handled rigorously to avoid over-trained forecast solutions. Overall, the results suggest that despite a rich, long heritage of operational use, there remain a number of compelling opportunities to improve the skill and value of seasonal streamflow predictions.
Adaptive time-variant models for fuzzy-time-series forecasting.
Wong, Wai-Keung; Bai, Enjian; Chu, Alice Wai-Ching
2010-12-01
A fuzzy time series has been applied to the prediction of enrollment, temperature, stock indices, and other domains. Related studies mainly focus on three factors, namely, the partition of discourse, the content of forecasting rules, and the methods of defuzzification, all of which greatly influence the prediction accuracy of forecasting models. These studies use fixed analysis window sizes for forecasting. In this paper, an adaptive time-variant fuzzy-time-series forecasting model (ATVF) is proposed to improve forecasting accuracy. The proposed model automatically adapts the analysis window size of fuzzy time series based on the prediction accuracy in the training phase and uses heuristic rules to generate forecasting values in the testing phase. The performance of the ATVF model is tested using both simulated and actual time series including the enrollments at the University of Alabama, Tuscaloosa, and the Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX). The experiment results show that the proposed ATVF model achieves a significant improvement in forecasting accuracy as compared to other fuzzy-time-series forecasting models.
Technical Note: Initial assessment of a multi-method approach to spring-flood forecasting in Sweden
NASA Astrophysics Data System (ADS)
Olsson, J.; Uvo, C. B.; Foster, K.; Yang, W.
2016-02-01
Hydropower is a major energy source in Sweden, and proper reservoir management prior to the spring-flood onset is crucial for optimal production. This requires accurate forecasts of the accumulated discharge in the spring-flood period (i.e. the spring-flood volume, SFV). Today's SFV forecasts are generated using a model-based climatological ensemble approach, where time series of precipitation and temperature from historical years are used to force a calibrated and initialized set-up of the HBV model. In this study, a number of new approaches to spring-flood forecasting that reflect the latest developments with respect to analysis and modelling on seasonal timescales are presented and evaluated. Three main approaches, represented by specific methods, are evaluated in SFV hindcasts for the Swedish river Vindelälven over a 10-year period with lead times between 0 and 4 months. In the first approach, historically analogue years with respect to the climate in the period preceding the spring flood are identified and used to compose a reduced ensemble. In the second, seasonal meteorological ensemble forecasts are used to drive the HBV model over the spring-flood period. In the third approach, statistical relationships between SFV and the large-sale atmospheric circulation are used to build forecast models. None of the new approaches consistently outperform the climatological ensemble approach, but for early forecasts improvements of up to 25 % are found. This potential is reasonably well realized in a multi-method system, which over all forecast dates reduced the error in SFV by ˜ 4 %. This improvement is limited but potentially significant for e.g. energy trading.
NASA Technical Reports Server (NTRS)
Hirsch, Annette L.; Kala, Jatin; Pitman, Andy J.; Carouge, Claire; Evans, Jason P.; Haverd, Vanessa; Mocko, David
2014-01-01
The authors use a sophisticated coupled land-atmosphere modeling system for a Southern Hemisphere subdomain centered over southeastern Australia to evaluate differences in simulation skill from two different land surface initialization approaches. The first approach uses equilibrated land surface states obtained from offline simulations of the land surface model, and the second uses land surface states obtained from reanalyses. The authors find that land surface initialization using prior offline simulations contribute to relative gains in subseasonal forecast skill. In particular, relative gains in forecast skill for temperature of 10%-20% within the first 30 days of the forecast can be attributed to the land surface initialization method using offline states. For precipitation there is no distinct preference for the land surface initialization method, with limited gains in forecast skill irrespective of the lead time. The authors evaluated the asymmetry between maximum and minimum temperatures and found that maximum temperatures had the largest gains in relative forecast skill, exceeding 20% in some regions. These results were statistically significant at the 98% confidence level at up to 60 days into the forecast period. For minimum temperature, using reanalyses to initialize the land surface contributed to relative gains in forecast skill, reaching 40% in parts of the domain that were statistically significant at the 98% confidence level. The contrasting impact of the land surface initialization method between maximum and minimum temperature was associated with different soil moisture coupling mechanisms. Therefore, land surface initialization from prior offline simulations does improve predictability for temperature, particularly maximum temperature, but with less obvious improvements for precipitation and minimum temperature over southeastern Australia.
Voukantsis, Dimitris; Karatzas, Kostas; Kukkonen, Jaakko; Räsänen, Teemu; Karppinen, Ari; Kolehmainen, Mikko
2011-03-01
In this paper we propose a methodology consisting of specific computational intelligence methods, i.e. principal component analysis and artificial neural networks, in order to inter-compare air quality and meteorological data, and to forecast the concentration levels for environmental parameters of interest (air pollutants). We demonstrate these methods to data monitored in the urban areas of Thessaloniki and Helsinki in Greece and Finland, respectively. For this purpose, we applied the principal component analysis method in order to inter-compare the patterns of air pollution in the two selected cities. Then, we proceeded with the development of air quality forecasting models for both studied areas. On this basis, we formulated and employed a novel hybrid scheme in the selection process of input variables for the forecasting models, involving a combination of linear regression and artificial neural networks (multi-layer perceptron) models. The latter ones were used for the forecasting of the daily mean concentrations of PM₁₀ and PM₂.₅ for the next day. Results demonstrated an index of agreement between measured and modelled daily averaged PM₁₀ concentrations, between 0.80 and 0.85, while the kappa index for the forecasting of the daily averaged PM₁₀ concentrations reached 60% for both cities. Compared with previous corresponding studies, these statistical parameters indicate an improved performance of air quality parameters forecasting. It was also found that the performance of the models for the forecasting of the daily mean concentrations of PM₁₀ was not substantially different for both cities, despite the major differences of the two urban environments under consideration. Copyright © 2011 Elsevier B.V. All rights reserved.
Neural network based short-term load forecasting using weather compensation
DOE Office of Scientific and Technical Information (OSTI.GOV)
Chow, T.W.S.; Leung, C.T.
This paper presents a novel technique for electric load forecasting based on neural weather compensation. The proposed method is a nonlinear generalization of Box and Jenkins approach for nonstationary time-series prediction. A weather compensation neural network is implemented for one-day ahead electric load forecasting. The weather compensation neural network can accurately predict the change of actual electric load consumption from the previous day. The results, based on Hong Kong Island historical load demand, indicate that this methodology is capable of providing a more accurate load forecast with a 0.9% reduction in forecast error.
Forecasting differences in life expectancy by education.
van Baal, Pieter; Peters, Frederik; Mackenbach, Johan; Nusselder, Wilma
2016-07-01
Forecasts of life expectancy (LE) have fuelled debates about the sustainability and dependability of pension and healthcare systems. Of relevance to these debates are inequalities in LE by education. In this paper, we present a method of forecasting LE for different educational groups within a population. As a basic framework we use the Li-Lee model that was developed to forecast mortality coherently for different groups. We adapted this model to distinguish between overall, sex-specific, and education-specific trends in mortality, and extrapolated these time trends in a flexible manner. We illustrate our method for the population aged 65 and over in the Netherlands, using several data sources and spanning different periods. The results suggest that LE is likely to increase for all educational groups, but that differences in LE between educational groups will widen. Sensitivity analyses illustrate the advantages of our proposed method.
NASA Astrophysics Data System (ADS)
Omi, Takahiro; Ogata, Yosihiko; Hirata, Yoshito; Aihara, Kazuyuki
2015-04-01
Because aftershock occurrences can cause significant seismic risks for a considerable time after the main shock, prospective forecasting of the intermediate-term aftershock activity as soon as possible is important. The epidemic-type aftershock sequence (ETAS) model with the maximum likelihood estimate effectively reproduces general aftershock activity including secondary or higher-order aftershocks and can be employed for the forecasting. However, because we cannot always expect the accurate parameter estimation from incomplete early aftershock data where many events are missing, such forecasting using only a single estimated parameter set (plug-in forecasting) can frequently perform poorly. Therefore, we here propose Bayesian forecasting that combines the forecasts by the ETAS model with various probable parameter sets given the data. By conducting forecasting tests of 1 month period aftershocks based on the first 1 day data after the main shock as an example of the early intermediate-term forecasting, we show that the Bayesian forecasting performs better than the plug-in forecasting on average in terms of the log-likelihood score. Furthermore, to improve forecasting of large aftershocks, we apply a nonparametric (NP) model using magnitude data during the learning period and compare its forecasting performance with that of the Gutenberg-Richter (G-R) formula. We show that the NP forecast performs better than the G-R formula in some cases but worse in other cases. Therefore, robust forecasting can be obtained by employing an ensemble forecast that combines the two complementary forecasts. Our proposed method is useful for a stable unbiased intermediate-term assessment of aftershock probabilities.
Short-term forecasts gain in accuracy. [Regression technique using ''Box-Jenkins'' analysis
DOE Office of Scientific and Technical Information (OSTI.GOV)
Not Available
Box-Jenkins time-series models offer accuracy for short-term forecasts that compare with large-scale macroeconomic forecasts. Utilities need to be able to forecast peak demand in order to plan their generating, transmitting, and distribution systems. This new method differs from conventional models by not assuming specific data patterns, but by fitting available data into a tentative pattern on the basis of auto-correlations. Three types of models (autoregressive, moving average, or mixed autoregressive/moving average) can be used according to which provides the most appropriate combination of autocorrelations and related derivatives. Major steps in choosing a model are identifying potential models, estimating the parametersmore » of the problem, and running a diagnostic check to see if the model fits the parameters. The Box-Jenkins technique is well suited for seasonal patterns, which makes it possible to have as short as hourly forecasts of load demand. With accuracy up to two years, the method will allow electricity price-elasticity forecasting that can be applied to facility planning and rate design. (DCK)« less
Liu, Yan; Watson, Stella C.; Gettings, Jenna R.; Lund, Robert B.; Nordone, Shila K.; McMahan, Christopher S.
2017-01-01
This paper forecasts the 2016 canine Anaplasma spp. seroprevalence in the United States from eight climate, geographic and societal factors. The forecast’s construction and an assessment of its performance are described. The forecast is based on a spatial-temporal conditional autoregressive model fitted to over 11 million Anaplasma spp. seroprevalence test results for dogs conducted in the 48 contiguous United States during 2011–2015. The forecast uses county-level data on eight predictive factors, including annual temperature, precipitation, relative humidity, county elevation, forestation coverage, surface water coverage, population density and median household income. Non-static factors are extrapolated into the forthcoming year with various statistical methods. The fitted model and factor extrapolations are used to estimate next year’s regional prevalence. The correlation between the observed and model-estimated county-by-county Anaplasma spp. seroprevalence for the five-year period 2011–2015 is 0.902, demonstrating reasonable model accuracy. The weighted correlation (accounting for different sample sizes) between 2015 observed and forecasted county-by-county Anaplasma spp. seroprevalence is 0.987, exhibiting that the proposed approach can be used to accurately forecast Anaplasma spp. seroprevalence. The forecast presented herein can a priori alert veterinarians to areas expected to see Anaplasma spp. seroprevalence beyond the accepted endemic range. The proposed methods may prove useful for forecasting other diseases. PMID:28738085
A novel hybrid forecasting model for PM₁₀ and SO₂ daily concentrations.
Wang, Ping; Liu, Yong; Qin, Zuodong; Zhang, Guisheng
2015-02-01
Air-quality forecasting in urban areas is difficult because of the uncertainties in describing both the emission and meteorological fields. The use of incomplete information in the training phase restricts practical air-quality forecasting. In this paper, we propose a hybrid artificial neural network and a hybrid support vector machine, which effectively enhance the forecasting accuracy of an artificial neural network (ANN) and support vector machine (SVM) by revising the error term of the traditional methods. The hybrid methodology can be described in two stages. First, we applied the ANN or SVM forecasting system with historical data and exogenous parameters, such as meteorological variables. Then, the forecasting target was revised by the Taylor expansion forecasting model using the residual information of the error term in the previous stage. The innovation involved in this approach is that it sufficiently and validly utilizes the useful residual information on an incomplete input variable condition. The proposed method was evaluated by experiments using a 2-year dataset of daily PM₁₀ (particles with a diameter of 10 μm or less) concentrations and SO₂ (sulfur dioxide) concentrations from four air pollution monitoring stations located in Taiyuan, China. The theoretical analysis and experimental results demonstrated that the forecasting accuracy of the proposed model is very promising. Copyright © 2014 Elsevier B.V. All rights reserved.