Autoregressive Recurrent Neural Network Research Articles

Global Probabilistic Forecasting for Multiple Tight Gas Wells Using Deep Autoregressive Networks

Summary Traditional methods for forecasting production rate, such as Arps, analytical techniques, and recurrent neural network (RNN)–based deep learning, are mainly point prediction techniques developed within the framework of single-well forecasting. These methods often face limitations stemming from single-well historical production data and model assumptions, hindering their ability to consider the influence of development patterns of other production wells within the block on the target well. In addition, they struggle to predict the multiple production rate time series simultaneously and often fail to quantify uncertainty in predictions or adequately exploit extensive relevant historical production data. To tackle these challenges, we propose a model based on the deep autoregressive recurrent neural network (DeepAR), leveraging related multiwell production rate data to enable global modeling and probabilistic forecasting. This model incorporates dynamic covariate and static categorical variable data, integrating Bayesian inference and using gradient descent algorithms and maximum likelihood estimation methods to derive a comprehensive historical-future production probability evolution pattern shared across multiple wells. Leveraging data from 943 tight gas wells, a comprehensive evaluation of the DeepAR model’s performance was undertaken, encompassing the comparison of prediction accuracy with long short-term memory (LSTM), classification prediction, cold-start prediction, and single-well multitarget prediction scenarios, summarizing the applicability conditions for each. The research findings highlight that DeepAR integrates the acquired comprehensive production probability evolution pattern with specific production historical data of the target well to formulate a “comprehensive + specific” production probability prediction approach, resulting in improved stability and accuracy. On average, DeepAR demonstrates a 58.79% reduction in normalized deviation (ND) compared to the LSTM model, showcasing enhanced stability, particularly in scenarios involving frequent well shut-ins and openings. Moreover, DeepAR can learn static categorical features, with the classification model resulting in a 27.15% reduction in the ND compared to the unclassified model. Furthermore, DeepAR adeptly addresses the challenge of limited data availability, achieving cold-start prediction and facilitating multitarget single-well training and prediction while considering the interdependency among multiple variables over time and effectively mitigating the issue of missing auxiliary variables during the prediction phase. This study contributes to a broader understanding of production forecasting and analysis of production dynamics methods from a big data perspective.

Form Uncertainty to Sustainable Decision-Making: A Novel MIDAS–AM–DeepAR-Based Prediction Model for E-Commerce Industry Development

Global efforts to build sustainable e-commerce ecosystems through various prediction tools have suffered due to uncertainty in politics, the economy, and the environment. This paper proposes a new integrative prediction model to track the sustainable development of e-commerce. Using US e-commerce data, this study explores the prediction accuracy of the mixed data sampling (MIDAS) model in combination with the attention mechanism (AM) approach, analyzing the performance differences between the model’s before and after improvements. More so, the paper evaluates the performance of the new prediction approach against other competing models using the prediction accuracy metric, the probability interval test, and the Diebold and Mariann (DM) test methods. The results indicate that the introduction of the MIDAS and the AM approaches allows the prediction model to fully utilize the effective information of the mixed-frequency data while simultaneously capturing the differences in the importance of the variables in terms of their time series and the non-linear relationship of the learning variables, thereby positively influencing the economic prediction of the e-commerce industry. Second, the proposed prediction model combines the ability of long-term and short-term high-precision prediction and performs multi-step probability prediction on the development of the e-commerce industry. It can better track abnormal changes in macroeconomic indicators and fit their fluctuation trends. Third, based on the results of the three evaluation indicators, the MIDAS–AM–Deep autoregressive recurrent neural network (DeepAR) model achieves optimal prediction accuracy, allowing it to provide more timely, accurate, and comprehensive predictions for e-commerce management decisions when macroeconomic conditions are undergoing significant transformations.

Probabilistic Causal Effect Estimation With Global Neural Network Forecasting Models.

We introduce a novel method to estimate the causal effects of an intervention over multiple treated units by combining the techniques of probabilistic forecasting with global forecasting methods using deep learning (DL) models. Considering the counterfactual and synthetic approach for policy evaluation, we recast the causal effect estimation problem as a counterfactual prediction outcome of the treated units in the absence of the treatment. Nevertheless, in contrast to estimating only the counterfactual time series outcome, our work differs from conventional methods by proposing to estimate the counterfactual time series probability distribution based on the past preintervention set of treated and untreated time series. We rely on time series properties and forecasting methods, with shared parameters, applied to stacked univariate time series for causal identification. This article presents DeepProbCP, a framework for producing accurate quantile probabilistic forecasts for the counterfactual outcome, based on training a global autoregressive recurrent neural network model with conditional quantile functions on a large set of related time series. The output of the proposed method is the counterfactual outcome as the spline-based representation of the counterfactual distribution. We demonstrate how this probabilistic methodology added to the global DL technique to forecast the counterfactual trend and distribution outcomes overcomes many challenges faced by the baseline approaches to the policy evaluation problem. Oftentimes, some target interventions affect only the tails or the variance of the treated units' distribution rather than the mean or median, which is usual for skewed or heavy-tailed distributions. Under this scenario, the classical causal effect models based on counterfactual predictions are not capable of accurately capturing or even seeing policy effects. By means of empirical evaluations of synthetic and real-world datasets, we show that our framework delivers more accurate forecasts than the state-of-the-art models, depicting, in which quantiles, the intervention most affected the treated units, unlike the conventional counterfactual inference methods based on nonprobabilistic approaches.

From Data to Draught: Modelling and Predicting Mixed-Culture Beer Fermentation Dynamics Using Autoregressive Recurrent Neural Networks

The ascendency of the craft beer movement within the brewing industry may be attributed to its commitment to unique flavours and innovative styles. Mixed-culture fermentation, celebrated for its novel organoleptic profiles, presents a modelling challenge due to its complex microbial dynamics. This study addresses the inherent complexity of modelling mixed-culture beer fermentation while acknowledging the condition monitoring limitations of craft breweries, namely sporadic offline sampling rates and limited available measurement parameters. A data-driven solution is proposed, utilising an Autoregressive Recurrent Neural Network (AR-RNN) to facilitate the production of novel, replicable, mixed-culture fermented beers. This research identifies time from pitch, specific gravity, pH, and fluid temperature as pivotal model parameters that are cost-effective for craft breweries to monitor offline. Notably, the autoregressive RNN fermentation model is generated using high-frequency multivariate data, a departure from intermittent offline measurements. Employing the trained autoregressive RNN framework, we demonstrate its robust forecasting prowess using limited offline input data, emphasising its ability to capture intricate fermentation dynamics. This data-driven approach offers significant advantages, showcasing the model’s accuracy across various fermentation configurations. Moreover, tailoring the design to the craft beer market’s unique demands significantly enhances the model’s practicable predictive capabilities. It empowers nuanced decision-making in real-world mixed-culture beer production. Furthermore, this model lays the groundwork for future studies, highlighting transformative possibilities for cost-effective model-based control systems in the craft beer sector.

Predicting climate change using an autoregressive long short-term memory model

Climate change is a pressing global issue. Mathematical models and global climate models have traditionally been invaluable tools in understanding the Earth’s climate system, however there are several limitations. Researchers are increasingly integrating machine learning techniques into environmental science related to time-series data; however, its application in the context of climate predictions remains open. This study develops a baseline machine learning model based on an autoregressive recurrent neural network with a long short-term memory implementation to predict the climate. The data were retrieved from the ensemble-mean version of the ERA5 dataset. The model developed in this study could predict the general trends of the Earth when used to predict both the climate and weather. When predicting climate, the model could achieve reasonable accuracy for a long period, with the ability to predict seasonal patterns, which is a feature that other researchers could not achieve with the complex reanalysis data utilized in this study. This study demonstrates that machine learning models can be utilized in a climate forecasting approach as a viable alternative to mathematical models and can be utilized to supplement current work that is mostly successful in short-term predictions.

CARRNN: A Continuous Autoregressive Recurrent Neural Network for Deep Representation Learning From Sporadic Temporal Data.

Learning temporal patterns from multivariate longitudinal data is challenging especially in cases when data is sporadic, as often seen in, e.g., healthcare applications where the data can suffer from irregularity and asynchronicity as the time between consecutive data points can vary across features and samples, hindering the application of existing deep learning models that are constructed for complete, evenly spaced data with fixed sequence lengths. In this article, a novel deep learning-based model is developed for modeling multiple temporal features in sporadic data using an integrated deep learning architecture based on a recurrent neural network (RNN) unit and a continuous-time autoregressive (CAR) model. The proposed model, called CARRNN, uses a generalized discrete-time autoregressive (AR) model that is trainable end-to-end using neural networks modulated by time lags to describe the changes caused by the irregularity and asynchronicity. It is applied to time-series regression and classification tasks for Alzheimer's disease progression modeling, intensive care unit (ICU) mortality rate prediction, human activity recognition, and event-based digit recognition, where the proposed model based on a gated recurrent unit (GRU) in all cases achieves significantly better predictive performance than the state-of-the-art methods using RNNs, GRUs, and long short-term memory (LSTM) networks.

Interpretable Imitation Learning with Symbolic Rewards

Sample inefficiency of deep reinforcement learning methods is a major obstacle for their use in real-world tasks as they naturally feature sparse rewards. In fact, this from-scratch approach is often impractical in environments where extreme negative outcomes are possible. Recent advances in imitation learning have improved sample efficiency by leveraging expert demonstrations. Most work along this line of research employs neural network-based approaches to recover an expert cost function. However, the complexity and lack of transparency make neural networks difficult to trust and deploy in the real world. In contrast, we present a method for extracting interpretable symbolic reward functions from expert data, which offers several advantages. First, the learned reward function can be parsed by a human to understand, verify and predict the behavior of the agent. Second, the reward function can be improved and modified by an expert. Finally, the structure of the reward function can be leveraged to extract explanations that encode richer domain knowledge than standard scalar rewards. To this end, we use an autoregressive recurrent neural network that generates hierarchical symbolic rewards represented by simple symbolic trees. The recurrent neural network is trained via risk-seeking policy gradients. We test our method in MuJoCo environments as well as a chemical plant simulator. We show that the discovered rewards can significantly accelerate the training process and achieve similar or better performance than neural network-based algorithms.

Mitigating network adaptation and QoT prediction challenges in WDM networks

Abstract The capacity and efficiency of optical communication networks have been completely transformed by wavelength division multiplexing (WDM) technology, which allows many wavelengths to be transmitted simultaneously over a single optical fibre. Conventional QoT prediction is based on analytical models that consider physical layer characteristics including dispersion, optical power and signal-to-noise ratio. But these models frequently oversimplify complex real-world situations, which reduces their accuracy for modern high-speed WDM networks. A data-driven solution is provided by machine learning(ML), which may boost the accuracy of QoT predictions by utilising real-time measurements, historical data and a variety of network situations. The creation of a ML-based framework for QoT prediction is investigated in the current research. This research proposes an effective ML-based routing computation model that uses a non-linear autoregressive recurrent neural network (ML-RCNA-RNN) to ensure QoT for every wavelength channel in high-capacity and high-speed WDM networks. Through simulations, more accurate QoT metrics, such as bit error rate (BER) 68.42 %, QoT prediction accuracy (Q-Factor) 5.9 %, network adaption time (ms) 48.3 %, latency (ms) 0.28 % and throughput (Gbps) 14.29 %, have been obtained compared to conventional QoT predictions. These results were obtained using Gaussian noise Python simulation (GNPy). As a result, the proposed framework that makes use of GNPy demonstrates that it substantially enhances optical communication networks’ performance and dependability. This facilitates the development of high-capacity, low-latency and reliable communication infrastructure, and makes it more adaptable and able to manage the complexity of high-speed WDM optical networks while preserving signal quality in the modern digital era.

Continuous time recurrent neural networks: Overview and benchmarking at forecasting blood glucose in the intensive care unit

ObjectiveBlood glucose measurements in the intensive care unit (ICU) are typically made at irregular intervals. This presents a challenge in choice of forecasting model. This article gives an overview of continuous time autoregressive recurrent neural networks (CTRNNs) and evaluates how they compare to autoregressive gradient boosted trees (GBT) in forecasting blood glucose in the ICU. MethodsContinuous time autoregressive recurrent neural networks (CTRNNs) are a deep learning model that account for irregular observations through incorporating continuous evolution of the hidden states between observations. This is achieved using a neural ordinary differential equation (ODE) or neural flow layer. In this manuscript, we give an overview of these models, including the varying architectures that have been proposed to account for issues such as ongoing medical interventions. Further, we demonstrate the application of these models to probabilistic forecasting of blood glucose in a critical care setting using electronic medical record and simulated data and compare with GBT and linear models. ResultsThe experiments confirm that addition of a neural ODE or neural flow layer generally improves the performance of autoregressive recurrent neural networks in the irregular measurement setting. However, several CTRNN architecture are outperformed by a GBT model (Catboost), with only a long short-term memory (LSTM) and neural ODE based architecture (ODE-LSTM) achieving comparable performance on probabilistic forecasting metrics such as the continuous ranked probability score (ODE-LSTM: 0.118 ± 0.001; Catboost: 0.118 ± 0.001), ignorance score (0.152 ± 0.008; 0.149 ± 0.002) and interval score (175 ± 1; 176 ± 1). ConclusionThe application of deep learning methods for forecasting in situations with irregularly measured time series such as blood glucose shows promise. However, appropriate benchmarking by methods such as GBT approaches (plus feature transformation) are key in highlighting whether novel methodologies are truly state of the art in tabular data settings.

A novel neural network for improved in-hospital mortality prediction with irregular and incomplete multivariate data

Accurate estimation of in-hospital mortality based on patients’ physiological time series data improves the performance of the clinical decision support systems and assists hospital providers in allocating resources. In practice, the data quality issues of missing values are ubiquitous in electronic health records (EHRs). Since the vital signs are usually observed with irregular temporal intervals and different sampling rates, it is challenging to predict clinical outcomes with sparse and incomplete multivariate time series. We propose an auto-regressive recurrent neural network (RNN) based model, dubbed the bi-directional recursive encoder–decoder network (BiRED), to jointly perform data imputation and mortality prediction. To capture complex patterns of medical time sequences, a 2D cross-regression with an RNN unit (2DCR-RNN) and an imputation block with an RNN unit (IB-RNN) are designed as the recurrent component of the encoder and decoder, respectively. Furthermore, a state initialization method is proposed to alleviate errors accumulated in the generated sequence. The experimental results on two real EHR datasets show that our proposed method can predict hospital mortality with high AUC scores.

A complete ensemble empirical mode decomposition with adaptive noise deep autoregressive recurrent neural network method for the whole life remaining useful life prediction of lithium-ion batteries

A complete ensemble empirical mode decomposition with adaptive noise deep autoregressive recurrent neural network method for the whole life remaining useful life prediction of lithium-ion batteries

Probabilistic Wind Power Forecasting Using Optimized Deep Auto-Regressive Recurrent Neural Networks

Wind power forecasting is very crucial for power system planning and scheduling. Deep neural networks (DNNs) are widely used in forecasting applications due to their exceptional performance. However, the DNNs’ architectural configuration has a significant impact on their performance, and the selection of proper hyper-parameters determines the success or failure of these models. Therefore, one of the challenging issues in DNNs is how to assess their hyper-parameter values effectively. Most of the previous researches in the literature have tuned the DNNs’ hyper-parameters manually, which is a weak and time-consuming task. Using optimization/evolutionary algorithms is an effective way to obtain the optimal values of DNNs’ hyper-parameters automatically. In this article, we propose a novel evolutionary algorithm that is based on the grasshopper optimization algorithm (GOA) improved by adding two evolutionary operators, opposition-based learning and chaos theory, to the optimization process. Overall, a novel probabilistic wind power forecasting model named neural GOA deep auto-regressive (NGOA-DeepAr) is proposed based on an auto-regressive recurrent neural network in which the proposed evolutionary algorithm has optimized its hyper-parameters. The performance of the proposed NGOA-DeepAr model is tested on two different datasets: One is the publicly available GEFCom-2014 dataset and the other is the Australian Energy Market Operator dataset. The prediction interval coverage probability and pinball loss for the two datasets are <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"><tex-math notation="LaTeX">$[0.902, 0.320]$</tex-math></inline-formula> and <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"><tex-math notation="LaTeX">$[0.933, 1.4885]$</tex-math></inline-formula> , respectively. According to the experimental findings, our proposed NGOA-DeepAr is much faster in learning and outperforms the benchmark DNNs and the other neuroevolutionary models.

Supplementing recurrent neural networks with annealing to solve combinatorial optimization problems

Combinatorial optimization problems can be solved by heuristic algorithms such as simulated annealing (SA) which aims to find the optimal solution within a large search space through thermal fluctuations. This algorithm generates new solutions through Markov-chain Monte Carlo techniques which can result in severe limitations, such as slow convergence and a tendency to stay within the same local search space at small temperatures. To overcome these shortcomings, we use the variational classical annealing (VCA) framework that combines autoregressive recurrent neural networks (RNNs) with traditional annealing to sample solutions that are uncorrelated. In this paper, we demonstrate the potential of using VCA as an approach to solving real-world optimization problems. We explore VCA’s performance in comparison with SA at solving three popular optimization problems: the maximum cut problem (Max-Cut), the nurse scheduling problem (NSP), and the traveling salesman problem (TSP). For all three problems, we find that VCA outperforms SA on average in the asymptotic limit by one or more orders of magnitude in terms of relative error. Interestingly, we reach large system sizes of up to 256 cities for the TSP. We also conclude that in the best case scenario, VCA can serve as a great alternative when SA fails to find the optimal solution.

Nonparametric Probabilistic Forecasting for Wind Power Generation Using Quadratic Spline Quantile Function and Autoregressive Recurrent Neural Network

Compared with commonly-used point forecasting, probabilistic forecasting provides quantitative information on the uncertainty associated with wind power output. However, most studies focus on modelling only a fixed set of quantiles or intervals, which cannot provide the entire information of wind power distribution. In this paper, we propose a non-parametric and flexible method for probabilistic wind power forecasting. First, the distribution of wind power output is specified by spline quantile function, which avoids assuming a parametric form and also provides flexible shape for wind power density. Then, autoregressive recurrent neural network is used to build the non-linear mapping from input features to the parameters of quadratic spline quantile function. A novel loss function based on continuous ranked probability score (CRPS) is designed to train the forecasting model. We also derive the closed-form solution of the integral required in computing the CRPS-based loss function in order to improve the computational efficiency in training. The effectiveness of our proposed method has been validated with public real-world data from Global Energy Forecasting Competition 2014. Compared with some advanced benchmarks, our proposed approach outperforms them at least six percent in terms of CRPS, indicating that it can provide probabilistic wind power forecasting with high quality.

Relationship between mobility and road traffic injuries during COVID-19 pandemic-The role of attendant factors.

This study investigates the important role of attendant factors, such as road traffic victims' access to trauma centres, the robustness of health infrastructure, and the responsiveness of police and emergency services in the incidence of Road Traffic Injuries (RTI) during the pandemic-induced COVID-19 lockdowns. The differential effects of the first and second waves of the pandemic concerning perceived health risk and legal restrictions provide us with a natural experiment that helps us differentiate between the impact of attendant factors and the standard relationship between mobility and Road Traffic Injuries. The authors use the auto-regressive recurrent neural network method on two population levels-Tamil Nadu (TN), a predominantly rural state, and Chennai, the most significant metropolitan city of the state, to draw causal inference through counterfactual predictions on daily counts of road traffic deaths and Road Traffic Injuries. During the first wave of the pandemic, which was less severe than the second wave, the traffic flow was correlated to Road Traffic Death/Road Traffic Injury. In the second wave's partial and post lockdown phases, an unprecedented fall of over 70% in Road Traffic Injury-Grievous as against Road Traffic Injury-Minor was recorded. Attendant factors, such as the ability of the victim to approach relief centres, the capability of health and other allied infrastructures, transportation and medical treatment of road traffic crash victims, and minimal access to other emergency services, including police, assumed greater significance than overall traffic flow in the incidence of Road Traffic Injury in the more severe second wave. These findings highlight the significant role these attendant factors play in producing the discrepancy between the actual road traffic incident rate and the officially registered rate. Thus, our study enables practitioners to observe the mobility-adjusted actual incidence rate devoid of factors related to reporting and registration of accidents.

A solution for M5 Forecasting - Uncertainty: Hybrid gradient boosting and autoregressive recurrent neural network for quantile estimation

This paper presents our 13th place solution to the M5 Forecasting - Uncertainty challenge and compares it against GoodsForecast’s second-place solution. This challenge aims to estimate the median and eight other quantiles of various product sales in Walmart. Both solutions handle the predictions of median and other quantiles separately. Our solution hybridizes LightGBM and DeepAR in various ways for median and quantile estimation, based on the aggregation levels of the sales. Similarly, GoodsForecast’s solution also utilized a hybrid approach, i.e., LightGBM for point estimation and a Histogram algorithm for quantile estimation. In this paper, the differences between the two solutions and their results are highlighted. Despite our solution only taking 13th place in the challenge with the competition metric, it achieves the lowest average rank based on the multiple comparisons with the best (MCB) test which implies the most accurate forecasts in the majority of the series. It also indicates better performance at the product-store aggregation level which comprises 30,490 (71.2% of all) series compared to most teams.

Recurrent Neural Network and Auto-Regressive Recurrent Neural Network for trend prediction of COVID-19 in India

On 31st December 2019 in Wuhan China, the first case of Covid-19 was reported in Wuhan, Hubei province in China. Soon world health organization has declared contagious coronavirus disease (COVID-19) as a global pandemic in the month of March 2020. Since then, researchers have focused on using machine learning and deep learning techniques to predict future cases of Covid-19. Despite all the research we still face the problem of not having a good and accurate prediction, and this is due to the complex and non-linear data of Covid-19. In this study, we will implement RNN and Auto Regressive RNN. At first, we implement LSTM and GRU in an independent way, then we will implement deepAR with LSTM and GRU cells. For the evaluation of the obtained results, we will use the MAPE and RMSE metrics.

Cluster Forecasting of Corruption Using Nonlinear Autoregressive Models with Exogenous Variables (NARX)—An Artificial Neural Network Analysis

Any effort to combat corruption can benefit from an examination of past and projected worldwide trends. In this paper, we forecast the level of corruption in countries by integrating artificial neural network modeling and time series analysis. The data were obtained from 113 countries from 2007 to 2017. The study is carried out at two levels: (a) the global level, where all countries are considered as a monolithic group; and (b) the cluster level, where countries are placed into groups based on their development-related attributes. For each cluster, we use the findings from our previous study on the cluster analysis of global corruption using machine learning methods that identified the four most influential corruption factors, and we use those as independent variables. Then, using the identified influential factors, we forecast the level of corruption in each cluster using nonlinear autoregressive recurrent neural network models with exogenous inputs (NARX), an artificial neural network technique. The NARX models were developed for each cluster, with an objective function in terms of the Corruption Perceptions Index (CPI). For each model, the optimal neural network is determined by fine-tuning the hyperparameters. The analysis was repeated for all countries as a single group. The accuracy of the models is assessed by comparing the mean square errors (MSEs) of the time series models. The results suggest that the NARX artificial neural network technique yields reliable future values of CPI globally or for each cluster of countries. This can assist policymakers and organizations in assessing the expected efficacies of their current or future corruption control policies from a global perspective as well as for groups of countries.

Soft Computing of a Medically Important Arthropod Vector with Autoregressive Recurrent and Focused Time Delay Artificial Neural Networks.

Simple SummaryArthropod vectors are responsible for transmitting a large number of diseases, and for most, there are still not available effective vaccines. Vector disease control is mostly achieved by a sustained prediction of vector populations to maintain support for surveillance and control activities. Mathematical models may assist in predicting arthropod population dynamics. However, arthropod dynamics, and mosquitoes particularly, due their complex life cycle, often exhibit an abrupt and non-linear occurrence. Therefore, there is a growing interest in describing mosquito population dynamics using new methodologies. In this work, we made an effort to gain insights into the non-linear population dynamics of Culex sp. adults, aiming to introduce straightforward soft-computing techniques based on artificial neural networks (ANNs). We propose two kind of models, one autoregressive, handling temperature as an exogenous driver and population as an endogenous one, and a second based only on the exogenous factor. To the best of our knowledge, this is the first study using recurrent neural networks and the most influential environmental variable for prediction of the WNv vector Culex sp. population dynamics, providing a new framework to be used in arthropod decision-support systems.A central issue of public health strategies is the availability of decision tools to be used in the preventive management of the transmission cycle of vector-borne diseases. In this work, we present, for the first time, a soft system computing modeling approach using two dynamic artificial neural network (ANNs) models to describe and predict the non-linear incidence and time evolution of a medically important mosquito species, Culex sp., in Northern Greece. The first model is an exogenous non-linear autoregressive recurrent neural network (NARX), which is designed to take as inputs the temperature as an exogenous variable and mosquito abundance as endogenous variable. The second model is a focused time-delay neural network (FTD), which takes into account only the temperature variable as input to provide forecasts of the mosquito abundance as the target variable. Both models behaved well considering the non-linear nature of the adult mosquito abundance data. Although, the NARX model predicted slightly better (R = 0.623) compared to the FTD model (R = 0.534), the advantage of the FTD over the NARX neural network model is that it can be applied in the case where past values of the population system, here mosquito abundance, are not available for their forecasting.

Ultra-short-term exogenous forecasting of photovoltaic power production using genetically optimized non-linear auto-regressive recurrent neural networks

Accurate and credible ultra-short-term photovoltaic (PV) power production prediction is very important in short-term resource planning, electric power dispatching, and operational security for the solar power system. This study proposes a novel approach of using genetically optimized non-linear auto-regressive recurrent neural networks (NARX) for ultra-short-term forecasting of PV power output. Hence, the high prediction accuracy of static multi-layered perceptron neural networks can be extended to dynamic (time-series) models with a more stable learning process. Exogenous models with different commonly available meteorological input parameters are developed and tested at five different locations in Algeria and Australia, as case studies of the arid desert climate. The prediction capabilities of the models are quantified as functions of the forecasting horizon (5, 15, 30, and 60 min) and the number of meteorological inputs using various statistical measures. It was found that the proposed models offer very good estimates of output power, with relative root mean square errors ranging between ∼10 and ∼20% and coefficients of determination higher than 91%, while improving the accuracy of corresponding endogenous models by up to 22.3% by only considering the day number and local time as external variables. Unlike the persistent model, the proposed NARX-GA models perform better as the forecasting horizon narrows down, with improvements of up to 58.4%.