Benchmark Model Research Articles

Prediction of Intraday Electricity Supply Curves

The electricity market in Spain, as in many European countries, is organized into daily, intraday, and reserve markets. This project aims to predict the supply curves in the Spanish intraday market that have six sessions with different horizons of application, using information from the market itself. To achieve this, we approximate these curves using a non-uniform grid of points and evaluate the quality of these approximations with a weighted distance, both based on empirical market data. We employ neural network models, including multilayer perceptrons (MLPs), convolutional neural networks (CNNs), long short-term memory (LSTM), bidirectional LSTM (BiLSTM), and a Transformer network alongside a naive model for benchmarking. The MLP and CNN models demonstrated significant improvements in predicting these supply curves for the six market sessions.

SkyMap: a generative graph model for GNN benchmarking

SkyMap: a generative graph model for GNN benchmarking

Multi-condition hawser tension prediction of offshore offloading system based on long and short-term memory network and transfer learning

Real-time prediction of hawser tension of the side-by-side oil offloading system of Floating Production Storage and Offloading (FPSO) can provide early warnings for hawser breakages and ship collision risk, thus improving structural, property, and environmental security. Although offline numerical models and Long Short-Term Memory (LSTM) could offer substantial precision, they confront intensive time costs in recalibrating or retraining models. This paper proposes an integration method of LSTM networks and transfer learning for real-time tension prediction considering inputs of actual remote wave elevations. We use short-term environmental data and numerical simulation data of correlated hawser tensions during offloading operations to train a pre-trained benchmark model for transfer learning. Then, a highly generalized and efficient transferred model is constructed by using a small sample to realize short-term tension predictions in time-varying environments. The results show the occurrence time and value of extreme tensions predicted by transfer learning nearly match the reference data, and their maximum errors are 3 s and 0.11, respectively, superior to LSTM direct training. Therefore, it provides sufficient demand for real-time prediction and early collision risk prevention in dynamically changing ocean environment. The research results could provide an alternative framework for intelligent monitoring of large-scale marine structures.

From Envelope Spectra to Bearing Remaining Useful Life: An Intelligent Vibration-Based Prediction Model with Quantified Uncertainty

Bearings are pivotal components of rotating machines where any defects could propagate and trigger systematic failures. Once faults are detected, accurately predicting remaining useful life (RUL) is essential for optimizing predictive maintenance. Although data-driven methods demonstrate promising performance in direct RUL prediction, their robustness and practicability need further improvement regarding physical interpretation and uncertainty quantification. This work leverages variational neural networks to model bearing degradation behind envelope spectra. A convolutional variational autoencoder for regression (CVAER) is developed to probabilistically predict RUL distributions with confidence measures. Enhanced average envelope spectra (AES) are used as network input for its physical robustness in bearing condition assessment and fault detection. The use of the envelope spectrum ensures that it contains only bearing-related information by removing other rotor-related frequencies, hence it improves the RUL prediction. Unlike traditional variational autoencoders, the probabilistic regressor and latent generator are formulated to quantify uncertainty in RUL estimates and learn meaningful latent representations conditioned on specific RUL. Experimental validations are conducted on vibration data collected using multiple accelerometers whose natural frequencies cover bearing resonance ranges to ensure fault detection reliability. Beyond conventional bearing diagnosis, envelope spectra are extended for statistical RUL prediction integrating physical knowledge of actual defect conditions. Comparative and ablation studies are conducted against benchmark models to demonstrate their effectiveness.

A novel approach for multivariate time series interval prediction of water quality at wastewater treatment plants

ABSTRACT This study proposes a novel approach for predicting variations in water quality at wastewater treatment plants (WWTPs), which is crucial for optimizing process management and pollution control. The model combines convolutional bi-directional gated recursive units (CBGRUs) with Adaptive Bandwidth Kernel Function Density Estimation (ABKDE) to address the challenge of multivariate time series interval prediction of WWTP water quality. Initially, wavelet transform (WT) was employed to smooth the water quality data, reducing noise and fluctuations. Linear correlation coefficient (CC) and non-linear mutual information (MI) techniques were then utilized to select input variables. The CBGRU model was applied to capture temporal correlations in the time series, integrating the Multiple Heads of Attention (MHA) mechanism to enhance the model's ability to comprehend complex relationships within the data. ABKDE was employed, supplemented by bootstrap to establish upper and lower bounds of the prediction intervals. Ablation experiments and comparative analyses with benchmark models confirmed the superior performance of the model in point prediction, interval prediction, the analysis of forecast period, and fluctuation detection for water quality data. Also, this study verifies the model's broad applicability and robustness to anomalous data. This study contributes significantly to improved effluent treatment efficiency and water quality control in WWTPs.

Robustness of quantum correlation in quantum energy teleportation

In this article, we explore a feedback-control protocol in different quantum field theories (QFTs) to study the quantum correlation in nonunitary evolution of quantum systems. Traditional studies on QFTs focus on quantum entanglement of pure states under the unitary evolution, however, we examine quantum correlation in mixed states using quantum energy teleportation (QET), which is an energy transfer protocol by utilizing ground state entanglement, and introduce quantum discord as a measure. QET involves a midcircuit measurement, which disrupts pure state entanglement. Despite this, our analysis demonstrates that quantum discord maintains the correlation throughout the QET process. We conducted numerical analyses with benchmark models including the Nambu-Jona-Lasinio (NJL) model, revealing that quantum discord consistently acts as an order parameter for phase transitions. The model is extended in a way that it has both the chiral chemical potential and the chemical potential, which are useful to study the phase structures mimicking the chiral imbalance between left- and right- quarks coupled to the chirality density operator. In all cases we studied, the quantum discord behaved as an order parameter of the phase transition. Published by the American Physical Society 2024

The Behaviour of Elbow Elements at Pure Bending Applications Compared to Beam and Shell Element models

Abstract This paper studies the response of ELBOW31 and ELBOW31B element types under pure bending conditions, using shell and beam element models for benchmarking. Various model lengths are evaluated, showing that a model length of six pipe diameters exhibits a hardening effect when total strain exceeds 3.5%, though a strain up to 1% is deemed sufficient for pipeline design. The study examines the effects of ovality modes and boundary conditions such as NOWARP and NOOVAL on the bending response. ELBOW31 with one or two ovality modes yields accurate results, while additional ovality modes or zero ovality mode can lead to overprediction of the elastic bending moment capacity. The introduction of the NOWARP condition enhances the accuracy of the ELBOW31 model, while the NOOVAL condition alone produces unrealistic results. The simplified ELBOW31B model shows good agreement with the ELBOW31-NOWARP model but similarly overpredicts when zero ovality mode is used. The study also finds that Poisson?s ratio and model length have no significant impact on the bending response when no restrictions are applied. Additional analyses, as presented in Appendices A and B, highlight the importance of D/t ratios in pipeline performance. A D/t ratio of 20 offers a stiffer response with reduced ovalization, while a D/t ratio of 50 results in greater flexibility and increased ovalization. These findings provide valuable insights for the selection of element types, boundary conditions, and D/t ratios in robust pipeline design.

Comparative Analysis of Heat Exchanger Models for Phase Change Material Melting Process: Experimental and Numerical Investigation

ABSTRACTThermal energy storage systems using PCM offer promising solutions for efficient thermal applications. This study aims to provide valuable insights into the PCM melting process and compare the thermal performance of different heat exchanger models. The experimental rig is carefully designed to simulate a shell and tube heat exchanger with five longitudinal copper fins at specific conditions. Three distinct models of the heat exchanger, labeled Models A, B, and C, were examined for their heat transfer efficiency during the melting process. Numerical simulations were conducted for the three models and compared with experimental results. Model A represented the benchmark model. It had uniform fin length, location, and angle. Model B was the modified design aimed at enhancing melting progress. These modifications included a longer lower fin, a shorter side fin compared to the reference, and a lower fin angle to optimize heat transfer performance. Model C incorporates further design modifications, with a longer lower fin, a shorter top fin, and different lower fin location. Numerical simulations and experimental observations revealed significant differences in heat transfer performance among the three models. The average heat transfer rates, measured up to the critical decline point, are crucial parameters for practical applications. A comparison among the three models showed that Model B surpassed the average heat transfer rate up to the critical point of Models A and C by 10% and 4%, respectively, demonstrating its superior practical applicability.

Forecasting Chinese Stock Market Volatility With Volatilities in Bond Markets

ABSTRACTIn this paper, we investigate whether the bond markets contain important information that can improve the accuracy of stock market volatility forecasts in China. We use realized volatility (RV) implemented by different maturity treasury bond futures contracts to predict the Chinese stock market volatility. Our work is based on the heterogeneous autoregressive (HAR) framework. Empirical results show that the volatility of treasury bond contracts with longer maturities (especially 10 years) has the best effect on predicting the Chinese stock market volatility, both in sample and out of sample. Two machine learning methods, the scaled principal component analysis (SPCA) and the least absolute shrinkage and selection operator (lasso), are also more effective than the HAR benchmark model's prediction. Finally, mean–variance investors can achieve substantial economic gains by allocating their investment portfolios based on volatility forecasts after introducing treasury bond futures volatility.

Stock price prediction based on hybrid CNN-LSTM model

Abstract. Stock price prediction is of great significance but faces numerous challenges. In this study, a hybrid CNN-LSTM model was utilized. The stock data were processed and feature engineering was conducted. The model architecture and training strategies were expounded. Experimental results demonstrated that this model outperformed traditional methods and benchmark models on the test set, featuring strong capabilities in feature extraction and handling long-term dependencies. Key roles of data preprocessing, hyperparameter adjustment, and model fusion were also summarized, providing valuable references for stock price prediction.

Sea Surface Temperature Prediction Using ConvLSTM-Based Model with Deformable Attention

Sea surface temperature (SST) prediction has received increasing attention in recent years due to its paramount importance in the various fields of oceanography. Existing studies have shown that neural networks are particularly effective in making accurate SST predictions by efficiently capturing spatiotemporal dependencies in SST data. Among various models, the ConvLSTM framework is notably prominent. This model skillfully combines convolutional neural networks (CNNs) with recurrent neural networks (RNNs), enabling it to simultaneously capture spatiotemporal dependencies within a single computational framework. To overcome the limitation that CNNs primarily capture local spatial information, in this paper we propose a novel model named DatLSTM that integrates a deformable attention transformer (DAT) module into the ConvLSTM framework, thereby enhancing its ability to process more complex spatial relationships effectively. Specifically, the DAT module adaptively focuses on salient features in space, while ConvLSTM further captures the temporal dependencies of spatial correlations in the SST data. In this way, DatLSTM can adaptively capture complex spatiotemporal dependencies between the preceding and current states within ConvLSTM. To evaluate the performance of the DatLSTM model, we conducted short-term SST forecasts in the Bohai Sea region with forecast lead times ranging from 1 to 10 days and compared its efficacy against several benchmark models, including ConvLSTM, PredRNN, TCTN, and SwinLSTM. Our experimental results show that the proposed model outperforms all of these models in terms of multiple evaluation metrics short-term SST prediction. The proposed model offers a new predictive learning method for improving the accuracy of spatiotemporal predictions in various domains, including meteorology, oceanography, and climate science.

Machine Learning-Based Optimization Models for Defining Storage Rules in Maritime Container Yards

This paper proposes an integrated approach to define the best consignment strategy for storing containers in an export yard of a maritime terminal. The storage strategy identifies the rules for grouping homogeneous containers, which are defined simultaneously with the assignment of each group of containers to the available blocks (bay-locations) in the yard. Unlike recent literature, this study focuses specifically on weight classes and their respective limits when establishing the consignment strategy. Another novel aspect of this work is the integration of a data-driven algorithm and operations research. The integrated approach is based on unsupervised learning and optimization models and allows us to solve large instances within a few seconds. Results obtained by spectral clustering are treated as input datasets for the optimization models. Two different formulations are described and compared: the main difference lies in how containers are assigned to bay-locations, shifting from a time-consuming individual container assignment to the assignment of groups of containers, which offers significant advantages in computational efficiency. Experimental tests are organized into three campaigns to evaluate the following: (i) The computational time and solution quality (i.e., space utilization) of the proposed models; (ii) The performance of these models against a benchmark model; (iii) The practical effectiveness of the proposed solution approach.

Automated Evaluation Method for Risk Behaviors of Quay Crane Operators at Ports Using Virtual Reality

Currently, the operational risk assessment of quay crane operators at ports relies on manual evaluations based on experience, but this method lacks objectivity and fairness. As port throughput continues to grow, the port accident rate has also increased, making it crucial to scientifically evaluate the risk behaviors of operators and improve their safety awareness. This paper proposes an automated evaluation method based on a Deep Q-Network (DQN) to assess the risk behaviors of quay crane operators in virtual scenarios. A risk simulation module has been added to the existing automated quay crane remote operation simulation system to simulate potential risks during operations. Based on the collected data, a DQN-based benchmark model reflecting the operational behaviors and decision-making processes of skilled operators has been developed. This model enables a quantitative evaluation of operators’ behaviors, ensuring the objectivity and accuracy of the assessment process. The experimental results show that, compared with traditional manual scoring methods, the proposed method is more stable and objective, effectively reducing subjective biases and providing a reliable alternative to conventional manual evaluations. Additionally, this method enhances operators’ safety awareness and their ability to handle risks, helping them identify and avoid risks during actual operations, thereby ensuring both operational safety and efficiency.

Dynamic Testing and Finite Element Model Adjustment of the Ancient Wooden Structure Under Traffic Excitation

In situ dynamic testing is conducted to study the dynamic characteristics of the wooden structure of the North House main hall. The velocity response signals on the measurement points are obtained and analyzed using the self-interaction spectral method and stochastic subspace method, yielding natural frequencies, mode shapes, and damping ratios. This study reveals that the natural frequencies and damping ratios are highly consistent between the two methods. Therefore, to eliminate errors, the average of the results from both modal identification methods is taken as the final measured modal parameters of the structure. The natural frequencies of the first and second order in the X direction were 2.097 Hz and 3.845 Hz and in the Y direction were 3.955 Hz and 5.701 Hz. The modal frequency in the Y direction of the structure exceeds that in the X direction. Concurrently, a three-dimensional finite element model was established using ANSYS 2021R1, considering the semi-rigid properties of mortise–tenon connections, and validated based on in situ dynamic testing. The sensitivity analysis indicates adjustments to parameters such as beam–column elastic modulus, tenon–mortise joint stiffness, and roof mass for finite element model refinement. Modal parameter calculations from the corrected finite element model closely approximate the measured modal results, with maximum errors of 9.41% for the first two frequencies, both within 10% of the measured resonant frequencies. The adjusted finite element model closely matches the experimental results, serving as a benchmark model for the wooden structure of North House main hall. The validation confirms the rationality of the benchmark finite element model, providing valuable insights into ancient timber structures along transportation routes.

A Spatial-Temporal Aggregated Graph Neural Network for Docked Bike-Sharing Demand Forecasting

Predicting the number of rented and returned bikes at each station is crucial for operators to proactively manage shared bike relocation. Although existing research has proposed spatial-temporal prediction models that significantly advance traffic prediction, these models often neglect the unique characteristics of shared bike systems (BSS). Spatially, the entire bike-sharing system (BSS) experiences peak activity during morning and evening rush hours, whereas, during other periods, activity is localized to local stations, with some recording no rides, highlighting the need to distinguish between global and local spatial information across different times. Temporally, the historical riding records for each station exhibit non-stationary patterns, necessitating the analysis of both global trends and local fluctuations. Existing Graph Neural Network (GNN) approaches to predicting shared bike demand primarily capture static spatial-temporal data and fail to account for the dynamic nature of bike flows. Moreover, these studies focus on global spatial-temporal information without considering local nuances, making it challenging to capture spatiotemporal dynamics in fluctuating BSS. To address these challenges, we introduce the Spatial-Temporal Aggregated Graph Neural Network (STAGNN). Our model first constructs a dynamic adjacent matrix to describe the evolving connections between stations, followed by local and global information layers to capture spatial-temporal information from large-scale shared bike networks accurately. Our methodology has been validated through experiments on four real-world datasets, comparing it against benchmark models to demonstrate superior prediction accuracy. Additionally, we conduct extended experiments on four datasets during the morning and evening rush hours, and the results also affirm the efficacy of the STAGNN in enhancing prediction performance.

Optimised Deep Learning for Time-Critical Load Forecasting Using LSTM and Modified Particle Swarm Optimisation

Short-term electric load forecasting is critical for power system planning and operations due to demand fluctuations driven by variable energy resources. While deep learning-based forecasting models have shown strong performance, time-sensitive applications require improvements in both accuracy and convergence speed. To address this, we propose a hybrid model that combines long short-term memory (LSTM) with a modified particle swarm optimisation (mPSO) algorithm. Although LSTM is effective for nonlinear time-series predictions, its computational complexity increases with parameter variations. To overcome this, mPSO is used for parameter tuning, ensuring accurate forecasting while avoiding local optima. Additionally, XGBoost and decision tree filtering algorithms are incorporated to reduce dimensionality and prevent overfitting. Unlike existing models that focus mainly on accuracy, our framework optimises accuracy, stability, and convergence rate simultaneously. The model was tested on real hourly load data from New South Wales and Victoria, significantly outperforming benchmark models such as ENN, LSTM, GA-LSTM, and PSO-LSTM. For NSW, the proposed model reduced MSE by 91.91%, RMSE by 94.89%, and MAPE by 74.29%. In VIC, MSE decreased by 91.33%, RMSE by 95.73%, and MAPE by 72.06%, showcasing superior performance across all metrics.

VS-LTGARCHX: A Flexible Variable Selection in Log-TGARCHX Models

Abstract The log-TGARCHX model is less restrictive in terms of the inclusion of exogenous variables and asymmetry lags compared to the GARCHX model. Nevertheless, adding less (or more) covariates than necessary may lead to under- or overfitting, respectively. In this context, we propose a new algorithm, called VS-LTGARCHX, which incorporates a variable selection procedure into the log-TGARCHX estimation process. Furthermore, the VS-LTGARCHX algorithm is applied to extremely volatile BTC markets using 42 conditioning variables. Interestingly, our results show that the VS-LTGARCHX models outperform benchmark models, namely the log-GARCH(1,1) and log-TGARCHX(1,1) models, in one-step-ahead forecasting.

Hybrid modeling approaches for agricultural commodity prices using CEEMDAN and time delay neural networks

Improving the forecasting accuracy of agricultural commodity prices is critical for many stakeholders namely, farmers, traders, exporters, governments, and all other partners in the price channel, to evade risks and enable appropriate policy interventions. However, the traditional mono-scale smoothing techniques often fail to capture the non-stationary and non-linear features due to their multifarious structure. This study has proposed a CEEMDAN (Complete Ensemble Empirical Mode Decomposition with Adaptive Noise)-TDNN (Time Delay Neural Network) model for forecasting non-linear, non-stationary agricultural price series. This study has evaluated its suitability in comparison with the other three major EMD (Empirical Mode Decomposition) variants (EMD, Ensemble EMD and Complementary Ensemble EMD) and the benchmark (Autoregressive Integrated Moving Average, Non-linear Support Vector Regression, Gradient Boosting Machine, Random Forest and TDNN) models using monthly wholesale prices of major oilseed crops in India. Outcomes from this investigation reflect that the CEEMDAN-TDNN hybrid models have outperformed all other forecasting models on the basis of evaluation metrics under consideration. For the proposed model, an average improvement of RMSE (Root Mean Square Error), Relative RMSE and MAPE (Mean Absolute Percentage Error) values has been observed to be 20.04%, 19.94% and 27.80%, respectively over the other EMD variant-based counterparts and 57.66%, 48.37% and 62.37%, respectively over the other benchmark stochastic and machine learning models. The CEEMD-TDNN and CEEMDAN-TDNN models have demonstrated superior performance in predicting the directional changes of monthly price series compared to other models. Additionally, the accuracy of forecasts generated by all models has been assessed using the Diebold-Mariano test, the Friedman test, and the Taylor diagram. The results confirm that the proposed hybrid model has outperformed the alternative models, providing a distinct advantage.

Assessing volatility persistence in fractional Heston models with self-exciting jumps

We derive a new fractional Heston model with self-exciting jumps. We study volatility persistence and demonstrate that the quadratic variation necessarily exhibits less memory than the integrated variance, which preserves the degree of long-memory of the instantaneous volatility. Focusing on realized volatility measures, we find that traditional long-memory estimators are dramatically downward biased, in particular for low-frequency intraday sampling. Conveniently, our Monte Carlo experiments reveal that some noise-robust local Whittle-type estimators offer good finite sample properties. We apply our theoretical results in a risk forecasting study and show that our frequency-domain forecasting procedure outperforms the traditional benchmark models.

Electric Vehicle Charging Station Recommendations Considering User Charging Preferences Based on Comment Data

User preferences are important for electric vehicle charging station (EVCS) recommendations, but they have not been deeply analyzed. Therefore, in this study, user charging preferences are identified and applied to EVCS recommendations using a hybrid model that integrates LightGBM and singular value decomposition (SVD). In the model, LightGBM is used to predict user ratings according to users’ comments regarding charging orders, and the feature importance reported by each user is output. Then, a co-occurrence matrix between users and charging stations (EVCSs) is constructed and decomposed using SVD. Based on the decomposed results, the final evaluated scores of each user for EVCSs can be calculated. Upon ranking the EVCSs according to the scores, the EVCS recommendation results are obtained, taking into account the users’ charging preferences. The sample data consist of 28,306 orders from 508 users at 241 charging stations in Linyi, Shandong, China. The experimental results show that the proposed hybrid model outperforms the benchmark models in terms of precision, recall, and F1 score, and its F1 score can be increased by 96% compared with that of the traditional item-based collaborative filtering method with charging counts for EVCS recommendations.