Exponential smoothing

指数平滑
  • 文章类型: Journal Article
    新供应商和能源资源的出现在合同结构和定价体系方面重塑了能源市场。为了应对最近的俄罗斯-乌克兰危机,市场变化加速,影响从融资项目到合同数量的天然气供应链。对液化天然气数量的需求增加,加剧了从长期石油指数合同转向短期天然气指数合同的需要。预计这些变化将影响卡塔尔液化天然气预期增加的49MTPA的销售策略,其中增加现货销售份额将反映在更高的经济表现上。这项研究使用预测价格来调查潜在的卡塔尔液化天然气销售策略。最初,用于为卡塔尔液化天然气定价的最主要定价系统的预测(即,Brent,HenryHub,TitleTransferFacility,和日本韩国标记)估计在2023年至2040年之间。虽然卡塔尔一直依赖长期石油指数合同,第二步估计不同销售策略组合下的年度液化天然气收入(即,长期和现货销售)。最后,测量了不同的布伦特原油斜率对估计收入的影响。由于数据的局限性和非平稳性,在不同的测试模型中选择了双指数平滑模型。考虑到当前的市场动态,双指数平滑模型的预测显示,到2040年,价格呈上升趋势。据报道,所研究的定价系统的年平均增长率为1.24%。将长期布伦特指数合约的份额减少到70%,并将剩余的30%用于现货销售,从而产生了最高的收入估计溢价。据报道,70/30战略的平均年收入为620亿美元,比100%布伦特原油指数合约策略高出约6%。调查结果表明,多样化的销售方式和引入现货销售可以增加收入。从买家的角度来看,这些结果支持政策制定者理解缺乏流动性投资导致的价格上涨的影响。
    The emergence of new suppliers and energy resources has reshaped the energy market in terms of contractual structures and pricing systems. The market shifts were accelerated in response to the latest Russian-Ukraine crisis, impacting natural gas supply chains from financing projects to contracting volumes. The increased demand for liquified natural gas volumes intensified the need to switch from long-term oil-indexed contracts to short-term gas-indexed contracts. Those shifts were anticipated to influence the selling strategies for the expected added 49 MTPA of Qatari LNG, wherein increasing the share of spot selling would be reflected in higher economic performance. This study used forecasted prices to investigate potential Qatari LNG selling strategies. Initially, projections of the most dominant pricing systems used for pricing Qatari LNG (i.e., brent, Henry Hub, Title Transfer Facility, and Japan Korea Marker) were estimated between 2023 and 2040. While Qatar has been relying on long-term oil-indexed contracts, the second step estimated annual LNG revenues under different combinations of selling strategies (i.e., long-term and spot sales). Finally, the influence of varying brent slopes on the estimated revenues was measured. Due to data limitations and non-stationarity, the double exponential smoothing model was selected among the different tested models. Considering current market dynamics, forecasts of the double exponential smoothing model showed an upward price trend until 2040. An annual average increase of 1.24% for the studied pricing systems was reported. Reducing the share of long-term brent-indexed contracts to 70% and dedicating the remaining 30% of volumes to spot sales yielded the highest premiums for revenue estimates. An average annual revenue of $62 bn was reported for the 70/30 strategy, around 6% higher than the 100% brent-indexed contracts strategy. The findings revealed that diversifying the selling approach and introducing spot sales can enhance revenues. From the buyers\' perspective, the outcomes support policymakers in understanding the implications of escalated prices driven by a lack of liquidity investments.
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  • 文章类型: Journal Article
    最近,许多研究人员深入研究了塑料废物(PW)研究,本地和国际。这些研究中的许多研究都集中在与陆上和海上PW管理相关的问题上,以及随之而来的对公共卫生和生态系统的影响。到目前为止,在发展中国家(DC),很少或根本没有关于预测PW数量的研究。这项研究的主要目的是提供约翰内斯堡(CoJ)市PW生成的预测,南非在未来三十年。用于预测的数据是从南非统计局(StatsSA)获得的历史数据。为了进行有效的预测和比较,本研究采用三个时间序列模型.它们包括指数平滑(ETS),人工神经网络(ANN),和高斯过程回归(GPR)。指数核GPR模型在整体塑性预测中表现最好,决定系数(R2)为0.96,但是,关于个人PW估计,ANN更好,总体R2为0.93。从结果来看,据预测,在2021年至2050年之间,CoJ产生的总PW预计约为6.7兆吨,平均为0.22兆吨/年。此外,估计塑料成分为每年17,910吨PS;每年13,433吨PP;每年59,440吨HDPE;每年4478吨PVC;每年85,074吨PET;每年34,590吨LDPE和每年8955吨其他PWs。
    In recent times, many investigators have delved into plastic waste (PW) research, both locally and internationally. Many of these studies have focused on problems related to land-based and marine-based PW management with its attendant impact on public health and the ecosystem. Hitherto, there have been little or no studies on forecasting PW quantities in developing countries (DCs). The key objective of this study is to provide a forecast on PW generation in the city of Johannesburg (CoJ), South Africa over the next three decades. The data used for the forecasting were historical data obtained from Statistics South Africa (StatsSA). For effective prediction and comparison, three-time series models were employed in this study. They include exponential smoothing (ETS), Artificial Neural Network (ANN), and the Gaussian Process Regression (GPR). The exponential kernel GPR model performed best on the overall plastic prediction with a determination coefficient (R2) of 0.96, however, on individual PW estimation, ANN was better with an overall R2 of 0.93. From the result, it is predicted that between 2021 and 2050, the total PW generated in CoJ is forecasted to be around 6.7 megatonnes with an average of 0.22 megatonnes/year. In addition, the estimated plastic composition is 17,910 tonnes PS per year; 13,433 tonnes PP per year; 59,440 tonnes HDPE per year; 4478 tonnes PVC per year; 85,074 tonnes PET per year; 34,590 tonnes LDPE per year and 8955 tonnes other PWs per year.
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  • 文章类型: Journal Article
    在全球范围内,各国政府正在制定减少碳排放的政策和战略,以应对气候变化。监测政府碳减排政策的影响可以显著增强我们应对气候变化和实现减排目标的能力。在这方面,一个有前途的领域是人工智能(AI)在碳减排政策和战略监测中的作用。虽然研究人员已经探索了人工智能在各种来源数据上的应用,包括传感器,卫星,和社交媒体,确定减少碳排放的领域,人工智能在跟踪政府碳减排计划效果方面的应用受到限制。这项研究提出了一个基于长短期记忆(LSTM)和统计过程控制(SPC)的人工智能框架,用于监测碳排放的变化。使用英国年度二氧化碳排放量(人均)数据,涵盖1750年至2021年之间的时期。本文使用LSTM开发了英国碳排放特征和行为的替代模型。正如在我们的实验中观察到的,LSTM比ARIMA有更好的预测能力,指数平滑和前馈人工神经网络(ANN)在年度预测范围内预测CO2排放量。使用记录的排放数据与替代过程的偏差,然后使用SPC分析这些行为的变化和趋势,特别是休哈特个人/移动范围控制图。结果显示了20世纪90年代中期至2021年之间的几个可分配的变化,这些变化与英国政府在此期间降低碳排放的一些显著承诺相关。本文提出的框架可以帮助识别与一个国家正常二氧化碳排放显著偏离的时期,这可能是由于政府的碳减排政策或可能改变二氧化碳排放量的活动造成的。
    Across the globe, governments are developing policies and strategies to reduce carbon emissions to address climate change. Monitoring the impact of governments\' carbon reduction policies can significantly enhance our ability to combat climate change and meet emissions reduction targets. One promising area in this regard is the role of artificial intelligence (AI) in carbon reduction policy and strategy monitoring. While researchers have explored applications of AI on data from various sources, including sensors, satellites, and social media, to identify areas for carbon emissions reduction, AI applications in tracking the effect of governments\' carbon reduction plans have been limited. This study presents an AI framework based on long short-term memory (LSTM) and statistical process control (SPC) for the monitoring of variations in carbon emissions, using UK annual CO2 emission (per capita) data, covering a period between 1750 and 2021. This paper used LSTM to develop a surrogate model for the UK\'s carbon emissions characteristics and behaviours. As observed in our experiments, LSTM has better predictive abilities than ARIMA, Exponential Smoothing and feedforward artificial neural networks (ANN) in predicting CO2 emissions on a yearly prediction horizon. Using the deviation of the recorded emission data from the surrogate process, the variations and trends in these behaviours are then analysed using SPC, specifically Shewhart individual/moving range control charts. The result shows several assignable variations between the mid-1990s and 2021, which correlate with some notable UK government commitments to lower carbon emissions within this period. The framework presented in this paper can help identify periods of significant deviations from a country\'s normal CO2 emissions, which can potentially result from the government\'s carbon reduction policies or activities that can alter the amount of CO2 emissions.
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  • 文章类型: Journal Article
    在本文中,我们提出了一种新的短期负荷预测(STLF)模型,该模型基于上下文增强的混合和分层架构,结合了指数平滑(ES)和递归神经网络(RNN)。该模型由两个同时训练的轨道组成:上下文轨道和主轨道。上下文轨道向主轨道引入附加信息。它是从代表性系列中提取的,并动态调制以调整到主轨道预测的各个系列。RNN架构由多个循环层组成,这些层堆叠有分层扩张,并配备了最近提出的关注扩张的循环细胞。这些细胞使模型能够捕获短期,跨时间序列的长期和季节性依赖性,以及动态加权输入信息。该模型产生点预测和预测区间。对35个预测问题进行的实验部分表明,所提出的模型在准确性方面优于其前身以及标准统计模型和最先进的机器学习模型。
    In this paper, we propose a new short-term load forecasting (STLF) model based on contextually enhanced hybrid and hierarchical architecture combining exponential smoothing (ES) and a recurrent neural network (RNN). The model is composed of two simultaneously trained tracks: the context track and the main track. The context track introduces additional information to the main track. It is extracted from representative series and dynamically modulated to adjust to the individual series forecasted by the main track. The RNN architecture consists of multiple recurrent layers stacked with hierarchical dilations and equipped with recently proposed attentive dilated recurrent cells. These cells enable the model to capture short-term, long-term and seasonal dependencies across time series as well as to weight dynamically the input information. The model produces both point forecasts and predictive intervals. The experimental part of the work performed on 35 forecasting problems shows that the proposed model outperforms in terms of accuracy its predecessor as well as standard statistical models and state-of-the-art machine learning models.
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  • 文章类型: Journal Article
    梅毒仍然是中国主要的公共卫生问题。目的构建梅毒流行趋势预测的优化模型,为预防和控制梅毒提供有效的预防措施。
    1982年至2020年的梅毒发病率数据来自《中国卫生统计年鉴》。建立了指数平滑模型(ES模型)和BP神经网络模型,在此基础上,建立ES-BP组合模型。评估预测性能以比较MAE(平均绝对误差),MSE(均方误差),MAPE(平均绝对百分比误差),和RMSE(均方根误差)。
    最佳ES模型是布朗的线性趋势模型,MAE和MAPE值最低,其残差为白噪声序列(P=0.359)。最优BP神经网络模型有三层,输入节点数,隐藏,和输出层设置为5、11和1,以及MAE的平均值,MSE,通过五倍交叉验证,RMSE分别为1.519、6.894和1.969。ES-BP组合模型有三层,与模型节点1、4和1。MAE的最低平均值,MSE,通过五折交叉验证获得的RMSE分别为1.265、5.739和2.105。
    ES,BP神经网络,ES-BP组合模型可用于预测梅毒发病率,但是ES-BP组合模型的预测性能优于基本ES模型和基本BP神经网络模型。
    UNASSIGNED: Syphilis remains a major public health concern in China. We aimed to construct an optimum model to forecast syphilis epidemic trends and provide effective precautionary measures for prevention and control.
    UNASSIGNED: Data on the incidence of syphilis between 1982 and 2020 were obtained from the China Health Statistics Yearbook. An exponential smoothing model (ES model) and a BP neural network model were constructed, and on this basis, the ES-BP combination model was created. The prediction performance was assessed to compare the MAE (Mean Absolute Error), MSE (Mean Squared Error), MAPE (Mean Absolute Percentage Error), and RMSE (Root Mean Square Error).
    UNASSIGNED: The optimum ES model was Brown\'s linear trend model, which had the lowest MAE and MAPE values, and its residual was a white noise sequence (P=0.359). The optimum BP neural network model had three layers with the number of nodes in the input, hidden, and output layers set to 5, 11, and 1, and the mean values of MAE, MSE, and RMSE by five-fold cross-validation were 1.519, 6.894, and 1.969, respectively. The ES-BP combination model had three layers, with model nodes 1, 4, and 1. The lowest mean values of MAE, MSE, and RMSE obtained by five-fold cross-validation were 1.265, 5.739, and 2.105, respectively.
    UNASSIGNED: The ES, BP neural network, and ES-BP combination models can be used to predict syphilis incidence, but the prediction performance of the ES-BP combination model is better than that of a basic ES model and a basic BP neural network model.
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  • 文章类型: Journal Article
    道路交通事故造成的死亡人数与日俱增,几十年来已经成为一个令人担忧的全球问题。印度,随着她日益机动化,对这场全球灾难并不陌生。在本文中,两种相对简单但功能强大且通用的时间序列数据预测技术,自回归综合移动平均法(ARIMA)和指数平滑法用于预测2022-2031年印度道路交通事故造成的死亡人数。对基于这两种方法的结果进行了比较,发现它们彼此同步并与现有文献同步。此外,这是对同一数据使用两种时间序列分析技术并进行比较分析的独特尝试。这些数据来自道路运输和公路部的年度报告,印度(2020)和印度意外死亡和自杀(ADSI)国家犯罪记录局报告(2021)。在检查了所有可能的模型之后,观察到ARIMA(2,2,2)模型和指数平滑(M,A,N)模型适用于给定的数据。在这两个人中,ARIMA(2,2,2)模型具有较低的AIC和BIC值。因此,根据我们的模型选择标准,这是最好的模型。Further,该研究还揭示了印度未来10年道路意外死亡人数的上升趋势。
    The number of deaths due to road accident is increasing day by day and has become an alarming global problem over the decades. India, with her rising motorization is no stranger to this global catastrophe. In this paper two relatively simple yet powerful and versatile techniques for forecasting time series data, autoregressive integrated moving average method (ARIMA) and exponential smoothing method are used to forecast the number of deaths due to road accidents in India from the year 2022-2031. The results based on the two methods are compared and it is found that they are in sync with each other and pre-existing literature. Furthermore, this is a unique attempt to use two time series analysis techniques on the same data and carry out a comparative analysis. The data was collected from the annual report of Ministry of Road Transport and Highways, India (2020) and Accidental Deaths & Suicides in India (ADSI) Report of National Crime Record Bureau (2021). After examining all the probable models, it is observed that ARIMA (2, 2, 2) model and exponential smoothing (M, A, N) model are suitable for the given data. Amongst the two, ARIMA (2, 2, 2) model has a lower AIC and BIC value. Thus, this comes out to be the best model as per our model selection criterion. Further, the study also reveals an upward trend of number of road accidental deaths for the upcoming 10 years in India.
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  • 文章类型: Journal Article
    预测在每个研究领域都是一个有吸引力的话题,因为没有人知道潜在现象的确切性质,但是可以用数学函数来猜测。随着世界朝着技术和进步的方向发展,算法更新,以了解正在进行的现象的性质。机器学习(ML)算法是在每个任务方面使用的更新现象。实际汇率数据被认为是商业市场的重要组成部分之一,在学习市场趋势中起着举足轻重的作用。在这项工作中,机器学习模型,即,多层感知器模型(MLP),使用极限学习机(ELM)模型和经典时间序列模型,自回归综合移动平均(ARIMA)和指数平滑(ES)模型对实际汇率数据集(REER)进行建模和预测。正在考虑的数据是从2019年1月到2022年6月,包括864个观测值。这项研究将数据集分为训练和测试,并应用了所有陈述的模型。本研究选择符合关键绩效指标(KPI)标准的模型。该模型被选为预测实际汇率数据集行为的最佳候选模型。
    Forecasting is an attractive topic in every field of study because no one knows the exact nature of the underlying phenomena, but it can be guessed using mathematical functions. As the world progresses towards technology and betterment, algorithms are updated to understand the nature of ongoing phenomena. Machine learning (ML) algorithms are an updated phenomenon used in every task aspect. Real exchange rate data is assumed to be one of the significant components of the business market, which plays a pivotal role in learning market trends. In this work, machine learning models, i.e., the Multi-layer perceptron model (MLP), Extreme learning machine (ELM) model and classical time series models are used, Autoregressive integrated moving average (ARIMA) and Exponential Smoothing (ES) model to model and predict the real exchange rate data set (REER). The data under consideration is from January 2019 to June 2022 and comprises 864 observations. This study split the data set into training and testing and applied all stated models. This study selects a model that meets the Key Performance Indicators (KPI) criteria. This model was selected as the best candidate model to predict the behaviour of the real exchange rate data set.
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  • 文章类型: Journal Article
    猴痘是具有国际影响的严重公共卫生紧急情况。以前在流行国家以外报告过很少确认的猴痘病例。然而,自2022年5月以来,非流行国家的猴痘感染数量呈指数增长,尤其是在北美和欧洲。这项研究的目的是开发预测每日累积确诊猴痘病例的最佳模型,以帮助改善公共卫生策略。自回归移动平均积分(ARIMA),指数平滑,采用长期短期记忆(LSTM)和GM(1,1)模型来拟合世界上的累积病例,美国,西班牙,德国,英国和法国。通过最小平均绝对百分比误差(MAPE)评估性能,在其他指标中。ARIMA(2,2,1)模型在全球猴痘数据集上表现最好,MAPE值为0.040,而ARIMA(2,2,3)在美国和法国数据集上表现最好,MAPE值分别为0.164和0.043。指数平滑模型在西班牙,德国和英国的数据集,MAPE值分别为0.043、0.015和0.021。总之,应根据当地流行特征选择合适的模型,这对监测猴痘流行至关重要。猴痘疫情依然严重,尤其是在北美和欧洲,例如在美国和西班牙。全面的发展,各级循证科学计划对于控制猴痘感染的传播至关重要。
    Monkeypox is a critical public health emergency with international implications. Few confirmed monkeypox cases had previously been reported outside endemic countries. However, since May 2022, the number of monkeypox infections has increased exponentially in non-endemic countries, especially in North America and Europe. The objective of this study was to develop optimal models for predicting daily cumulative confirmed monkeypox cases to help improve public health strategies. Autoregressive integrated moving average (ARIMA), exponential smoothing, long short-term memory (LSTM) and GM (1, 1) models were employed to fit the cumulative cases in the world, the USA, Spain, Germany, the UK and France. Performance was evaluated by minimum mean absolute percentage error (MAPE), among other metrics. The ARIMA (2, 2, 1) model performed best on the global monkeypox dataset, with a MAPE value of 0.040, while ARIMA (2, 2, 3) performed the best on the USA and French datasets, with MAPE values of 0.164 and 0.043, respectively. The exponential smoothing model showed superior performance on the Spanish, German and UK datasets, with MAPE values of 0.043, 0.015 and 0.021, respectively. In conclusion, an appropriate model should be selected according to the local epidemic characteristics, which is crucial for monitoring the monkeypox epidemic. Monkeypox epidemics remain severe, especially in North America and Europe, e.g. in the USA and Spain. The development of a comprehensive, evidence-based scientific programme at all levels is critical to controlling the spread of monkeypox infection.
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  • 文章类型: Journal Article
    车联网(IoV)是一个提供智能交通管理的交互式网络,智能动态信息服务,和智能车辆控制运行的车辆。IoV中的主要问题之一是车辆不愿意共享本地数据,导致云服务器无法获取足够数量的数据来构建准确的机器学习(ML)模型。此外,IoV中的通信效率和ML模型准确性受到车载摄像头剧烈晃动和遮挡引起的噪声数据的影响。因此,我们提出了一种新的离群点检测和指数平滑联合学习(OES-Fed)框架来克服这些问题。更具体地说,我们从当前角度和历史角度对IoV中局部ML模型的噪声数据进行过滤。噪声数据滤波是通过组合数据离群来实现的,K-means,卡尔曼滤波和指数平滑算法三个数据集的实验结果表明,本文提出的OES-Fed框架取得了较高的精度,较低的损失,和更好的曲线下面积(AUC)。我们提出的OES-Fed框架可以更好地过滤噪声数据,为IoV中联合学习的起始领域提供重要的领域参考。
    The Internet of Vehicles (IoV) is an interactive network providing intelligent traffic management, intelligent dynamic information service, and intelligent vehicle control to running vehicles. One of the main problems in the IoV is the reluctance of vehicles to share local data resulting in the cloud server not being able to acquire a sufficient amount of data to build accurate machine learning (ML) models. In addition, communication efficiency and ML model accuracy in the IoV are affected by noise data caused by violent shaking and obscuration of in-vehicle cameras. Therefore we propose a new Outlier Detection and Exponential Smoothing federated learning (OES-Fed) framework to overcome these problems. More specifically, we filter the noise data of the local ML model in the IoV from the current perspective and historical perspective. The noise data filtering is implemented by combining data outlier, K-means, Kalman filter and exponential smoothing algorithms. The experimental results of the three datasets show that the OES-Fed framework proposed in this article achieved higher accuracy, lower loss, and better area under the curve (AUC). The OES-Fed framework we propose can better filter noise data, providing an important domain reference for starting field of federated learning in the IoV.
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  • 文章类型: Journal Article
    预测是几乎所有科学研究的关键一步,在工业的许多领域都是必不可少的,商业,临床和经济活动。文献中有许多预测方法;但是指数平滑法由于其简单性和准确性而脱颖而出。尽管事实是指数平滑法被广泛使用,并且在文献中已经存在了很长时间,它遇到了一些可能影响模型预测准确性的问题。另一种预测框架,叫阿塔,最近提出了克服这些问题并提供改进的预测。在这项研究中,Ata和指数平滑的预测精度将在没有趋势或线性趋势的数据集之间进行比较。这项研究的结果是使用具有不同样本量的模拟数据集获得的,差异。在短期和长期预测范围内比较预测误差。结果表明,在预测近期和远期时,该方法对两种类型的时间序列数据均优于指数平滑。该方法是在服务数据的美国年化每月利率上实施的,并且还比较了该数据集的预测性能。
    Forecasting is a crucial step in almost all scientific research and is essential in many areas of industrial, commercial, clinical and economic activity. There are many forecasting methods in the literature; but exponential smoothing stands out due to its simplicity and accuracy. Despite the facts that exponential smoothing is widely used and has been in the literature for a long time, it suffers from some problems that potentially affect the model\'s forecast accuracy. An alternative forecasting framework, called Ata, was recently proposed to overcome these problems and to provide improved forecasts. In this study, the forecast accuracy of Ata and exponential smoothing will be compared among data sets with no or linear trend. The results of this study are obtained using simulated data sets with different sample sizes, variances. Forecast errors are compared within both short and long term forecasting horizons. The results show that the proposed approach outperforms exponential smoothing for both types of time series data when forecasting the near and distant future. The methods are implemented on the U.S. annualized monthly interest rates for services data and their forecasting performance are also compared for this data set.
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