|Commenced in January 2007||Frequency: Monthly||Edition: International||Paper Count: 11|
Crude oil market is an immensely complex and dynamic environment and thus the task of predicting changes in such an environment becomes challenging with regards to its accuracy. A number of approaches have been adopted to take on that challenge and machine learning has been at the core in many of them. There are plenty of examples of algorithms based on machine learning yielding satisfactory results for such type of prediction. In this paper, we have tried to predict crude oil prices using Long Short-Term Memory (LSTM) based recurrent neural networks. We have tried to experiment with different types of models using different epochs, lookbacks and other tuning methods. The results obtained are promising and presented a reasonably accurate prediction for the price of crude oil in near future.
Several meteorological parameters were used for the prediction of monthly average daily global solar radiation on horizontal using recurrent neural networks (RNNs). Climatological data and measures, mainly air temperature, humidity, sunshine duration, and wind speed between 1995 and 2007 were used to design and validate a feed forward and recurrent neural network based prediction systems. In this paper we present our reference system based on a feed-forward multilayer perceptron (MLP) as well as the proposed approach based on an RNN model. The obtained results were promising and comparable to those obtained by other existing empirical and neural models. The experimental results showed the advantage of RNNs over simple MLPs when we deal with time series solar radiation predictions based on daily climatological data.
In this paper, a class of recurrent neural networks (RNNs) with variable delays are studied on almost periodic time scales, some sufficient conditions are established for the existence and global exponential stability of the almost periodic solution. These results have important leading significance in designs and applications of RNNs. Finally, two examples and numerical simulations are presented to illustrate the feasibility and effectiveness of the results.
In this paper, by using the continuation theorem of coincidence degree theory, M-matrix theory and constructing some suitable Lyapunov functions, some sufficient conditions are obtained for the existence and global exponential stability of periodic solutions of recurrent neural networks with distributed delays and impulses on time scales. Without assuming the boundedness of the activation functions gj, hj , these results are less restrictive than those given in the earlier references.
In this paper, the issue of pth moment exponential stability of stochastic recurrent neural network with distributed time delays is investigated. By using the method of variation parameters, inequality techniques, and stochastic analysis, some sufficient conditions ensuring pth moment exponential stability are obtained. The method used in this paper does not resort to any Lyapunov function, and the results derived in this paper generalize some earlier criteria reported in the literature. One numerical example is given to illustrate the main results.
this paper presents an auto-regressive network called the Auto-Regressive Multi-Context Recurrent Neural Network (ARMCRN), which forecasts the daily peak load for two large power plant systems. The auto-regressive network is a combination of both recurrent and non-recurrent networks. Weather component variables are the key elements in forecasting because any change in these variables affects the demand of energy load. So the AR-MCRN is used to learn the relationship between past, previous, and future exogenous and endogenous variables. Experimental results show that using the change in weather components and the change that occurred in past load as inputs to the AR-MCRN, rather than the basic weather parameters and past load itself as inputs to the same network, produce higher accuracy of predicted load. Experimental results also show that using exogenous and endogenous variables as inputs is better than using only the exogenous variables as inputs to the network.
this paper presents a multi-context recurrent network for time series analysis. While simple recurrent network (SRN) are very popular among recurrent neural networks, they still have some shortcomings in terms of learning speed and accuracy that need to be addressed. To solve these problems, we proposed a multi-context recurrent network (MCRN) with three different learning algorithms. The performance of this network is evaluated on some real-world application such as handwriting recognition and energy load forecasting. We study the performance of this network and we compared it to a very well established SRN. The experimental results showed that MCRN is very efficient and very well suited to time series analysis and its applications.