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197 results about "Moving-average model" patented technology

In time series analysis, the moving-average model (MA model), also known as moving-average process, is a common approach for modeling univariate time series. The moving-average model specifies that the output variable depends linearly on the current and various past values of a stochastic (imperfectly predictable) term.

Power system abnormal data identifying and correcting method based on time series analysis

InactiveCN104766175ARealize identificationRealize point-by-point correctionResourcesMissing dataConfidence interval
The invention discloses a power system abnormal data identifying and correcting method based on time series analysis. The power system abnormal data identifying and correcting method includes data preprocessing, time series modeling, abnormal data identifying and abnormal data correcting. Data preprocessing includes the step of identifying and correcting missing data in data to be detected and data suddenly changing to be zero. Time series modeling comprises the steps of conducting time series analyzing on the preprocessed data to be detected and establishing a model according to the time series, and a difference autoregression moving average model is used for modeling the data to be detected. According to abnormal data identifying, the fitting residual series of the established difference autoregression moving average model is analyzed, an error confidence interval is set, and abnormal data are identified. According to abnormal data correcting, a neural network method is used for establishing a prediction model for correcting the abnormal data, the data value of the moment when the abnormal data exist is predicted, and the abnormal data are corrected. The power system abnormal data identifying and correcting method is easy to implement and high in accuracy.
Owner:SOUTHEAST UNIV +3

Expressway traffic flow forecasting method based on time series

The invention discloses an expressway traffic flow forecasting method based on time series. The expressway traffic flow forecasting method includes the steps of selecting one time scale, and carrying out statistics to build the traffic flow time series Q=(x); setting the value range of the number p of autoregression items and the number q of moving average items according to the selected time scale; solving the number p of the autoregression items and the number q of the moving average items; fitting the optimal number p of the autoregression items and the optimal number q of the moving average items through the maximum likelihood estimation in cooperation with the traffic flow time series Q to obtain an optimal ARMA model, and obtaining weight parameters of historical measured values and weight parameters of historical error values; solving the traffic flow forecasting series (please see the specifications) under the different time scales. By means of the expressway traffic flow forecasting method, an obtained time series model can better meet the requirement for forecasting various kinds of flow of an expressway, and the forecasting universality is improved; operation is simple, the forecasting efficiency is improved, the forecasting speed is increased, and the engineering requirement of traffic forecasting of the expressway is met.
Owner:四川省交通科学研究所

Transformer fault prediction method based on monitoring data of dissolved gas in oil of transformer

The invention provides a transformer fault prediction method based on monitoring data of a dissolved gas in the oil of a transformer. The method includes the following steps of: optimization of historical online data of the dissolved gas in the oil of the transformer, model identification of the optimized data, estimation of auto-regression moving average model parameters, model checking and establishment. With the transformer fault prediction method adopted, the content of the characteristic gas in the oil of the transformer at any time point in the future can be predicted, and therefore, the faults of the transformer can be judged, and maintenance measures can be put forward. Compared with the prior art, the method can improve sample quality, embody individual characteristics of the transformer and reflect a characteristic that the dissolved gas in the oil changes with time. Since data obtained through adopting the method do not change abruptly, the method can make more stable and concise physical interpretation compared with a prediction model which is established through adopting traditional machine learning. With the transformer fault prediction method adopted, the accuracy of online data prediction of the dissolved gas in the oil of the transformer can be improved, and fault prediction and maintenance measures can be more accurate and reliable; a reliable guarantee can be provided for the maintenance and use of the transformer; and the service life of the transformer can be prolonged.
Owner:CHINA ELECTRIC POWER RES INST +2

Hydrological time series prediction method based on combination model

The invention discloses a hydrological time series prediction method based on a wavelet neural network and a difference autoregression moving average model. The method comprises: obtaining hydrological time series data and performing normalization processing; performing discrete wavelet decomposition on the normalized hydrological time series, to obtain a scale changing series and a plurality of wavelet transforming serieses; using an ARIMA model to perform fitting prediction on the scale changing series, to obtain a prediction value series, and performing wavelet reconstruction to obtain a normalized water level prediction series; using a WNN model to perform training fitting on the wavelet transforming serieses, to obtain prediction value serieses; performing reverse normalization on a normalized water level time series, to obtain a prediction value of an original series. The invention provides a new combination prediction model for water level and flow prediction of rivers and lakesfor water conservancy and hydropower industries. Prediction precision of the model is better than that of a conventional single neural network model and existing combination prediction methods. The method has high application value for flood control and drought relief, and irrigation and power generation.
Owner:HOHAI UNIV

Coal-burning boiler system mixing control method

The invention relates to a coal-fired boiler system hybrid controlling method. In the method, a real-time data driving method is firstly used for establishing a process model; concretely, the collected real-time process running data is taken as a sample set of data driving; based on the set, a local controlled autoregressive moving average model in the form of discrete difference equation based on a least square method is established; secondly, a typical response curve method is used to design the proportional integral derivative controllers of the process model; the designed proportional integral derivative controllers of the process model are then used to design the prediction proportional integral derivative controllers. The control method of the invention compensates the shortages of traditional controlling, effectively facilitates the design of the controllers, ensures the improvement of the controlling performance and complies with the given production performance indexes at the same time. The coal-fired boiler system hybrid controlling method effectively reduces the error between the ideal process parameters and practical process parameters, ensures that the control device runs under the best state and leads the process parameters to be strictly controlled.
Owner:HANGZHOU DIANZI UNIV

Error correction-based method for ultra-short term prediction of wind speeds of extreme learning machines

The invention provides an error correction-based method for ultra-short term prediction of wind speeds of extreme learning machines. The method comprises the following steps of: S1, normalizing wind speed history data to obtain a normalized data set; S2, establishing an extreme learning machine model, and carrying out wind speed prediction by utilizing the extreme learning machine model and the normalized data set so as to obtain a preliminary predicted value set and an error set; S3, judging whether a sequence of the error set is stable or not, if the judging result is positive, inputting theerror set into an auto-regression moving average model to obtain a first error prediction sequence, and if the judging result is negative, inputting the error set into an auto-regression integral moving average model to obtain a second error prediction sequence; and S4, superposing the preliminary predicted value set with the first error prediction sequence or the second error prediction sequenceso as to obtain a final wind speed predicted value set. According to the error correction-based method for ultra-short term prediction of wind speeds of extreme learning machines, wind speeds are predicted through correcting errors, so that the advantage of improving the wind speed prediction precision is provided.
Owner:SHANGHAI DIANJI UNIV

Method and system for predicting residual lives of tools in online manner

ActiveCN108907896AReaction processing stateReactive wear stateMeasurement/indication equipmentsAcoustic emissionEngineering
The invention provides a method and a system for predicting the residual lives of tools in an online manner. The method includes inputting tool and machining information into a tool management systemand acquiring acoustic emission and power signals in real time; building SVR (support vector regression) models for the same types of tools in tool databases, establishing relations between signal characteristics and abrasion loss and setting thresholds. The acoustic emission and power signals of each machining time point are processed during machining, a series of characteristics are extracted, autoregressive integral moving average models are built, predicted values of the signal characteristics can be obtained and then are converted into the abrasion loss by the aid of the SVR models, the abrasion loss is compared to the thresholds, and accordingly the residual lives of the tools at current moments can be computed. The system comprises the tool management system, an acoustic emission and power signal monitoring system, a metal two-dimensional code printing system and two-dimensional code scanning equipment. The method and the system have the advantages that tool residual life prediction accuracy and real-time performance can be improved, the tool utilization rate can be increased, and the production cost can be reduced.
Owner:SHANGHAI JIAO TONG UNIV
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