Loading...
Search for: forecast
0.013 seconds
Total 588 records

    A hybrid deep and machine learning model for short-term traffic volume forecasting of adjacent intersections

    , Article IET Intelligent Transport Systems ; Volume 16, Issue 11 , 2022 , Pages 1648-1663 ; 1751956X (ISSN) Mirzahossein, H ; Gholampour, I ; Sajadi, S. R ; Zamani, A. H ; Sharif University of Technology
    John Wiley and Sons Inc  2022
    Abstract
    Despite complex fluctuations, missing data, and maintenance costs of detectors, traffic volume forecasting at intersections is still a challenge. Moreover, most existing forecasting methods consider an isolated intersection instead of multiple adjacent ones. By accurately forecasting the volume of short-term traffic, a low-cost method can be provided to solve the problems of congestion, delay, and breakdown of detectors in the road transport system. This paper outlines a novel hybrid method based on deep learning to estimate short-term traffic volume at three adjacent intersections. The gated recurrent unit (GRU) and long short-term memory (LSTM) bilayer network with wavelet transform (WL)... 

    Evaluation of Forecast Combination Methods:A Case Study of House Price in Tehran

    , M.Sc. Thesis Sharif University of Technology Atrianfar, Hamed (Author) ; Barakchian, Mahdi (Supervisor) ; Fatemi, Farshad (Supervisor)
    Abstract
    Forecasting has a crucial role for decision makers in economics and finance and is frequently used by firms, government institutions and professional economists. Academic studies in macroeconomics modeling and economic forecasting have been historically concentrated on models with few variables. But in practice, a decision maker has a large amount of information in the form of variables which has some predictive content for the target variable. One way to handle the large-scale information in forecasting is to use forecast combination methods. These methods generally combine the simple forecasts of some target variable while the forecasts are weighted according to their relative accuracy,... 

    Short-term Load Forecasting

    , M.Sc. Thesis Sharif University of Technology Shokuhian, Hamideh (Author) ; Fatemi Ardestani, Farshad (Supervisor) ; Barakchian, Mahdi (Supervisor)
    Abstract
    In this thesis we are going to forecast the hourly consumption of the electricity over the country with two models and then, combine them. The first model decomposes the consumption to a deterministic trend and a stochastic residual. The second one assumes that the trend part is also stochastic.Once the consumption is being predicted separately by the models, in the second part of the thesis, we will combine the results to get a final prediction. This prediction is going to be compared with the load forecast of the Dispatching Unit of the electricity network as a base model. We are going to answer two important questions: firstly, does combining the models give a better prediction or not,... 

    Real-Time Traffic Flow Forecasting and Travel Time Prediction

    , M.Sc. Thesis Sharif University of Technology Mahini, Mohammad (Author) ; Habibi, Jafar (Supervisor)
    Abstract
    There has been great progress in Intelligent Transportation Systems (ITS) during the past decade. It is often difficult to manage vehicle traffic systems due to high variations and complexity. Intelligent Transportation Systems try to devise more efficient and more reliable solutions for vehicle traffic systems. Many ITS applications rely on short-term predictions of traffic state and it is crucial to provide reliable estimates of the traffic state in near future.Providing an accurate estimate of transportation time in a specific piece of street is a key task in Intelligent Traffic Systems (ITS). This estimate can be either for the moment or a future prediction. A practical ITS must be... 

    Estimation of Reservoir Performance Parameters Using Percolation Approach

    , Ph.D. Dissertation Sharif University of Technology Sadeghnejad Limouei, Saeeid (Author) ; Masihi, Mohsen (Supervisor) ; Shojaei, Ali Akbar (Supervisor) ; Pishvaie, Mahmoud Reza (Co-Advisor) ; Rabert King, Peter (Co-Advisor)
    Abstract
    The conventional approach to investigate the reservoir performance is to build a detailed geological model, upscale it, and finally run flow simulation which is computationally very expensive. In addition, during the early stage of life of a reservoir, due to the lake of certain data, this method is usually based on analogues or rules of thumb and not detailed reservoir modelling. Therefore, there is a great incentive to produce much simpler physically-based methodologies. The main focus of this thesis is to use percolation approach to estimate the uncertainty in the reservoir properties. This method considers a hypothesis that the reservoir can be split into either permeable (i.e.... 

    Forecasting the effects of a Canada-US currency union on output and prices: A counterfactual analysis

    , Article Journal of Forecasting ; Volume 32, Issue 7 , 2013 , Pages 639-653 ; 02776693 (ISSN) Mahdi Barakchian, S ; Sharif University of Technology
    2013
    Abstract
    This paper is a counterfactual analysis investigating the consequences of the formation of a currency union for Canada and the USA: whether outputs increase and prices decrease if these countries form a currency union. We use a two-country cointegrated model to conduct the counterfactual analysis, where the conditional forecasts are generated based on the Gaussian assumption. To deal with structural breaks and model uncertainty, conditional forecasts are generated from different models/estimation windows and the model-averaging technique is used to combine the forecasts. We also examine the robustness of our results to parameter uncertainty using the wild bootstrap method. The results show... 

    Tourist arrival forecasting by evolutionary fuzzy systems

    , Article Tourism Management ; Volume 32, Issue 5 , 2011 , Pages 1196-1203 ; 02615177 (ISSN) Hadavandi, E ; Ghanbari, A ; Shahanaghi, K ; Abbasian Naghneh, S ; Sharif University of Technology
    Abstract
    Accurate forecasts of tourist arrivals and study of the tourist arrival patterns are essential for the tourism-related industries to formulate efficient and effective strategies on maintaining and boosting tourism industry in a country. Forecasting accuracy is one of the most important factors involved in selecting a forecasting method. This study presents a hybrid artificial intelligence (AI) model to develop a Mamdani-type fuzzy rule-based system to forecast tourist arrivals with high accuracy. The hybrid model uses genetic algorithm for learning rule base and tuning data base of fuzzy system. Actually it extracts useful information patterns with a descriptive rule induction approach based... 

    Large metropolitan water demand forecasting using DAN2, FTDNN, and KNN models: A case study of the city of Tehran, Iran

    , Article Urban Water Journal ; Volume 14, Issue 6 , 2017 , Pages 655-659 ; 1573062X (ISSN) Ghiassi, M ; Fa'al, F ; Abrishamchi, A ; Sharif University of Technology
    Taylor and Francis Ltd  2017
    Abstract
    Efficient operation of urban water systems necessitates accurate water demand forecasting. We present daily, weekly, and monthly water demand forecasting using dynamic artificial neural network (DAN2), focused time-delay neural network (FTDNN), and K-nearest neighbor (KNN) models for the city of Tehran. The daily model investigates whether partitioning weekdays into weekends and non-weekends can improve forecast results; it did not. The weekly model yielded good results by using the summation of the daily forecast values into their corresponding weeks. The monthly results showed that partitioning the year into high and low seasons can improve forecast accuracy. All three models offer very... 

    Data-driven buiding climate control using model prediction and online weather forecast data

    , Article ; July , 2020 , Pages 1801-1806 Mohammadzadeh Mazar, M ; Rezaei Zadeh, A ; Sharif University of Technology
    Institute of Electrical and Electronics Engineers Inc  2020
    Abstract
    This paper proposes a multi-unit building model, in which the parameters are obtained via an online identification process. The identification process is carried out on-the-fly so it can update the best model of the building units. A model predictive controller (MPC) is also employed that uses the prediction of the building model, as well as the weather forecast data and acts on the heating boiler in an optimal fashion. In addition, since the controller is designed for a multi-unit building, it is crucial to estimate the amount of the delay that takes the hot flow to reach the units. This paper presents a very simple method for the delay identification based on unscented kalman filter. For... 

    Electricity price forecasting using artificial neural network

    , Article 2006 International Conference on Power Electronics, Drives and Energy Systems, PEDES '06, New Delhi, 12 December 2006 through 15 December 2006 ; 2006 ; 078039772X (ISBN); 9780780397729 (ISBN) Ranjbar, M ; Soleymani, S ; Sadati, N ; Ranjbar, A. M ; Sharif University of Technology
    2006
    Abstract
    In the restructured power markets, price of electricity has been the key of all activities in the power market. Accurately and efficiently forecasting electricity price becomes more and more important. Therefore in this paper, an Artificial Neural Network (ANN) model is designed for short term price forecasting of electricity in the environment of restructured power market. The proposed ANN model is a four-layered perceptron neural network, which consists of, input layer, two hidden layers and output layer. Instead of conventional back propagation (BP) method, Levenberg- Marquardt BP (LMBP) method has been used for the ANN training to increase the speed of convergence. Matlab is used for... 

    Monthly electricity consumption forecasting: a step-reduction strategy and autoencoder neural network

    , Article IEEE Industry Applications Magazine ; Volume 27, Issue 2 , 2021 , Pages 90-102 ; 10772618 (ISSN) Li, Z ; Li, K ; Wang, F ; Xuan, Z ; Mi, Z ; Li, W ; Dehghanian, P ; Fotuhi Firuzabad, M ; Sharif University of Technology
    Institute of Electrical and Electronics Engineers Inc  2021
    Abstract
    Accurate monthly electricity consumption forecasting (ECF) can help retailers enhance the profitability in deregulated electricity markets. Most current methods use monthly load data to perform monthly ECF, which usually produces large errors due to insufficient training samples. A few methods try to use fine-grained smart-meter data (e.g., hourly data) to increase training samples. However, such methods still exhibit low accuracy due to the increase in forecasting steps. © 1975-2012 IEEE  

    Forecasting and Optimization a Portfolio Using Robust Optimization

    , M.Sc. Thesis Sharif University of Technology Badri, Hamid Reza (Author) ; Modarres Yazdi, Mohammad (Supervisor)
    Abstract
    In this Thesis, a multi period portfolio optimization consisting stocks, gold and risk free asset is considered, in which periodical reinvestment and withdrawing is possible. Maximizing the net present value of investor’s cash flow is the objective. Due to the existence of uncertain parameters, two robust counterpart models are developed. In the first model, a conservative robust model is presented to generate feasible solution in all cases. In the second one, the conservative degree of investor is adjustable to control the risk of the model by investor appropriately. For evaluating the proposed models, the data of 5 well known stocks of Tehran market and gold prices are gathered. By using... 

    Urban Water Demand Forecasting with Dynamic Artificial Neural Networks

    , M.Sc. Thesis Sharif University of Technology Fa'al, Fatemeh (Author) ; Abrishamchi, Ahmad (Supervisor)
    Abstract
    The water demand forecasting is an important activity for successful planning, utilization and operation of urban water supply and distribution systems. The population growth result in water consumption growth, also the restriction of water resources lead to pay more attention to the water demand management. The unexpected droughts, financial crises, over-use of water resources, or inessential infrastructure development are the outcome of poor water demand prediction and inflexible water resource management. This research is addressed the daily short-term (two week ahead), weekly medium-term (six months ahead), and monthly long-term (two years ahead) water demand. The dynamic artificial... 

    Modeling Tsunami Wavesand Designinga Warning Systemfor This Phenomenon by UseofIT (Case Study the Sea of Oman)

    , M.Sc. Thesis Sharif University of Technology Namdar, Khashayar (Author) ; Abbaspour Tehrani, Majid (Supervisor)
    Abstract
    Tsunami, like many other natural disasters leaves people a short time for escape. When talking about Tsunami, the escape time is the period it takes for the wave to start moving from the epicenter, change into a giant wave gradually and reach to a cost. In order to minimize damages of this phenomenon, the escaped time has to be estimated without delay. For this purpose the first needed action is modeling the Tsunami waves. Analytical and numerical models and software that are designed based on them do exist. To have an efficient and rapid Tsunami alarming system all of these options are examined in this project. Then having a reliable model quite a few probable scenarios are propounded. The... 

    An optimal hybrid power generation scheme in a power system - A practical experience

    , Article International Review of Electrical Engineering ; Volume 8, Issue 5 , 2013 , Pages 1566-1577 ; 18276660 (ISSN) Sebt Ahmadi, S. M ; Ebrahimi, S ; Pirnazari, A ; Ranjbar, A. M ; Sharif University of Technology
    2013
    Abstract
    Electricity generation in vicinity of the load centers seems rather imperative since the costs associated with the reinforcement of new transmission lines are hugely intolerable or maybe this process cannot be practically applicable. There are many means of power generation in addition to the conventional ones among them are solar cells, wind turbines, and thermal units. In this paper, these sources of power generation are involved to manage a power system of an island region. As a consequence, the possibility of exploiting the constructive effects of such green energy resources would be approved. In respect with a reliable system adequacy management, short-term load forecasting (STLF) is... 

    A hybrid intelligent model using technical and fundamental analysis to forecasting stock price index

    , Article Economic Computation and Economic Cybernetics Studies and Research ; Volume 44, Issue 2 , 2010 , Pages 95-112 ; 0424267X (ISSN) Shavandi, H ; Alizadeh, P ; Sharif University of Technology
    2010
    Abstract
    In this paper we develop a hybrid forecasting model which combines artificial intelligence and technical analysis to predict short-term stock price index. The results show that using technical indices as neural network's inputs yields good performance in forecasting short-term prices, but this model cannot predict long-term prices well. To overcome this shortcoming we have exploited a fuzzy inference system based on analyzing the historical effects of macro economic variables on the stock markets' indices. Our forecasting models differ from the other ones in two main aspects: the first one is analyzing previous macroeconomics trends in order to build a Mamdani FIS and the second one is... 

    Statistical modeling approaches for pm10 prediction in urban areas; A review of 21st-century studies

    , Article Atmosphere ; Volume 7, Issue 2 , 2016 ; 20734433 (ISSN) Taheri Shahraiyni , H ; Sodoudi, S ; Sharif University of Technology
    MDPI AG  2016
    Abstract
    PM10 prediction has attracted special legislative and scientific attention due to its harmful effects on human health. Statistical techniques have the potential for high-accuracy PM10 prediction and accordingly, previous studies on statistical methods for temporal, spatial and spatio-temporal prediction of PM10 are reviewed and discussed in this paper. A review of previous studies demonstrates that Support Vector Machines, Artificial Neural Networks and hybrid techniques show promise for suitable temporal PM10 prediction. A review of the spatial predictions of PM10 shows that the LUR (Land Use Regression) approach has been successfully utilized for spatial prediction of PM10 in urban areas.... 

    Small-scale building load forecast based on hybrid forecast engine

    , Article Neural Processing Letters ; 2017 , Pages 1-23 ; 13704621 (ISSN) Mohammadi, M ; Talebpour, F ; Safaee, E ; Ghadimi, N ; Abedinia, O ; Sharif University of Technology
    Abstract
    Electricity load forecasting plays an important role for optimal power system operation. Accordingly, short term load forecast (STLF) is also becoming an important task by researchers to tackle the mentioned problem. As a consequence of the highly non-smooth and volatile trend of the load time series specially in building levels, its STLF is even a more complex procedure than that of a power system. For this purpose, in this paper we proposed a new prediction model based on a new feature selection algorithm and hybrid forecast engine of enhanced version of empirical mode decomposition named sliding window EMD bundled with an intelligent algorithm. The proposed forecast engine is combined... 

    Modeling and forecasting US presidential election using learning algorithms

    , Article Journal of Industrial Engineering International ; 2017 , Pages 1-10 ; 17355702 (ISSN) Zolghadr, M ; Akhavan Niaki, S. A ; Niaki, S. T. A ; Sharif University of Technology
    Abstract
    The primary objective of this research is to obtain an accurate forecasting model for the US presidential election. To identify a reliable model, artificial neural networks (ANN) and support vector regression (SVR) models are compared based on some specified performance measures. Moreover, six independent variables such as GDP, unemployment rate, the president’s approval rate, and others are considered in a stepwise regression to identify significant variables. The president’s approval rate is identified as the most significant variable, based on which eight other variables are identified and considered in the model development. Preprocessing methods are applied to prepare the data for the... 

    Modeling and forecasting US presidential election using learning algorithms

    , Article Journal of Industrial Engineering International ; Volume 14, Issue 3 , 2018 , Pages 491-500 ; 17355702 (ISSN) Zolghadr, M ; Akhavan Niaki, S. A ; Akhavan Niaki, S. T ; Sharif University of Technology
    SpringerOpen  2018
    Abstract
    The primary objective of this research is to obtain an accurate forecasting model for the US presidential election. To identify a reliable model, artificial neural networks (ANN) and support vector regression (SVR) models are compared based on some specified performance measures. Moreover, six independent variables such as GDP, unemployment rate, the president’s approval rate, and others are considered in a stepwise regression to identify significant variables. The president’s approval rate is identified as the most significant variable, based on which eight other variables are identified and considered in the model development. Preprocessing methods are applied to prepare the data for the...