intelligent database systems lab n.y.u.s.t. i. m. comparison of neural network models with arima and...
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Intelligent Database Systems Lab
N.Y.U.S.T.
I. M.
Comparison of neural network models with ARIMA andregression models for prediction of Houston's daily
maximum ozone concentrations
Presenter: Jun-Yi Wu Authors: Victor R. Prybutok, Junsub Yi, David Mitchell
2000 ORMS
國立雲林科技大學National Yunlin University of Science and Technology
Intelligent Database Systems Lab
N.Y.U.S.T.
I. M.Outline
Motivation Objective Methodology Experiments Conclusion Comments
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Intelligent Database Systems Lab
N.Y.U.S.T.
I. M.Motivation
The Houston area has been designated a non-attainment area.
This area started a campaign called “ Ozone Alert Day” It is difficult to predict the daily ozone concentration.
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Intelligent Database Systems Lab
N.Y.U.S.T.
I. M.Objective
To develop and compare a NN model for forecasting maximum daily ozone levels in a non-attainment area to regression and ARIMA models.
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Max
Ozone
ARIMA
NN
Regression
Intelligent Database Systems Lab
N.Y.U.S.T.
I. M.Methodology
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NN model building
Dummy variable
Ozone level at 9:00
Maximum daily temperature
Carbon dioxide
Nitric oxide
Nitrogen dioxide
Oxide of nitrogen
Surface wind speed
Surface wind direction
Daily maximum ozone level (hourly average)
BPLMS
Intelligent Database Systems Lab
N.Y.U.S.T.
I. M.Methodology
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Regression model building The preliminary regression model
The stepwise procedure
The final regression model
Dummy variable
Ozone level at 9:00
Maximum daily temperature
Carbon dioxide
Nitric oxide
Nitrogen dioxide
Oxide of nitrogen
Surface wind speed
Surface wind direction
Daily maximum ozone level (hourly average)
Intelligent Database Systems Lab
N.Y.U.S.T.
I. M.Methodology
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ARIMA (p, d, q) model building Autoregressive Integrated Moving Average ARIMA(1,0,0)
Simpson and Layton (1983)Daily maximum ozone level
Intelligent Database Systems Lab
N.Y.U.S.T.
I. M.Experiments
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Data collection 1 June -30 September (Train) October 1-10 (Test)
Variable specification
Dummy variable
Ozone level at 9:00
Maximum daily temperature
Carbon dioxide
Nitric oxide
Nitrogen dioxide
Oxide of nitrogen
Surface wind speed
Surface wind direction
Daily maximum ozone level (hourly average)
Intelligent Database Systems Lab
N.Y.U.S.T.
I. M.Experiments
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NN ARIMA Regression
MAD 0.012945 0.02879 0.025741
RMS 0.016418 0.033023 0.031239
Intelligent Database Systems Lab
N.Y.U.S.T.
I. M.Conclusion
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The results show that the neural network model is superior to the regression and ARIMA models.
NN ARIMA Regression
MAD 0.012945 0.02879 0.025741
RMS 0.016418 0.033023 0.031239
Intelligent Database Systems Lab
N.Y.U.S.T.
I. M.Comments
1111
Advantage This paper is easy to read.
Drawback This paper lack more experiments.
Application It is possible to predict the time series data.