國立虎尾科技大學 |

Multi-step Prediction With Neural Networks.

紀錄類型:	書目-語言資料,手稿 : Monograph/item
正題名/作者:	Multi-step Prediction With Neural Networks./
作者:	Kelley, Joseph.
面頁冊數:	1 online resource (146 pages)
附註:	Source: Dissertations Abstracts International, Volume: 86-01, Section: B.
Contained By:	Dissertations Abstracts International86-01B.
標題:	Information technology. -
電子資源:	click for full text (PQDT)
ISBN:	9798383206300

Multi-step Prediction With Neural Networks.
Kelley, Joseph.

Multi-step Prediction With Neural Networks. - 1 online resource (146 pages)

Source: Dissertations Abstracts International, Volume: 86-01, Section: B.

Thesis (Ph.D.)--Oklahoma State University, 2024.

Includes bibliographical references

This paper demonstrates methods for modeling nonlinear dynamic systems to perform multi-step prediction. These methods are suitable for the design of model predictive controllers (MPC), forecasting power plant loads, and forecasting products sold in stores. There are numerous techniques for modeling nonlinear system, but in the paper we concentrated on the iterative method [1] [2] [3] for multi-step prediction, which we refer to as the TMS-Iterative method. In the iterative method a single model is trained to minimize one-step prediction errors, then the trained model is used for multi-step prediction. But for the TMS-Iterative method a single model is trained to minimize the multi-step prediction errors. In [4] and [5] it was suggested the TMS-Iterative method produces more robust long-term predictions. We found this to be especially true when modeling nonlinear dynamic systems.The paper is comprised of 4 sections. Each section presents a different recurrent neural network (RNN) architecture to perform multi-step prediction using the TMS-Iterative method. The 4 sections are (1) nonlinear input-output models, (2) nonlinear state-space models, (3) sequence-to-sequence (Seq2Seq) models, and (4) seasonal nonlinear model. In the first section we provide an extensive comparison of Nonlinear AutoRegressive model with eXogenous inputs (NARX) and Nonlinear AutoRegressive Moving Average model with eXogenous inputs (NARMAX) for multi-step predictions. We discuss in detail how the NARMAX models provide significantly improved forecasts for shorter prediction horizons, while the predictions converge as the horizon increases. In the second section we introduce the Nonlinear Innovation Form (NIF) and Nonlinear Output Form (NOF), which are nonlinear state-space models. Both the NIF and NOF are based on the Kalman filter, which estimates the hidden states in an RNN model. By estimating the hidden states we can improve the short-term and long-term forecasting accuracy. In the third section we demonstrate Seq2Seq models are fixed-weight adaptive and can learn time-varying dynamics. Seq2Seq models were originally introduced for national language processing. In the paper we extend the Seq2Seq to the modeling of time-varying nonlinear systems. In the fourth section the Periodic Nonlinear AutoRegressive model (PNAR) is introduced. The PNAR model is trained to learn seasonal variations in nonlinear dynamic systems. Seasonal variations are patterns that occur at consistent time intervals in a predictable fashion. In each section, the RNN models are compared using simulated and experimental data.

Electronic reproduction.
Ann Arbor, Mich. :
ProQuest,
2024

Mode of access: World Wide Web

ISBN: 9798383206300Subjects--Topical Terms:

559429
Information technology.
Subjects--Index Terms:

Multi-step predictionIndex Terms--Genre/Form:

554714
Electronic books.

Multi-step Prediction With Neural Networks.
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520 $a This paper demonstrates methods for modeling nonlinear dynamic systems to perform multi-step prediction. These methods are suitable for the design of model predictive controllers (MPC), forecasting power plant loads, and forecasting products sold in stores. There are numerous techniques for modeling nonlinear system, but in the paper we concentrated on the iterative method [1] [2] [3] for multi-step prediction, which we refer to as the TMS-Iterative method. In the iterative method a single model is trained to minimize one-step prediction errors, then the trained model is used for multi-step prediction. But for the TMS-Iterative method a single model is trained to minimize the multi-step prediction errors. In [4] and [5] it was suggested the TMS-Iterative method produces more robust long-term predictions. We found this to be especially true when modeling nonlinear dynamic systems.The paper is comprised of 4 sections. Each section presents a different recurrent neural network (RNN) architecture to perform multi-step prediction using the TMS-Iterative method. The 4 sections are (1) nonlinear input-output models, (2) nonlinear state-space models, (3) sequence-to-sequence (Seq2Seq) models, and (4) seasonal nonlinear model. In the first section we provide an extensive comparison of Nonlinear AutoRegressive model with eXogenous inputs (NARX) and Nonlinear AutoRegressive Moving Average model with eXogenous inputs (NARMAX) for multi-step predictions. We discuss in detail how the NARMAX models provide significantly improved forecasts for shorter prediction horizons, while the predictions converge as the horizon increases. In the second section we introduce the Nonlinear Innovation Form (NIF) and Nonlinear Output Form (NOF), which are nonlinear state-space models. Both the NIF and NOF are based on the Kalman filter, which estimates the hidden states in an RNN model. By estimating the hidden states we can improve the short-term and long-term forecasting accuracy. In the third section we demonstrate Seq2Seq models are fixed-weight adaptive and can learn time-varying dynamics. Seq2Seq models were originally introduced for national language processing. In the paper we extend the Seq2Seq to the modeling of time-varying nonlinear systems. In the fourth section the Periodic Nonlinear AutoRegressive model (PNAR) is introduced. The PNAR model is trained to learn seasonal variations in nonlinear dynamic systems. Seasonal variations are patterns that occur at consistent time intervals in a predictable fashion. In each section, the RNN models are compared using simulated and experimental data.
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