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| Title: | 基於EEMD之倒傳遞類神經網路方法對用電量及黃金價格之預測
Forecasting electricity consumption as well as gold price by using an EEMD-based Back-propagation Neural Network Learning Paradigm |
| Authors: | 蔡羽青
Tsai, Yu Ching |
| Contributors: | 蕭又新
Shiau, Yuo Hsien
蔡羽青
Tsai, Yu Ching |
| Keywords: | 總體經驗模態分解法
倒傳遞類神經網路
用電量預測
黃金價格預測
超短時間負荷預測
Ensemble Empirical Mode Decomposition
Back-propagation Neural Network
electricity consumption forecasting
gold price forecasting
very-short term load forecasting |
| Date: | 2011 |
| Issue Date: | 2013-09-04 15:28:15 (UTC+8) |
| Abstract: | 本研究主要應用基於總體經驗模態分解法(EEMD)之倒傳遞類神經網路(BPNN)預測兩種不同的非線性時間序列數據，包括政大逐時用電量以及逐日歷史黃金價格。透過EEMD，這兩種資料會分別被拆解為數條具有不同物理意義的本徵模態函數(IMF)，而這讓我們可以將這些IMF視為各種影響資料的重要因子，並且可將拆解過後的IMF放入倒傳遞類神經網路中做訓練。
另外在本文中，我們也採用移動視窗法作為預測過程中的策略，另外也應用內插法和外插法於逐時用電量的預測。內插法主要是用於補點以及讓我們的數據變平滑，外插法則可以在某個範圍內準確預測後續的趨勢，此兩種方法皆對提升預測準確度占有重要的影響。
利用本文的方法，可在預測的結果上得到不錯的準確性，但為了進一步提升精確度，我們利用多次預測的結果加總平均，然後和只做一次預測的結果比較，結果發現多次加總平均後的精確度的確大幅提升，這是因為倒傳遞類神經網路訓練過程中其目標為尋找最小誤差函數的關係所致。
In this paper, we applied the Ensemble Empirical Mode Decomposition (EEMD) based Back-propagation Neural Network (BPNN) learning paradigm to two different topics for forecasting: the hourly electricity consumption in NCCU and the historical daily gold price. The two data series are both non-linear and non-stationary. By applying EEMD, they were decomposed into a finite, small number of meaningful Intrinsic Mode Functions (IMFs). Depending on the physical meaning of IMFs, they can be regarded as important variables which are input into BPNN for training.
We also use moving-window method in the prediction process. In addition, cubic spline interpolation as well as extrapolation as our strategy is applied to electricity consumption forecasting, these two methods are used for smoothing the data and finding local trend to improve accuracy of results.
The prediction results using our methods and strategy resulted in good accuracy. However, for further accuracy, we used the ensemble average method, and compared the results with the data produced without applying the ensemble average method. By using the ensemble average, the outcome was more precise with a smaller error, it results from the procedure of finding minimum error function in the BPNN training. |
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| Description: | 碩士
國立政治大學
應用物理研究所
98755011
100 |
| Source URI: | http://thesis.lib.nccu.edu.tw/record/#G0098755011 |
| Data Type: | thesis |
| Appears in Collections: | [應用物理研究所 ] 學位論文
|
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