Skip to main content

Boosting Wavelet Neural Networks Using Evolutionary Algorithms for Short-Term Wind Speed Time Series Forecasting

  • Conference paper
  • First Online:
Advances in Computational Intelligence (IWANN 2019)

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 11506))

Included in the following conference series:

Abstract

This paper addresses nonlinear time series modelling and prediction problem using a type of wavelet neural networks. The basic building block of the neural network models is a ridge type function. The training of such a network is a nonlinear optimization problem. Evolutionary algorithms (EAs), including genetic algorithm (GA) and particle swarm optimization (PSO), together with a new gradient-free algorithm (called coordinate dictionary search optimization – CDSO), are used to train network models. An example for real speed wind data modelling and prediction is provided to show the performance of the proposed networks trained by these three optimization algorithms.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 99.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 129.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. Ljung, L.: System Identification: Theory for the User. Prentice-Hall, Upper Saddle River (1987)

    MATH  Google Scholar 

  2. Sodestrom, T., Stoica, P.: System Identification. Prentice Hall, Upper Saddle River (1988)

    Google Scholar 

  3. Nelles, O.: Nonlinear System Identification. Springer, Heidelberg (2011). https://doi.org/10.1007/978-3-662-04323-3

    Book  MATH  Google Scholar 

  4. Billings, S.A.: Non-linear System Identification: NARMAX Methods in the Time, Frequency, and Spatio-Temporal Domains. Wiley, London (2013)

    Book  Google Scholar 

  5. Han, J., Kamber, M.: Data Mining: Concepts and Techniques. Morgan Kaufmann, San Francisco (2001)

    MATH  Google Scholar 

  6. Witten, I.H., Frank, E.: Data Mining: Practical Machine Learning Tools and Techniques. Morgan Kaufmann, San Francisco (2005)

    MATH  Google Scholar 

  7. Bishop, C.M.: Neural Networks for Pattern Recognition. Oxford University Press, New York (1995)

    MATH  Google Scholar 

  8. Vapnik, V.: The Nature of Statistical Learning Theory, 2nd edn. Springer, New York (1999). https://doi.org/10.1007/978-1-4757-3264-1

    Book  MATH  Google Scholar 

  9. Friedman, J., Hastie, T., Tibshirani, R.: The Elements of Statistical Learning. Springer, New York (2001). https://doi.org/10.1007/978-0-387-84858-7

    Book  MATH  Google Scholar 

  10. Friedman, J.: Greedy function approximation: a gradient boosting machine. Ann. Stat. 29, 1189–1232 (2001)

    Article  MathSciNet  Google Scholar 

  11. Friedman, J., Hastie, T., Tibshirani, R.: Additive logistic regression: a statistical view of boosting. Ann. Stat. 28, 337–407 (2000)

    Article  MathSciNet  Google Scholar 

  12. Zhou, S.K., Georgescu, B., Zhou, X.S., Comaniciu, D.: Image based regression using boosting method. In: Proceedings 10th IEEE International Conference on Computer Vision (ICCV 2005), pp. 541–548. IEEE, Beijing (2005)

    Google Scholar 

  13. De’ath, G.: Boosted trees for ecological modeling and prediction. Ecology 88(1), 243–251 (2007)

    Article  Google Scholar 

  14. Zhou, S., Zhou, J., Comaniciu, D.: A boosting regression approach to medical anatomy detection. In: Proceedings IEEE Conference on Computer Vision and Pattern Recognition, Minneapolis, MN (2007)

    Google Scholar 

  15. Zhang, X., Liang, L., Tang, X., Shum, H.: L1 regularized projection pursuit for additive model learning. In: IEEE Conference on Computer Vision and Pattern Recognition (CVPR 2008), Anchorage, AK, USA (2008)

    Google Scholar 

  16. Wei, H.-L., Billings, S.A.: Generalized cellular neural networks (GCNNs) constructed using particle swarm optimization for spatio-temporal evolutionary pattern identification. Int. J. Bifurcat. Chaos 18(12), 3611–3624 (2008)

    Article  MathSciNet  Google Scholar 

  17. Wei, H.-L., Billings, S.A., Zhao, Y., Guo, L.: Lattice dynamical wavelet neural networks implemented using particle swarm optimization for spatio–temporal system identification. IEEE Trans. Neural Netw. 20(1), 181–185 (2009)

    Article  Google Scholar 

  18. Wei, H.-L., Billings, S.A., Zhao, Y., Guo, L.: An adaptive wavelet neural network for spatio-temporal system identification. Neural Netw. 23(10), 1286–1299 (2010)

    Article  Google Scholar 

  19. Friedman, J.H., Stuetzle, W.: Projection pursuit regression. J. Amer. Statist. Assoc. 76(376), 817–823 (1981)

    Article  MathSciNet  Google Scholar 

  20. Li, S., Ma, K., Jin, Z., Zhu, Y.: A new flood forecasting model based on SVM and boosting learning algorithms. In Proceedings IEEE Congress on Evolutionary Computation (CEC 2016), pp. 1343–1348, Vancouver, BC, Canada (2016)

    Google Scholar 

  21. Zhang, D., Zhang, Y., Niu, Q., Qiu, X.: Rolling forecasting forward by boosting heterogeneous kernels. In: Phung, D., Tseng, V.S., Webb, G.I., Ho, B., Ganji, M., Rashidi, L. (eds.) PAKDD 2018. LNCS (LNAI), vol. 10937, pp. 248–260. Springer, Cham (2018). https://doi.org/10.1007/978-3-319-93034-3_20

    Chapter  Google Scholar 

  22. Torres-Barrána, A., Alonsoa, A., Dorronsoroa, J.R.: Regression tree ensembles for wind energy and solar radiation prediction. Neurocomputing 326–327, 151–160 (2019)

    Article  Google Scholar 

  23. Mallat, S.: A Wavelet Tour of Signal Processing. Academic Press, San Diego (1998)

    MATH  Google Scholar 

  24. Wei, H.-L., Billings, S.A.: A unified wavelet-based modelling framework for non-linear system identification: the WANARX model structure. Int. J. Control 77(4), 351–366 (2004)

    Article  MathSciNet  Google Scholar 

  25. Billings, S.A., Wei, H.-L.: The wavelet-NARMAX representation: a hybrid model structure combining polynomial models with multiresolution wavelet decompositions. Int. J. Syst. Sci. 36(3), 137–152 (2005)

    Article  MathSciNet  Google Scholar 

  26. Wei, H.-L., Billings, S.A.: Long term prediction of non-linear time series using multiresolution wavelet models. Int. J. Control 79(6), 569–580 (2006)

    Article  MathSciNet  Google Scholar 

  27. Li, Y., Cui, W., Guo, Y.Z., et al.: Time-varying system identification using an ultra-orthogonal forward regression and multiwavelet basis functions with applications to EEG. IEEE Trans. Neural Netw. Learn. Syst. 29(7), 2960–2972 (2018)

    Article  MathSciNet  Google Scholar 

  28. Li, Y., Lei, M., Guo, Y., Hu, Z., Wei, H.-L.: Time-varying nonlinear causality detection using regularized orthogonal least squares and multi-wavelets with applications to EEG. IEEE Access 6, 17826–17840 (2018)

    Article  Google Scholar 

  29. Li, Y., Lei, M., Cui, W., et al.: A parametric time frequency-conditional Granger causality method using ultra-regularized orthogonal least squares and multiwavelets for dynamic connectivity analysis in EEGs. IEEE Trans. Biomed. Eng. (in press)

    Google Scholar 

  30. Back, T.: Evolutionary Algorithms in Theory and Practice: Evolution Strategies, Evolutionary Programming, Genetic Algorithms. Oxford University Press, Oxford (1996)

    MATH  Google Scholar 

  31. Kennedy, J., Eberhart, R.: Particle swarm optimization. In: Proceedings IEEE Conference Neural Networks, vol. 4, pp. 1942–1948, Piscataway, NJ (1995)

    Google Scholar 

  32. Cattani, C.: Shannon wavelets theory. Math. Prob. Eng. (2008). Art. no. 164808

    Google Scholar 

Download references

Acknowledgments

This work was supported in part by the Engineering and Physical Sciences Research Council (EPSRC) under Grant EP/I011056/1, the Platform Grant EP/H00453X/1, and the EU Horizon 2020 Research and Innovation Programme Action Framework under grant agreement 637302.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Hua-Liang Wei .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2019 Springer Nature Switzerland AG

About this paper

Check for updates. Verify currency and authenticity via CrossMark

Cite this paper

Wei, HL. (2019). Boosting Wavelet Neural Networks Using Evolutionary Algorithms for Short-Term Wind Speed Time Series Forecasting. In: Rojas, I., Joya, G., Catala, A. (eds) Advances in Computational Intelligence. IWANN 2019. Lecture Notes in Computer Science(), vol 11506. Springer, Cham. https://doi.org/10.1007/978-3-030-20521-8_2

Download citation

  • DOI: https://doi.org/10.1007/978-3-030-20521-8_2

  • Published:

  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-030-20520-1

  • Online ISBN: 978-3-030-20521-8

  • eBook Packages: Computer ScienceComputer Science (R0)

Publish with us

Policies and ethics