Time-series interval prediction under uncertainty using modified double multiplicative neuron network

This paper presents a hybrid intelligent approach for constructing prediction intervals (PIs) of terrain profiles over time under uncertainty. It utilizes the double multiplicative neuron (DMN) model and the modified particle swarm optimization (MPSO) algorithm to calculate the upper and lower bound...

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Main Authors: Pan, Wenping, Feng, Liuyang, Zhang, Limao, Cai, Liang, Shen, Chunlin
Other Authors: School of Civil and Environmental Engineering
Format: Journal Article
Language:English
Published: 2022
Subjects:
Online Access:https://hdl.handle.net/10356/160678
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author Pan, Wenping
Feng, Liuyang
Zhang, Limao
Cai, Liang
Shen, Chunlin
author2 School of Civil and Environmental Engineering
author_facet School of Civil and Environmental Engineering
Pan, Wenping
Feng, Liuyang
Zhang, Limao
Cai, Liang
Shen, Chunlin
author_sort Pan, Wenping
collection NTU
description This paper presents a hybrid intelligent approach for constructing prediction intervals (PIs) of terrain profiles over time under uncertainty. It utilizes the double multiplicative neuron (DMN) model and the modified particle swarm optimization (MPSO) algorithm to calculate the upper and lower bounds of unknown elevations ahead on terrain profiles based on the vehicles’ track. MPSO withholds particles generating the positive PIs in the training epochs, in order to prevent the occurrence of unreasonable upside-down PIs that are brought by conventional methods. MPSO adjusts the parameters of the DMN model iteratively by minimizing the value of the proposed cost function. The fitness function aims to enhance DMN's capability of forecasting terrain trends by integrating a trend indicator with PIs coverage probability and interval widths. This study utilizes the terrain profiles of 3 arc-seconds resolution to verify the effectiveness of the proposed MPSO-DMNT approach for one-step and multi-step PIs estimation. Experimental results demonstrate that the proposed approach (1) overcomes the limitations of the conventional PIs indicators; (2) improves the prediction accuracy for terrain trends by 18.8% in the training data and 15.4% in the testing data, and reduces the computational burden by 31.6% in the training data and 8% in the testing data over the lower upper bound estimation (LUBE) method; (3) achieves comparative coverage probability and interval widths to LUBE using a low-complexity single-layered network. The proposed hybrid approach can be used as an auxiliary decision-making tool for terrain avoidance and terrain following in flight.
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spelling ntu-10356/1606782022-08-01T01:28:48Z Time-series interval prediction under uncertainty using modified double multiplicative neuron network Pan, Wenping Feng, Liuyang Zhang, Limao Cai, Liang Shen, Chunlin School of Civil and Environmental Engineering Engineering::Aeronautical engineering Multiplicative Neuron Particle Swarm Optimization This paper presents a hybrid intelligent approach for constructing prediction intervals (PIs) of terrain profiles over time under uncertainty. It utilizes the double multiplicative neuron (DMN) model and the modified particle swarm optimization (MPSO) algorithm to calculate the upper and lower bounds of unknown elevations ahead on terrain profiles based on the vehicles’ track. MPSO withholds particles generating the positive PIs in the training epochs, in order to prevent the occurrence of unreasonable upside-down PIs that are brought by conventional methods. MPSO adjusts the parameters of the DMN model iteratively by minimizing the value of the proposed cost function. The fitness function aims to enhance DMN's capability of forecasting terrain trends by integrating a trend indicator with PIs coverage probability and interval widths. This study utilizes the terrain profiles of 3 arc-seconds resolution to verify the effectiveness of the proposed MPSO-DMNT approach for one-step and multi-step PIs estimation. Experimental results demonstrate that the proposed approach (1) overcomes the limitations of the conventional PIs indicators; (2) improves the prediction accuracy for terrain trends by 18.8% in the training data and 15.4% in the testing data, and reduces the computational burden by 31.6% in the training data and 8% in the testing data over the lower upper bound estimation (LUBE) method; (3) achieves comparative coverage probability and interval widths to LUBE using a low-complexity single-layered network. The proposed hybrid approach can be used as an auxiliary decision-making tool for terrain avoidance and terrain following in flight. The authors would like to acknowledge support from the State Scholarship Fund (No. 201906835048) granted by the China Scholar-ship Council and the National Science and Technology Major Project (No. 2017-IV-0008-0045). 2022-08-01T01:28:48Z 2022-08-01T01:28:48Z 2021 Journal Article Pan, W., Feng, L., Zhang, L., Cai, L. & Shen, C. (2021). Time-series interval prediction under uncertainty using modified double multiplicative neuron network. Expert Systems With Applications, 184, 115478-. https://dx.doi.org/10.1016/j.eswa.2021.115478 0957-4174 https://hdl.handle.net/10356/160678 10.1016/j.eswa.2021.115478 2-s2.0-85109459443 184 115478 en Expert Systems with Applications © 2021 Elsevier Ltd. All rights reserved.
spellingShingle Engineering::Aeronautical engineering
Multiplicative Neuron
Particle Swarm Optimization
Pan, Wenping
Feng, Liuyang
Zhang, Limao
Cai, Liang
Shen, Chunlin
Time-series interval prediction under uncertainty using modified double multiplicative neuron network
title Time-series interval prediction under uncertainty using modified double multiplicative neuron network
title_full Time-series interval prediction under uncertainty using modified double multiplicative neuron network
title_fullStr Time-series interval prediction under uncertainty using modified double multiplicative neuron network
title_full_unstemmed Time-series interval prediction under uncertainty using modified double multiplicative neuron network
title_short Time-series interval prediction under uncertainty using modified double multiplicative neuron network
title_sort time series interval prediction under uncertainty using modified double multiplicative neuron network
topic Engineering::Aeronautical engineering
Multiplicative Neuron
Particle Swarm Optimization
url https://hdl.handle.net/10356/160678
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