Gated Recurrent Units (GRU) are neural network gated architectures that simplify other ones (suchas, LSTM) by joining gates mainly. For this, instead of using two gates, if𝑥is the first gate, standardoperation1−𝑥is used to generate the second one, optimizing the number of parameters. In this work, we interpret this information as a fuzzy set, and we generalize the standard operation using fuzzy negations, and improving the accuracy obtained with the standard one. ; Grant PID2019-108392GB-I00 funded by MCIN/AEI/10.13039/501100011033 and by Tracasa Instrumental and the Immigration Policy and Justice Department of the Government of Navarre.
Event prediction plays an important role in financial risk assessment and disaster warning, which can help government decision-making and economic investment. Previous works are mainly based on time series for event prediction such as statistical language model and recurrent neural network, while ignoring the impact of prior knowledge on event prediction. This makes the direction of event prediction often biased or wrong. In this paper, we propose a hierarchical event prediction model based on time series and prior knowledge. To ensure the accuracy of the event prediction, the model obtains the time-based event information and prior knowledge of events by Gated Recurrent Unit and Associated Link Network respectively. The semantic selective attention mechanism is used to fuse the time-based event information and prior knowledge, and finally generate predicted events. Experimental results on Chinese News datasets demonstrate that our model significantly outperforms the state-of-the-art methods, and increases the accuracy by 2.8%.
In engineering, prognostics can be defined as the estimation of the remaining useful life of a system given current and past condition. This field has drawn much attention from research, industry, and government as this kind of technology can help improve the efficiency and lower the costs of maintenance in a variety of technical applications. An approach to prognostics that has gained increasing attention is the use of datadriven methods. These methods typically use pattern recognition and machine learning to estimate the residual life of equipment based on historical data. Despite their promising results, a major disadvantage is that it is difficult to interpretthis kind of models i.e. to understand why a certain prediction of remaining useful life was made at a certain point in time. Model interpretability is however of crucial importance to facilitate the use of data-driven prognostics in domains such as aeronautics and energy, where certification is critical. To help address this issue, we use the Local Interpretable Modelagnostic Explanations (LIME) from the field of eXplainable Artificial Intelligence (XAI) to analyze the prognostics of a Gated Recurrent Unit (GRU) on the C-MAPSS data. We select the GRU as this is a deep learning model which a) has an explicit temporal dimension and b) has shown promising results in the field of prognostics. Our results suggest that it is possible to obtain information about feature importance of the GRU both globally (for the whole model) and locally (for a given RUL prediction.
Solar radiation is among the renewable resources on which modern society relies to partially replace the existing fossil fuel-based energy resources. Awareness of how the energy is produced must complement awareness of how it is consumed. In the economic context, the gains derive from predictability across the entire supply chain. This paper represents a compressive study on how standard recurrent neural networks, long short-term memory, and gated recurrent units can be used to forecast power production of photovoltaic (PV) systems. This approach can be used for other use cases in solar or even wind power prediction since it provides solid fundamentals for working with weather data and recurrent artificial neural networks, being the core of any smart grid management system. Few studies have explored how these models should be implemented, and even fewer have compared the outcomes of different model types. The data used consist of weather and power production data with a one-hour resolution. The data were further pre-processed to unveil the maximum information. The most effective model parameters were selected to make the forecast. Solar energy plays a key role among other renewable energy sources in the European Union's climate action and the European Green Deal. Under these initiatives, important regulations are implemented and financial resources made available for those who possess the capabilities required to solve the open points. The much-needed predictability that gives the flexibility and robustness needed for deploying and adopting more renewable technologies can be ensured by utilizing a neural-based predictive approach.
Accurate prediction of crude oil prices is meaningful for reducing firm risks, stabilizing commodity prices and maintaining national financial security. Wrong crude oil price forecasts can bring huge losses to governments, enterprises, investors and even cause economic and social instability. Many classic econometrics and computational approaches show good performance for the ordinary time series prediction tasks, but not satisfactory in crude oil price predictions. They ignore the characteristics of non-linearity and non-stationarity of crude oil prices data, which hinder an accurate prediction and eventually lead to poor accuracy or the wrong result. Empirical mode decomposition (EMD) and ensemble EMD (EEMD) solve the problems of non-stationary time series forecasting, but they also generate new problems of mode mixing and reconstruction errors. We propose a hybrid method that is combination of the complete ensemble empirical mode decomposition with adaptive noise (CEEMDAN) and multi-layer gated recurrent unit (ML-GRU) neural network to solve the abovementioned issues. This not only deals with the issue of mode mixing effectively, but also makes the reconstruction error of data close to zero. Multi-layer GRU has an excellent ability of nonlinear data-fitting. The experimental results of real WTI crude oil dataset show that the proposed approach perform better in crude oil prices forecasts than some state-of-the-art models.
