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:: Volume 5, Issue 20 (9-2015) ::
2015, 5(20): 73-106 Back to browse issues page
Statistical Analysis and Construction of Prediction Intervals for A Hybrid Neural Network in: A Case Study of Natural Gas Consumption in the Household Sector
Seyed kamal Sadeghi , Seyed mehdi Mousavian
Abstract:   (4198 Views)

As one of the important energy forms, natural gas consumption has an upward trend in recent years. Therefore management and planning for provision of it requires prediction of the future consumption. But many of prediction procedures are inherently stochastic therefore it is important to have better knowledge about the robustness of prediction procedures. This paper compares robustness of two prediction procedures Artificial Neural Networks as a nonlinear and ARIMA as a linear model. using resampling method to predict the monthly consumption of natural gas in the household sector. Data spans from 2001-4 to 2012-3, to train the networks, we used genetic algorithms and Particle Swarming Optimization then results were compared using 10-fold method. According to the results, the particle swarm optimization (PSO) outperforms the genetic algorithm. Then we used data from 2001-4 to 2010-3, with resampling by 2000 to predict the  natural gas consumption for the 2001 -4 to 2012-3 and to form critical values. Results show that prediction by a mixed method using ANN and PSO is more robust than ARIMA method.

Keywords: Bootstrap, Natural Gas, Neural Networks, Prediction, PSO
     
Type of Study: Applicable | Subject: انرژی، منابع و محیط زیست
Received: 2014/07/9 | Accepted: 2015/02/23 | Published: 2015/09/19
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sadeghi S K, mousavian S M. Statistical Analysis and Construction of Prediction Intervals for A Hybrid Neural Network in: A Case Study of Natural Gas Consumption in the Household Sector. Journal title 2015; 5 (20) :73-106
URL: http://jfm.khu.ac.ir/article-1-1059-en.html


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Creative Commons License This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.
Volume 5, Issue 20 (9-2015) Back to browse issues page
فصلنامه تحقیقات مدلسازی اقتصادی Journal of Economic Modeling Research
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