Entropy Application For Forecasting

Download Entropy Application For Forecasting full books in PDF, epub, and Kindle. Read online Entropy Application For Forecasting ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!

Entropy Application for Forecasting

Author : Ana Jesus Lopez-Menendez
Publisher : MDPI
ISBN 13 : 3039364871
Total Pages : 200 pages
Book Rating : 4.0/5 (393 download)

DOWNLOAD NOW!

Book Synopsis Entropy Application for Forecasting by : Ana Jesus Lopez-Menendez

Download or read book Entropy Application for Forecasting written by Ana Jesus Lopez-Menendez and published by MDPI. This book was released on 2020-12-29 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book shows the potential of entropy and information theory in forecasting, including both theoretical developments and empirical applications. The contents cover a great diversity of topics, such as the aggregation and combination of individual forecasts, the comparison of forecasting performance, and the debate concerning the tradeoff between complexity and accuracy. Analyses of forecasting uncertainty, robustness, and inconsistency are also included, as are proposals for new forecasting approaches. The proposed methods encompass a variety of time series techniques (e.g., ARIMA, VAR, state space models) as well as econometric methods and machine learning algorithms. The empirical contents include both simulated experiments and real-world applications focusing on GDP, M4-Competition series, confidence and industrial trend surveys, and stock exchange composite indices, among others. In summary, this collection provides an engaging insight into entropy applications for forecasting, offering an interesting overview of the current situation and suggesting possibilities for further research in this field.

Entropy Application for Forecasting

Author : Ana Jesus Lopez-Menendez
Publisher :
ISBN 13 : 9783039364886
Total Pages : 200 pages
Book Rating : 4.3/5 (648 download)

DOWNLOAD NOW!

Book Synopsis Entropy Application for Forecasting by : Ana Jesus Lopez-Menendez

Download or read book Entropy Application for Forecasting written by Ana Jesus Lopez-Menendez and published by . This book was released on 2020 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book shows the potential of entropy and information theory in forecasting, including both theoretical developments and empirical applications. The contents cover a great diversity of topics, such as the aggregation and combination of individual forecasts, the comparison of forecasting performance, and the debate concerning the tradeoff between complexity and accuracy. Analyses of forecasting uncertainty, robustness, and inconsistency are also included, as are proposals for new forecasting approaches. The proposed methods encompass a variety of time series techniques (e.g., ARIMA, VAR, state space models) as well as econometric methods and machine learning algorithms. The empirical contents include both simulated experiments and real-world applications focusing on GDP, M4-Competition series, confidence and industrial trend surveys, and stock exchange composite indices, among others. In summary, this collection provides an engaging insight into entropy applications for forecasting, offering an interesting overview of the current situation and suggesting possibilities for further research in this field.

Forecasting with Maximum Entropy Hb

Author : FORT
Publisher : IOP ebooks
ISBN 13 : 9780750339292
Total Pages : 0 pages
Book Rating : 4.3/5 (392 download)

DOWNLOAD NOW!

Book Synopsis Forecasting with Maximum Entropy Hb by : FORT

Download or read book Forecasting with Maximum Entropy Hb written by FORT and published by IOP ebooks. This book was released on 2022-11-30 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book aims at providing a unifying framework, based on Information Entropy and its maximization, to connect the phenomenology of evolutionary biology, community ecology, financial economics, and statistical physics. This more comprehensive view, besides providing further insight into problems, enables problem-solving strategies by applying proven methods in one discipline to formally similar problems in other areas. The book also proposes a forecasting method for important practical problems in these disciplines and is directed to researchers, students and practitioners working on modelling the dynamics of complex systems. The common thread is how the flux of information both controls and serves to predict the dynamics of complex systems. It is shown how maximizing the Shannon information entropy allows one to infer a central object controlling the dynamics of complex systems, such as ecosystems or markets. The resulting models, which are known as pairwise maximum-entropy models, can be used to infer interactions from data in a wide variety of systems. Here, two examples are analysed in detail. The first is an application to conservation ecology, namely the issue of providing early warning indicators of population crashes of species of trees in tropical forests. The second is about forecasting the market values of firms through evolutionary economics. An interesting lesson is that PME modelling often produces accurate predictions despite not incorporating explicit interaction mechanisms. Key features Written to be suitable for a broad spectrum of readers and assumes little mathematical specialism. Includes pedagogical features: Worked examples, case studies and summaries. The interdisciplinary approach builds bridges between disciplines. Oriented to solve practical problems. Includes a combination of analytical derivations and numerical simulations with experiments

A Forecasting Model Based on High-Order Fluctuation Trends and Information Entropy

Author : Hongjun Guan
Publisher : Infinite Study
ISBN 13 :
Total Pages : 15 pages
Book Rating : 4./5 ( download)

DOWNLOAD NOW!

Book Synopsis A Forecasting Model Based on High-Order Fluctuation Trends and Information Entropy by : Hongjun Guan

Download or read book A Forecasting Model Based on High-Order Fluctuation Trends and Information Entropy written by Hongjun Guan and published by Infinite Study. This book was released on with total page 15 pages. Available in PDF, EPUB and Kindle. Book excerpt: Most existing high-order prediction models abstract logical rules that are based on historical discrete states without considering historical inconsistency and fluctuation trends. In fact, these two characteristics are important for describing historical fluctuations. This paper proposes a model based on logical rules abstracted from historical dynamic fluctuation trends and the corresponding inconsistencies. In the logical rule training stage, the dynamic trend states of up and down are mapped to the two dimensions of truth-membership and false-membership of neutrosophic sets, respectively. Meanwhile, information entropy is employed to quantify the inconsistency of a period of history, which is mapped to the indeterminercy-membership of the neutrosophic sets. In the forecasting stage, the similarities among the neutrosophic sets are employed to locate the most similar left side of the logical relationship. Therefore, the two characteristics of the fluctuation trends and inconsistency assist with the future forecasting. The proposed model extends existing high-order fuzzy logical relationships (FLRs) to neutrosophic logical relationships (NLRs). When compared with traditional discrete high-order FLRs, the proposed NLRs have higher generality and handle the problem caused by the lack of rules. The proposed method is then implemented to forecast Taiwan Stock Exchange CapitalizationWeighted Stock Index and Heng Seng Index. The experimental conclusions indicate that the model has stable prediction ability for different data sets. Simultaneously, comparing the prediction error with other approaches also proves that the model has outstanding prediction accuracy and universality.

Forecasting with Maximum Entropy

Author : Jack K. Hutson
Publisher :
ISBN 13 :
Total Pages : 11 pages
Book Rating : 4.:/5 (46 download)

DOWNLOAD NOW!

Book Synopsis Forecasting with Maximum Entropy by : Jack K. Hutson

Download or read book Forecasting with Maximum Entropy written by Jack K. Hutson and published by . This book was released on 1984 with total page 11 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Entropy Applications in Environmental and Water Engineering

Author : Huijuan Cui
Publisher : MDPI
ISBN 13 : 3038972223
Total Pages : 512 pages
Book Rating : 4.0/5 (389 download)

DOWNLOAD NOW!

Book Synopsis Entropy Applications in Environmental and Water Engineering by : Huijuan Cui

Download or read book Entropy Applications in Environmental and Water Engineering written by Huijuan Cui and published by MDPI. This book was released on 2019-03-07 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt: Entropy theory has wide applications to a range of problems in the fields of environmental and water engineering, including river hydraulic geometry, fluvial hydraulics, water monitoring network design, river flow forecasting, floods and droughts, river network analysis, infiltration, soil moisture, sediment transport, surface water and groundwater quality modeling, ecosystems modeling, water distribution networks, environmental and water resources management, and parameter estimation. Such applications have used several different entropy formulations, such as Shannon, Tsallis, Rényi, Burg, Kolmogorov, Kapur, configurational, and relative entropies, which can be derived in time, space, or frequency domains. More recently, entropy-based concepts have been coupled with other theories, including copula and wavelets, to study various issues associated with environmental and water resources systems. Recent studies indicate the enormous scope and potential of entropy theory in advancing research in the fields of environmental and water engineering, including establishing and explaining physical connections between theory and reality. The objective of this Special Issue is to provide a platform for compiling important recent and current research on the applications of entropy theory in environmental and water engineering. The contributions to this Special Issue have addressed many aspects associated with entropy theory applications and have shown the enormous scope and potential of entropy theory in advancing research in the fields of environmental and water engineering.

A Neutrosophic Forecasting Model for Time Series Based on First-Order State and Information Entropy of High-Order Fluctuation

Author : Hongjun Guan
Publisher : Infinite Study
ISBN 13 :
Total Pages : 18 pages
Book Rating : 4./5 ( download)

DOWNLOAD NOW!

Book Synopsis A Neutrosophic Forecasting Model for Time Series Based on First-Order State and Information Entropy of High-Order Fluctuation by : Hongjun Guan

Download or read book A Neutrosophic Forecasting Model for Time Series Based on First-Order State and Information Entropy of High-Order Fluctuation written by Hongjun Guan and published by Infinite Study. This book was released on with total page 18 pages. Available in PDF, EPUB and Kindle. Book excerpt: In time series forecasting, information presentation directly affects prediction efficiency. Most existing time series forecasting models follow logical rules according to the relationships between neighboring states, without considering the inconsistency of fluctuations for a related period. In this paper, we propose a new perspective to study the problem of prediction, in which inconsistency is quantified and regarded as a key characteristic of prediction rules. First, a time series is converted to a fluctuation time series by comparing each of the current data with corresponding previous data.

Multichannel Maximum Entropy Method Application to Predict Future Atmospheric CO2 Content and Temperature

Author : Jari Mannermaa
Publisher :
ISBN 13 :
Total Pages : 44 pages
Book Rating : 4.3/5 (886 download)

DOWNLOAD NOW!

Book Synopsis Multichannel Maximum Entropy Method Application to Predict Future Atmospheric CO2 Content and Temperature by : Jari Mannermaa

Download or read book Multichannel Maximum Entropy Method Application to Predict Future Atmospheric CO2 Content and Temperature written by Jari Mannermaa and published by . This book was released on 1992 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:

A Bayesian Entropy Approach to Forecasting

Author : Reinaldo Castro Souza
Publisher :
ISBN 13 :
Total Pages : 230 pages
Book Rating : 4.:/5 (641 download)

DOWNLOAD NOW!

Book Synopsis A Bayesian Entropy Approach to Forecasting by : Reinaldo Castro Souza

Download or read book A Bayesian Entropy Approach to Forecasting written by Reinaldo Castro Souza and published by . This book was released on 1978 with total page 230 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Forecasting Using Relative Entropy

Author : John C. Robertson
Publisher :
ISBN 13 :
Total Pages : 36 pages
Book Rating : 4.E/5 ( download)

DOWNLOAD NOW!

Book Synopsis Forecasting Using Relative Entropy by : John C. Robertson

Download or read book Forecasting Using Relative Entropy written by John C. Robertson and published by . This book was released on 2002 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Entropy as a Basis for Comparing and Blending Forecasts

Author : Timothy DelSole
Publisher :
ISBN 13 :
Total Pages : 78 pages
Book Rating : 4.:/5 (318 download)

DOWNLOAD NOW!

Book Synopsis Entropy as a Basis for Comparing and Blending Forecasts by : Timothy DelSole

Download or read book Entropy as a Basis for Comparing and Blending Forecasts written by Timothy DelSole and published by . This book was released on 2001 with total page 78 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Entropy Theory for Streamflow Forecasting

Author : Huijuan Cui
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (942 download)

DOWNLOAD NOW!

Book Synopsis Entropy Theory for Streamflow Forecasting by : Huijuan Cui

Download or read book Entropy Theory for Streamflow Forecasting written by Huijuan Cui and published by . This book was released on 2015 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Entropy spectral analysis is developed for monthly streamflow forecasting, which contains the use of configurational entropy and relative entropy. Multi-channel entropy spectral analysis is developed for long-term drought forecasting with climate indicators. The configurational entropy spectral analysis (CESA) is developed with both spectral power and frequency as random variables. With spectral power as a random variable, the configurational entropy spectral analysis (CESAS) identical to the original Burg entropy spectral analysis (BESA) when the underlying process is Gaussian. Through examination using monthly streamflow from the Mississippi Watershed, CESAS and BESA yield the same results and two methods are considered equivalent or as one method. With frequency as a random variable, the configurational entropy spectral analysis (CESAF) is developed and tested using monthly streamflow data from 19 river basins covering a broad range of physiographic characteristics. Testing shows that CESAF captures streamflow seasonality and satisfactorily forecasts both high and low flows. When relative drainage area is considered for analyzing streamflow characteristics and spectral patterns, it is found that upstream streamflow is forecasted more accurately than downstream streamflow. Minimum relative entropy spectral analysis (MRESA) is developed under two conditions: spectral power as a random variable (RESAS) and frequency as a random variable (RESAF). The exponential distribution was chosen as a prior probability in the RESAS theory, and in the RESAF theory, the prior is chosen from the periodicity of streamflow. Both MRESA theories were evaluated using monthly streamflow observed at 20 stations in the Mississippi River basin, where forecasted monthly streamflow shows higher reliability in the Upper Mississippi than in the Lower Mississippi. The proposed univariate entropy spectral analyses are generally recommended over the classical autoregressive (AR) process for higher reliability and longer forecasting lead time. By comparing two MRESA theories with the two maximum entropy spectral analyses (MESA) (BESA and CESA), it is found that MRESA provided higher resolution in spectral estimation and more reliable streamflow forecasting, especially for multi-peak flow conditions. The MRESA theory is more accurate in forecasting streamflow for both peak and low flow values with longer lead time than MESA. Besides, choosing frequency as a random variable shows advantages over choosing spectral power. Spectral density estimated by the RESAF or CESAF theory shows higher resolution than the RESAS or BESA theory, respectively, and streamflow forecasted by RESAF or CESAF is more reliable than that by RESAS or BESA, respectively. Finally, multi-channel entropy spectral analysis (MCESA) is developed for bivariate or multi-variate time series forecasting. MCESA theory is verified by forecasting long-term standardized streamflow index with El Nino Southern Oscillation (ENSO) indicator. SSI was successfully forecasted using multi-channel spectral analysis with ENSO as an indicator. The monthly drought series is forecasted for lead times of 4-6 years by MCESA. The electronic version of this dissertation is accessible from http://hdl.handle.net/1969.1/155060

The Maximum Entropy Method

Author : Nailong Wu
Publisher : Springer Science & Business Media
ISBN 13 : 3642606296
Total Pages : 336 pages
Book Rating : 4.6/5 (426 download)

DOWNLOAD NOW!

Book Synopsis The Maximum Entropy Method by : Nailong Wu

Download or read book The Maximum Entropy Method written by Nailong Wu and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt: Forty years ago, in 1957, the Principle of Maximum Entropy was first intro duced by Jaynes into the field of statistical mechanics. Since that seminal publication, this principle has been adopted in many areas of science and technology beyond its initial application. It is now found in spectral analysis, image restoration and a number of branches ofmathematics and physics, and has become better known as the Maximum Entropy Method (MEM). Today MEM is a powerful means to deal with ill-posed problems, and much research work is devoted to it. My own research in the area ofMEM started in 1980, when I was a grad uate student in the Department of Electrical Engineering at the University of Sydney, Australia. This research work was the basis of my Ph.D. the sis, The Maximum Entropy Method and Its Application in Radio Astronomy, completed in 1985. As well as continuing my research in MEM after graduation, I taught a course of the same name at the Graduate School, Chinese Academy of Sciences, Beijingfrom 1987to 1990. Delivering the course was theimpetus for developing a structured approach to the understanding of MEM and writing hundreds of pages of lecture notes.

Entropy Measures for Data Analysis

Author : Karsten Keller
Publisher : MDPI
ISBN 13 : 3039280325
Total Pages : 260 pages
Book Rating : 4.0/5 (392 download)

DOWNLOAD NOW!

Book Synopsis Entropy Measures for Data Analysis by : Karsten Keller

Download or read book Entropy Measures for Data Analysis written by Karsten Keller and published by MDPI. This book was released on 2019-12-19 with total page 260 pages. Available in PDF, EPUB and Kindle. Book excerpt: Entropies and entropy-like quantities play an increasing role in modern non-linear data analysis. Fields that benefit from this application range from biosignal analysis to econophysics and engineering. This issue is a collection of papers touching on different aspects of entropy measures in data analysis, as well as theoretical and computational analyses. The relevant topics include the difficulty to achieve adequate application of entropy measures and the acceptable parameter choices for those entropy measures, entropy-based coupling, and similarity analysis, along with the utilization of entropy measures as features in automatic learning and classification. Various real data applications are given.

An Exploratory Application of Entropy Minimax to Weather Prediction

Author : R. Christensen
Publisher :
ISBN 13 :
Total Pages : 103 pages
Book Rating : 4.:/5 (735 download)

DOWNLOAD NOW!

Book Synopsis An Exploratory Application of Entropy Minimax to Weather Prediction by : R. Christensen

Download or read book An Exploratory Application of Entropy Minimax to Weather Prediction written by R. Christensen and published by . This book was released on 1980 with total page 103 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Entropy Based Fatigue, Fracture, Failure Prediction and Structural Health Monitoring

Author : Cemal Basaran
Publisher : MDPI
ISBN 13 : 3039438077
Total Pages : 238 pages
Book Rating : 4.0/5 (394 download)

DOWNLOAD NOW!

Book Synopsis Entropy Based Fatigue, Fracture, Failure Prediction and Structural Health Monitoring by : Cemal Basaran

Download or read book Entropy Based Fatigue, Fracture, Failure Prediction and Structural Health Monitoring written by Cemal Basaran and published by MDPI. This book was released on 2021-01-13 with total page 238 pages. Available in PDF, EPUB and Kindle. Book excerpt: Traditionally fatigue, fracture, damage mechanics are predictions are based on empirical curve fitting models based on experimental data. However, when entropy is used as the metric for degradation of the material, the modeling process becomes physics based rather than empirical modeling. Because, entropy generation in a material can be calculated from the fundamental equation of thematerial. This collection of manuscripts is about using entropy for "Fatigue, Fracture, Failure Prediction and Structural Health Monitoring". The theoretical paper in the collection provides the mathematical and physics framework behind the unified mechanics theory, which unifies universal laws of motion of Newton and laws of thermodynamics at ab-initio level. Unified Mechanics introduces an additional axis called, Thermodynamic State Index axis which is linearly independent from Newtonian space x, y, z and time. As a result, derivative of displacement with respect to entropy is not zero, in unified mechanics theory, as in Newtonian mechanics. Any material is treated as a thermodynamic system and fundamental equation of the material is derived. Fundamental equation defines entropy generation rate in the system. Experimental papers in the collection prove validity of using entropy as a stable metric for Fatigue, Fracture, Failure Prediction and Structural Health Monitoring.

Entropy and Energy Dissipation in Water Resources

Author : V.P. Singh
Publisher : Springer Science & Business Media
ISBN 13 : 9401124302
Total Pages : 583 pages
Book Rating : 4.4/5 (11 download)

DOWNLOAD NOW!

Book Synopsis Entropy and Energy Dissipation in Water Resources by : V.P. Singh

Download or read book Entropy and Energy Dissipation in Water Resources written by V.P. Singh and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 583 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since the landmark contributions of C. E. Shannon in 1948, and those of E. T. Jaynes about a decade later, applications of the concept of entropy and the principle of maximum entropy have proliterated in science and engineering. Recent years have witnessed a broad range of new and exciting developments in hydrology and water resources using the entropy concept. These have encompassed innovative methods for hydrologic network design, transfer of information, flow forecasting, reliability assessment for water distribution systems, parameter estimation, derivation of probability distributions, drainage-network analysis, sediment yield modeling and pollutant loading, bridge-scour analysis, construction of velocity profiles, comparative evaluation of hydrologic models, and so on. Some of these methods hold great promise for advancement of engineering practice, permitting rational alternatives to conventional approaches. On the other hand, the concepts of energy and energy dissipation are being increasingly applied to a wide spectrum of problems in environmental and water resources. Both entropy and energy dissipation have their origin in thermodynamics, and are related concepts. Yet, many of the developments using entropy seem to be based entirely on statistical interpretation and have seemingly little physical content. For example, most of the entropy-related developments and applications in water resources have been based on the information-theoretic interpretation of entropy. We believe if the power of the entropy concept is to be fully realized, then its physical basis has to be established.