Recurrent Neural Network for Forecasting Time Series with Long Memory Pattern

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Walid, Alamsyah

2017 Journal of Physics: Conference Series Vol. 824 Issue 1 Conference paper Cited by 13 Quartile

Abstract

Recurrent Neural Network as one of the hybrid models are often used to predict and estimate the issues related to electricity, can be used to describe the cause of the swelling of electrical load which experienced by PLN. In this research will be developed RNN forecasting procedures at the time series with long memory patterns. Considering the application is the national electrical load which of course has a different trend with the condition of the electrical load in any country. This research produces the algorithm of time series forecasting which has long memory pattern using E-RNN after this referred to the algorithm of integrated fractional recurrent neural networks (FIRNN).The prediction results of long memory time series using models Fractional Integrated Recurrent Neural Network (FIRNN) showed that the model with the selection of data difference in the range of [-1,1] and the model of Fractional Integrated Recurrent Neural Network (FIRNN) (24,6,1) provides the smallest MSE value, which is 0.00149684. © Published under licence by IOP Publishing Ltd.

Affiliations

Department of Mathematics, Universitas Negeri Semarang, Indonesia