Enhanced single exponential smoothing technique for extreme data

Flood is an extreme event that causes damage to properties and loss of human life. Extreme event time series is usually nonlinear pattern. This produces high fluctuations in signal and large uncertainty in forecast quality. Single Exponential Smoothing Technique (SEST) is used for time series foreca...

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Main Author: Noor Shahifah, Muhamad
Format: Thesis
Language:eng
eng
Published: 2015
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Online Access:https://etd.uum.edu.my/5766/1/depositpermission_s813599.pdf
https://etd.uum.edu.my/5766/2/s813599_01.pdf
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record_format uketd_dc
institution Universiti Utara Malaysia
collection UUM ETD
language eng
eng
advisor Mohamed Din, Aniza
Abu Hassan, Zorkeflee
topic QA299.6-433 Analysis
spellingShingle QA299.6-433 Analysis
Noor Shahifah, Muhamad
Enhanced single exponential smoothing technique for extreme data
description Flood is an extreme event that causes damage to properties and loss of human life. Extreme event time series is usually nonlinear pattern. This produces high fluctuations in signal and large uncertainty in forecast quality. Single Exponential Smoothing Technique (SEST) is used for time series forecasting and to smooth out the random variation in signal. However, this technique comes with its own weaknesses to handle extreme data, especially with the presence of outliers. Based on the limitation, the enhancement of the SEST using Membership Function (MF) graph in Fuzzy Logic (FL) is proposed. The MF graph is used to transform the actual data into new representation which SEST can accept. This technique allows the SEST to use the extreme dataset after the transformation process. The MF is used to transform the actual data into the value in the range of zero to one, while SEST is used to smooth out the irregular component in time series. Six datasets of river water level and three datasets of temperature level were used for this experiment. These techniques have been integrated for handling extreme data. The combination between MF and SEST (MF+SEST) in data smoothing process has shown good performance in handling five river water level data and three temperature data compared to standard SEST. This combination technique has also improved the performances of Neural Network (NN) model and is capable of producing accurate prediction. MF+SEST has improved the NN performances by an average of 95% compared to SEST and produce more consistent results. This technique can be used in extreme data preprocessing to improve the NN performances to produce an accurate prediction. The prediction generated will be able to facilitate the authority and public in preparing for upcoming flood event.
format Thesis
qualification_name masters
qualification_level Master's degree
author Noor Shahifah, Muhamad
author_facet Noor Shahifah, Muhamad
author_sort Noor Shahifah, Muhamad
title Enhanced single exponential smoothing technique for extreme data
title_short Enhanced single exponential smoothing technique for extreme data
title_full Enhanced single exponential smoothing technique for extreme data
title_fullStr Enhanced single exponential smoothing technique for extreme data
title_full_unstemmed Enhanced single exponential smoothing technique for extreme data
title_sort enhanced single exponential smoothing technique for extreme data
granting_institution Universiti Utara Malaysia
granting_department Awang Had Salleh Graduate School of Arts & Sciences
publishDate 2015
url https://etd.uum.edu.my/5766/1/depositpermission_s813599.pdf
https://etd.uum.edu.my/5766/2/s813599_01.pdf
_version_ 1747827978498211840
spelling my-uum-etd.57662021-04-04T08:09:18Z Enhanced single exponential smoothing technique for extreme data 2015 Noor Shahifah, Muhamad Mohamed Din, Aniza Abu Hassan, Zorkeflee Awang Had Salleh Graduate School of Arts & Sciences Awang Had Salleh Graduate School of Arts and Sciences QA299.6-433 Analysis Flood is an extreme event that causes damage to properties and loss of human life. Extreme event time series is usually nonlinear pattern. This produces high fluctuations in signal and large uncertainty in forecast quality. Single Exponential Smoothing Technique (SEST) is used for time series forecasting and to smooth out the random variation in signal. However, this technique comes with its own weaknesses to handle extreme data, especially with the presence of outliers. Based on the limitation, the enhancement of the SEST using Membership Function (MF) graph in Fuzzy Logic (FL) is proposed. The MF graph is used to transform the actual data into new representation which SEST can accept. This technique allows the SEST to use the extreme dataset after the transformation process. The MF is used to transform the actual data into the value in the range of zero to one, while SEST is used to smooth out the irregular component in time series. Six datasets of river water level and three datasets of temperature level were used for this experiment. These techniques have been integrated for handling extreme data. The combination between MF and SEST (MF+SEST) in data smoothing process has shown good performance in handling five river water level data and three temperature data compared to standard SEST. This combination technique has also improved the performances of Neural Network (NN) model and is capable of producing accurate prediction. MF+SEST has improved the NN performances by an average of 95% compared to SEST and produce more consistent results. This technique can be used in extreme data preprocessing to improve the NN performances to produce an accurate prediction. The prediction generated will be able to facilitate the authority and public in preparing for upcoming flood event. 2015 Thesis https://etd.uum.edu.my/5766/ https://etd.uum.edu.my/5766/1/depositpermission_s813599.pdf text eng public https://etd.uum.edu.my/5766/2/s813599_01.pdf text eng validuser masters masters Universiti Utara Malaysia Abdullah, S., Sapii, N., Dir, S., & Jalal, T. M. T. (2012). Application of univariate forecasting models of tuberculosis cases in Kelantan. In 2012 International Conference on Statistics in Science, Business, and Engineering (ICSSBE) (pp. 1–7). doi:10.1109/ICSSBE.2012.6396582 Adnan, R., Ruslan, F.A., Samad, A.M. & Md-Zain, Z. (2012). Flood Water Level Modeling and Prediction Using Artificial Neural Network: Case Study of Sungai Batu Pahat in Johor. 2012 IEEE Control and System Graduate Research Colloquium (ICSGRC 2012). Agboola, A. 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