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JOURNALS // Informatika i Ee Primeneniya [Informatics and its Applications] // Archive

Inform. Primen., 2021 Volume 15, Issue 3, Pages 63–74 (Mi ia745)

This article is cited in 4 papers

Method for improving accuracy of neural network forecasts based on probability mixture models and its implementation as a digital service

A. K. Gorshenina, V. Yu. Kuzminb

a Federal Research Center “Computer Science and Control” of the Russian Academy of Sciences, 44-2 Vavilov Str., Moscow 119333, Russian Federation
b Faculty of Space Research, M. V. Lomonosov Moscow State University, 1-52 Leninskie Gory, GSP-1, Moscow 119991, Russian Federation

Abstract: A method aimed at improving the forecasting accuracy is presented. It uses a combination of classical probabilistic-statistical models and neural networks. Moments of mathematical models are used as a nontrivial expansion of the feature space. The efficiency of the proposed approach is demonstrated by the analysis of several experimental data ensembles of the L-2M stellarator. Error decrease is especially noticeable when using the moments of the statistical models based on the increments of the initial observed data. To implement the methods of statistical analysis and the proposed machine learning algorithms, a digital service has been created. Its architecture and capabilities are also outlined.

Keywords: neural networks, finite normal mixtures, probability models, forecasting, digital service, high-performance computing, turbulence plasma, stellarator.

Received: 17.07.2021

DOI: 10.14357/19922264210309



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