Forecasting of Uranium Production To Ensure Safe Supply of Nuclear Fuel For Power Plants

International Journal of Emerging Trends in Engineering and Development Issue 7, Vol.
1 (January 2017)
Available online on http://www.rspublication.com/ijeted/ijeted_index.htm ISSN 2249-6149
Forecasting of Uranium Production to Ensure Safe

Supply of Nuclear Fuel for Power Plants
Ghada I. El-shanshoury , Eman Sarwat
Radiation Safety Department, Nuclear and Radiological Regulatory Authority (NRRA)
ABSTRACT
This work presents the results concerning the applications of different statistical models and back-
propagation learning algorithm in forecasting uranium production to ensure the safe supply of nuclear fuel for
power plants. The performance of statistical and neural network models is compared to uranium-recorded
values for three countries that are rich in uranium production (Kazakhstan, Russia and Niger). The
comparison is based on statistical forecast accuracy and control error between uranium predicted and
recorded values. The results show that the artificial neural network using feedforward back-propagation
learning algorithm is the best technique for uranium forecasting in the three studied counties, and uranium
production of Kazakhstan and Russia are sufficient to supply nuclear fuel for power plants.
Key Words: Feedforward Back-Propagation, Trend-Function Methods, Trend-Smoothing Methods, Forecast

Accuracy and Control Error.
1. INTRODUCTION
One of the most important energy minerals in the world among the last 60 years is uranium. A small
proportion of it is used for producing medical isotopes beside using it in making electricity. In 2014, uranium
mines operate in 20 countries, about 54% of the world production came from just ten mines in six countries
(Canada, Kazakhstan, Australia, Niger, Russia and Namibia). These six countries provide about 85% of the
world's mined uranium [1] and have the biggest uranium reserves.
The determination of the appropriate countries which import uranium from them to ensure safe supply of
nuclear fuel for power plants, is one of the important requisite to process the Nuclear Power Plants (NPPs).
This selection is based on the time series prediction of uranium production of some biggest uranium
production countries. In this paper, three countries from the biggest six are considered under investigation
(Kazakhstan, Niger, and Russia).
The main objective purpose of this study is to predict future uranium production for the three selected
countries, using some statistical forecasting methods and Artificial Neural Networks (ANNs) approach.
One of the most accurate and widely used techniques in forecasting models in many areas is ANNs [2-6].
ANNs are few prior assumptions with self-adaptive and data-driven methods. ANNs have the ability to learn
from original data by making generalized observations from them that give good. In addition, ANNs can
powerfully approximate a continuous function to the desired level of accuracy. Finally, ANNs have great
ability in solving nonlinear problems [2].
Cox-Stuart nonparametric trend test (sign test) is applied to test the one-sided alternative hypothesis of
increasing trend. The sign test resulted in an upward trend for the time series under study, therefore statistical
trend methods are applied in this work. There are various forecasting statistical methods used in the analysis
of time series, included trend function methods and trend smoothing methods.
The most appropriate forecasting method is determined on the basis of accuracy. In this work, several
common accuracy methods are used: Root Mean Square Error (RMSE), Mean Absolute Deviation (MAD),
Mean Absolute Percentage Error (MAPE) and Cumulative Forecast Error (CFE).
2017 RS Publication, rspublicationhouse@gmail.com Page 155

International Journal of Emerging Trends in Engineering and Development Issue 7, Vol. 1 (January 2017)
To select a suitable forecasting method for uranium production from several potential models, one approach
is to apply each model to the data by taking a series of actual historical data (demand). The method that yields
the smallest RMSE, MAD and MAPE and has bias close to zero usually is the preferred method. A Tracking
Signal (TS) and Stranded Deviation of Error (SDE) are often used to monitor the performance of a
forecasting model [7]. ANNs using different learning algorithm are applied to predict uranium in the three
selected countries. The result shows that Back-Propagation Learning Algorithm (BPLA) is the best learning
algorithm, which is used for uranium prediction in this study.
The paper is organized as follows: section 2 presents materials and methods, results and discussion is
presented in section 3 and the conclusion in section 4.
2. MATERIALS AND METHODS
2.1. Nonparametric Trend Test
The time-series analysis is usually interested in knowing whether the series reflect a general trend upward or
downward, and the general trend of higher if the values tend to increase with time, and down if they tend to
decrease. Then, the nonparametric trend test is preferably used before forecasting to recogonize if the series
has trend or not.
The Cox-Stuart test is a little prevailing test (power equal to 0.78), but very strong for the trend analysis.
Therefore, it is valid to a large variety of situations, in order to get an idea of the evolution of values obtained.
The proposed method is based on the binomial distribution [8]. The Cox-Stuart nonparametric trend test is
applied to test the one-sided alternative hypothesis of increasing trend. First the observed uranium production
data is ordered into time sequence of random variables, y1, y2,,yn, and then form the matched pairs, (y1,
y1+c), (y2, y2+c), (yn-c , yn), where c = n/2, if n is even, and c = (n + 1)/2, if n is odd, and the middle random
variable is excluded from the analysis. The Cox-Stuart test statistic, T, is defined by
n'
n'
Prob(T t H 0 ) p y (1 p) n ' y
y t
y
Where n' is the total number of evaluable pairs, t is the total observed number of pairs with the second part of
the uranium production sequence, yi+c , larger than the first part of the sequence, yi. Under the null hypothesis
(no uranium production trend), p = 1/2, against the one-sided alternative hypothesis, p > [9].
The test statistic T depends on the hypotheses being tested. The test statistic for the hypotheses set is the
number of plus signs. The probabilities of observing the number of plus or minus signs are obtained from the
binomial distribution table [10]. If the probability value exceedance =0.05 the null hypothesis no trend
exists cannot be rejected.
2.2. Forecast Techniques
In this study, the forecast techniques are classified to three parts including: Trend-function methods, Trend-
smoothing methods and ANNs method. These techniques are applied to the forecast production of uranium
data. The methods and regarding formulas are shown in this section.
2.2.1 Trend-Function Methods
Trend-function methods are used to estimate the nature of the relationship between a dependent variable
(uranium production) and independent variable (time per-year). Furthermore, years are often code the
independent variable time to make the equation easier to interpret. In other words, let t be 1 for the first year,
2 for the second, and so on. When time is coded, the following function equations are used to find the time
coefficients and the intercept [11].

2.2.1.1. Linear Trend Function
In forecasting methods, time is the independent variable and the value of the time series is the dependent
variable. The linear regression trend function is shown as below:
yt = a + bt
Where, b is the slop and a is the intercept [12].
n n n n
n
n XY - X Y Y X
b i 1 i 1 i 1
, a i 1
- b i 1
n
2
n n n
n X 2 - X
i 1 i 1
2.2.1.2. Quadratic Trend Function
A quadratic equation is a second-degree polynomial equation. A quadratic function is a function of the form,
yt = at 2 + bt + c
Where a , b and c are real numbers and a not equal to zero. The graph of the quadratic function is called a
parabola. It is a "U" shaped curve that may open up or down depending on the sign of coefficient a [13].
The excel computer program is used to find the quadratic function equation.
2.2.1.3. Polynomial 4th Degree Trend Function
Fourth-degree polynomials are also known as quadratic polynomials. A 4th degree function is a function of
the form [14]:
yt = at 4 + bt3 + ct2+ dt +e
Here, a is nonzero,
Where, a , b , c and d are the coefficients of the time t. e is the intercept.
The excel computer program is also used to find the fourth degree polynomial function equation.
2.2.2. Trend-Smoothing Methods
Random or/and coincidental fluctuations in annual time series data can be removed or softened by trend-
smoothing methods. Five smoothing methods including: linear moving averages, Browns linear exponential
smoothing methods with single parameter (Browns double exponential smoothing), Holts linear exponential
smoothing with two parameters (Holts double exponential smoothing), ARIMA model equivalency to linear
exponential smoothing and Browns quadratic exponential smoothing methods (triple exponential
smoothing), are mentioned in this part of the study.
2.2.2.1. Linear Moving Averages
Estimation can be done by using arithmetic mean of number of certain (k) prior period of data. When moving
averages method is applied to the data which has a significant trend, estimations are always remains lower
than actual values. To deal with this situation Linear Moving Averages method was developed. The main
idea of this method is the calculation of second moving average [15].
y yt 1 yt 2 ...... yt k 1 L't L't 1 L't 2 ...... L't k 1
L t
'
t , L
''
t
k k
2
at L't ( L't L''t ) 2 L't L''t , bt ( L't L''t )
k 1
Ft m at bt m
Where, yt is the actual value for period t, L is the moving average of time t, L" is the double moving
average and m is number of periods ahead to be forecast.
2.2.2.2. Browns Linear Double Exponential Smoothing Method with Single Parameter
Browns Linear Exponential Smoothing Method with single parameter has some similarities with linear
moving averages method. However, the difference between first and second smoothing values is added into
the first smoothing value [15]. This method is a double exponential smoothing which approach adds a
smoothed value to measure the trend [16]. The first smoothed values ( L't ) will be smoothed again ( L''t );
because there is an assumed linear trend in the time series. Basically, it estimates a linear trend [17].
L't yt (1 ) L't 1 , L''t L't (1 ) L''t 1

at L't ( L't L''t ) 2 L't L''t , bt ( L't L''t )
1
Ft m at bt m
Where, a is the smoothed value at the end of period t. b is an estimate of a trend at the end of period t and m is
the number of periods ahead to be forecast.
The constant has the value between 0 and 1. Trial and error is typically used to find the value of which
provides the best future forecasts. Here, best is defined as the value of which provides the minimum
square error [18].
2.2.2.3. Holts Linear Double Exponential Smoothing Method with Two Parameters
It seems similar to the previous method (Browns Linear Exponential Smoothing Method with Single
Parameter). However, in Holts Linear Exponential Method the second smoothing value is not used. Trend
values are smoothed directly. This adds flexibility into the method. The parameters and have the values
between 0 and 1 [19]. Thus,
Lt yt (1 )( Lt 1 bt 1 ) , bt ( Lt Lt 1 ) (1 )bt 1 , Ft m Lt bt m
Where, Lt is the level at time t, is the weight for the level, bt is the trend at time t, is the weight for the
trend, yt is the data value at time t, and Ft m is the fitted value, or number-period-ahead forecast, at time t
[20]. The parameters and are the smoothing constants. These parameters should be optimized for
minimizing the sum of error squares [15].
Initial values for Browns and Holts double exponential methods

There are several methods to choose the initial values for Lt and bt . L1 is in general set to y1.
Two suggestions for b1 are applied because the values in these methods help to reduce the errors.
Consequently,
b1 =[(y4 y3)+ (y2 y1)]/2 [16] & b1 = (yn y1)/(n 1) [21]
2.2.2.4. AIRMA Time Series Model

In statistics and econometrics, and in particular in time series analysis, an autoregressive integrated moving
average (ARIMA) model is a generalization of an autoregressive moving average (ARMA) model. These
models are fitted to time series data either to better understand the data or to predict future points in the series
(forecasting). They are applied in some cases where data show evidence of non-stationarity, where an initial
differencing step (corresponding to the "integrated" part of the model) can be applied to reduce the non-
stationarity. On-seasonal ARIMA models are generally denoted AIRMA (p, d, q) where parameters p, d, and
q are non-negative integers, p is the order of the Autoregressive model, d is the degree of differencing, and q
is the order of the moving-average model [22].
The ARIMA model equivalency to linear exponential smoothing is the ARIMA (0,2,2) model. This model is
applied using MINITAB program fits to the data, in order to minimize the sum of squared errors. The trend
and level components are then initialized by backcasting [20].
2.2.2.5. Browns Quadratic Triple Exponential Smoothing Method with Single Parameter
When the time series are curved shape (quadratic, third order or more) Browns quadratic exponential
smoothing technique is suitable for estimation. This method assumes a second order trend in the time series,
therefore a third smoothing step is performed ( L'''t ) to the model. Basically, it estimates a parabola of a second
degree [17]. The equations for quadratic exponential smoothing are below:
L't yt (1 ) L't 1 , L''t L't (1 ) L''t 1 , L'''t L''t (1 )L'''t 1

2
at 3L't 3L''t L'''t , bt
2
(6 5 ) L'
(10 8 ) L''
(4 3 ) L'''
t
, c ( L't 2 L''t L'''t )
2(1 ) (1 )
t t t 2
Estimation equation can be shown as below:

Ft m at bt m 12 ct m 2
m is the number of periods ahead to be forecast.
2.2.3. Back-Propagation Algorithm
One of the methods used in training multilayer artificial neural networks is the back-propagation (BP), which
apply the supervised learning algorithm. Supervised algorithms are error-based learning algorithms. When
there is no relationship between the output and inputs, BP is suitable for these problems. Figure 1 shows BP
network which consists of three layers of units: an input layer, one intermediate hidden layer, and an output
layer. The units of BP are connected in a feed-forward manner with input units connected to units in the
hidden layer and hidden units connected to units in the output layer. The input pattern presented to the input
layer of the network, are propagated through the network until they reach the output units that predict the
output pattern. The sum squared error between the output values of the network and the given target values is
minimized by the gradient-decent search method used in BPLA [23].

Fig. 1: Back-propagation multilayer network
The subscripts that are used : i the input layer, j the hidden layer, k denotes the output layer, wij a weight
from the input to the hidden layer and wjk a weight from the hidden to the output layer [23] .
Feedforward:
The weighted sum of the input to the jth node in the hidden layer when a training pattern is fed to the input
layer, is given by [23] :
Netj = wij xj (1)

1
O j xk Net j (2)
1 e
The output value for node k in the output layer is determined from equations (1) and (2).
Error Calculations and Weight Adjustments Back-propagation for output and hidden layer:
a) Output Layer
The difference between the actual value of the output node k (Ok ) and the expected target output for node k
(tk) is given by :
k tk Ok (3)
Therefore, the error signal for node k in the output layer can be calculated as follows:
k k Ok (1 Ok )
or (4)
k (tk Ok )Ok (1 Ok )
Where the Ok(1-Ok) term is the derivative of the Sigmoid function. With the delta rule, the change in the
weight connecting input node j and output node k is proportional to the error at node k multiplied by the
activation of node j.
The formulas used to modify the weight wj,k between the output node k and the node j is:
(5)
w j ,k I r k xk (6)
w j ,k w j ,k w j ,k

Where w j , k is the change in the weight between nodes j and k, Ir is the learning rate that indicates the
relative change in weights. In equation (5), the xk variable is the input value to the node k, and is the same
value as the output from node j. A modification to equation (5) is made to improve the process of updating
the weights by the following equation.
wnj ,k I r k xk w(j n,k1) (7)

The weight update during the nth iteration is determined by including a momentum term ( ) that prevents
the learning process from settling in a local minimum.
Fig. 2: Global and Local Minima of Error Function [24].
b) Hidden Layer:
The error signal in the hidden layer for node j is given by:
k (tk Ok )Ok ( w j ,k k ) (8)
In the output layer, the sum term adds the weighted error signal for all nodes k. Then, the formula to adjust
the weight wi,j between the input node i and the node j is:
win, j I r j x j wi(,nj 1) (9)
wi , j wi , j wi , j (10)
Global Error: Finally, Backpropagation is calculated by assuming that it is desirable to minimize the error
on the output nodes. The following equation is used to calculate the error function E for all patterns. Ideally
when the neural network has been correctly trained, the error function should have a value of zero (it is
numerically unrealistic) [25].
E 1 2 ( (tk Ok ) )
2
(11)
2.3. Evaluating Forecast Quality
There are several measurements can be used for evaluation of the forecasting models. Some of them are
shown in the following sections.
2.3.1. Forecast Accuracy Error
There is no consensus among researcher as to which measure is best for determining the most appropriate
forecasting method. Accuracy is the criterion that determines the best forecasting method; thus, accuracy is

the most important concern in evaluating the quality of a forecast. The goal of the forecasts is to minimize
error. Forecast error is the difference between an actual value and its forecast value.
Some of the common indicators used to evaluate accuracy are Root Mean Square Error (RMSE), Mean
Absolute Deviation (MAD), Mean Absolute Percentage Error (MAPE) and Cumulative Forecast Error (CFE).
Table 1 presents the measuring forecast accuracy. Equations (12-15) give some of these methods.
Table 1: Forecast Accuracy Measure
Forecast Accuracy
Formula Description
Measure
n
(y F ) 2 It measures the dispersion of forecast errors and

Root Mean Square t t measures the average of the squared individual errors
Error (RMSE) RMSE i 1
(12) [26].
n
n
Mean Absolute
Deviation y t Ft It measures the accuracy of fitted time series values.
It expresses accuracy in the same units as the data,
(MAD) MAD i 1
(13) which helps conceptualize the amount of error [20].
n
1 n yt Ft
Mean Absolute
MAPE *100 (14) It is a measure which is closely related to the MAD,
Percentage Error n i 1 yt but which expresses the magnitude of the error
(MAPE) relative to the magnitude of the demand [27].
n
Cumulative sum of CFE ( yi Fi ) (15) It measures total forecast error. It is useful for finding
Forecast Error, or, t 1 and consistent bias (higher or lower) [28].
bias (CFE)
2.3.2. Forecast Control
There are several ways to monitor forecast error over time to make sure that the forecast is performing
correctly, that is, the forecast is in control. Forecasts can go "out of control" and start providing inaccurate
forecasts for several reasons. The forecast error is monitored with the methods presented as:
2.3.2.1. Tracking Signal (TS):
Tracking signal is one of a useful measure for assessing the performance of forecasting model. The TS is the
ratio of cumulative of forecast errors (the difference between forecasted demand and actual demand) and the
cumulative error by MAD. The TS is calculated as equation (16).
t
(y t Ft )
CFEt
TS i 1
(16)
MADt MADt
Where, yt is the actual value in time period t, Ft is the forecast value in t.
The TS is a measure that can be used in a control-chart-like manner so that when an out-of-control state is
reached, the forecasting model can be revised to get things back in control [27]. The TS is used to signal
forecaster when the forecasting model needs to be modified. In general, when the value of tracking signal is
blow the limits from 4 to 8, the forecast method is considered acceptable for most exponential smoothing
forecasting [29], and if the TS around zero, the forecasting model is performing well. The TS is also
calculated to indicate the direction of forecasting error. If TS is positive, the forecasts increase, but if it is
negative, the forecasts decrease [30]. The tracking signal is a measurement that indicates whether the forecast
average is keeping pace with any genuine upward or downward changes in demand [12]. The choices of

predetermined limits are based on experience and judgment [31]. In this work a forecast is considered out-of-
control and indicates a high bias and is a signal to review the forecasting model, If the value of TS
exceedance 8. The selection of these limits due to the values of uranium production is much high, and some
times the error values are very high.
2.3.2.2. Standard Deviation of Error (SDE)
Standard deviation of error sometimes is used as a measure of forecast error. It reacts to forecast error much
like MAD does. By using SDE value, statistical control limits can be computed for forecast errors for
exponential smoothing forecast methods [32]. The SDE can also used for monitoring forecast error as
statistical control charts.
Computing prediction intervals (P.I.s) is an important part of the forecasting process intended to indicate the
likely uncertainty in point forecasts [33]. The SDE is also, usually calculated to supplement point forecasts by
computing interval forecasts. A prediction interval gives an interval within which we expect yi to lie with a
specified probability [34]. The principle is the source of most P.I.s calculated in practice. The formulae are
essentially of the same general form, namely that a 100(1- )% P.I. for the value one step ahead is given by
[33]:
Ft Z / 2 e2 Ft Z / 2 ( SDE ) (17)
Where,
n
(y t Ft ) 2
SDE i 1
(18)
n 1
Z / 2 denotes the appropriate (two-tailed) percentage point of a standard normal distribution.
yt is the actual value in time period t, Ft is the forecast value in time period t, n is the number of periods.
In forecasting, it is common to calculate 80% intervals and 95% intervals, although any percentage may be
used. In this work, 95% prediction interval is used (1.96 * SDE).
3. RESULTS AND DISCUSSION
A number of alternative methods can be used to generate five years forecasts for uranium production (UP)
per ton. The Study depend on the annual published uranium production data for three countries [35,36], the
UP series starting from year 1992 to year 2014 in Kazakhstan and Russia, and from year 1990 to year 2014 in
Niger. Figure 3 shows the time series of UP data in the three investigated countries.
Fig. 3: Uranium production of Kazakhstan, Russia and Niger
Uranium Production in Uranium Production in Russia
Kazakhstan 4000
27000 Uranium Production in Niger
3500 5000
24000 Kazakhstan
4500
Uranium Production (Ton)
21000 3000
4000
18000 2500 3500

15000 2000 3000
12000 2500
1500
9000 Russia 2000
1000 Niger
1500
6000
500 1000
3000
500
0 0
0
1990 2000 2010 2020 1990 2000 2010 2020
1990 2000 2010 2020
Time (Years) Time (Years) Time (Years)

Cox and Stuart test of trend is applied to test if the data indicate an upward trend as alternative hypothesis.
Pair the ith observation of the first half with the ith observation of the second half of the time-ordered data.
Since there are 23 observations for Kazakhstan and Russia, and 25 observations for Niger, the middle value
does not pair. Let, T is the number of + pairs and the null hypothesis (H0) there is no trend. For Kazakhstan
and Russia, T ~ Binomial (11, ) as well, T ~ Binomial (12, ) for Niger. If T is observed to take on a
sufficiently big value, significant evidence of an upward trend is obtained. For Kazakhstan and Russia, T is
11 and the p-value is p(T 11| H0 true) = 0.0005. Likewise, T is 12 and the p-value for Niger is p(T 12| H0
true) = 0.0002. Since the p-values are not exceeds = 0.05, then, H0 is reject. Therefore, the alternative
hypothesis, there is upward trend is accepted.
The time series analysis for forecasting UP of each country is presented in the following sections:
3.1. Time Series Analysis of Kazakhstan Uranium Production
The analysis of the time series forecasting confined in determination of the appropriate forecast methods
through accuracy error calculations. These accuracy measurements are presented in Table 2 for statistical
models and Table 3 for ANNs method. Table 2 illustrates the values of and , which are used in Browns
and Holts exponential smoothing and give the smallest values of sum square error compared with other
trialed values of and . The values of RMSE, MAD, MAPE, CFE, TS and SDE are also shown in
Table 2 & 3.
Table 2: Forecast Accuracy Error Measurements of statistical models of Kazakhstan

Kazakhstan value value RMSE MAD MAPE CFE TS SDE
Linear - - 3920.5 3559.3 93.29 0.98 0.0003 4008.56
Quadratic - - 1336.8 1018.9 20.23 -15.82 -0.0155 1366.85
Polynomial 4th degree - - 1095.6 899.16 23.76 36.00 0.0400 1120.24
Linear Moving Average - - 1259.8 773.43 13.46 1853.5 2.396 1289.42
Browns Double Exponential 0.99 - 1018.0 590.42 9.85 941.57 1.595 1041.97
Holt's Linear Double Exponential 0.999 0.99 1018.2 590.92 9.82 933.31 1.579 1042.19
The ARIMA Model - - 941.10 542.84 9.93 2289.7 4.218 962.26
Browns Quadratic Exponential 0.70 - 1175.5 619.13 11.18 -1711.9 -2.765 1203.20
Table 3: Forecast Accuracy Error Measurements of ANNs method of Kazakhstan
Kazakhstan RMSE MAD MAPE CFE TS SDE

ANNs 103.9 67.69 1.54 80.98 1.196 106.24
According to the accuracy error results and in spite of the values of CFE and TS of linear, quadratic and
polynomial 4th degree models are smaller than other methods, but the ANNs method gives the smallest values
of RMSE, MAD, MAPE and SDE compared with other methods. The ANNs method is followed by ARIMA
method in the second order. For the ease of performance comparison of different methods mentioned above,
the tracking signal is calculated. The tracking signal indicates when a forecast is out-of control and if it is
consistently biased. Tracking is recomputed each period. The relevant values are plotted on a control chart
with the control limits of 8 as shown in Figure 4.

Fig. 4: Control Limits for Different Forecasting Methods for Kazakhstan
16
14
12 TS linear
10
TS Quadratic
8
6 TS Polynomial 4th
Trackng Signal
4 TS Linear Moving Average

2
0 TS Brawn's Double
-2 1 4 7 10 13 16 19 22 TS Holt's Double
-4
-6 TS AIRMA
-8 TS Brawn's Quadratic
-10
-12 TS ANN
-14
-16
Years
Based on the tracking signals in Figure 4, there are some of out-of-control points detected. These points are
related to ARIMA, linear moving average and all exponential smoothing methods. This indicates that these
forecast methods are no longer producing good forecasts and need to be updated and reinvestigated.
Moreover, the ARIMA method is considered out- of control while it has the second order after ANNs
method. Therefore, this method will be ignored and the Polynomial 4th degree model will be replaced.
From the analysis, The TS points of ANNs method fall between control limits and around zero and has the
best values of RMSE, MAD, MAPE and SDE. Then, The ANNs method is the best method for forecasting
Kazakhstan UP. Table 4 shows the values of five years UP forecasts and its prediction intervals values using
ANNs and Polynomial 4th degree models.
Table 4: UP forecasts and prediction intervals values using ANN and Polynomial 4th degree models
ANNs Method Polynomial 4th degree model

Years Upper P.I.s UP forecast Lower P.I.s Years Upper P.I.s UP forecast Lower P.I.s
2015 23668 23460 23251 2015 27786 25590 23394
2016 24003 23795 23587 2016 28382 26187 23991
5017 24284 24076 23868 5017 28150 25954 23758
2018 24518 24310 24101 2018 26900 24704 22509
2019 24710 24502 24294 2019 24434 22238 20042
Figure 5 displays the actual and forecast values of UP of Kazakhstan using ANNs and Polynomial 4th degree.
The ANNs forecast values are very closer to actual values. The actual and forecast values are almost
identical.
Fig. 5: Actual and Forecast values of Uranium Production of Kazakhstan

Polynomial 4th degree model

ANNs method
30000
30000

Actual uranium Actual uranium
25000 production
25000 production
20000 Uranium forecasting
20000 Uranium
forecasting
15000
15000
10000
10000
5000
5000
0
0
1992 1996 2000 2004 2008 2012 2016 2020
1992 1996 2000 2004 2008 2012 2016 2020
Years
Years
Table 4 and Figure 5 show that Kazakhstan has annual increasing forecasting in UP in the five years forecasts
by using ANNs mehod. But Polynomial 4th degree model gives the increasing in UP in years 2015 and 2016
followed by a decreases in UP in the following three years. Consequantly, one should recommend
the use of the ANNs method for UP forecasing in Kazakhstan.
3.2. Time Series Analysis of Russia Uranium Production
Table 5 presents the values of , , RMSE, MAD, MAPE, CFE, TS and SDE of Russia uranium production
forecasting using statistical methods. Table 6 shows the forecast accuracy error measurements of ANNs
model.
Table 5: Forecast Accuracy Error Measurements of statistical models for Russia

Russia value value RMSE MAD MAPE CFE TS SDE
Linear - - 276.08 244.91 8.2424 -0.02 -8.2E-05 282.29
Quadratic - - 245.05 220.24 7.6296 -0.618 -0.0028 250.56
Polynomial 4th degree - - 146.96 122.68 4.293 -69.14 -0.5636 150.26
Linear Moving Average - - 312.32 235.65 8.286 36.34 0.1542 319.67
Browns Double Exponential 0.40 - 236.58 176.73 6.226 -377.23 -2.1346 242.14
The ARIMA Model - - 258.76 200.77 7.156 -655.21 -3.263 264.58
Browns Quadratic Exponential 0.40 - 261.73 181.39 6.409 -118.01 -0.6506 267.89
Table 6: Forecast Accuracy Error Measurements of ANNs method of Russia
Russia RMSE MAD MAPE CFE TS SDE

ANNs 141.41 117.09 4.112 319.82 2.7313 144.59
According to Table 5 & 6 results, the values of CFE and TS of linear and quadratic models are smaller than
the other methods, but the ANNs method, followed by Polynomial 4th degree model, give the smallest values
of RMSE, MAD, MAPE and SDE when compared with the other methods. To control the forecast accuracy,
tracking signal is used. Figure 6 shows the control limits of UP forecasting methods for Russia.

Fig. 6: Control Limits for Different Forecasting Methods for Russia

12
10 TS linear
8 TS Quadratic
6
Trackng Signal
4 TS Polynomial 4th
2 TS Linear Moving Average
0 TS Brawn's Double
-2 1 4 7 10 13 16 19 22
TS Holt's Double
-4
-6 TS AIRMA
-8 TS Brawn's Quadratic
-10 TS ANN
-12
Years
From Figure 6 it is obvious that all forecasting methods occur between control limits. This indicates that all
these methods are valid for forecasting. Consequently, the choice of the best method is referring to the
forecast accuracy measurements. Table 6 shows that the ANNs method is the best methods for the time series
UP forecasting followed by Polynomial 4th degree model. The ANNs method has slightly smaller values of
RMSE, MAD, MAPE and SDE than their similarity of Polynomial 4th degree. However, the Polynomial 4th
degree model has smaller values of CFE and TS than the ANNs method. Holts linear double exponential
method gives the best values only in CFE and TS than the ANNs and Polynomial 4thn degree methods. Table
7 shows the values of five years UP forecasts and its prediction intervals values using ANNs, Polynomial 4th
degree models and Holts linear double exponential smoothing method.
Table 7: UP forecasts and prediction intervals values using ANNs, Polynomial 4th and Holts methods
ANNs Method Polynomial 4th degree model Holt's linear double exponential
Years Upper UP Lower Years Upper UP Lower Years Upper UP Lower
2015 3171 2888 2604 2015 3030 2736 2441 2015 3478 3030 2582
2016 3205 2921 2638 2016 2859 2564 2270 2016 3494 3046 2598
5017 3227 2943 2660 5017 2685 2391 2096 5017 3510 3062 2614
2018 3236 2953 2669 2018 2517 2222 1928 2018 3526 3078 2630
2019 3239 2956 2672 2019 2361 2067 1772 2019 3542 3094 2646
Figure 7 displays the actual and forecast values of UP of Russia using ANNs , Polynomial 4th and Holts
methods.
Fig. 7: Actual and Forecast values of Uranium Production of Russia
ANNs Method Holt's Linear Double Exponential
4000 Polynomial 4th degree model
4000
4000
3500 3500
3500
3000 3000
3000
2500 2500
2500
2000 2000
Actual uranium
2000
1500 Actual uranium 1500 production 1500 Actual uranium
production
Uranium forecasting production
1000 1000
Uranium forecasting 1000 Uranium forecasting
500 500
500
0
0 0
1992 1999 2006 2013 2020 1992 1999 2006 2013 2020 1992 1999 2006 2013 2020
Years Years Years

Table and Figure 7 show that Russia has annual increasing forecasating in UP in the five years forecasts using
ANNs and Holts mehods. But Polynomial 4th degree model gives the decreasing in UP in the five years. So,
using the ANNs method or Holts linear method for Rusiaa UP forecasing are recommended.
3.3. Time Series Analysis of Niger Uranium Production
Tables 8 & 9 present the values of , and accuracy error measurements of Niger uranium production
forecasting methods.
Table 8: Forecast Accuracy Error Measurements of Niger

Niger value value RMSE MAD MAPE CFE TS SDE
Linear - - 380.60 321.5 9.343 -0.25 -0.00078 388.45
Quadratic - - 325.19 252.3 7.229 -0.978 -0.00388 331.89
Polynomial 4th degree - - 282.56 238.9 6.938 18.2 0.07617 288.39
Linear Moving Average - - 392.28 279.3 8.034 -626 -2.24122 400.72
Browns Double Exponential 0.64 - 366.59 249.6 7.193 -385.3 -1.54322 374.47
The ARIMA Model - - 323.41 222.1 6.507 -1194.8 -5.38028 330.08
Browns Quadratic Exponential 0.20 - 385.25 284.3 8.024 923.58 3.24876 393.54
Table 9: Forecast Accuracy Error Measurements of ANNs method of Niger
Niger RMSE MAD MAPE CFE TS SDE

ANNs 163.9 120.9 3.536 -246.66 -2.0404 167.32
To monitor the forecast accuracy, tracking signal is plotted. Figure 8 shows the control limits of UP
forecasting methods for Niger.
Fig. 8: Control Limits for Different Forecasting Methods for Niger
12
TS linear
10
8 TS Quadratic
6 TS Polynomial 4th
4
Trackng Signal
TS Linear Moving Average

2
TS Brawn's Double
0
-2 1 4 7 10 13 16 19 22 25 TS Holt's Double
-4 TS AIRMA
-6
TS Brawn's Quadratic
-8
-10 TS ANN
-12
Years
Figure 8 displays that the linear and ARIMA models are out-of control and all methods are valid for
forecasting. To determinate the best method for forecasting, the forecast accuracy measurement values are
evaluated (Table 8 & 9). Table 9 shows that the ANNs method is the best methods for the time series UP
forecasting for Niger according to smallest values of RMSE, MAD, MAPE and SDE. Holt's linear double
exponential smoothing or Polynomial 4th degree models come in the second order (Table 8). The values of
MAD, MAPE, CFE and TS are smaller in Holt's linear double exponential smoothing than Polynomial 4th

degree and the values of RMSE and SDE are smaller in Polynomial 4th degree than Holt's linear double
exponential smoothing.
Table 10 shows the values of five years UP forecasts and its prediction intervals values using ANNs, Holt's
linear double exponential smoothing and Polynomial 4th degree models.
Table 10: UP forecasts and prediction intervals values using ANN, Holt's linear double exponential
smoothing and Polynomial 4th degree models.
ANNs Method Holt's linear double exponential Polynomial 4th degree model
Years Upper UP Lower Years Upper UP Lower Years Upper UP Lower
P.I.s forecast
2015 3934 3606 P.I.s
3278 2015 P.I.s
4737 forecast
4108 P.I.s
3479 2015 P.I.s
5204 forecast
4639 P.I.s
4074
2016 3092 2764 2436 2016 4788 4159 3530 2016 5288 4723 4158
5017 2451 2123 1795 5017 4839 4210 3580 5017 5321 4756 4190
2018 2179 1851 1523 2018 4889 4261 3632 2018 5289 4724 4158
2019 2092 1764 1436 2019 4940 4311 3682 2019 5177 4612 4047
Figure 9 presents the actual and forecast values of UP of Niger using ANNs, Holt's linear double exponential
smoothing and Polynomial 4th degree.
Fig. 9: Actual and Forecast values of Uranium Production of Niger

Polynomial 4th degree model
Holt's linear double exponential
ANNs Method smoothing
5000
6000 5000
4500 4500

5000 4000
4000
3500 3500
4000
3000 3000
3000 2500 2500
2000 2000
Actual uranium
2000 Actual uranium production Actual uranium
1500 1500 production
production
1000 Uranium forecasting 1000
1000 Uranium Uranium forecasting
forecasting 500 500
0 0 0
1990 2000 2010 2020 1990 2000 2010 2020 1990 2000 2010 2020
Years Years Years
According to Table 10 and Figure 9, Niger has annual decreasing forecasating in UP in the five years
forecasts by using ANNs mehod. Holt's linear double exponential smoothing method gives increasing in the
five years UP forecasts. But Polynomial 4th degree model gives the increasing in UP in years 2015, 2016 and
2017 then starting to decrease in years 2018 and 2019. ANNs method gives the smallest forecast error of UP
forecasing. The Figure of Holts linear double exponential smoothing method also gives reasnable
predictions. Therefore, using ANNs followed by Holts linear double exponential smoothing methods for
Niger UP forecasing are recommended.

4. CONCLUSION
The supply of nuclear reactors with uranium fuel is the basis for operating reactors. Therefore, identifying
the countries that can import uranium is important to choose the source of this equipping. Feedforward back-
propagation and statistical models are applied for forecasting annual time series.
The Artificial Neural Networks (ANNs) model has successfully solved many practical problems that are
solved by recent computers in a complex way. Back-propagation learning Algorithm based on minimization
of the sum of square error is proposed and implemented on estimation of UP.
The statistical forecast methods, include: trend functions (linear, quadratic and polynomial 4th order) and
smoothing methods (linear moving average, Browns double linear exponential, Holt's double linear
exponential, ARIMA model equivalency to linear exponential and Browns quadratic exponential), are used
when the data exhibits trend. Some of the error accuracy measurements for analyzing and evaluating the
forecast results are applied. The following conclusions are reached:
1- The Cox-Stuart nonparametric trend test (sign test) is applied to test the one-sided alternative hypothesis
of increasing trend. The sign test resulted in an upward trend for the time series under study.
2- The tracking signal (TS) is an important measure that must be used in a control-chart-like manner when an
out-of-control state is reached.
3- The ANNs method is found to be the best technique for UP forecasting in the three studied countries. The
ANNs gives the smallest values of RMSE, MAD, MAPE and SDE followed by Polynomial 4th degree
model for Kazakhstan and Russia. Holt's linear exponential smoothing method follows ANNs for Niger.
4- The ANNs method showed that the appropriate countries which have annual increasing forecasting of UP
is Kazakhstan followed by Russia, while Niger has decreasing forecasting. Holt's linear exponential
smoothing method gives increasing forecasting of UP for Niger and Russia.
5- The actual and ANNs forecast values are almost identical in Kazakhstan. Consequantly, Kazakhstan is the
best country, which can import the UP from it to ensure safe supply of nuclear fuel for NPPs.
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Forecasting of Uranium Production To Ensure Safe Supply of Nuclear Fuel For Power Plants

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International Journal of Emerging Trends in Engineering and Development Issue 7, Vol.

Forecasting of Uranium Production to Ensure Safe

Key Words: Feedforward Back-Propagation, Trend-Function Methods, Trend-Smoothing Methods, Forecast

2017 RS Publication, rspublicationhouse@gmail.com Page 155

2. MATERIALS AND METHODS

2.1. Nonparametric Trend Test

2.2. Forecast Techniques

2.2.1 Trend-Function Methods

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2.2.1.1. Linear Trend Function

2.2.1.3. Polynomial 4th Degree Trend Function

2.2.2. Trend-Smoothing Methods

2.2.2.1. Linear Moving Averages

L't yt (1 ) L't 1 , L''t L't (1 ) L''t 1

Initial values for Browns and Holts double exponential methods

b1 =[(y4 y3)+ (y2 y1)]/2 [16] & b1 = (yn y1)/(n 1) [21]

2.2.2.4. AIRMA Time Series Model

2017 RS Publication, rspublicationhouse@gmail.com Page 158

L't yt (1 ) L't 1 , L''t L't (1 ) L''t 1 , L'''t L''t (1 )L'''t 1

Estimation equation can be shown as below:

2.2.3. Back-Propagation Algorithm

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Fig. 1: Back-propagation multilayer network

Netj = wij xj (1)

2017 RS Publication, rspublicationhouse@gmail.com Page 160

wnj ,k I r k xk w(j n,k1) (7)

Fig. 2: Global and Local Minima of Error Function [24].

2.3. Evaluating Forecast Quality

2.3.1. Forecast Accuracy Error

2017 RS Publication, rspublicationhouse@gmail.com Page 161

Table 1: Forecast Accuracy Measure

(y F ) 2 It measures the dispersion of forecast errors and

2.3.2. Forecast Control

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2.3.2.2. Standard Deviation of Error (SDE)

18000 2500 3500

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3.1. Time Series Analysis of Kazakhstan Uranium Production

Table 2: Forecast Accuracy Error Measurements of statistical models of Kazakhstan

Table 3: Forecast Accuracy Error Measurements of ANNs method of Kazakhstan

Kazakhstan RMSE MAD MAPE CFE TS SDE

2017 RS Publication, rspublicationhouse@gmail.com Page 164

4 TS Linear Moving Average

ANNs Method Polynomial 4th degree model

Fig. 5: Actual and Forecast values of Uranium Production of Kazakhstan

2017 RS Publication, rspublicationhouse@gmail.com Page 165

Polynomial 4th degree model

Uranium Production (Ton)

3.2. Time Series Analysis of Russia Uranium Production

Russia RMSE MAD MAPE CFE TS SDE

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Fig. 6: Control Limits for Different Forecasting Methods for Russia

2017 RS Publication, rspublicationhouse@gmail.com Page 167

3.3. Time Series Analysis of Niger Uranium Production

Table 8: Forecast Accuracy Error Measurements of Niger

Table 9: Forecast Accuracy Error Measurements of ANNs method of Niger

Niger RMSE MAD MAPE CFE TS SDE

TS Linear Moving Average

2017 RS Publication, rspublicationhouse@gmail.com Page 168

Fig. 9: Actual and Forecast values of Uranium Production of Niger

Uranium Production (Ton)

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2017 RS Publication, rspublicationhouse@gmail.com Page 170