An unsupervised neural network approach for imputation of missing values in univariate time series data

2021 ◽  
Author(s):  
Nickolas Savarimuthu ◽  
Shobha Karesiddaiah
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Missing Values ◽  
Time Series Data ◽  
Series Data ◽  
Network Approach ◽  
Neural Network Approach ◽  
Univariate Time Series ◽  
Unsupervised Neural Network

International Real Estate Review

2004 ◽  
Vol 7 (1) ◽  
pp. 121-138
Author(s):  
Xin J. Ge ◽  
◽  
G. Runeson ◽  
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Hong Kong ◽  
Time Series Data ◽  
Series Data ◽  
Residential Property ◽  
Neural Network Approach ◽  
Price Performance ◽  
The Neural Network ◽  
Property Price

This paper develops a forecasting model of residential property prices for Hong Kong using an artificial neural network approach. Quarterly time-series data are applied for testing and the empirical results suggest that property price index, lagged one period, rental index, and the number of agreements for sales and purchases of units are the major determinants of the residential property price performance in Hong Kong. The results also suggest that the neural network methodology has the ability to learn, generalize, and converge time series.

scholarly journals Artificial neural network forecasting performance with missing value imputations

2020 ◽  
Vol 9 (1) ◽  
pp. 33
Author(s):  
Nur Haizum Abd Rahman ◽  
Muhammad Hisyam Lee
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Artificial Neural Network ◽  
Missing Values ◽  
Time Series Data ◽  
Forecast Accuracy ◽  
Absolute Error ◽  
Series Data ◽  
Missing Value ◽  
Artificial Neural

<span lang="EN-US">This paper presents time series forecasting method in order to achieve high accuracy performance. In this study, the modern time series approach with the presence of missing values problem is developed. The artificial neural networks (ANNs) is used to forecast the future values with the missing value imputations methods used known as average, normal ratio and also the modified method. The results are validated by using mean absolute error (MAE) and root mean square error (RMSE). The result shown that by considering the right method in missing values problems can improved artificial neural network forecast accuracy. It is proven in both MAE and RMSE measurements as forecast improved from 8.75 to 4.56 and from 10.57 to 5.85 respectively. Thus, this study suggests by understanding the problem in time series data can produce accurate forecast and the correct decision making can be produced.</span>

Neural Network Techniques for Time Series Prediction: A Review

2019 ◽  
Vol 3 (3) ◽  
Author(s):  
Muhammad Faheem Mushtaq ◽  
Urooj Akram ◽  
Muhammad Aamir ◽  
Haseeb Ali ◽  
Muhammad Zulqarnain
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Time Series ◽  
Time Series Data ◽  
Weather Prediction ◽  
Time Series Prediction ◽  
Series Data ◽  
Prediction Problem ◽  
Neural Network Models ◽  
Physical Time

It is important to predict a time series because many problems that are related to prediction such as health prediction problem, climate change prediction problem and weather prediction problem include a time component. To solve the time series prediction problem various techniques have been developed over many years to enhance the accuracy of forecasting. This paper presents a review of the prediction of physical time series applications using the neural network models. Neural Networks (NN) have appeared as an effective tool for forecasting of time series.  Moreover, to resolve the problems related to time series data, there is a need of network with single layer trainable weights that is Higher Order Neural Network (HONN) which can perform nonlinearity mapping of input-output. So, the developers are focusing on HONN that has been recently considered to develop the input representation spaces broadly. The HONN model has the ability of functional mapping which determined through some time series problems and it shows the more benefits as compared to conventional Artificial Neural Networks (ANN). The goal of this research is to present the reader awareness about HONN for physical time series prediction, to highlight some benefits and challenges using HONN.

scholarly journals Remaining Useful Life Prediction Using Temporal Convolution with Attention

AI ◽  
2021 ◽  
Vol 2 (1) ◽  
pp. 48-70
Author(s):  
Wei Ming Tan ◽  
T. Hui Teo
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Time Series Data ◽  
Remaining Useful Life ◽  
Sensor Data ◽  
Series Data ◽  
Multiple Time ◽  
Data Set ◽  
Form Complex ◽  
Useful Life

Prognostic techniques attempt to predict the Remaining Useful Life (RUL) of a subsystem or a component. Such techniques often use sensor data which are periodically measured and recorded into a time series data set. Such multivariate data sets form complex and non-linear inter-dependencies through recorded time steps and between sensors. Many current existing algorithms for prognostic purposes starts to explore Deep Neural Network (DNN) and its effectiveness in the field. Although Deep Learning (DL) techniques outperform the traditional prognostic algorithms, the networks are generally complex to deploy or train. This paper proposes a Multi-variable Time Series (MTS) focused approach to prognostics that implements a lightweight Convolutional Neural Network (CNN) with attention mechanism. The convolution filters work to extract the abstract temporal patterns from the multiple time series, while the attention mechanisms review the information across the time axis and select the relevant information. The results suggest that the proposed method not only produces a superior accuracy of RUL estimation but it also trains many folds faster than the reported works. The superiority of deploying the network is also demonstrated on a lightweight hardware platform by not just being much compact, but also more efficient for the resource restricted environment.

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