scholarly journals A Decomposition-Ensemble Approach with Denoising Strategy for PM2.5 Concentration Forecasting

2021 ◽  
Vol 2021 ◽  
pp. 1-13
Author(s):  
Guangyuan Xing ◽  
Er-long Zhao ◽  
Chengyuan Zhang ◽  
Jing Wu
Keyword(s):  
Time Series Data ◽  
Learning Algorithm ◽  
Hybrid Approach ◽  
Original Data ◽  
Series Data ◽  
Noise Elimination ◽  
Concentration Data ◽  
Ensemble Approach ◽  
Novel Approach ◽  
Pm2.5 Concentration

To enhance the forecasting accuracy for PM2.5 concentrations, a novel decomposition-ensemble approach with denoising strategy is proposed in this study. This novel approach is an improved approach under the effective “denoising, decomposition, and ensemble” framework, especially for nonlinear and nonstationary features of PM2.5 concentration data. In our proposed approach, wavelet denoising approach, as a noise elimination tool, is applied to remove the noise from the original data. Then, variational mode decomposition (VMD) is implemented to decompose the denoised data for producing the components. Next, kernel extreme learning machine (KELM) as a popular machine learning algorithm is employed to forecast all extracted components individually. Finally, these forecasted results are aggregated into an ensemble result as the final forecasting. With hourly PM2.5 concentration data in Xi’an as sample data, the empirical results demonstrate that our proposed hybrid approach significantly performs better than all benchmarks (including single forecasting techniques and similar approaches with other decomposition) in terms of the accuracy. Consequently, the robustness results also indicate that our proposed hybrid approach can be recommended as a promising forecasting tool for capturing and exploring the complicated time series data.

scholarly journals Fusing Nature with Computational Science for Optimal Signal Extraction

Stats ◽  
2021 ◽  
Vol 4 (1) ◽  
pp. 71-85
Author(s):  
Hossein Hassani ◽  
Mohammad Reza Yeganegi ◽  
Xu Huang
Keyword(s):  
Data Science ◽  
Time Series Data ◽  
Singular Spectrum Analysis ◽  
Hybrid Approach ◽  
Computational Science ◽  
Series Data ◽  
Computationally Efficient ◽  
Forecasting Performance ◽  
Nature Inspired Algorithms ◽  
Optimal Signal

Fusing nature with computational science has been proved paramount importance and researchers have also shown growing enthusiasm on inventing and developing nature inspired algorithms for solving complex problems across subjects. Inevitably, these advancements have rapidly promoted the development of data science, where nature inspired algorithms are changing the traditional way of data processing. This paper proposes the hybrid approach, namely SSA-GA, which incorporates the optimization merits of genetic algorithm (GA) for the advancements of Singular Spectrum Analysis (SSA). This approach further boosts the performance of SSA forecasting via better and more efficient grouping. Given the performances of SSA-GA on 100 real time series data across various subjects, this newly proposed SSA-GA approach is proved to be computationally efficient and robust with improved forecasting performance.

scholarly journals Uncertainty quantification of the effects of biotic interactions on community dynamics from nonlinear time-series data

2018 ◽  
Vol 15 (147) ◽  
pp. 20180695 ◽  
Author(s):  
Simone Cenci ◽  
Serguei Saavedra
Keyword(s):  
Time Series ◽  
Community Dynamics ◽  
Time Series Data ◽  
Multivariate Time Series ◽  
Model Averaging ◽  
Biotic Interactions ◽  
Series Data ◽  
Time Intervals ◽  
Novel Approach ◽  
Data Generating Process

Biotic interactions are expected to play a major role in shaping the dynamics of ecological systems. Yet, quantifying the effects of biotic interactions has been challenging due to a lack of appropriate methods to extract accurate measurements of interaction parameters from experimental data. One of the main limitations of existing methods is that the parameters inferred from noisy, sparsely sampled, nonlinear data are seldom uniquely identifiable. That is, many different parameters can be compatible with the same dataset and can generalize to independent data equally well. Hence, it is difficult to justify conclusive assertions about the effect of biotic interactions without information about their associated uncertainty. Here, we develop an ensemble method based on model averaging to quantify the uncertainty associated with the effect of biotic interactions on community dynamics from non-equilibrium ecological time-series data. Our method is able to detect the most informative time intervals for each biotic interaction within a multivariate time series and can be easily adapted to different regression schemes. Overall, this novel approach can be used to associate a time-dependent uncertainty with the effect of biotic interactions. Moreover, because we quantify uncertainty with minimal assumptions about the data-generating process, our approach can be applied to any data for which interactions among variables strongly affect the overall dynamics of the system.

scholarly journals Risk Monitoring and Quantitative Results of Various Attributes of Machine Learning Algorithms with a Time Series Data

2019 ◽  
Vol 8 (11) ◽  
pp. 4018-4022
Keyword(s):  
Machine Learning ◽  
Time Series Data ◽  
Learning Algorithm ◽  
Learning Algorithms ◽  
Machine Learning Algorithms ◽  
Series Data ◽  
Machine Learning Algorithm ◽  
Risk Modelling ◽  
Risk Monitoring ◽  
Quantitative Results

The aim of this research is to do risk modelling after analysis of twitter posts based on certain sentiment analysis. In this research we analyze posts of several users or a particular user to check whether they can be cause of concern to the society or not. Every sentiment like happy, sad, anger and other emotions are going to provide scaling of severity in the conclusion of final table on which machine learning algorithm is applied. The data which is put under the machine learning algorithms are been monitored over a period of time and it is related to a particular topic in an area

scholarly journals A Hybrid Deep Learning Framework for Unsupervised Anomaly Detection in Multivariate Spatio-Temporal Data

2020 ◽  
Vol 10 (15) ◽  
pp. 5191
Author(s):  
Yıldız Karadayı ◽  
Mehmet N. Aydin ◽  
A. Selçuk Öğrenci
Keyword(s):  
Deep Learning ◽  
Anomaly Detection ◽  
Hurricane Katrina ◽  
Time Series Data ◽  
Hybrid Approach ◽  
Ground Truth ◽  
Outbreak Detection ◽  
Series Data ◽  
Detection Techniques ◽  
Spatio Temporal

Multivariate time-series data with a contextual spatial attribute have extensive use for finding anomalous patterns in a wide variety of application domains such as earth science, hurricane tracking, fraud, and disease outbreak detection. In most settings, spatial context is often expressed in terms of ZIP code or region coordinates such as latitude and longitude. However, traditional anomaly detection techniques cannot handle more than one contextual attribute in a unified way. In this paper, a new hybrid approach based on deep learning is proposed to solve the anomaly detection problem in multivariate spatio-temporal dataset. It works under the assumption that no prior knowledge about the dataset and anomalies are available. The architecture of the proposed hybrid framework is based on an autoencoder scheme, and it is more efficient in extracting features from the spatio-temporal multivariate datasets compared to the traditional spatio-temporal anomaly detection techniques. We conducted extensive experiments using buoy data of 2005 from National Data Buoy Center and Hurricane Katrina as ground truth. Experiments demonstrate that the proposed model achieves more than 10% improvement in accuracy over the methods used in the comparison where our model jointly processes the spatial and temporal dimensions of the contextual data to extract features for anomaly detection.

scholarly journals Loss of Control Prediction for Motorcycles during Emergency Braking Maneuvers Using a Supervised Learning Algorithm

2020 ◽  
Vol 10 (5) ◽  
pp. 1754 ◽  
Author(s):  
Pedro Huertas-Leyva ◽  
Giovanni Savino ◽  
Niccolò Baldanzini ◽  
Marco Pierini
Keyword(s):  
Supervised Learning ◽  
Predictive Models ◽  
Time Series Data ◽  
Performance Indicator ◽  
Learning Algorithm ◽  
Front Wheel ◽  
Series Data ◽  
Loss Of Control ◽  
Skill Levels ◽  
Emergency Situations

The most common evasive maneuver among motorcycle riders and one of the most complicated to perform in emergency situations is braking. Because of the inherent instability of motorcycles, motorcycle crashes are frequently caused by loss of control performing braking as an evasive maneuver. Understanding the motion conditions that lead riders to start losing control is essential for defining countermeasures capable of minimizing the risk of this type of crashes. This paper provides predictive models to classify unsafe loss of control braking maneuvers on a straight line before becoming irreversibly unstable. We performed braking maneuver experiments in the field with motorcycle riders facing a simulated emergency scenario. The latter involved a mock-up intersection in which we generated conflict events between the motorcycle ridden by the participants and an oncoming car driven by trained research staff. The data collected comprises 165 braking trials (including 11 trials identified as loss of control) with 13 riders representing four categories of braking skill, ranging from beginner to expert. Three predictive models of loss of control events during braking trials, going from a basic model to a more advanced one, were defined using logistic regressions as supervised learning methods and using the area under the receiver operating characteristic (ROC) curve as a performance indicator. The predictor variables of the models were identified among the parameters of the vehicle kinematics. The best model predicted 100% of the loss of control and 100% of the full control cases. The basic and the more advanced supervised models were adapted for loss of control identification with time series data, and the results detecting in real-time the loss of control events showed excellent performance as well as with the supervised models. The study showed that expert riders may maintain stability under dynamic conditions that normally lead less skilled riders to a loss of control or falling events. The best decision thresholds of the most relevant kinematic parameters to predict loss of control have been defined. The thresholds of parameters that typically characterize the loss of control such as the yaw rate and front-wheel lock duration were dependent on the rider skill levels. The peak-to-root-mean-square ratio of roll acceleration was the most robust parameter for identifying loss of control among all skill levels.

scholarly journals Piecewise Trend Approximation: A Ratio-Based Time Series Representation

2013 ◽  
Vol 2013 ◽  
pp. 1-7 ◽  
Author(s):  
Jingpei Dan ◽  
Weiren Shi ◽  
Fangyan Dong ◽  
Kaoru Hirota
Keyword(s):  
Time Series ◽  
Time Series Data ◽  
Series Representation ◽  
Feature Space ◽  
Original Data ◽  
Series Data ◽  
High Dimensional ◽  
Original Time Series ◽  
Data Space ◽  
Original Time

A time series representation, piecewise trend approximation (PTA), is proposed to improve efficiency of time series data mining in high dimensional large databases. PTA represents time series in concise form while retaining main trends in original time series; the dimensionality of original data is therefore reduced, and the key features are maintained. Different from the representations that based on original data space, PTA transforms original data space into the feature space of ratio between any two consecutive data points in original time series, of which sign and magnitude indicate changing direction and degree of local trend, respectively. Based on the ratio-based feature space, segmentation is performed such that each two conjoint segments have different trends, and then the piecewise segments are approximated by the ratios between the first and last points within the segments. To validate the proposed PTA, it is compared with classical time series representations PAA and APCA on two classical datasets by applying the commonly used K-NN classification algorithm. For ControlChart dataset, PTA outperforms them by 3.55% and 2.33% higher classification accuracy and 8.94% and 7.07% higher for Mixed-BagShapes dataset, respectively. It is indicated that the proposed PTA is effective for high dimensional time series data mining.

Modeling Research on 1982-2000 NDVI Time Series Data of Chinese Different Vegetation Types Based on Autoregressive Moving Average Model

2014 ◽  
Vol 955-959 ◽  
pp. 863-868
Author(s):  
Rong Yu ◽  
Bo Feng Cai ◽  
Xiang Qin Su ◽  
Ya Zi He ◽  
Jing Yang
Keyword(s):  
Time Series ◽  
Vegetation Index ◽  
Time Series Data ◽  
Moving Average ◽  
Original Data ◽  
Series Data ◽  
Autoregressive Moving Average ◽  
Research Areas ◽  
Noaa Avhrr ◽  
Index Time Series

Vegetation index time series data modeling is widely used in many research areas, such as analysis of environmental change, estimation of crop yield, and the precision of the traditional vegetation index time series data fitting model is lower. This paper conducts the modeling with introducing the autoregressive moving average time series model, and using NOAA/AVHRR normalized differential vegetation index time series data, to estimate the errors of original data which are between under the situation that the parameters to be estimated are lesser, and on the basis gives the fitted equation to the six kinds of main land covers’ vegetation index time series data of Northeast China region.

scholarly journals Next generation reservoir computing

2021 ◽  
Vol 12 (1) ◽  
Author(s):  
Daniel J. Gauthier ◽  
Erik Bollt ◽  
Aaron Griffith ◽  
Wendson A. S. Barbosa
Keyword(s):  
Time Series Data ◽  
Vector Autoregression ◽  
Learning Algorithm ◽  
Training Data ◽  
Series Data ◽  
Data Sets ◽  
Reservoir Computing ◽  
Next Generation ◽  
Training Time ◽  
Nonlinear Vector

AbstractReservoir computing is a best-in-class machine learning algorithm for processing information generated by dynamical systems using observed time-series data. Importantly, it requires very small training data sets, uses linear optimization, and thus requires minimal computing resources. However, the algorithm uses randomly sampled matrices to define the underlying recurrent neural network and has a multitude of metaparameters that must be optimized. Recent results demonstrate the equivalence of reservoir computing to nonlinear vector autoregression, which requires no random matrices, fewer metaparameters, and provides interpretable results. Here, we demonstrate that nonlinear vector autoregression excels at reservoir computing benchmark tasks and requires even shorter training data sets and training time, heralding the next generation of reservoir computing.

scholarly journals PENERAPAN ARTIFICIAL NEURAL NETWORK DENGAN OPTIMASI MODIFIED ARTIFICIAL BEE COLONY UNTUK MERAMALKAN HARGA BITCOIN TERHADAP RUPIAH

2020 ◽  
Vol 9 (2) ◽  
pp. 135-142
Author(s):  
Di Mokhammad Hakim Ilmawan ◽  
Budi Warsito ◽  
Sugito Sugito
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
Artificial Bee Colony ◽  
Time Series Data ◽  
Learning Algorithm ◽  
Series Data ◽  
Future Period ◽  
Bee Colony ◽  
Artificial Neural ◽  
Digital Assets

Bitcoin is one of digital assets that can be used to make a profit. One of the ways to use Bitcoin profitly is to trade Bitcoin. At trade activities, decisions making whether to buy or not are very crucial. If we can predict the price of Bitcoin in the future period, we can make a decisions whether to buy Bitcoin or not. Artificial Neural Network can be used to predict Bitcoin price data which is time series data. There are many learning algorithm in Artificial Neural Network, Modified Artificial Bee Colony is one of optimization algorithm that used to solve the optimal weight of Artificial Neural Network. In this study, the Bitcoin exchage rate against Rupiah starting September 1, 2017 to January 4, 2019 are used. Based on the training results obtained that MAPE value is 3,12% and the testing results obtained that MAPE value is 2,02%. This represent that the prediction results from Artificial Neural Network optimized by Modified Artificial Bee Colony algorithm are quite accurate because of small MAPE value.

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