scholarly journals Forecast of Dengue Cases in 20 Chinese Cities Based on the Deep Learning Method

2020 ◽  
Vol 17 (2) ◽  
pp. 453 ◽  
Author(s):  
Jiucheng Xu ◽  
Keqiang Xu ◽  
Zhichao Li ◽  
Fengxia Meng ◽  
Taotian Tu ◽  
...  
Keyword(s):  
Time Series Data ◽  
Short Term Memory ◽  
Mean Squared Error ◽  
Control Measures ◽  
Superior Performance ◽  
Effective Control ◽  
Series Data ◽  
Learning Method ◽  
Outbreak Period

Dengue fever (DF) is one of the most rapidly spreading diseases in the world, and accurate forecasts of dengue in a timely manner might help local government implement effective control measures. To obtain the accurate forecasting of DF cases, it is crucial to model the long-term dependency in time series data, which is difficult for a typical machine learning method. This study aimed to develop a timely accurate forecasting model of dengue based on long short-term memory (LSTM) recurrent neural networks while only considering monthly dengue cases and climate factors. The performance of LSTM models was compared with the other previously published models when predicting DF cases one month into the future. Our results showed that the LSTM model reduced the average the root mean squared error (RMSE) of the predictions by 12.99% to 24.91% and reduced the average RMSE of the predictions in the outbreak period by 15.09% to 26.82% as compared with other candidate models. The LSTM model achieved superior performance in predicting dengue cases as compared with other previously published forecasting models. Moreover, transfer learning (TL) can improve the generalization ability of the model in areas with fewer dengue incidences. The findings provide a more precise forecasting dengue model and could be used for other dengue-like infectious diseases.

scholarly journals Long Short Term Memory Recurrent Network for Standard and Poor’s 500 Index Modelling

2018 ◽  
Vol 7 (4.15) ◽  
pp. 25 ◽  
Author(s):  
Said Jadid Abdulkadir ◽  
Hitham Alhussian ◽  
Muhammad Nazmi ◽  
Asim A Elsheikh
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Recurrent Neural Network ◽  
Time Series Data ◽  
Short Term Memory ◽  
Series Data ◽  
Short Term ◽  
Term Memory ◽  
Long Short Term Memory

Forecasting time-series data are imperative especially when planning is required through modelling using uncertain knowledge of future events. Recurrent neural network models have been applied in the industry and outperform standard artificial neural networks in forecasting, but fail in long term time-series forecasting due to the vanishing gradient problem. This study offers a robust solution that can be implemented for long-term forecasting using a special architecture of recurrent neural network known as Long Short Term Memory (LSTM) model to overcome the vanishing gradient problem. LSTM is specially designed to avoid the long-term dependency problem as their default behavior. Empirical analysis is performed using quantitative forecasting metrics and comparative model performance on the forecasted outputs. An evaluation analysis is performed to validate that the LSTM model provides better forecasted outputs on Standard & Poor’s 500 Index (S&P 500) in terms of error metrics as compared to other forecasting models.  

scholarly journals Data-Driven Trajectory Prediction of Grid Power Frequency Based on Neural Models

Electronics ◽  
2021 ◽  
Vol 10 (2) ◽  
pp. 151
Author(s):  
Harold R. Chamorro ◽  
Alvaro D. Orjuela-Cañón ◽  
David Ganger ◽  
Mattias Persson ◽  
Francisco Gonzalez-Longatt ◽  
...  
Keyword(s):  
Power Systems ◽  
Time Series Data ◽  
Short Term Memory ◽  
Mean Squared Error ◽  
Test System ◽  
Data Driven ◽  
Machine Learning Techniques ◽  
Series Data ◽  
Measurement Unit ◽  
System Frequency

Frequency in power systems is a real-time information that shows the balance between generation and demand. Good system frequency observation is vital for system security and protection. This paper analyses the system frequency response following disturbances and proposes a data-driven approach for predicting it by using machine learning techniques like Nonlinear Auto-regressive (NAR) Neural Networks (NN) and Long Short Term Memory (LSTM) networks from simulated and measured Phasor Measurement Unit (PMU) data. The proposed method uses a horizon-window that reconstructs the frequency input time-series data in order to predict the frequency features such as Nadir. Simulated scenarios are based on the gradual inertia reduction by including non-synchronous generation into the Nordic 32 test system, whereas the PMU collected data is taken from different locations in the Nordic Power System (NPS). Several horizon-windows are experimented in order to observe an adequate margin of prediction. Scenarios considering noisy signals are also evaluated in order to provide a robustness index of predictability. Results show the proper performance of the method and the adequate level of prediction based on the Root Mean Squared Error (RMSE) index.

scholarly journals Development and Evaluation of Bidirectional LSTM Freeway Traffic Forecasting Models Using Simulation Data

2021 ◽  
Author(s):  
Rusul L. Abduljabbar ◽  
Hussein Dia ◽  
Pei-Wei Tsai
Keyword(s):  
Simulation Model ◽  
Time Series Data ◽  
Short Term Memory ◽  
Superior Performance ◽  
Series Data ◽  
Short Term ◽  
Traffic Demand ◽  
Traffic Forecasting ◽  
Forecasting Models ◽  
Multiple Prediction

Abstract Long short-term memory (LSTM) models provide high predictive performance through their ability to recognize longer sequences of time series data. More recently, bidirectional deep learning models (BiLSTM) have extended the LSTM capabilities by training the input data twice in forward and backward directions. In this paper, BiLSTM short term traffic forecasting models have been developed and evaluated using data from a calibrated micro-simulation model for a congested freeway in Melbourne, Australia. The simulation model was extensively calibrated and validated to a high degree of accuracy using field data collected from 55 detectors on the freeway. The base year simulation model was then used to generate loop detector data including speed, flow and occupancy which were used to develop and compare a number of LSTM models for short-term traffic prediction up to 60 minutes into the future. The modelling results showed that BiLSTM outperformed other predictive models for multiple prediction horizons for base year conditions. The simulation model was then adapted for future year scenarios where the traffic demand was increased by 25-100 percent to reflect potential future increases in traffic demands. The results showed superior performance of BiLSTM for multiple prediction horizons for all traffic variables.

scholarly journals Short-Term Load Forecasting Using Encoder-Decoder WaveNet: Application to the French Grid

Energies ◽  
2021 ◽  
Vol 14 (9) ◽  
pp. 2524
Author(s):  
Fernando Dorado Rueda ◽  
Jaime Durán Suárez ◽  
Alejandro del Real Torres
Keyword(s):  
Deep Learning ◽  
Time Series Data ◽  
Short Term Memory ◽  
Moving Average ◽  
Demand Forecasting ◽  
Input Sequence ◽  
Superior Performance ◽  
Series Data ◽  
Short Term ◽  
State Of Art

The prediction of time series data applied to the energy sector (prediction of renewable energy production, forecasting prosumers’ consumption/generation, forecast of country-level consumption, etc.) has numerous useful applications. Nevertheless, the complexity and non-linear behaviour associated with such kind of energy systems hinder the development of accurate algorithms. In such a context, this paper investigates the use of a state-of-art deep learning architecture in order to perform precise load demand forecasting 24-h-ahead in the whole country of France using RTE data. To this end, the authors propose an encoder-decoder architecture inspired by WaveNet, a deep generative model initially designed by Google DeepMind for raw audio waveforms. WaveNet uses dilated causal convolutions and skip-connection to utilise long-term information. This kind of novel ML architecture presents different advantages regarding other statistical algorithms. On the one hand, the proposed deep learning model’s training process can be parallelized in GPUs, which is an advantage in terms of training times compared to recurrent networks. On the other hand, the model prevents degradations problems (explosions and vanishing gradients) due to the residual connections. In addition, this model can learn from an input sequence to produce a forecast sequence in a one-shot manner. For comparison purposes, a comparative analysis between the most performing state-of-art deep learning models and traditional statistical approaches is presented: Autoregressive-Integrated Moving Average (ARIMA), Long-Short-Term-Memory, Gated-Recurrent-Unit (GRU), Multi-Layer Perceptron (MLP), causal 1D-Convolutional Neural Networks (1D-CNN) and ConvLSTM (Encoder-Decoder). The values of the evaluation indicators reveal that WaveNet exhibits superior performance in both forecasting accuracy and robustness.

scholarly journals Membrane System-Based Improved Neural Networks for Time-Series Anomaly Detection

Processes ◽  
2020 ◽  
Vol 8 (9) ◽  
pp. 1168
Author(s):  
Wenxiang Guo ◽  
Xiyu Liu ◽  
Laisheng Xiang
Keyword(s):  
Neural Networks ◽  
Time Series ◽  
Anomaly Detection ◽  
Domain Knowledge ◽  
Time Series Data ◽  
Short Term Memory ◽  
Membrane System ◽  
Superior Performance ◽  
Series Data ◽  
Training Time

Anomaly detection in time series has attracted much attention recently and is quite a challenging task. In this paper, a novel deep-learning approach (AL-CNN) that classifies the time series as normal or abnormal with less domain knowledge is proposed. The proposed algorithm combines Convolutional Neural Networks (CNNs) and Long Short-Term Memory (LSTM) to effectively model the spatial and temporal information contained in time-series data, the techniques of Squeeze-and-Excitation are applied to implement the feature recalibration. However, the difficulty of selecting multiple parameters and the long training time of a single model make AL-CNN less effective. To alleviate these challenges, a hybrid dynamic membrane system (HM-AL-CNN) is designed which is a new distributed and parallel computing model. We have performed a detailed evaluation of this proposed approach on three well-known benchmarks including the Yahoo S5 datasets. Experiments show that the proposed method possessed a robust and superior performance than the state-of-the-art methods and improved the average on three used indicators significantly.

scholarly journals Development and evaluation of bidirectional LSTM freeway traffic forecasting models using simulation data

2021 ◽  
Vol 11 (1) ◽  
Author(s):  
Rusul L. Abduljabbar ◽  
Hussein Dia ◽  
Pei-Wei Tsai
Keyword(s):  
Simulation Model ◽  
Time Series Data ◽  
Short Term Memory ◽  
Superior Performance ◽  
Series Data ◽  
Short Term ◽  
Traffic Demand ◽  
Traffic Forecasting ◽  
Forecasting Models ◽  
Multiple Prediction

AbstractLong short-term memory (LSTM) models provide high predictive performance through their ability to recognize longer sequences of time series data. More recently, bidirectional deep learning models (BiLSTM) have extended the LSTM capabilities by training the input data twice in forward and backward directions. In this paper, BiLSTM short term traffic forecasting models have been developed and evaluated using data from a calibrated micro-simulation model for a congested freeway in Melbourne, Australia. The simulation model was extensively calibrated and validated to a high degree of accuracy using field data collected from 55 detectors on the freeway. The base year simulation model was then used to generate loop detector data including speed, flow and occupancy which were used to develop and compare a number of LSTM models for short-term traffic prediction up to 60 min into the future. The modelling results showed that BiLSTM outperformed other predictive models for multiple prediction horizons for base year conditions. The simulation model was then adapted for future year scenarios where the traffic demand was increased by 25–100 percent to reflect potential future increases in traffic demands. The results showed superior performance of BiLSTM for multiple prediction horizons for all traffic variables.

scholarly journals Imputation by feature importance (IBFI): A methodology to envelop machine learning method for imputing missing patterns in time series data

PLoS ONE ◽  
2022 ◽  
Vol 17 (1) ◽  
pp. e0262131
Author(s):  
Adil Aslam Mir ◽  
Kimberlee Jane Kearfott ◽  
Fatih Vehbi Çelebi ◽  
Muhammad Rafique
Keyword(s):  
Machine Learning ◽  
Time Series Data ◽  
Mean Squared Error ◽  
Learning Algorithm ◽  
Series Data ◽  
Machine Learning Method ◽  
Learning Method ◽  
Imputation Methods ◽  
Squared Error ◽  
Feature Importance

A new methodology, imputation by feature importance (IBFI), is studied that can be applied to any machine learning method to efficiently fill in any missing or irregularly sampled data. It applies to data missing completely at random (MCAR), missing not at random (MNAR), and missing at random (MAR). IBFI utilizes the feature importance and iteratively imputes missing values using any base learning algorithm. For this work, IBFI is tested on soil radon gas concentration (SRGC) data. XGBoost is used as the learning algorithm and missing data are simulated using R for different missingness scenarios. IBFI is based on the physically meaningful assumption that SRGC depends upon environmental parameters such as temperature and relative humidity. This assumption leads to a model obtained from the complete multivariate series where the controls are available by taking the attribute of interest as a response variable. IBFI is tested against other frequently used imputation methods, namely mean, median, mode, predictive mean matching (PMM), and hot-deck procedures. The performance of the different imputation methods was assessed using root mean squared error (RMSE), mean squared log error (MSLE), mean absolute percentage error (MAPE), percent bias (PB), and mean squared error (MSE) statistics. The imputation process requires more attention when multiple variables are missing in different samples, resulting in challenges to machine learning methods because some controls are missing. IBFI appears to have an advantage in such circumstances. For testing IBFI, Radon Time Series Data (RTS) has been used and data was collected from 1st March 2017 to the 11th of May 2018, including 4 seismic activities that have taken place during the data collection time.

Economic Turmoil in Islamic Banking Investment

ETIKONOMI ◽  
2020 ◽  
Vol 19 (2) ◽  
Author(s):  
Budiandru Budiandru ◽  
Sari Yuniarti
Keyword(s):  
Interest Rates ◽  
Stock Price ◽  
Time Series Data ◽  
Series Data ◽  
Islamic Banking ◽  
Vector Error Correction ◽  
Investment Financing ◽  
Vector Error ◽  
Operational Activities

Investment financing is one of the operational activities of Islamic banking to encourage the real sector. This study aims to analyze the effect of economic turmoil on investment financing, analyze the response to investment financing, and analyze each variable's contribution in explaining the diversity of investment financing. This study uses monthly time series data from 2009 to 2020 using the Vector Error Correction Model (VECM) analysis. The results show that the exchange rate, inflation, and interest rates significantly affect Islamic banking investment financing in the long term. The response to investment financing is the fastest to achieve stability when it responds to shocks to the composite stock price index. Inflation is the most significant contribution in explaining diversity in investment financing. Islamic banking should increase the proportion of funding for investment. Customers can have a larger business scale to encourage economic growth, with investment financing increasing.JEL Classification: E22, G11, G24How to Cite:Budiandru., & Yuniarti, S. (2020). Economic Turmoil in Islamic Banking Investment. Etikonomi: Jurnal Ekonomi, 19(2), xx – xx. https://doi.org/10.15408/etk.v19i2.17206.

scholarly journals Time–frequency time–space LSTM for robust classification of physiological signals

2021 ◽  
Vol 11 (1) ◽  
Author(s):  
Tuan D. Pham
Keyword(s):  
Time Series ◽  
Network Architecture ◽  
Time Series Data ◽  
Short Term Memory ◽  
Physiological Signals ◽  
Series Data ◽  
Time Frequency ◽  
Time Space ◽  
Deep Recurrent Neural Network

AbstractAutomated analysis of physiological time series is utilized for many clinical applications in medicine and life sciences. Long short-term memory (LSTM) is a deep recurrent neural network architecture used for classification of time-series data. Here time–frequency and time–space properties of time series are introduced as a robust tool for LSTM processing of long sequential data in physiology. Based on classification results obtained from two databases of sensor-induced physiological signals, the proposed approach has the potential for (1) achieving very high classification accuracy, (2) saving tremendous time for data learning, and (3) being cost-effective and user-comfortable for clinical trials by reducing multiple wearable sensors for data recording.

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