scholarly journals Uncertainty Quantification in Machine Learning Modeling for Multi-Step Time Series Forecasting: Example of Recurrent Neural Networks in Discharge Simulations

Water ◽  
2020 ◽  
Vol 12 (3) ◽  
pp. 912
Author(s):  
Tianyu Song ◽  
Wei Ding ◽  
Haixing Liu ◽  
Jian Wu ◽  
Huicheng Zhou ◽  
...  
Keyword(s):  
Machine Learning ◽  
Neural Networks ◽  
Time Series ◽  
Uncertainty Quantification ◽  
Recurrent Neural Networks ◽  
Short Term Memory ◽  
Time Series Forecasting ◽  
Uncertainty Sources ◽  
Discharge Simulation ◽  
Lstm Network

As a revolutionary tool leading to substantial changes across many areas, Machine Learning (ML) techniques have obtained growing attention in the field of hydrology due to their potentials to forecast time series. Moreover, a subfield of ML, Deep Learning (DL) is more concerned with datasets, algorithms and layered structures. Despite numerous applications of novel ML/DL techniques in discharge simulation, the uncertainty involved in ML/DL modeling has not drawn much attention, although it is an important issue. In this study, a framework is proposed to quantify uncertainty contributions of the sample set, ML approach, ML architecture and their interactions to multi-step time-series forecasting based on the analysis of variance (ANOVA) theory. Then a discharge simulation, using Recurrent Neural Networks (RNNs), is taken as an example. Long Short-Term Memory (LSTM) network, a state-of-the-art DL approach, was selected due to its outstanding performance in time-series forecasting, and compared with simple RNN. Besides, novel discharge forecasting architecture is designed by combining the expertise of hydrology and stacked DL structure, and compared with conventional design. Taking hourly discharge simulations of Anhe (China) catchment as a case study, we constructed five sample sets, chose two RNN approaches and designed two ML architectures. The results indicate that none of the investigated uncertainty sources are negligible and the influence of uncertainty sources varies with lead-times and discharges. LSTM demonstrates its superiority in discharge simulations, and the ML architecture is as important as the ML approach. In addition, some of the uncertainty is attributable to interactions rather than individual modeling components. The proposed framework can both reveal uncertainty quantification in ML/DL modeling and provide references for ML approach evaluation and architecture design in discharge simulations. It indicates uncertainty quantification is an indispensable task for a successful application of ML/DL.

scholarly journals Study of the impact of the COVID-19 pandemic on international air transportation

2021 ◽  
Vol 29 (1) ◽  
pp. 22-35
Author(s):  
Eugeny Yu. Shchetinin
Keyword(s):  
Neural Networks ◽  
Time Series ◽  
Deep Learning ◽  
Recurrent Neural Networks ◽  
Stock Prices ◽  
Short Term Memory ◽  
Air Transportation ◽  
Time Series Forecasting ◽  
The Cost ◽  
The Impact

Time Series Forecasting has always been a very important area of research in many domains because many different types of data are stored as time series. Given the growing availability of data and computing power in the recent years, Deep Learning has become a fundamental part of the new generation of Time Series Forecasting models, obtaining excellent results.As different time series problems are studied in many different fields, a large number of new architectures have been developed in recent years. This has also been simplified by the growing availability of open source frameworks, which make the development of new custom network components easier and faster.In this paper three different Deep Learning Architecture for Time Series Forecasting are presented: Recurrent Neural Networks (RNNs), that are the most classical and used architecture for Time Series Forecasting problems; Long Short-Term Memory (LSTM), that are an evolution of RNNs developed in order to overcome the vanishing gradient problem; Gated Recurrent Unit (GRU), that are another evolution of RNNs, similar to LSTM.The article is devoted to modeling and forecasting the cost of international air transportation in a pandemic using deep learning methods. The author builds time series models of the American Airlines (AAL) stock prices for a selected period using LSTM, GRU, RNN recurrent neural networks models and compare the accuracy forecast results.

A Comparison of Machine Learning Algorithms of Big Data for Time Series Forecasting Using Python

2020 ◽  
pp. 197-218
Author(s):  
Son Nguyen ◽  
Anthony Park
Keyword(s):  
Machine Learning ◽  
Neural Networks ◽  
Time Series ◽  
Big Data ◽  
Data Analysis ◽  
Big Data Analysis ◽  
Time Series Forecasting ◽  
Machine Learning Algorithms ◽  
Time Series Models ◽  
Data Sets

This chapter compares the performances of multiple Big Data techniques applied for time series forecasting and traditional time series models on three Big Data sets. The traditional time series models, Autoregressive Integrated Moving Average (ARIMA), and exponential smoothing models are used as the baseline models against Big Data analysis methods in the machine learning. These Big Data techniques include regression trees, Support Vector Machines (SVM), Multilayer Perceptrons (MLP), Recurrent Neural Networks (RNN), and long short-term memory neural networks (LSTM). Across three time series data sets used (unemployment rate, bike rentals, and transportation), this study finds that LSTM neural networks performed the best. In conclusion, this study points out that Big Data machine learning algorithms applied in time series can outperform traditional time series models. The computations in this work are done by Python, one of the most popular open-sourced platforms for data science and Big Data analysis.

scholarly journals Comparative Assessment to Predict and Forecast Water-Cooled Chiller Power Consumption Using Machine Learning and Deep Learning Algorithms

2021 ◽  
Vol 13 (2) ◽  
pp. 744
Author(s):  
Elsa Chaerun Nisa ◽  
Yean-Der Kuan
Keyword(s):  
Machine Learning ◽  
Time Series ◽  
Deep Learning ◽  
Power Consumption ◽  
Energy Demand ◽  
Prediction Models ◽  
Short Term Memory ◽  
Time Series Forecasting ◽  
Experimental Result ◽  
Forecasting Model

Over the last few decades, total energy consumption has increased while energy resources remain limited. Energy demand management is crucial for this reason. To solve this problem, predicting and forecasting water-cooled chiller power consumption using machine learning and deep learning are presented. The prediction models adopted are thermodynamic model and multi-layer perceptron (MLP), while the time-series forecasting models adopted are MLP, one-dimensional convolutional neural network (1D-CNN), and long short-term memory (LSTM). Each group of models is compared. The best model in each group is then selected for implementation. The data were collected every minute from an academic building at one of the universities in Taiwan. The experimental result demonstrates that the best prediction model is the MLP with 0.971 of determination (R2), 0.743 kW of mean absolute error (MAE), and 1.157 kW of root mean square error (RMSE). The time-series forecasting model trained every day for three consecutive days using new data to forecast the next minute of power consumption. The best time-series forecasting model is LSTM with 0.994 of R2, 0.233 kW of MAE, and 1.415 kW of RMSE. The models selected for both MLP and LSTM indicated very close predictive and forecasting values to the actual value.

A Study on Time Series Forecasting using Hybridization of Time Series Models and Neural Networks

2020 ◽  
Vol 13 (5) ◽  
pp. 827-832
Author(s):  
Iflah Aijaz ◽  
Parul Agarwal
Keyword(s):  
Machine Learning ◽  
Neural Networks ◽  
Time Series ◽  
Root Mean Square Error ◽  
Mean Square Error ◽  
Root Mean Square ◽  
Hybrid Models ◽  
Time Series Forecasting ◽  
Percentage Error ◽  
Mean Square

Introduction: Auto-Regressive Integrated Moving Average (ARIMA) and Artificial Neural Networks (ANN) are leading linear and non-linear models in Machine learning respectively for time series forecasting. Objective: This survey paper presents a review of recent advances in the area of Machine Learning techniques and artificial intelligence used for forecasting different events. Methods: This paper presents an extensive survey of work done in the field of Machine Learning where hybrid models for are compared to the basic models for forecasting on the basis of error parameters like Mean Absolute Deviation (MAD), Mean Square Error (MSE), Root Mean Square Error (RMSE), Mean Absolute Error (MAE), Mean Absolute Percentage Error (MAPE) and Normalized Root Mean Square Error (NRMSE). Results: Table 1 summarizes important papers discussed in this paper on the basis of some parameters which explain the efficiency of hybrid models or when the model is used in isolation. Conclusion: The hybrid model has realized accurate results as compared when the models were used in isolation yet some research papers argue that hybrids cannot always outperform individual models.

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