Temporal Validated Meta-Learning for Long-Term Forecasting of Chaotic Time Series Using Monte Carlo Cross-Validation

2014 ◽  
pp. 353-367 ◽  
Author(s):  
Rigoberto Fonseca ◽  
Pilar Gómez-Gil
Keyword(s):  
Time Series ◽  
Monte Carlo ◽  
Cross Validation ◽  
Chaotic Time Series ◽  
Meta Learning ◽  
Long Term Forecasting ◽  
Monte Carlo Cross Validation

A Neural Network Scheme for Long-Term Forecasting of Chaotic Time Series

2011 ◽  
Vol 33 (3) ◽  
pp. 215-233 ◽  
Author(s):  
Pilar Gómez-Gil ◽  
Juan Manuel Ramírez-Cortes ◽  
Saúl E. Pomares Hernández ◽  
Vicente Alarcón-Aquino
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Chaotic Time Series ◽  
Long Term Forecasting

scholarly journals Towards computer-aided severity assessment via deep neural networks for geographic and opacity extent scoring of SARS-CoV-2 chest X-rays

2021 ◽  
Vol 11 (1) ◽  
Author(s):  
A. Wong ◽  
Z. Q. Lin ◽  
L. Wang ◽  
A. G. Chung ◽  
B. Shen ◽  
...  
Keyword(s):  
Neural Networks ◽  
Monte Carlo ◽  
Lung Disease ◽  
Disease Severity ◽  
Deep Neural Networks ◽  
Cross Validation ◽  
X Rays ◽  
Computer Aided ◽  
Monte Carlo Cross Validation ◽  
Validation Experiments

AbstractA critical step in effective care and treatment planning for severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2), the cause for the coronavirus disease 2019 (COVID-19) pandemic, is the assessment of the severity of disease progression. Chest x-rays (CXRs) are often used to assess SARS-CoV-2 severity, with two important assessment metrics being extent of lung involvement and degree of opacity. In this proof-of-concept study, we assess the feasibility of computer-aided scoring of CXRs of SARS-CoV-2 lung disease severity using a deep learning system. Data consisted of 396 CXRs from SARS-CoV-2 positive patient cases. Geographic extent and opacity extent were scored by two board-certified expert chest radiologists (with 20+ years of experience) and a 2nd-year radiology resident. The deep neural networks used in this study, which we name COVID-Net S, are based on a COVID-Net network architecture. 100 versions of the network were independently learned (50 to perform geographic extent scoring and 50 to perform opacity extent scoring) using random subsets of CXRs from the study, and we evaluated the networks using stratified Monte Carlo cross-validation experiments. The COVID-Net S deep neural networks yielded R$$^2$$ 2 of $$0.664 \pm 0.032$$ 0.664 ± 0.032 and $$0.635 \pm 0.044$$ 0.635 ± 0.044 between predicted scores and radiologist scores for geographic extent and opacity extent, respectively, in stratified Monte Carlo cross-validation experiments. The best performing COVID-Net S networks achieved R$$^2$$ 2 of 0.739 and 0.741 between predicted scores and radiologist scores for geographic extent and opacity extent, respectively. The results are promising and suggest that the use of deep neural networks on CXRs could be an effective tool for computer-aided assessment of SARS-CoV-2 lung disease severity, although additional studies are needed before adoption for routine clinical use.

scholarly journals Novel FTLRNN with Gamma Memory for Short-Term and Long-Term Predictions of Chaotic Time Series

2009 ◽  
Vol 2009 ◽  
pp. 1-21
Author(s):  
Sanjay L. Badjate ◽  
Sanjay V. Dudul
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Mean Squared Error ◽  
Chaotic Time Series ◽  
Nonstationary Time Series ◽  
Medium Term ◽  
Short Term ◽  
Squared Error ◽  
Wide Range

Multistep ahead prediction of a chaotic time series is a difficult task that has attracted increasing interest in the recent years. The interest in this work is the development of nonlinear neural network models for the purpose of building multistep chaotic time series prediction. In the literature there is a wide range of different approaches but their success depends on the predicting performance of the individual methods. Also the most popular neural models are based on the statistical and traditional feed forward neural networks. But it is seen that this kind of neural model may present some disadvantages when long-term prediction is required. In this paper focused time-lagged recurrent neural network (FTLRNN) model with gamma memory is developed for different prediction horizons. It is observed that this predictor performs remarkably well for short-term predictions as well as medium-term predictions. For coupled partial differential equations generated chaotic time series such as Mackey Glass and Duffing, FTLRNN-based predictor performs consistently well for different depths of predictions ranging from short term to long term, with only slight deterioration after k is increased beyond 50. For real-world highly complex and nonstationary time series like Sunspots and Laser, though the proposed predictor does perform reasonably for short term and medium-term predictions, its prediction ability drops for long term ahead prediction. However, still this is the best possible prediction results considering the facts that these are nonstationary time series. As a matter of fact, no other NN configuration can match the performance of FTLRNN model. The authors experimented the performance of this FTLRNN model on predicting the dynamic behavior of typical Chaotic Mackey-Glass time series, Duffing time series, and two real-time chaotic time series such as monthly sunspots and laser. Static multi layer perceptron (MLP) model is also attempted and compared against the proposed model on the performance measures like mean squared error (MSE), Normalized mean squared error (NMSE), and Correlation Coefficient (r). The standard back-propagation algorithm with momentum term has been used for both the models.

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