Forecasting COVID-19 Outbreak in India Using Time Series Dataset: An Ensemble of ARIMA, Abbasov-Mamedova, and Multilayer Perceptron Models

2021 ◽  
pp. 159-171
Author(s):  
Arijit Chakraborty ◽  
Sajal Mitra ◽  
Dipankar Das ◽  
Debashis De ◽  
Anindya J. Pal
Keyword(s):  
Time Series ◽  
Multilayer Perceptron ◽  
Time Series Dataset

Simulating reference rainfall scenarios for hydrological applications using a multifractal approach

2021 ◽  
Author(s):  
Arun Ramanathan ◽  
Pierre-Antoine Versini ◽  
Daniel Schertzer ◽  
Ioulia Tchiguirinskaia ◽  
Remi Perrin ◽  
...  
Keyword(s):  
Time Series ◽  
Moment Analysis ◽  
Specific Reference ◽  
Rainfall Time Series ◽  
Time Series Dataset ◽  
Hourly Rainfall ◽  
Spatial Dimensions ◽  
Multifractal Theory ◽  
Intensity Duration Frequency ◽  
Hydrological Applications

<p><strong>Abstract</strong></p><p>Hydrological applications such as flood design usually deal with and are driven by region-specific reference rainfall regulations, generally expressed as Intensity-Duration-Frequency (IDF) values. The meteorological module of hydro-meteorological models used in such applications should therefore be capable of simulating these reference rainfall scenarios. The multifractal cascade framework, since it incorporates physically realistic properties of rainfall processes such as non-homogeneity (intermittency), scale invariance, and extremal statistics, seems to be an appropriate choice for this purpose. Here we suggest a rather simple discrete-in-scale multifractal cascade based approach. Hourly rainfall time-series datasets (with lengths ranging from around 28 to 35 years) over six cities (Paris, Marseille, Strasbourg, Nantes, Lyon, and Lille) in France that are characterized by different climates and a six-minute rainfall time series dataset (with a length of around 15  years) over Paris were analyzed via spectral analysis and Trace Moment analysis to understand the scaling range over which the universal multifractal theory can be considered valid. Then the Double Trace Moment analysis was performed to estimate the universal multifractal parameters α,C<sub>1</sub> that are required by the multifractal cascade model for simulating rainfall. A renormalization technique that estimates suitable renormalization constants based on the IDF values of reference rainfall is used to simulate the reference rainfall scenarios. Although only purely temporal simulations are considered here, this approach could possibly be generalized to higher spatial dimensions as well.</p><p><strong>Keywords</strong></p><p>Multifractals, Non-linear geophysical systems, Cascade dynamics, Scaling, Hydrology, Stochastic rainfall simulations.</p>

Liquid State Machine to Generate the Movement Profiles for the Gait Cycle of a 6 DOF Bipedal Robot in a Sagittal Plane

2018 ◽  
Author(s):  
Jesús Franco-Robles ◽  
Alejandro De Lucio-Rangel ◽  
Karla A. Camarillo-Gómez ◽  
Gerardo I. Pérez-Soto ◽  
Jesús Rivera-Guillén
Keyword(s):  
Time Series ◽  
Multilayer Perceptron ◽  
Liquid State ◽  
Gait Cycle ◽  
Sagittal Plane ◽  
Experimental Result ◽  
Forward Kinematics ◽  
Neuronal System ◽  
Bipedal Robot ◽  
Input Time

In this paper, a neuronal system with the ability to generate motion profiles and profiles of the ZMP in a 6DoF bipedal robot in the sagittal plane, is presented. The input time series for LSM training are movement profiles of the oscillating foot trajectory obtained by forward kinematics performed by a previously trained ANN multilayer perceptron. The profiles of objective movement for training are acquired from the analysis of the human walk. Based on a previous simulation of the bipedal robot, a profile of the objective ZMP will be generated for the y–axis and another for the z–axis to know its behavior during the training walk. As an experimental result, the LSM generates new motion profiles and ZMP, given a different trajectory with which it was trained. With the LSM it will be possible to propose new trajectories of the oscillating foot, where it will be known if this trajectory will be stable, by the ZMP, and what movement profile for each articulation will be required to reach this trajectory.

scholarly journals Coronavirus (COVID-19) Pandemic in Indonesia: Cases Overview and Daily Data Time Series using Naïve Forecast Method

2021 ◽  
Vol 3 (1) ◽  
pp. 1-8
Author(s):  
Annisa Puspa Kirana ◽  
Adhitya Bhawiyuga
Keyword(s):  
Time Series ◽  
Percentage Error ◽  
Forecast Method ◽  
Monthly Basis ◽  
Average Case ◽  
Monthly Average ◽  
Daily Data ◽  
Time Series Dataset ◽  
The World ◽  
Forecasting Analysis

At the end of December 2019, the virus emerges from Wuhan, China, and resulted in a severe outbreak in many cities in China and expanding globally, including Indonesia. Indonesia is the fourth most populated country globally. As of February 2021, Indonesia in the first rank of positive cases of COVID-19 in Southeast Asia, number 4 in Asia, and number 19 in the world. Our paper aims to provide detailed reporting and analysis of the COVID-19 case overview and forecasting that have hit Indonesia. Our time-series dataset from March 2020 to January 2021. Summary of cases studied included the number of positive cases and deaths due to COVID-19 on a daily or monthly basis. We use time series and forecasting analysis using the Naïve Forecast method.  The prediction is daily case prediction for six months starting from February 1, 2021, to June 30, 2021, using active cases daily COVID-19 data in all provinces in Indonesia. The highest monthly average case prediction is in June, which is 35,662 cases. Our COVID-19 prediction study has a mean absolute percentage error (MAPE) score of 15.85%.

scholarly journals The Harberger-Laursen-Metzler Effect: Evidence from Pakistan

2012 ◽  
Vol 17 (2) ◽  
pp. 87-110 ◽  
Author(s):  
Tayyaba Idrees ◽  
Saira Tufail
Keyword(s):  
Time Series ◽  
Current Account ◽  
Vector Autoregression ◽  
Real Income ◽  
Terms Of Trade ◽  
Temporary Increase ◽  
Current Account Balance ◽  
Time Series Dataset ◽  
The Current Account

According to the Harberger-Laursen-Metzler (HLM) effect, an exogenous temporary increase in the terms of trade leads to an improvement in the current account balance. This paper uses a recursive vector autoregression to investigate empirically the existence of the HLM effect in Pakistan, using a time series dataset for the period 1980–2009. Two important results emerge. First, real income deteriorates with an improvement in the terms of trade. Second, the current account balance also responds negatively to innovations in the terms of trade, which implies that the HLM effect does not exist in Pakistan.

A Causal Time-Series Model Based on Multilayer Perceptron Regression for Forecasting Taiwan Stock Index

2019 ◽  
Vol 18 (06) ◽  
pp. 1967-1987
Author(s):  
Tai-Liang Chen ◽  
Ching-Hsue Cheng ◽  
Jing-Wei Liu
Keyword(s):  
Time Series ◽  
Multilayer Perceptron ◽  
Stock Prices ◽  
Performance Indicator ◽  
Time Series Model ◽  
Stock Index ◽  
Forecasting Model ◽  
Critical Factors ◽  
Causality Test ◽  
Proposed Model

Stock forecasting technology is always a popular research topic because accurate forecasts allow profitable investments and social change. We postulate, based on past research, three major drawbacks for using time series in forecasting stock prices as follows: (1) a simple time-series model provides insufficient explanations for inner and external interactions of the stock market; (2) the variables of a time series behave in strict stationarity, but economic time-series are usually in a nonlinear or nonstationary state and (3) the forecasting factors of multivariable time-series are selected based on researcher’s knowledge, and such a method is a “subjective” way to construct a forecasting model. Therefore, this paper proposes a causal time-series model to select forecasting factors and builds a machine learning forecast model. The “Granger causality test” is utilized first in the proposed model to select the critical factors from technical indicators and market indexes; next, a “multilayer perceptron regression (MLPR)” is employed to construct a forecasting model. This paper collected financial data over a 13-year period (from 2003 to 2015) of the Taiwan stock index (TAIEX) as experimental datasets. Furthermore, the root mean square error (RMSE) was used as a performance indicator, and we use five forecasting models as comparison models. The results reveal that the proposed model outperforms the comparison models in forecasting accuracy and performs well for three key indicators. LAG1, S&P500 and DJIA, are critical factors in all 11 of our time sliding windows (T1–T11). We offer these results to investors to aid in their decision-making processes.

scholarly journals Forecasting Model for Stock Market Based on Probabilistic Linguistic Logical Relationship and Distance Measurement

Symmetry ◽  
2020 ◽  
Vol 12 (6) ◽  
pp. 954
Author(s):  
Aiwu Zhao ◽  
Junhong Gao ◽  
Hongjun Guan
Keyword(s):  
Time Series ◽  
Stock Market ◽  
Stock Exchange ◽  
Forecasting Model ◽  
Historical Time ◽  
Logical Relationship ◽  
Probabilistic Linguistic Term Set ◽  
Time Series Dataset ◽  
Proposed Model ◽  
Linguistic Term

The fluctuation of the stock market has a symmetrical characteristic. To improve the performance of self-forecasting, it is crucial to summarize and accurately express internal fluctuation rules from the historical time series dataset. However, due to the influence of external interference factors, these internal rules are difficult to express by traditional mathematical models. In this paper, a novel forecasting model is proposed based on probabilistic linguistic logical relationships generated from historical time series dataset. The proposed model introduces linguistic variables with positive and negative symmetrical judgements to represent the direction of stock market fluctuation. Meanwhile, daily fluctuation trends of a stock market are represented by a probabilistic linguistic term set, which consist of daily status and its recent historical statuses. First, historical time series of a stock market is transformed into a fluctuation time series (FTS) by the first-order difference transformation. Then, a fuzzy linguistic variable is employed to represent each value in the fluctuation time series, according to predefined intervals. Next, left hand sides of fuzzy logical relationships between currents and their corresponding histories can be expressed by probabilistic linguistic term sets and similar ones can be grouped to generate probabilistic linguistic logical relationships. Lastly, based on the probabilistic linguistic term set expression of the current status and the corresponding historical statuses, distance measurement is employed to find the most proper probabilistic linguistic logical relationship for future forecasting. For the convenience of comparing the prediction performance of the model from the perspective of accuracy, this paper takes the closing price dataset of Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX) as an example. Compared with the prediction results of previous studies, the proposed model has the advantages of stable prediction performance, simple model design, and an easy to understand platform. In order to test the performance of the model for other datasets, we use the prediction of the Shanghai Stock Exchange Composite Index (SHSECI) to prove its universality.

scholarly journals Modeling the Spread of COVID-19 Infection Using a Multilayer Perceptron

2020 ◽  
Vol 2020 ◽  
pp. 1-10 ◽  
Author(s):  
Zlatan Car ◽  
Sandi Baressi Šegota ◽  
Nikola Anđelić ◽  
Ivan Lorencin ◽  
Vedran Mrzljak
Keyword(s):  
Multilayer Perceptron ◽  
Cross Validation ◽  
Search Algorithm ◽  
Activation Function ◽  
Coefficient Of Determination ◽  
Time Series Dataset ◽  
Number Of Patients ◽  
Patient Model ◽  
Artificial Neural Network Ann ◽  
Deceased Patient

Coronavirus (COVID-19) is a highly infectious disease that has captured the attention of the worldwide public. Modeling of such diseases can be extremely important in the prediction of their impact. While classic, statistical, modeling can provide satisfactory models, it can also fail to comprehend the intricacies contained within the data. In this paper, authors use a publicly available dataset, containing information on infected, recovered, and deceased patients in 406 locations over 51 days (22nd January 2020 to 12th March 2020). This dataset, intended to be a time-series dataset, is transformed into a regression dataset and used in training a multilayer perceptron (MLP) artificial neural network (ANN). The aim of training is to achieve a worldwide model of the maximal number of patients across all locations in each time unit. Hyperparameters of the MLP are varied using a grid search algorithm, with a total of 5376 hyperparameter combinations. Using those combinations, a total of 48384 ANNs are trained (16128 for each patient group—deceased, recovered, and infected), and each model is evaluated using the coefficient of determination (R2). Cross-validation is performed using K-fold algorithm with 5-folds. Best models achieved consists of 4 hidden layers with 4 neurons in each of those layers, and use a ReLU activation function, with R2 scores of 0.98599 for confirmed, 0.99429 for deceased, and 0.97941 for recovered patient models. When cross-validation is performed, these scores drop to 0.94 for confirmed, 0.781 for recovered, and 0.986 for deceased patient models, showing high robustness of the deceased patient model, good robustness for confirmed, and low robustness for recovered patient model.

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