Time-series data prediction based on reconstruction of missing samples and selective ensembling of FIR neural networks

Author(s):  
S. Chiewchanwattana ◽  
C. Lursinsap ◽  
C.-H.H. Chu
2014 ◽  
Vol 918 ◽  
pp. 301-306
Author(s):  
Dusan Marcek

Several approaches to dynamic modeling in economic such as ARIMA, GARCH, neural nets and error corrected models have become popular in recent years. We evaluate statistical and neuronal methods for daily EUR/USD currency prediction using daily EUR/USD time series data. Both techniques are reviewed and contrasted from the accuracy of forecasting models point of view. We show that an RBF neural network can achieve better prediction results than the latest statistical methodologies. Following fruitful applications of neural networks to predict financial data this work goes ahead by using neural networks for modeling any non-linearities within the estimated statistical models.


Author(s):  
Muhammad Faheem Mushtaq ◽  
Urooj Akram ◽  
Muhammad Aamir ◽  
Haseeb Ali ◽  
Muhammad Zulqarnain

It is important to predict a time series because many problems that are related to prediction such as health prediction problem, climate change prediction problem and weather prediction problem include a time component. To solve the time series prediction problem various techniques have been developed over many years to enhance the accuracy of forecasting. This paper presents a review of the prediction of physical time series applications using the neural network models. Neural Networks (NN) have appeared as an effective tool for forecasting of time series.  Moreover, to resolve the problems related to time series data, there is a need of network with single layer trainable weights that is Higher Order Neural Network (HONN) which can perform nonlinearity mapping of input-output. So, the developers are focusing on HONN that has been recently considered to develop the input representation spaces broadly. The HONN model has the ability of functional mapping which determined through some time series problems and it shows the more benefits as compared to conventional Artificial Neural Networks (ANN). The goal of this research is to present the reader awareness about HONN for physical time series prediction, to highlight some benefits and challenges using HONN.


2021 ◽  
Vol 441 ◽  
pp. 161-178
Author(s):  
Philip B. Weerakody ◽  
Kok Wai Wong ◽  
Guanjin Wang ◽  
Wendell Ela

2020 ◽  
Vol 8 (10) ◽  
pp. 754
Author(s):  
Miao Gao ◽  
Guo-You Shi

Intelligent unmanned surface vehicle (USV) collision avoidance is a complex inference problem based on current navigation status. This requires simultaneous processing of the input sequences and generation of the response sequences. The automatic identification system (AIS) encounter data mainly include the time-series data of two AIS sets, which exhibit a one-to-one mapping relation. Herein, an encoder–decoder automatic-response neural network is designed and implemented based on the sequence-to-sequence (Seq2Seq) structure to simultaneously process the two AIS encounter trajectory sequences. Furthermore, this model is combined with the bidirectional long short-term memory recurrent neural networks (Bi-LSTM RNN) to obtain a network framework for processing the time-series data to obtain ship-collision avoidance decisions based on big data. The encoder–decoder neural networks were trained based on the AIS data obtained in 2018 from Zhoushan Port to achieve ship collision avoidance decision-making learning. The results indicated that the encoder–decoder neural networks can be used to effectively formulate the sequence of the collision avoidance decision of the USV. Thus, this study significantly contributes to the increased efficiency and safety of maritime transportation. The proposed method can potentially be applied to the USV technology and intelligent collision-avoidance systems.


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