Modified Deep Transformers for GNSS Time Series Prediction

2021 ◽  
Author(s):  
Mostafa Kiani Shahvandi ◽  
Benedikt Soja
Keyword(s):  
Time Series ◽  
Time Series Prediction ◽  
Gnss Time Series

scholarly journals A New Multi-Scale Sliding Window LSTM Framework (MSSW-LSTM): A Case Study for GNSS Time-Series Prediction

2021 ◽  
Vol 13 (16) ◽  
pp. 3328
Author(s):  
Jian Wang ◽  
Weiping Jiang ◽  
Zhao Li ◽  
Yang Lu
Keyword(s):  
Neural Networks ◽  
Time Series ◽  
Short Term Memory ◽  
Time Series Prediction ◽  
Sliding Window ◽  
Plate Movement ◽  
Multi Scale ◽  
High Level ◽  
Gnss Time Series

GNSS time-series prediction plays an important role in the monitoring of crustal plate movement, and dam or bridge deformation, and the maintenance of global or regional coordinate frames. Deep learning is a state-of-the-art approach for extracting high-level abstract features from big data without any prior knowledge. Moreover, long short-term memory (LSTM) networks are a form of recurrent neural networks that have significant potential for processing time series. In this study, a novel prediction framework was proposed by combining a multi-scale sliding window (MSSW) with LSTM. Specifically, MSSW was applied for data preprocessing to effectively extract the feature relationship at different scales and simultaneously mine the deep characteristics of the dataset. Then, multiple LSTM neural networks were used to predict and obtain the final result by weighting. To verify the performance of MSSW-LSTM, 1000 daily solutions of the XJSS station in the Up component were selected for prediction experiments. Compared with the traditional LSTM method, our results of three groups of controlled experiments showed that the RMSE value was reduced by 2.1%, 23.7%, and 20.1%, and MAE was decreased by 1.6%, 21.1%, and 22.2%, respectively. Our results showed that the MSSW-LSTM algorithm can achieve higher prediction accuracy and smaller error, and can be applied to GNSS time-series prediction.

Neural Network Techniques for Time Series Prediction: A Review

2019 ◽  
Vol 3 (3) ◽  
Author(s):  
Muhammad Faheem Mushtaq ◽  
Urooj Akram ◽  
Muhammad Aamir ◽  
Haseeb Ali ◽  
Muhammad Zulqarnain
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Time Series ◽  
Time Series Data ◽  
Weather Prediction ◽  
Time Series Prediction ◽  
Series Data ◽  
Prediction Problem ◽  
Neural Network Models ◽  
Physical Time

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.

Making investment decisions in stock markets using a forecasting-Markowitz based decision-making approaches

2019 ◽  
Vol 15 (2) ◽  
pp. 647-659 ◽  
Author(s):  
Zahra Moeini Najafabadi ◽  
Mehdi Bijari ◽  
Mehdi Khashei
Keyword(s):  
Decision Making ◽  
Time Series ◽  
Stock Markets ◽  
Time Series Prediction ◽  
Investment Decisions ◽  
Rate Of Return ◽  
Expected Returns ◽  
Prediction Methods ◽  
Content Type ◽  
Markowitz Model

Purpose This study aims to make investment decisions in stock markets using forecasting-Markowitz based decision-making approaches. Design/methodology/approach The authors’ approach offers the use of time series prediction methods including autoregressive, autoregressive moving average and artificial neural network, rather than calculating the expected rate of return based on distribution. Findings The results show that using time series prediction methods has a significant effect on improving investment decisions and the performance of the investments. Originality/value In this study, in contrast to previous studies, the alteration in the Markowitz model started with the investment expected rate of return. For this purpose, instead of considering the distribution of returns and determining the expected returns, time series prediction methods were used to calculate the future return of each asset. Then, the results of different time series methods replaced the expected returns in the Markowitz model. Finally, the overall performance of the method, as well as the performance of each of the prediction methods used, was examined in relation to nine stock market indices.

scholarly journals A Time Series Sustainability Assessment of a Partial Energy Portfolio Transition

Energies ◽  
2020 ◽  
Vol 14 (1) ◽  
pp. 141
Author(s):  
Jacob Hale ◽  
Suzanna Long
Keyword(s):  
Time Series ◽  
Electricity Generation ◽  
Sustainability Assessment ◽  
Moving Average ◽  
Time Series Prediction ◽  
State Level ◽  
Autoregressive Integrated Moving Average ◽  
Energy Transitions ◽  
Univariate Time Series ◽  
Partial Energy

Energy portfolios are overwhelmingly dependent on fossil fuel resources that perpetuate the consequences associated with climate change. Therefore, it is imperative to transition to more renewable alternatives to limit further harm to the environment. This study presents a univariate time series prediction model that evaluates sustainability outcomes of partial energy transitions. Future electricity generation at the state-level is predicted using exponential smoothing and autoregressive integrated moving average (ARIMA). The best prediction results are then used as an input for a sustainability assessment of a proposed transition by calculating carbon, water, land, and cost footprints. Missouri, USA was selected as a model testbed due to its dependence on coal. Of the time series methods, ARIMA exhibited the best performance and was used to predict annual electricity generation over a 10-year period. The proposed transition consisted of a one-percent annual decrease of coal’s portfolio share to be replaced with an equal share of solar and wind supply. The sustainability outcomes of the transition demonstrate decreases in carbon and water footprints but increases in land and cost footprints. Decision makers can use the results presented here to better inform strategic provisioning of critical resources in the context of proposed energy transitions.

scholarly journals COVID-19 Time Series Prediction

2021 ◽  
Vol 181 ◽  
pp. 973-980
Author(s):  
Leonardo Sestrem de Oliveira ◽  
Sarah Beatriz Gruetzmacher ◽  
João Paulo Teixeira
Keyword(s):  
Time Series ◽  
Time Series Prediction

scholarly journals An Analysis of Vertical Crustal Movements along the European Coast from Satellite Altimetry, Tide Gauge, GNSS and Radar Interferometry

2021 ◽  
Vol 13 (11) ◽  
pp. 2173
Author(s):  
Kamil Kowalczyk ◽  
Katarzyna Pajak ◽  
Beata Wieczorek ◽  
Bartosz Naumowicz
Keyword(s):  
Time Series ◽  
Satellite Altimetry ◽  
Tide Gauge ◽  
Measurement Techniques ◽  
Radar Interferometry ◽  
Vertical Movements ◽  
Persistent Scatterer ◽  
Gnss Time Series ◽  
Vertical Crustal Movements ◽  
European Coast

The main aim of the article was to analyse the actual accuracy of determining the vertical movements of the Earth’s crust (VMEC) based on time series made of four measurement techniques: satellite altimetry (SA), tide gauges (TG), fixed GNSS stations and radar interferometry. A relatively new issue is the use of the persistent scatterer InSAR (PSInSAR) time series to determine VMEC. To compare the PSInSAR results with GNSS, an innovative procedure was developed: the workflow of determining the value of VMEC velocities in GNSS stations based on InSAR data. In our article, we have compiled 110 interferograms for ascending satellites and 111 interferograms for descending satellites along the European coast for each of the selected 27 GNSS stations, which is over 5000 interferograms. This allowed us to create time series of unprecedented time, very similar to the time resolution of time series from GNSS stations. As a result, we found that the obtained accuracies of the VMEC determined from the PSInSAR are similar to those obtained from the GNSS time series. We have shown that the VMEC around GNSS stations determined by other techniques are not the same.

scholarly journals Adjoint-based direct data assimilation of GNSS time series for optimizing frictional parameters and predicting postseismic deformation following the 2003 Tokachi-oki earthquake

2020 ◽  
Vol 72 (1) ◽  
Author(s):  
Masayuki Kano ◽  
Shin’ichi Miyazaki ◽  
Yoichi Ishikawa ◽  
Kazuro Hirahara
Keyword(s):  
Time Series ◽  
Data Assimilation ◽  
Evaluation Method ◽  
Temporal Evolution ◽  
Recovery Process ◽  
Postseismic Deformation ◽  
Coseismic Slip ◽  
Megathrust Earthquakes ◽  
Spatio Temporal ◽  
Gnss Time Series

Abstract Postseismic Global Navigation Satellite System (GNSS) time series followed by megathrust earthquakes can be interpreted as a result of afterslip on the plate interface, especially in its early phase. Afterslip is a stress release process accumulated by adjacent coseismic slip and can be considered a recovery process for future events during earthquake cycles. Spatio-temporal evolution of afterslip often triggers subsequent earthquakes through stress perturbation. Therefore, it is important to quantitatively capture the spatio-temporal evolution of afterslip and related postseismic crustal deformation and to predict their future evolution with a physics-based simulation. We developed an adjoint data assimilation method, which directly assimilates GNSS time series into a physics-based model to optimize the frictional parameters that control the slip behavior on the fault. The developed method was validated with synthetic data. Through the optimization of frictional parameters, the spatial distributions of afterslip could roughly (but not in detail) be reproduced if the observation noise was included. The optimization of frictional parameters reproduced not only the postseismic displacements used for the assimilation, but also improved the prediction skill of the following time series. Then, we applied the developed method to the observed GNSS time series for the first 15 days following the 2003 Tokachi-oki earthquake. The frictional parameters in the afterslip regions were optimized to A–B ~ O(10 kPa), A ~ O(100 kPa), and L ~ O(10 mm). A large afterslip is inferred on the shallower side of the coseismic slip area. The optimized frictional parameters quantitatively predicted the postseismic GNSS time series for the following 15 days. These characteristics can also be detected if the simulation variables can be simultaneously optimized. The developed data assimilation method, which can be directly applied to GNSS time series following megathrust earthquakes, is an effective quantitative evaluation method for assessing risks of subsequent earthquakes and for monitoring the recovery process of megathrust earthquakes.

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