GRU-corr Neural Network Optimized by Improved PSO Algorithm for Time Series Prediction

2020 ◽  
Vol 29 (07n08) ◽  
pp. 2040010
Author(s):  
Shao-Pei Ji ◽  
Yu-Long Meng ◽  
Liang Yan ◽  
Gui-Shan Dong ◽  
Dong Liu
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Time Series Data ◽  
Time Series Prediction ◽  
Prediction Method ◽  
Pso Algorithm ◽  
Series Data ◽  
Multi Scale ◽  
Network Parameters ◽  
Angle Data

Time series data from real problems have nonlinear, non-smooth, and multi-scale composite characteristics. This paper first proposes a gated recurrent unit-correction (GRU-corr) network model, which adds a correction layer to the GRU neural network. Then, a adaptive staged variation PSO (ASPSO) is proposed. Finally, to overcome the drawbacks of the imprecise selection of the GRU-corr network parameters and obtain the high-precision global optimization of network parameters, weight parameters and the hidden nodes number of GRU-corr is optimized by ASPSO, and a time series prediction model (ASPSO-GRU-corr) is proposed based on the GRU-corr optimized by ASPSO. In the experiment, a comparative analysis of the optimization performance of ASPSO on a benchmark function was performed to verify its validity, and then the ASPSO-GRU-corr model is used to predict the ship motion cross-sway angle data. The results show that, ASPSO has better optimization performance and convergence speed compared with other algorithms, while the ASPSO-GRU-corr has higher generalization performance and lower architecture complexity. The ASPSO-GRU-corr can reveal the intrinsic multi-scale composite features of the time series, which is a reliable nonlinear and non-steady time series prediction method.

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.

scholarly journals A hybrid elman neural network predictor for time series prediction

2018 ◽  
Vol 7 (2.20) ◽  
pp. 159 ◽  
Author(s):  
N Mohana Sundaram ◽  
S N. Sivanandam
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Time Delay ◽  
Adaptive Learning ◽  
Time Series Data ◽  
Time Series Prediction ◽  
Series Data ◽  
Elman Neural Network ◽  
Dynamic Processing ◽  
Elman Recurrent Neural Network

Artificial Neural Networks have become popular in the world of prediction and forecasting due to their nonlinear nonparametric adaptive-learning property. They become an important tool in data analysis and data mining applications. Elman neural network due to its recurrent nature and dynamic processing capabilities can perform the prediction process with a good range of accuracy. In this paper an Elman recurrent Neural Network is hybridised with a time delay called a tap delay line for time series prediction process to improve its performance. The Elman neural network with the time delay inputs is trained tested and validated using the solar sun spot time series data that contains the monthly mean sunspot numbers for a 240 year period having 2899 data values. The results confirm that the proposed Elman network hybridised with time delay inputs can predict the time series with more accurately and effectively than the existing methods.  

A Chaotic Prediction Method to Time Series Data

2010 ◽  
Vol 113-116 ◽  
pp. 1367-1370 ◽  
Author(s):  
Bin Sheng Liu ◽  
Ying Wang ◽  
Xue Ping Hu
Keyword(s):  
Neural Network ◽  
Water Quality ◽  
Time Series ◽  
Drinking Water ◽  
Time Series Data ◽  
Prediction Method ◽  
Drinking Water Quality ◽  
Series Data ◽  
Gray Model ◽  
Forecast Method

There are many ways to predict drinking water quality such as neural network, gray model, ARIMA. But the prediction precise is need to improve. This paper proposes a new forecast method according the characteristic of drinking water quality and the evidence showed that the prediction is effectively. So it is able to being used in actual prediction.

scholarly journals Choosing the Appropriate Forecasting Model for Predictive Parameter Control

2014 ◽  
Vol 22 (2) ◽  
pp. 319-349 ◽  
Author(s):  
Aldeida Aleti ◽  
Irene Moser ◽  
Indika Meedeniya ◽  
Lars Grunske
Keyword(s):  
Time Series ◽  
Time Series Data ◽  
Optimal Algorithm ◽  
Time Series Prediction ◽  
Prediction Method ◽  
Performance Data ◽  
Series Data ◽  
Prediction Methods ◽  
Parameter Control ◽  
Parameter Values

All commonly used stochastic optimisation algorithms have to be parameterised to perform effectively. Adaptive parameter control (APC) is an effective method used for this purpose. APC repeatedly adjusts parameter values during the optimisation process for optimal algorithm performance. The assignment of parameter values for a given iteration is based on previously measured performance. In recent research, time series prediction has been proposed as a method of projecting the probabilities to use for parameter value selection. In this work, we examine the suitability of a variety of prediction methods for the projection of future parameter performance based on previous data. All considered prediction methods have assumptions the time series data has to conform to for the prediction method to provide accurate projections. Looking specifically at parameters of evolutionary algorithms (EAs), we find that all standard EA parameters with the exception of population size conform largely to the assumptions made by the considered prediction methods. Evaluating the performance of these prediction methods, we find that linear regression provides the best results by a very small and statistically insignificant margin. Regardless of the prediction method, predictive parameter control outperforms state of the art parameter control methods when the performance data adheres to the assumptions made by the prediction method. When a parameter's performance data does not adhere to the assumptions made by the forecasting method, the use of prediction does not have a notable adverse impact on the algorithm's performance.

scholarly journals Multivariate Temporal Convolutional Network: A Deep Neural Networks Approach for Multivariate Time Series Forecasting

Electronics ◽  
2019 ◽  
Vol 8 (8) ◽  
pp. 876 ◽  
Author(s):  
Renzhuo Wan ◽  
Shuping Mei ◽  
Jun Wang ◽  
Min Liu ◽  
Fan Yang
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Prediction Accuracy ◽  
Time Series Data ◽  
Short Term Memory ◽  
Time Series Prediction ◽  
Multivariate Time Series ◽  
Series Data ◽  
Asymmetric Structure ◽  
Convolutional Network

Multivariable time series prediction has been widely studied in power energy, aerology, meteorology, finance, transportation, etc. Traditional modeling methods have complex patterns and are inefficient to capture long-term multivariate dependencies of data for desired forecasting accuracy. To address such concerns, various deep learning models based on Recurrent Neural Network (RNN) and Convolutional Neural Network (CNN) methods are proposed. To improve the prediction accuracy and minimize the multivariate time series data dependence for aperiodic data, in this article, Beijing PM2.5 and ISO-NE Dataset are analyzed by a novel Multivariate Temporal Convolution Network (M-TCN) model. In this model, multi-variable time series prediction is constructed as a sequence-to-sequence scenario for non-periodic datasets. The multichannel residual blocks in parallel with asymmetric structure based on deep convolution neural network is proposed. The results are compared with rich competitive algorithms of long short term memory (LSTM), convolutional LSTM (ConvLSTM), Temporal Convolution Network (TCN) and Multivariate Attention LSTM-FCN (MALSTM-FCN), which indicate significant improvement of prediction accuracy, robust and generalization of our model.

scholarly journals Time Series Prediction Method Based on E-CRBM

Electronics ◽  
2021 ◽  
Vol 10 (4) ◽  
pp. 416
Author(s):  
Huixin Tian ◽  
Qiangqiang Xu
Keyword(s):  
Time Series ◽  
Time Series Data ◽  
Time Series Prediction ◽  
Prediction Method ◽  
Target Prediction ◽  
Input Sequence ◽  
Series Data ◽  
Feature Transformation ◽  
Transformation Sequence ◽  
Prediction Sequence

To solve the problems of delayed prediction results and large prediction errors in one-dimensional time series prediction, a time series prediction method based on Error-Continuous Restricted Boltzmann Machines (E-CRBM) is proposed in this paper. This method constructs a deep conversion prediction framework, which is composed of two E-CRBMs and a neural network (NN). Firstly, the E-CRBM models of the original input sequence and the target prediction sequence are trained, respectively, to extract the time features of the two sequences. Then the NN model is used to connect and transform the time features. Secondly, the feature sequence H1 is extracted from the original input sequence of test data through E-CRBM1, which is used as input of NN to obtain feature transformation sequence H2. Finally, the target prediction sequence is obtained by reverse reconstruction of feature transformation sequence H2 through E-CRBM2. The E-CRBM in this paper introduces the residual sequence of NN feature transformation in the hidden layer of CRBM, which increases the robustness of CRBM and improves the overall prediction accuracy. The classical time series data (sunspot time series) and the actual operation data of reciprocating compressor are selected in the experiment. Compared with the traditional time series prediction method, the results verify the effectiveness of the proposed method in single-step prediction and multi-step prediction.

scholarly journals Coronavirus Disease (COVID-19) Global Prediction Using Hybrid Artificial Intelligence Method of ANN Trained with Grey Wolf Optimizer  

2020 ◽  
Author(s):  
Sina Ardabili ◽  
Amir Mosavi ◽  
Shahab S. Band ◽  
Annamaria R. Varkonyi-Koczy
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Time Series Data ◽  
Time Series Prediction ◽  
Series Data ◽  
Percentage Error ◽  
Grey Wolf Optimizer ◽  
The Novel ◽  
Grey Wolf ◽  
Hybrid Artificial Intelligence

Abstract Advancement of the novel models for time-series prediction of COVID-19 is of utmost importance. Machine learning (ML) methods have recently shown promising results. The present study aims to engage an artificial neural network-integrated by grey wolf optimizer for COVID-19 outbreak predictions by employing the Global dataset. Training and testing processes have been performed by time-series data related to January 22 to September 15, 2020 and validation has been performed by time-series data related to September 16 to October 15, 2020. Results have been evaluated by employing mean absolute percentage error (MAPE) and correlation coefficient (r) values. ANN-GWO provided a MAPE of 6.23, 13.15 and 11.4% for training, testing and validating phases, respectively. According to the results, the developed model could successfully cope with the prediction task.

scholarly journals Bearing Life Prediction Method Based on Parallel Multichannel Recurrent Convolutional Neural Network

2021 ◽  
Vol 2021 ◽  
pp. 1-9
Author(s):  
Jianmin Zhou ◽  
Sen Gao ◽  
Jiahui Li ◽  
Wenhao Xiong
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Convolutional Neural Network ◽  
Frequency Domain ◽  
Time Series Data ◽  
Prediction Method ◽  
Remaining Useful Life ◽  
Series Data ◽  
Time Frequency ◽  
The Time Domain

To extract the time-series characteristics of the original bearing signals and predict the remaining useful life (RUL) more effectively, a parallel multichannel recurrent convolutional neural network (PMCRCNN) is proposed for the prediction of RUL. Firstly, the time domain, frequency domain, and time-frequency domain features are extracted from the original signal. Then, the PMCRCNN model is constructed. The front of the model is the parallel multichannel convolution unit to learn and integrate the global and local features from the time-series data. The back of the model is the recurrent convolution layer to model the temporal dependence relationship under different degradation features. Normalized life values are used as labels to train the prediction model. Finally, the RUL was predicted by the trained neural network. The proposed method is verified by full life tests of bearing. The comparison with the existing prognostics approaches of convolutional neural network (CNN) and the recurrent convolutional neural network (RCNN) models proves that the proposed method (PMCRCNN) is effective and superior in improving the accuracy of RUL prediction.

scholarly journals PENERAPAN METODE BACKPROPAGATION UNTUK MEMPREDIKSI JUMLAH KUNJUNGAN WISATAWAN BERDASARKAN TINGKAT HUNIAN HOTEL

JURTEKSI ◽  
2018 ◽  
Vol 4 (2) ◽  
pp. 115-122
Author(s):  
Romy Aulia
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Random Process ◽  
Time Series Data ◽  
Prediction Method ◽  
Series Data ◽  
Backpropagation Neural Network ◽  
Input Variables

Tourism is one of the most important factors for the revenue of an area. To attract the interest of tourists takes some supporting factors, one of which is the hotel or the guesthouse. In the process of prediction of tourists visit, required data the number of tourists staying in order to predict for the next time. The prediction method used in this system is a method of Backpropagation Neural Network based on time series data forecasting component variansi random or random process beginning with autocorrelation for determination of input variables. Method of Backpropagation itself is known quite well used in the forecasting of time series data. The result of the method of Backpropagation is a number of predictions that tourists visit can be a reference for related officials in taking decisions for the period ahead.

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