scholarly journals Combining LSTM Network Ensemble via Adaptive Weighting for Improved Time Series Forecasting

2018 ◽  
Vol 2018 ◽  
pp. 1-8 ◽  
Author(s):  
Jae Young Choi ◽  
Bumshik Lee
Keyword(s):  
Time Series ◽  
Short Term Memory ◽  
State Of The Art ◽  
Real Life ◽  
Life Time ◽  
Time Series Forecasting ◽  
Ensemble Method ◽  
Prediction Errors ◽  
Time Step ◽  
Ensemble Techniques

Time series forecasting is essential for various engineering applications in finance, geology, and information technology, etc. Long Short-Term Memory (LSTM) networks are nowadays gaining renewed interest and they are replacing many practical implementations of the time series forecasting systems. This paper presents a novel LSTM ensemble forecasting algorithm that effectively combines multiple forecast (prediction) results from a set of individual LSTM networks. The main advantages of our LSTM ensemble method over other state-of-the-art ensemble techniques are summarized as follows: (1) we develop a novel way of dynamically adjusting the combining weights that are used for combining multiple LSTM models to produce the composite prediction output; for this, our method is devised for updating combining weights at each time step in an adaptive and recursive way by using both past prediction errors and forgetting weight factor; (2) our method is capable of well capturing nonlinear statistical properties in the time series, which considerably improves the forecasting accuracy; (3) our method is straightforward to implement and computationally efficient when it comes to runtime performance because it does not require the complex optimization in the process of finding combining weights. Comparative experiments demonstrate that our proposed LSTM ensemble method achieves state-of-the-art forecasting performance on four real-life time series datasets publicly available.

scholarly journals Detecting breakpoints in artificially modified- and real-life time series using three state-of-the-art methods

2016 ◽  
Vol 8 (1) ◽  
pp. 78-98 ◽  
Author(s):  
Dániel Topál ◽  
István Matyasovszkyt ◽  
Zoltán Kern ◽  
István Gábor Hatvani
Keyword(s):  
Time Series ◽  
State Of The Art ◽  
Real Life ◽  
Life Time ◽  
Detection Methods ◽  
Data Sets ◽  
Life Data ◽  
Real Life Data ◽  
Breakpoint Detection ◽  
Insight Into

AbstractTime series often contain breakpoints of different origin, i.e. breakpoints, caused by (i) shifts in trend, (ii) other changes in trend and/or, (iii) changes in variance. In the present study, artificially generated time series with white and red noise structures are analyzed using three recently developed breakpoint detection methods. The time series are modified so that the exact “locations” of the artificial breakpoints are prescribed, making it possible to evaluate the methods exactly. Hence, the study provides a deeper insight into the behaviour of the three different breakpoint detection methods. Utilizing this experience can help solving breakpoint detection problems in real-life data sets, as is demonstrated with two examples taken from the fields of paleoclimate research and petrology.

Deep Learning for text in limted data settings

2020 ◽  
Author(s):  
Pathikkumar Patel ◽  
Bhargav Lad ◽  
Jinan Fiaidhi
Keyword(s):  
Machine Learning ◽  
Time Series ◽  
Deep Learning ◽  
Sentiment Analysis ◽  
Transfer Learning ◽  
Text Classification ◽  
State Of The Art ◽  
Time Series Forecasting ◽  
Text Data ◽  
Performance Levels

During the last few years, RNN models have been extensively used and they have proven to be better for sequence and text data. RNNs have achieved state-of-the-art performance levels in several applications such as text classification, sequence to sequence modelling and time series forecasting. In this article we will review different Machine Learning and Deep Learning based approaches for text data and look at the results obtained from these methods. This work also explores the use of transfer learning in NLP and how it affects the performance of models on a specific application of sentiment analysis.

scholarly journals Prediksi Kunjungan Wisatawan Taman Nasional Gunung Merbabu dengan Time Series Forecasting dan LSTM

2020 ◽  
Vol 11 (2) ◽  
pp. 131
Author(s):  
Josua Manullang ◽  
Albertus Joko Santoso ◽  
Andi Wahju Rahardjo Emanuel
Keyword(s):  
Time Series ◽  
National Park ◽  
Short Term Memory ◽  
Lag Time ◽  
Time Series Forecasting ◽  
Mean Square ◽  
Short Term ◽  
Term Memory ◽  
Long Short Term Memory

Abstract. Prediction of tourist visits of Mount Merbabu National Park (TNGMb) needs to be done to control the number of visitors and to preserve the national park. The combination of time series forecasting (TSF) and deep learning methods has become a new alternative for prediction. This case study was conducted to implement several methods combination of TSF and Long-Short Term Memory (LSTM) to predict the visits. In this case study, there are 18 modelling scenarios as research objects to determine the best model by utilizing tourist visits data from 2013 to 2018. The results show that the model applying the lag time method can improve the model's ability to capture patterns on time series data. The error value is measured using the root mean square error (RMSE), with the smallest value of 3.7 in the LSTM architecture, using seven lags as a feature and one lag as a label.Keywords: Tourist Visit, Taman Nasional Gunung Merbabu, Prediction, Recurrent Neural Network, Long-Short Term MemoryAbstrak. Prediksi kunjungan wisatawan Taman Nasional Gunung Merbabu (TNGMb) perlu dilakukan untul pengendalian jumlah pengunjung dan menjaga kelestarian taman nasional. Gabungan metode antara time series forecasting (TSF) dan deep learning telah menjadi alternatif baru untuk melakukan prediksi. Studi kasus ini dilakukan untuk mengimplementasi gabungan dari beberapa macam metode antara TSF dan Long-Short Term Memory (LSTM) untuk memprediksi kunjungan pada TNGMb. Pada studi kasus ini, terdapat 18 skenario pemodelan sebagai objek penelitian untuk menentukan model terbaik, dengan memanfaatkan data jumlah kunjungan wisatawan di TNGMb mulai dari tahun 2013 sampai dengan tahun 2018. Hasil prediksi menunjukkan pemodelan dengan menerapkan metode lag time dapat meningkatakan kemampuan model untuk menangkap pola pada data deret waktu. Besar nilai kesalahan diukur menggunakan root mean square error (RMSE), dengan nilai terkecil sebesar 3,7 pada arsitektur LSTM, menggunakan tujuh lag sebagai feature dan satu lag sebagai label. Kata Kunci: Kunjungan Wisatawan, Taman Nasional Gunung Merbabu, Prediksi, Recurrent Neural Network, Long-Short Term Memory

A Study of the State of the Art in Synthetic Emotional Intelligence in Affective Computing

2020 ◽  
pp. 1199-1212
Author(s):  
Syeda Erfana Zohora ◽  
A. M. Khan ◽  
Arvind K. Srivastava ◽  
Nhu Gia Nguyen ◽  
Nilanjan Dey
Keyword(s):  
Emotional Intelligence ◽  
Affective Computing ◽  
Ethical Issues ◽  
State Of The Art ◽  
Real Life ◽  
Life Time ◽  
The State ◽  
Point Of View ◽  
General Idea ◽  
Tremendous Amount

In the last few decades there has been a tremendous amount of research on synthetic emotional intelligence related to affective computing that has significantly advanced from the technological point of view that refers to academic studies, systematic learning and developing knowledge and affective technology to a extensive area of real life time systems coupled with their applications. The objective of this paper is to present a general idea on the area of emotional intelligence in affective computing. The overview of the state of the art in emotional intelligence comprises of basic definitions and terminology, a study of current technological scenario. The paper also proposes research activities with a detailed study of ethical issues, challenges with importance on affective computing. Lastly, we present a broad area of applications such as interactive learning emotional systems, modeling emotional agents with an intention of employing these agents in human computer interactions as well as in education.

Time Series Forecasting in Retail Sales Using LSTM and Prophet

2021 ◽  
pp. 241-262
Author(s):  
Clony Junior ◽  
Pedro Gusmão ◽  
José Moreira ◽  
Ana Maria M. Tome
Keyword(s):  
Time Series ◽  
Data Science ◽  
Short Term Memory ◽  
Special Kind ◽  
Time Series Forecasting ◽  
Short Term ◽  
Term Memory ◽  
Use Of Time

Data science highlights fields of study and research such as time series, which, although widely explored in the past, gain new perspectives in the context of this discipline. This chapter presents two approaches to time series forecasting, long short-term memory (LSTM), a special kind of recurrent neural network (RNN), and Prophet, an open-source library developed by Facebook for time series forecasting. With a focus on developing forecasting processes by data mining or machine learning experts, LSTM uses gating mechanisms to deal with long-term dependencies, reducing the short-term memory effect inherent to the traditional RNN. On the other hand, Prophet encapsulates statistical and computational complexity to allow broad use of time series forecasting, prioritizing the expert's business knowledge through exploration and experimentation. Both approaches were applied to a retail time series. This case study comprises daily and half-hourly forecasts, and the performance of both methods was measured using the standard metrics.

scholarly journals App Download Forecasting: An Evolutionary Hierarchical Competition Approach

2017 ◽  
Author(s):  
Yingzi Wang ◽  
Nicholas Jing Yuan ◽  
Yu Sun ◽  
Chuan Qin ◽  
Xing Xie
Keyword(s):  
Time Series ◽  
Future Development ◽  
Real World ◽  
State Of The Art ◽  
Time Series Forecasting ◽  
Comprehensive Understanding ◽  
Competition Analysis ◽  
Multi Scale ◽  
Multi Level ◽  
Product Sales

Product sales forecasting enables comprehensive understanding of products' future development, making it of particular interest for companies to improve their business, for investors to measure the values of firms, and for users to capture the trends of a market. Recent studies show that the complex competition interactions among products directly influence products' future development. However, most existing approaches fail to model the evolutionary competition among products and lack the capability to organically reflect multi-level competition analysis in sales forecasting. To address these problems, we propose the Evolutionary Hierarchical Competition Model (EHCM), which effectively considers the time-evolving multi-level competition among products. The EHCM model systematically integrates hierarchical competition analysis with multi-scale time series forecasting. Extensive experiments using a real-world app download dataset show that EHCM outperforms state-of-the-art methods in various forecasting granularities.

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