scholarly journals An Adaptive Control Combination Forecasting Method for Time Series Data

2021 ◽  
Vol 2021 ◽  
pp. 1-16
Author(s):  
Hongyan Jiang ◽  
Dianjun Fang ◽  
Xinyan Zhang
Keyword(s):  
Time Series ◽  
Adaptive Control ◽  
Time Series Data ◽  
Vibration Signal ◽  
Series Data ◽  
Hydraulic Test ◽  
Combination Methods ◽  
Combination Forecasting ◽  
The Individual ◽  
Short Term Prediction

According to the individual forecasting methods, an adaptive control combination forecasting (ACCF) method with adaptive weighting coefficients was proposed for short-term prediction of the time series data. The US population dataset, the American electric power dataset, and the vibration signal dataset in a hydraulic test rig were separately tested by using ACCF method, and then, the accuracy analysis of ACCF method was carried out in the study. The results showed that, in contrast to individual methods or combination methods, the proposed ACCF method was adaptive to adopt one or some of prediction methods and showed satisfactory forecasting results due to flexible adaptability and a high accuracy. It was also concluded that the higher the noise ratio of the tested datasets, the lower the prediction accuracy of the ACCF method; the ACCF method demonstrated a better prediction trend with good volatility and following quality under noisy data, as compared with other methods.

A Novel Approach to Time Series Forecasting Using Model-Free Adaptive Control Framework

2020 ◽  
Author(s):  
Meenakshi Narayan ◽  
Ann Majewicz Fey
Keyword(s):  
Time Series ◽  
Adaptive Control ◽  
Real Time ◽  
Time Series Data ◽  
Mean Squared Error ◽  
Force Sensor ◽  
Sensor Data ◽  
Series Data ◽  
Model Free ◽  
Control Framework

Abstract Sensor data predictions could significantly improve the accuracy and effectiveness of modern control systems; however, existing machine learning and advanced statistical techniques to forecast time series data require significant computational resources which is not ideal for real-time applications. In this paper, we propose a novel forecasting technique called Compact Form Dynamic Linearization Model-Free Prediction (CFDL-MFP) which is derived from the existing model-free adaptive control framework. This approach enables near real-time forecasts of seconds-worth of time-series data due to its basis as an optimal control problem. The performance of the CFDL-MFP algorithm was evaluated using four real datasets including: force sensor readings from surgical needle, ECG measurements for heart rate, and atmospheric temperature and Nile water level recordings. On average, the forecast accuracy of CFDL-MFP was 28% better than the benchmark Autoregressive Integrated Moving Average (ARIMA) algorithm. The maximum computation time of CFDL-MFP was 49.1ms which was 170 times faster than ARIMA. Forecasts were best for deterministic data patterns, such as the ECG data, with a minimum average root mean squared error of (0.2±0.2).

Weakly Supervised Deep Neural Network for Bearing Fault Diagnosis

2020 ◽  
Author(s):  
Daisuke Miki ◽  
Kazuyuki Demachi
Keyword(s):  
Time Series ◽  
Deep Learning ◽  
Fault Detection ◽  
High Performance ◽  
Time Series Data ◽  
Vibration Signal ◽  
Detection Methods ◽  
Series Data ◽  
Vibration Signals ◽  
Automatic Feature Extraction

Abstract Bearings are one of the main components of rotating machinery, and their failure is one of the most common cause of mechanical failure. Therefore, many fault detection methods based on artificial intelligence, such as machine learning and deep learning, have been proposed. Particularly, with recent advances in deep learning, many anomaly detection methods based on deep neural networks (DNN) have been proposed. DNNs provide high-performance recognition and are easy to implement; however, optimizing DNNs require large annotated datasets. Additionally, the annotation of time-series data, such as abnormal vibration signals, is time consuming. To solve these problems, we proposed a method to automatically extract features from abnormal vibration signals from the time-series data. In this research, we propose a new DNN training method and fault detection method inspired by multi-instance learning. Additionally, we propose a new loss function for optimizing the DNN model that identifies anomalies from a time-series data. Furthermore, to evaluate the feasibility of automatic feature extraction from vibration signal data using the proposed method, we conducted experiments to determine whether anomalies could be detected, identified, and localized in published datasets.

Approach to Forecasting Occurrence of Slope Failure with Nonlinear Dynamical System

2013 ◽  
Vol 438-439 ◽  
pp. 1597-1602
Author(s):  
Han Dong Liu
Keyword(s):  
Dynamical System ◽  
Time Series ◽  
Time Scale ◽  
Slope Failure ◽  
Time Series Data ◽  
Nonlinear Dynamical System ◽  
Series Data ◽  
Geologic Hazard ◽  
Nonlinear Dynamical ◽  
Short Term Prediction

Landslides constitute a major geologic hazard because they are widespread and commonly occur in connection with other major natural disasters such as earthquakes, rainstorms, wildfires and floods. Nonlinear dynamical system (NDS) techniques have been developed to analyze chaotic time series data. According to NDS theory, the correlation dimension and predictable time scale are evaluated from a single observed time series. The Xintan landslide case study is presented to demonstrate that chaos exists in the evolution of a landslide and the predictable time scale must be considered. The possibility for long-term, medium-term and short-term prediction of landslide is discussed.

scholarly journals Peramalan Data Runtun Waktu menggunakan Model Hybrid Time Series Regression – Autoregressive Integrated Moving Average

2021 ◽  
Vol 2 (1) ◽  
Author(s):  
Melisa Arumsari ◽  
◽  
Andrea Dani ◽  
Keyword(s):  
Time Series ◽  
Hybrid Method ◽  
Time Series Data ◽  
Moving Average ◽  
Series Data ◽  
Time Series Regression ◽  
Accurate Forecast ◽  
Using Data ◽  
The Individual ◽  
Time Series Data Analysis

Forecasting is a method used to estimate or predict a value in the future using data from the past. With the development of methods in time series data analysis, a hybrid method was developed in which a combination of several models was carried out in order to produce a more accurate forecast. The purpose of this study was to determine whether the TSR-ARIMA hybrid method has a better level of accuracy than the individual TSR method so that more accurate forecasting results are obtained. The data in this study are monthly data on the number of passengers on American airlines for the period January 1949 to December 1960. Based on the analysis, the TSR-ARIMA hybrid method produces a MAPE of 3,061% and the TSR method produces an MAPE of 7,902%.

scholarly journals Modelling the Working Week for Multi-Step Forecasting using Gaussian Process Regression

2017 ◽  
Author(s):  
Pasan Karunaratne ◽  
Masud Moshtaghi ◽  
Shanika Karunasekera ◽  
Aaron Harwood ◽  
Trevor Cohn
Keyword(s):  
Time Series ◽  
Gaussian Process ◽  
Real World ◽  
Time Series Data ◽  
Gaussian Process Regression ◽  
Series Data ◽  
Combination Methods ◽  
The University ◽  
The City ◽  
Source Of Information

In time-series forecasting, regression is a popular method, with Gaussian Process Regression widely held to be the state of the art. The versatility of Gaussian Processes has led to them being used in many varied application domains. However, though many real-world applications involve data which follows a working-week structure, where weekends exhibit substantially different behavior to weekdays, methods for explicit modelling of working-week effects in Gaussian Process Regression models have not been proposed. Not explicitly modelling the working week fails to incorporate a significant source of information which can be invaluable in forecasting scenarios. In this work we provide novel kernel-combination methods to explicitly model working-week effects in time-series data for more accurate predictions using Gaussian Process Regression. Further, we demonstrate that prediction accuracy can be improved by constraining the non-convex optimization process of finding optimal hyperparameter values. We validate the effectiveness of our methods by performing multi-step prediction on two real-world publicly available time-series datasets - one relating to electricity Smart Meter data of the University of Melbourne, and the other relating to the counts of pedestrians in the City of Melbourne.

Network models of psychopathology and comorbidity: Philosophical and pragmatic considerations

2010 ◽  
Vol 33 (2-3) ◽  
pp. 159-160 ◽  
Author(s):  
S. Brian Hood ◽  
Benjamin J. Lovett
Keyword(s):  
Time Series ◽  
Individual Differences ◽  
Time Series Data ◽  
Network Models ◽  
Psychological Disorders ◽  
Series Data ◽  
Network Structures ◽  
Philosophical View ◽  
Individual Time Series ◽  
The Individual

AbstractCramer et al.'s account of comorbidity comes with a substantive philosophical view concerning the nature of psychological disorders. Although the network account is responsive to problems with extant approaches, it faces several practical and conceptual challenges of its own, especially in cases where the individual differences in network structures require the analysis of intra-individual time-series data.

scholarly journals MAPPING DISTURBANCE DYNAMICS IN WET SCLEROPHYLL FORESTS USING TIME SERIES LANDSAT

2016 ◽  
Vol XLI-B8 ◽  
pp. 633-641 ◽  
Author(s):  
A. Haywood ◽  
J. Verbesselt ◽  
P. J. Baker
Keyword(s):  
Time Series ◽  
Prescribed Burning ◽  
Time Series Data ◽  
Timber Harvesting ◽  
Series Data ◽  
Response Slope ◽  
Random Forest Models ◽  
Severity Class ◽  
Disturbance And Recovery ◽  
The Individual

In this study, we characterised the temporal-spectral patterns associated with identifying acute-severity disturbances and low-severity disturbances between 1985 and 2011 with the objective to test whether different disturbance agents within these categories can be identified with annual Landsat time series data. We analysed a representative State forest within the Central Highlands which has been exposed to a range of disturbances over the last 30 years, including timber harvesting (clearfell, selective and thinning) and fire (wildfire and prescribed burning). We fitted spectral time series models to annual normal burn ratio (NBR) and Tasseled Cap Indices (TCI), from which we extracted a range of disturbance and recovery metrics. With these metrics, three hierarchical random forest models were trained to 1) distinguish acute-severity disturbances from low-severity disturbances; 2a) attribute the disturbance agents most likely within the acute-severity class; 2b) and attribute the disturbance agents most likely within the low-severity class. Disturbance types (acute severity and low-severity) were successfully mapped with an overall accuracy of 72.9 %, and the individual disturbance types were successfully attributed with overall accuracies ranging from 53.2 % to 64.3 %. Low-severity disturbance agents were successfully mapped with an overall accuracy of 80.2 %, and individual agents were successfully attributed with overall accuracies ranging from 25.5 % to 95.1. Acute-severity disturbance agents were successfully mapped with an overall accuracy of 95.4 %, and individual agents were successfully attributed with overall accuracies ranging from 94.2 % to 95.2 %. Spectral metrics describing the disturbance magnitude were more important for distinguishing the disturbance agents than the post-disturbance response slope. Spectral changes associated with planned burning disturbances had generally lower magnitudes than selective harvesting. This study demonstrates the potential of landsat time series mapping for fire and timber harvesting disturbances at the agent level and highlights the need for distinguishing between agents to fully capture their impacts on ecosystem processes.

Tax reforms and revenue mobilization in Ghana

2016 ◽  
Vol 43 (4) ◽  
pp. 522-534 ◽  
Author(s):  
William Bekoe ◽  
Michael Danquah ◽  
Sampson Kwabena Senahey
Keyword(s):  
Time Series ◽  
Tax Reform ◽  
Time Series Data ◽  
Series Data ◽  
Historical Time ◽  
Tax Reforms ◽  
Tax System ◽  
Content Type ◽  
Reform Period ◽  
The Individual

Purpose The purpose of this paper is to comprehensively examine Ghana’s tax reform programme and investigate whether it has facilitated the revenue mobilization capacity of the overall tax system and of individual taxes on the basis of estimates of tax buoyancies and elasticities. Design/methodology/approach This study uses the proportional adjustment approach to estimate tax buoyancies and elasticities of the overall tax system and of individual taxes for the pre and post tax reform period over the 1970-2013 period. Findings The results show that in general, tax reforms had a positive influence on the overall tax structure and on the individual tax handles as evidenced in the more than unity buoyancy and elasticity. All the individual taxes, except excise duties, recorded buoyancies and elasticities of more than unity during the reform period. Practical implications Tax authorities ought to move away from income-based taxation which discriminates against saving and investment, in favour of consumption-based taxes in conformity with international standards. Emphasis must also be placed on those taxes that have high revenue elasticities. These taxes include the personal, corporate, the Value Added Tax, and the import duties. Originality/value In this study, the paper extends and disaggregates the data on taxes, account for discretionary tax changes from the historical time series data, and use the adjusted historical time series data to estimate tax elasticity. The study therefore provides an in-depth understanding of the effects of the tax reforms on the overall tax system and of individual taxes in Ghana.

scholarly journals MAPPING DISTURBANCE DYNAMICS IN WET SCLEROPHYLL FORESTS USING TIME SERIES LANDSAT

2016 ◽  
Vol XLI-B8 ◽  
pp. 633-641 ◽  
Author(s):  
A. Haywood ◽  
J. Verbesselt ◽  
P. J. Baker
Keyword(s):  
Time Series ◽  
Prescribed Burning ◽  
Time Series Data ◽  
Timber Harvesting ◽  
Series Data ◽  
Response Slope ◽  
Random Forest Models ◽  
Severity Class ◽  
Disturbance And Recovery ◽  
The Individual

In this study, we characterised the temporal-spectral patterns associated with identifying acute-severity disturbances and low-severity disturbances between 1985 and 2011 with the objective to test whether different disturbance agents within these categories can be identified with annual Landsat time series data. We analysed a representative State forest within the Central Highlands which has been exposed to a range of disturbances over the last 30 years, including timber harvesting (clearfell, selective and thinning) and fire (wildfire and prescribed burning). We fitted spectral time series models to annual normal burn ratio (NBR) and Tasseled Cap Indices (TCI), from which we extracted a range of disturbance and recovery metrics. With these metrics, three hierarchical random forest models were trained to 1) distinguish acute-severity disturbances from low-severity disturbances; 2a) attribute the disturbance agents most likely within the acute-severity class; 2b) and attribute the disturbance agents most likely within the low-severity class. Disturbance types (acute severity and low-severity) were successfully mapped with an overall accuracy of 72.9 %, and the individual disturbance types were successfully attributed with overall accuracies ranging from 53.2 % to 64.3 %. Low-severity disturbance agents were successfully mapped with an overall accuracy of 80.2 %, and individual agents were successfully attributed with overall accuracies ranging from 25.5 % to 95.1. Acute-severity disturbance agents were successfully mapped with an overall accuracy of 95.4 %, and individual agents were successfully attributed with overall accuracies ranging from 94.2 % to 95.2 %. Spectral metrics describing the disturbance magnitude were more important for distinguishing the disturbance agents than the post-disturbance response slope. Spectral changes associated with planned burning disturbances had generally lower magnitudes than selective harvesting. This study demonstrates the potential of landsat time series mapping for fire and timber harvesting disturbances at the agent level and highlights the need for distinguishing between agents to fully capture their impacts on ecosystem processes.

scholarly journals Predicting Closed Price Time Series Data Using ARIMA Model

2018 ◽  
Vol 12 (11) ◽  
pp. 181 ◽  
Author(s):  
S. AL Wadi ◽  
Mohammad Almasarweh ◽  
Ahmed Atallah Alsaraireh
Keyword(s):  
Time Series ◽  
Time Series Data ◽  
Stock Exchange ◽  
Moving Average ◽  
Arima Model ◽  
Series Data ◽  
Price Forecasting ◽  
Forecasting Accuracy ◽  
Autoregressive Integrated Moving Average ◽  
Short Term Prediction

Closed price forecasting plays a main rule in finance and economics which has encouraged the researchers to introduce a fit model in forecasting accuracy. The autoregressive integrated moving average (ARIMA) model has developed and implemented in many applications. Therefore, in this article the researchers utilize ARIMA model in predicting the closed time series data which have been collected from Amman Stock Exchange (ASE) from Jan. 2010 to Jan. 2018. As a result this article shows that the ARIMA model has significant results for short-term prediction. Therefore, these results will be helpful for the investments.

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