Integration of Prophet Model and Convolution Neural Network on Wikipedia Trend Data

2020 ◽  
Vol 17 (1) ◽  
pp. 260-266
Author(s):  
Apurvanand Sahay ◽  
J. Amudha
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Arima Model ◽  
Convolution Neural Network ◽  
Machine Learning Techniques ◽  
Forecasting Model ◽  
Model Classification ◽  
Trend Data ◽  
Deep Layers

Forecasting a time series is an ever growing area in which various machine learning techniques have been used to predict and analyze the future based on the data gathered from past. “Prophet” forecasting model is the most recent development in forecasting the time series, developed by Facebook. Prophet is much faster and simpler to implement than the previous forecasting model such as ARIMA model. Classification of forecasting output can be done by applying convolution neural network (CNN) on the outcomes of the Prophet model. To get higher accuracy with lesser loss, the method runs CNN with the best possible deep layers. The yearly, weekly, daily seasonality and trends could be realized by Prophet Model. The paper shows classification of these output based on the varying types of seasonality and trends. The labeled output can then, train and test all the trends’ result and find out the accuracy and loss incurred in a CNN model. Applying different depth and parameters of CNN that is a combined unit at each layer, it can achieve more than 96% accuracy with less than 4% loss. The integration of prophet and CNN shows that the training and testing model of a neural network can validate the prediction done by using prophet forecasting model along with the seasonality and trends parameters are in coherence to one another.

scholarly journals Forecasting peak energy demand for smart buildings

2020 ◽  
Author(s):  
Mona A. Alduailij ◽  
Ioan Petri ◽  
Omer Rana ◽  
Mai A. Alduailij ◽  
Abdulrahman S. Aldawood
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Energy Consumption ◽  
Energy Demand ◽  
Arima Model ◽  
Demand Forecasting ◽  
User Preferences ◽  
Machine Learning Techniques ◽  
Peak Energy ◽  
The Impact

AbstractPredicting energy consumption in buildings plays an important part in the process of digital transformation of the built environment, and for understanding the potential for energy savings. This also contributes to reducing the impact of climate change, where buildings need to increase their adaptability and resilience while reducing energy consumption and maintain user comfort. The use of Internet of Things devices for monitoring and control of energy consumption in buildings can take into account user preferences, event monitoring and building optimization. Detecting peak energy demand from historical building data can enable users to manage their energy use more efficiently, while also enabling real-time response strategies (including control and actuation) to known or future scenarios. Several statistical, time series, and machine learning techniques are proposed in this work to predict electricity consumption for five different building types, by using peak demand forecasting to achieve energy efficiency. We have used several indigenous and exogenous variables with a view to test different energy forecasting scenarios. The suggested techniques are evaluated for creating predictive models, including linear Regression, dynamic regression, ARIMA time series, exponential smoothing time series, artificial neural network, and deep neural network. We conduct the analysis on an energy consumption dataset of five buildings from 2014 until 2019. Our results show that for a day ahead prediction, the ARIMA model outperforms the other approaches with an accuracy of 98.91% when executed over a 168 h (1 week) of uninterrupted data for five government buildings.

scholarly journals A Wavelet Neural Network Forecasting Model Based on ARIMA

2013 ◽  
Vol 347-350 ◽  
pp. 3013-3018 ◽  
Author(s):  
Bin Wang ◽  
Wen Ning Hao ◽  
Gang Chen ◽  
Deng Chao He ◽  
Bo Feng
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Arima Model ◽  
Wavelet Neural Network ◽  
Stock Index ◽  
Forecasting Model ◽  
Combined Model ◽  
Bp Network ◽  
Model Based ◽  
Time Series Mining

Stock index series is Non-stationary, Nonlinear and factors with impact on stock index fluctuation are complex, a time series forecasting model combined ARIMA model and wavelet neural network is presented. The combined model uses BP neural network as the main framework, uses wavelet basis function instead of transfer function in the network, also add some inner factors of the time series mining by ARIMA model, as the part impute of Wavelet Neural Network. So it is more scientific and rational that using inner factors and external other factors. The last simulate experiment shows that the wavelet neural network forecasting model based on ARIMA has higher accuracy than ARIMA model or BP network.

scholarly journals Hybrid Model for Time Series of Complex Structure with ARIMA Components

Mathematics ◽  
2021 ◽  
Vol 9 (10) ◽  
pp. 1122
Author(s):  
Oksana Mandrikova ◽  
Nadezhda Fetisova ◽  
Yuriy Polozov
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Hybrid Model ◽  
Complex Structure ◽  
Arima Model ◽  
Ionospheric Parameter ◽  
Arima Models ◽  
Complicated Structure ◽  
Threshold Functions ◽  
Anomalous Component

A hybrid model for the time series of complex structure (HMTS) was proposed. It is based on the combination of function expansions in a wavelet series with ARIMA models. HMTS has regular and anomalous components. The time series components, obtained after expansion, have a simpler structure that makes it possible to identify the ARIMA model if the components are stationary. This allows us to obtain a more accurate ARIMA model for a time series of complicated structure and to extend the area for application. To identify the HMTS anomalous component, threshold functions are applied. This paper describes a technique to identify HMTS and proposes operations to detect anomalies. With the example of an ionospheric parameter time series, we show the HMTS efficiency, describe the results and their application in detecting ionospheric anomalies. The HMTS was compared with the nonlinear autoregression neural network NARX, which confirmed HMTS efficiency.

scholarly journals Classification of Germination Images of Pear Pollen Using Random Forest and Convolution Neural Network Models

IEEE Access ◽  
2021 ◽  
Vol 9 ◽  
pp. 45993-45999
Author(s):  
Ung Yang ◽  
Seungwon Oh ◽  
Seung Gon Wi ◽  
Bok-Rye Lee ◽  
Sang-Hyun Lee ◽  
...  
Keyword(s):  
Neural Network ◽  
Random Forest ◽  
Network Models ◽  
Convolution Neural Network ◽  
Neural Network Models

Image Classification of Time Series Based on Deep Convolutional Neural Network

2021 ◽  
Author(s):  
Wenjie Cao ◽  
Cheng Zhang ◽  
Zhenzhen Xiong ◽  
Ting Wang ◽  
Junchao Chen ◽  
...  
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Convolutional Neural Network ◽  
Image Classification ◽  
Deep Convolutional Neural Network

Modeling of Psychomotor Reactions of a Person Based on Modification of the Tapping Test

2021 ◽  
pp. 190-200
Author(s):  
Lesia Mochurad ◽  
Yaroslav Hladun
Keyword(s):  
Neural Network ◽  
Machine Learning ◽  
Time Series ◽  
Real Data ◽  
Finger Tapping ◽  
Similar Distribution ◽  
Model Learning ◽  
Machine Learning Model ◽  
Finger Tapping Test

The paper considers the method for analysis of a psychophysical state of a person on psychomotor indicators – finger tapping test. The app for mobile phone that generalizes the classic tapping test is developed for experiments. Developed tool allows collecting samples and analyzing them like individual experiments and like dataset as a whole. The data based on statistical methods and optimization of hyperparameters is investigated for anomalies, and an algorithm for reducing their number is developed. The machine learning model is used to predict different features of the dataset. These experiments demonstrate the data structure obtained using finger tapping test. As a result, we gained knowledge of how to conduct experiments for better generalization of the model in future. A method for removing anomalies is developed and it can be used in further research to increase an accuracy of the model. Developed model is a multilayer recurrent neural network that works well with the classification of time series. Error of model learning on a synthetic dataset is 1.5% and on a real data from similar distribution is 5%.

scholarly journals Research on GDP Forecast Analysis Combining BP Neural Network and ARIMA Model

2021 ◽  
Vol 2021 ◽  
pp. 1-10
Author(s):  
Shaobo Lu
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Prediction Model ◽  
Error Correction ◽  
Relative Error ◽  
Bp Neural Network ◽  
Arima Model ◽  
Forecast Model ◽  
Price Prediction ◽  
The Neural Network

Based on the BP neural network and the ARIMA model, this paper predicts the nonlinear residual of GDP and adds the predicted values of the two models to obtain the final predicted value of the model. First, the focus is on the ARMA model in the univariate time series. However, in real life, forecasts are often affected by many factors, so the following introduces the ARIMAX model in the multivariate time series. In the prediction process, the network structure and various parameters of the neural network are not given in a systematic way, so the operation of the neural network is affected by many factors. Each forecasting method has its scope of application and also has its own weaknesses caused by the characteristics of its own model. Secondly, this paper proposes an effective combination method according to the GDP characteristics and builds an improved algorithm BP neural network price prediction model, the research on the combination of GDP prediction model is currently mostly focused on the weighted form, and this article proposes another combination, namely, error correction. According to the price characteristics, we determine the appropriate number of hidden layer nodes and build a BP neural network price prediction model based on the improved algorithm. Validation of examples shows that the error-corrected GDP forecast model is also better than the weighted GDP forecast model, which shows that error correction is also a better combination of forecasting methods. The forecast results of BP neural network have lower errors and monthly prices. The relative error of prediction is about 2.5%. Through comparison with the prediction results of the ARIMA model, in the daily price prediction, the relative error of the BP neural network prediction is 1.5%, which is lower than the relative error of the ARIMA model of 2%.

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