scholarly journals Utilization of Time Series Tools in Life-sciences and Neuroscience

2020 ◽  
Vol 15 ◽  
pp. 263310552096304
Author(s):  
Harshit Gujral ◽  
Ajay Kumar Kushwaha ◽  
Sukant Khurana
Keyword(s):  
Information Technology ◽  
Time Series ◽  
Regression Models ◽  
Markov Models ◽  
Principal Component ◽  
Science Research ◽  
Information Technology Professionals ◽  
Stack Overflow ◽  
Neuroscience Research ◽  
Auto Regression

Time series tools are part and parcel of modern day research. Their usage in the biomedical field; specifically, in neuroscience, has not been previously quantified. A quantification of trends can tell about lacunae in the current uses and point towards future uses. We evaluated the principles and applications of few classical time series tools, such as Principal Component Analysis, Neural Networks, common Auto-regression Models, Markov Models, Hidden Markov Models, Fourier Analysis, Spectral Analysis, in addition to diverse work, generically lumped under time series category. We quantified the usage from two perspectives, one, information technology professionals’, other, researchers utilizing these tools for biomedical and neuroscience research. For understanding trends from the information technology perspective, we evaluated two of the largest open source question and answer databases of Stack Overflow and Cross Validated. We quantified the trends in their application in the biomedical domain, and specifically neuroscience, by searching literature and application usage on PubMed. While the use of all the time series tools continues to gain popularity in general biomedical and life science research, and also neuroscience, and so have been the total number of questions asked on Stack overflow and Cross Validated, the total views to questions on these are on a decrease in recent years, indicating well established texts, algorithms, and libraries, resulting in engineers not looking for what used to be common questions a few years back. The use of these tools in neuroscience clearly leaves room for improvement.

scholarly journals Forecasting using cross-section average–augmented time series regressions

2020 ◽  
Author(s):  
Hande Karabiyik ◽  
Joakim Westerlund
Keyword(s):  
Time Series ◽  
Cross Section ◽  
Regression Models ◽  
Common Factor ◽  
Principal Component ◽  
Small Sample ◽  
Interactive Effects ◽  
Cross Sectional ◽  
Second Development ◽  
The Cross

Summary There is a large and growing body of literature concerned with forecasting time series variables by the use of factor-augmented regression models. The workhorse of this literature is a two-step approach in which the factors are first estimated by applying the principal components method to a large panel of variables, and the forecast regression is then estimated, conditional on the first-step factor estimates. Another stream of research that has attracted much attention is concerned with the use of cross-section averages as common factor estimates in interactive effects panel regression models. The main justification for this second development is the simplicity and good performance of the cross-section averages when compared with estimated principal component factors. In view of this, it is quite surprising that no one has yet considered the use of cross-section averages for forecasting. Indeed, given the purpose to forecast the conditional mean, the use of the cross-sectional average to estimate the factors is only natural. The present paper can be seen as a reaction to this. The purpose is to investigate the asymptotic and small-sample properties of forecasts based on cross-section average–augmented regressions. In contrast to most existing studies, the investigation is carried out while allowing the number of factors to be unknown.

scholarly journals A Novel Machine Learning-Based Price Forecasting for Energy Management Systems

2021 ◽  
Vol 13 (22) ◽  
pp. 12693
Author(s):  
Adnan Yousaf ◽  
Rao Muhammad Asif ◽  
Mustafa Shakir ◽  
Ateeq Ur Rehman ◽  
Fawaz Alassery ◽  
...  
Keyword(s):  
Time Series ◽  
Energy Management ◽  
Principal Component ◽  
Computational Time ◽  
Percentage Error ◽  
Price Forecasting ◽  
Primary Concern ◽  
Purchase Price ◽  
Energy Management Systems ◽  
Auto Regression

Price forecasting (PF) is the primary concern in distributed power generation. This paper presents a novel and improved technique to forecast electricity prices. The data of various power producers, Capacity Purchase Price (CPP), Power Purchase Price (PPP), Tariff rates, and load demand from National Electric Power Regulatory Authority (NEPRA) are considered for MAPE reduction in PF. Eight time-series and auto-regression algorithms are developed for data fetching and setting the objective function. The feed-forward ANFIS based on the ML approach and space vector regression (SVR) is introduced to PF by taking the input from time series and auto-regression (AR) algorithms. Best-feature selection is conducted by adopting the Binary Genetic Algorithm (BGA)-Principal Component Analysis (PCA) approach that ultimately minimizes the complexity and computational time of the model. The proposed integration strategy computes the mean absolute percentage error (MAPE), and the overall improvement percentage is 9.24%, which is valuable in price forecasting of the energy management system (EMS). In the end, EMS based on the Firefly algorithm (FA) has been presented, and by implementing FA, the cost of electricity has been reduced by 21%, 19%, and 20% for building 1, 2, and 3, respectively.

Alternative Models for Forecasting Macroeconomic Indicators in Kazakhstan

2017 ◽  
Vol 4 (1) ◽  
pp. 1-15
Author(s):  
Saken Pirmakhanov
Keyword(s):  
Time Series ◽  
Regression Model ◽  
Regression Models ◽  
Error Prediction ◽  
Optimal Model ◽  
Short Term ◽  
Macroeconomic Indicators ◽  
Vector Auto Regression ◽  
In Virtue Of ◽  
Auto Regression

This paper indicates special aspects of using vector auto-regression models to forecast rates of basic macroeconomic indicators in short term. In particular, traditional vector auto-regression model, Bayesian vector auto-regression model and factor augmented vector auto-regression model are shown. For parameter estimation of these models the author uses time series of Kazakhstani macroeconomic indicators between 1996 and 2015 quarterly. In virtue of mean-root-square error prediction the conclusion of optimal model is going to be chosen.

scholarly journals Correlation between Acinetobacter baumannii Resistance and Hospital Use of Meropenem, Cefepime, and Ciprofloxacin: Time Series Analysis and Dynamic Regression Models

Pathogens ◽  
2021 ◽  
Vol 10 (4) ◽  
pp. 480
Author(s):  
Rania Kousovista ◽  
Christos Athanasiou ◽  
Konstantinos Liaskonis ◽  
Olga Ivopoulou ◽  
George Ismailos ◽  
...  
Keyword(s):  
Time Series ◽  
Time Series Analysis ◽  
Acinetobacter Baumannii ◽  
Regression Models ◽  
Tertiary Care ◽  
Antimicrobial Use ◽  
Care Hospital ◽  
Arima Models ◽  
Series Analysis ◽  
Resistance Rates

Acinetobacter baumannii is one of the most difficult-to-treat pathogens worldwide, due to developed resistance. The aim of this study was to evaluate the use of widely prescribed antimicrobials and the respective resistance rates of A. baumannii, and to explore the relationship between antimicrobial use and the emergence of A. baumannii resistance in a tertiary care hospital. Monthly data on A. baumannii susceptibility rates and antimicrobial use, between January 2014 and December 2017, were analyzed using time series analysis (Autoregressive Integrated Moving Average (ARIMA) models) and dynamic regression models. Temporal correlations between meropenem, cefepime, and ciprofloxacin use and the corresponding rates of A. baumannii resistance were documented. The results of ARIMA models showed statistically significant correlation between meropenem use and the detection rate of meropenem-resistant A. baumannii with a lag of two months (p = 0.024). A positive association, with one month lag, was identified between cefepime use and cefepime-resistant A. baumannii (p = 0.028), as well as between ciprofloxacin use and its resistance (p < 0.001). The dynamic regression models offered explanation of variance for the resistance rates (R2 > 0.60). The magnitude of the effect on resistance for each antimicrobial agent differed significantly.

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