scholarly journals Tuning Parameters in Deep Belief Networks for Time Series Prediction through Harmony Search

2021 ◽  
Vol 11 (4) ◽  
pp. 274-280
Author(s):  
Do Ngoc Luu ◽  
◽  
Nguyen Ngoc Phien ◽  
Duong Tuan Anh

There have been several researches of applying Deep Belief Networks (DBNs) to predict time series data. Most of these works pointed out that DBNs can bring out better prediction accuracy than traditional Artificial Neural Networks. However, one of the main shortcomings of using DBNs in time series prediction concerns with the proper selection of their parameters. In this paper, we investigate the use of Harmony Search algorithm for determining the parameters of DBN in forecasting time series. Experimental results on several synthetic and real world time series datasets revealed that the DBN with parameters selected by Harmony Search performs better than the DBN with parameters selected by Particle Swarm Optimization (PSO) or random method in most of the tested datasets.

Author(s):  
Muhammad Faheem Mushtaq ◽  
Urooj Akram ◽  
Muhammad Aamir ◽  
Haseeb Ali ◽  
Muhammad Zulqarnain

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.


2020 ◽  
Vol 29 (07n08) ◽  
pp. 2040010
Author(s):  
Shao-Pei Ji ◽  
Yu-Long Meng ◽  
Liang Yan ◽  
Gui-Shan Dong ◽  
Dong Liu

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.


2018 ◽  
Vol 7 (2.20) ◽  
pp. 159 ◽  
Author(s):  
N Mohana Sundaram ◽  
S N. Sivanandam

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.  


Author(s):  
Weifei Hu ◽  
Yihan He ◽  
Zhenyu Liu ◽  
Jianrong Tan ◽  
Ming Yang ◽  
...  

Abstract Precise time series prediction serves as an important role in constructing a Digital Twin (DT). The various internal and external interferences result in highly non-linear and stochastic time series data sampled from real situations. Although artificial Neural Networks (ANNs) are often used to forecast time series for their strong self-learning and nonlinear fitting capabilities, it is a challenging and time-consuming task to obtain the optimal ANN architecture. This paper proposes a hybrid time series prediction model based on ensemble empirical mode decomposition (EEMD), long short-term memory (LSTM) neural networks, and Bayesian optimization (BO). To improve the predictability of stochastic and nonstationary time series, the EEMD method is implemented to decompose the original time series into several components, each of which is composed of single-frequency and stationary signal, and a residual signal. The decomposed signals are used to train the BO-LSTM neural networks, in which the hyper-parameters of the LSTM neural networks are fine-tuned by the BO algorithm. The following time series data are predicted by summating all the predictions of the decomposed signals based on the trained neural networks. To evaluate the performance of the proposed hybrid method (EEMD-BO-LSTM), this paper conducts a case study of wind speed time series prediction and has a comprehensive comparison between the proposed method and other approaches including the persistence model, ARIMA, LSTM neural networks, B0-LSTM neural networks, and EEMD-LSTM neural networks. Results show an improved prediction accuracy using the EEMD-BO-LSTM method by multiple accuracy metrics.


Author(s):  
Hong Wang ◽  
Liqun Wang ◽  
Shufang Zhao ◽  
Xiuming Yue

Traffic prediction is a classical time series prediction which has been investigated in different domains, but most existing models are proposed based on limited time or spatial scale. Mobile cellular network traffic prediction is of paramount importance for quality-of-service (QoS) and power management of the cellular base stations, especially in the 5G era. Through the statistical analysis of the real historical traffic data obtained in a city scale spanning across multiple months, this paper makes an in-depth study of the temporal characteristics and behavior rules of the model data traffic. Considering that the time series data show different changing rules under the different time dimensions, spatial dimensions and independent dimensions, a multi-dimensional recurrent neural network (MDRNN) prediction model is established to predict the future cell traffic volume over various temporal and spatial dimensions. The data of this paper are trained and tested over real data of a city, and the granularity of the proposed prediction model can be drilled down to the cell level. Compared with the traditional trend fitting method, the proposed model achieves mean absolute percentage error (MAPE) reduction of 6.56%, and provides guidance for energy efficiency optimization and power consumption reduction of base stations in various temporal and spatial dimensions.


Complexity ◽  
2020 ◽  
Vol 2020 ◽  
pp. 1-13
Author(s):  
Bin Yang ◽  
Wenzheng Bao ◽  
Yuehui Chen

Symbolic regression has been utilized to infer mathematical formulas in order to solve the complex prediction and classification problems. In this paper, complex-valued S-system model (CVSS) is proposed to predict real-valued time series data. In a CVSS model, input variables and rate constants are complex-valued. The time series data need to be translated into complex numbers. The hybrid evolutionary algorithm based on complex-valued restricted additive tree and firefly algorithm is proposed to search the optimal CVSS model. Three financial time series data and Mackey–Glass chaos time series are collected to evaluate our proposed method. The experiment results show that the predicted data are very close to the target ones and our method could obtain the better RMSE, MAP, MAPE, POCID, R2, and ARV performances than ARIMA, radial basis function neural network (RBFNN), flexible neural tree (FNT), ordinary differential equation (ODE), and S-system.


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