scholarly journals COVID-19 mortality analysis from soft-data multivariate curve regression and machine learning

2021 ◽  
Author(s):  
Antoni Torres-Signes ◽  
M. Pilar Frías ◽  
Maria Dolores Ruiz-Medina
Keyword(s):  
Machine Learning ◽  
Time Series ◽  
Correlation Analysis ◽  
Multivariate Time Series ◽  
Quadratic Loss ◽  
Probability Density Estimation ◽  
Soft Data ◽  
Residual Correlation ◽  
Data Framework ◽  
Trigonometric Regression

Abstract A multiple objective space-time forecasting approach is presented involving cyclical curve log-regression, and multivariate time series spatial residual correlation analysis. Specifically, the mean quadratic loss function is minimized in the framework of trigonometric regression. While, in our subsequent spatial residual correlation analysis, maximization of the likelihood allows us to compute the posterior mode in a Bayesian multivariate time series soft-data framework. The presented approach is applied to the analysis of COVID-19 mortality in the first wave affecting the Spanish Communities, since March, 8, 2020 until May, 13, 2020. An empirical comparative study with Machine Learning (ML) regression, based on random k-fold cross-validation, and bootstrapping confidence interval and probability density estimation, is carried out. This empirical analysis also investigates the performance of ML regression models in a hard- and soft-data frameworks. The results could be extrapolated to other counts, countries, and posterior COVID-19 waves.

scholarly journals A Novel Time-Sensitive Composite Similarity Model for Multivariate Time-Series Correlation Analysis

Entropy ◽  
2021 ◽  
Vol 23 (6) ◽  
pp. 731
Author(s):  
Mengxia Liang ◽  
Xiaolong Wang ◽  
Shaocong Wu
Keyword(s):  
Time Series ◽  
Correlation Analysis ◽  
Stock Price ◽  
Multivariate Time Series ◽  
Temporal Features ◽  
Proposed Model ◽  
Time Series Segmentation ◽  
Similarity Model ◽  
Dynamic Time ◽  
Investment Portfolios

Finding the correlation between stocks is an effective method for screening and adjusting investment portfolios for investors. One single temporal feature or static nontemporal features are generally used in most studies to measure the similarity between stocks. However, these features are not sufficient to explore phenomena such as price fluctuations similar in shape but unequal in length which may be caused by multiple temporal features. To research stock price volatilities entirely, mining the correlation between stocks should be considered from the point view of multiple features described as time series, including closing price, etc. In this paper, a time-sensitive composite similarity model designed for multivariate time-series correlation analysis based on dynamic time warping is proposed. First, a stock is chosen as the benchmark, and the multivariate time series are segmented by the peaks and troughs time-series segmentation (PTS) algorithm. Second, similar stocks are screened out by similarity. Finally, the rate of rising or falling together between stock pairs is used to verify the proposed model’s effectiveness. Compared with other models, the composite similarity model brings in multiple temporal features and is generalizable for numerical multivariate time series in different fields. The results show that the proposed model is very promising.

scholarly journals Implementation of IoT Framework with Data Analysis Using Deep Learning Methods for Occupancy Prediction in a Building

2021 ◽  
Vol 13 (3) ◽  
pp. 67
Author(s):  
Eric Hitimana ◽  
Gaurav Bajpai ◽  
Richard Musabe ◽  
Louis Sibomana ◽  
Jayavel Kayalvizhi
Keyword(s):  
Machine Learning ◽  
Time Series ◽  
Deep Learning ◽  
Time Series Data ◽  
Multivariate Time Series ◽  
Machine Learning Algorithms ◽  
Series Data ◽  
Support Vector ◽  
Human Beings ◽  
Feed Forward Network

Many countries worldwide face challenges in controlling building incidence prevention measures for fire disasters. The most critical issues are the localization, identification, detection of the room occupant. Internet of Things (IoT) along with machine learning proved the increase of the smartness of the building by providing real-time data acquisition using sensors and actuators for prediction mechanisms. This paper proposes the implementation of an IoT framework to capture indoor environmental parameters for occupancy multivariate time-series data. The application of the Long Short Term Memory (LSTM) Deep Learning algorithm is used to infer the knowledge of the presence of human beings. An experiment is conducted in an office room using multivariate time-series as predictors in the regression forecasting problem. The results obtained demonstrate that with the developed system it is possible to obtain, process, and store environmental information. The information collected was applied to the LSTM algorithm and compared with other machine learning algorithms. The compared algorithms are Support Vector Machine, Naïve Bayes Network, and Multilayer Perceptron Feed-Forward Network. The outcomes based on the parametric calibrations demonstrate that LSTM performs better in the context of the proposed application.

Empirical analysis of time series using feature selection algorithms

2021 ◽  
Author(s):  
Mikhail Kanevski
Keyword(s):  
Machine Learning ◽  
Time Series ◽  
Feature Selection ◽  
Dimensional Space ◽  
Multivariate Time Series ◽  
Feature Space ◽  
Real Data ◽  
Theoretical Concepts ◽  
Wide Range ◽  
Linear And Nonlinear

<p>Nowadays a wide range of methods and tools to study and forecast time series is available. An important problem in forecasting concerns embedding of time series, i.e. construction of a high dimensional space where forecasting problem is considered as a regression task. There are several basic linear and nonlinear approaches of constructing such space by defining an optimal delay vector using different theoretical concepts. Another way is to consider this space as an input feature space – IFS, and to apply machine learning feature selection (FS) algorithms to optimize IFS according to the problem under study (analysis, modelling or forecasting). Such approach is an empirical one: it is based on data and depends on the FS algorithms applied. In machine learning features are generally classified as relevant, redundant and irrelevant. It gives a reach possibility to perform advanced multivariate time series exploration and development of interpretable predictive models.</p><p>Therefore, in the present research different FS algorithms are used to analyze fundamental properties of time series from empirical point of view. Linear and nonlinear simulated time series are studied in detail to understand the advantages and drawbacks of the proposed approach. Real data case studies deal with air pollution and wind speed times series. Preliminary results are quite promising and more research is in progress.</p>

Flow Instability Detection in Offshore Oil Wells with Multivariate Time Series Machine Learning Classifiers

2021 ◽  
Author(s):  
Bruno Guilherme Carvalho ◽  
Ricardo Emanuel Vaz Vargas ◽  
Ricardo Menezes Salgado ◽  
Celso Jose Munaro ◽  
Flavio Miguel Varejao
Keyword(s):  
Machine Learning ◽  
Time Series ◽  
Flow Instability ◽  
Multivariate Time Series ◽  
Oil Wells ◽  
Machine Learning Classifiers ◽  
Learning Classifiers ◽  
Offshore Oil

scholarly journals Predicting the Surveillance Data in a Low-Permeability Carbonate Reservoir with the Machine-Learning Tree Boosting Method and the Time-Segmented Feature Extraction

Energies ◽  
2020 ◽  
Vol 13 (23) ◽  
pp. 6307
Author(s):  
Cong Wang ◽  
Lisha Zhao ◽  
Shuhong Wu ◽  
Xinmin Song
Keyword(s):  
Machine Learning ◽  
Time Series ◽  
Feature Extraction ◽  
Multivariate Time Series ◽  
Oil Production ◽  
Carbonate Reservoir ◽  
Surveillance Data ◽  
Production Data ◽  
Low Permeability ◽  
Boosting Method

Predictive analysis of the reservoir surveillance data is crucial for the high-efficiency management of oil and gas reservoirs. Here we introduce a new approach to reservoir surveillance that uses the machine learning tree boosting method to forecast production data. In this method, the prediction target is the decline rate of oil production at a given time for one well in the low-permeability carbonate reservoir. The input data to train the model includes reservoir production data (e.g., oil rate, water cut, gas oil ratio (GOR)) and reservoir operation data (e.g., history of choke size and shut-down activity) of 91 producers in this reservoir for the last 20 years. The tree boosting algorithm aims to quantitatively uncover the complicated hidden patterns between the target prediction parameter and other monitored data of a high variety, through state-of-the-art automatic classification and multiple linear regression algorithms. We also introduce a segmentation technique that divides the multivariate time-series production and operation data into a sequence of discrete segments. This feature extraction technique can transfer key features, based on expert knowledge derived from the in-reservoir surveillance, into a data form that is suitable for the machine learning algorithm. Compared with traditional methods, the approach proposed in this article can handle surveillance data in a multivariate time-series form with different strengths of internal correlation. It also provides capabilities for data obtained in multiple wells, measured from multiple sources, as well as of multiple attributes. Our application results indicate that this approach is quite promising in capturing the complicated patterns between the target variable and several other explanatory variables, and thus in predicting the daily oil production rate.

scholarly journals Crack Prediction Based on Wavelet Correlation Analysis Least Squares Support Vector Machine for Stone Cultural Relics

2021 ◽  
Vol 2021 ◽  
pp. 1-10
Author(s):  
Bao Liu ◽  
Fei Ye ◽  
Kun Mu ◽  
Jingting Wang ◽  
Jinyu Zhang
Keyword(s):  
Time Series ◽  
Support Vector Machine ◽  
Correlation Analysis ◽  
Environmental Monitoring ◽  
Least Squares ◽  
Multivariate Time Series ◽  
Shaanxi Province ◽  
Support Vector ◽  
Archaeological Heritage ◽  
Cultural Relics

Preventive protection of cultural relics is to make use of all the science and technology beneficial to the research and protection of archaeological heritage to predict the disease of cultural relics. The existing preventive cultural relics protection system has made some achievements in environmental monitoring, but the analysis and utilization of large data of cultural relics are still insufficient. In this paper, under the idea of multisource information fusion, a least squares support vector machine regression method based on multivariate time series wavelet correlation analysis is proposed to achieve accurate crack prediction of stone cultural relics. Firstly, the correlation of multivariate time series of stone cultural relics are quantitatively analyzed and the validity of characteristic variables of the crack is discriminated by wavelet correlation analysis; then, a least squares support vector machine prediction model is constructed based on the correlation obtained from the analysis; finally, the good performance of the method is verified by using the environmental monitoring data of the rock mass fracture in the North Qianfo Cliff of Dafo Temple in Binzhou City of Shaanxi Province. The experimental results show that the proposed method is more effective than the traditional backpropagation neural network, support vector machine, and relevance vector machine regression methods. This method is universal and easy to implement for multisource data prediction of nonmovable cultural relics diseases. It provides a scientific theoretical reference for the preventive protection of cultural relics.

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