scholarly journals Neural network-based models of binomial time series in data analysis problems

Author(s):  
Yu. S. Kharin

This article is devoted to constructing neural network-based models for discrete-valued time series and their use in computer data analysis. A new family of binomial time series based on neural networks is presented, which makes it possible to approximate the arbitrary-type stochastic dependence in time series. Ergodicity conditions and an equivalence relation for these models are determined. Consistent statistical estimators for model parameters and algorithms for computer data analysis (including forecasting and pattern recognition) are developed.

2020 ◽  
Vol 10 (10) ◽  
pp. 3358 ◽  
Author(s):  
Jiyuan Song ◽  
Aibin Zhu ◽  
Yao Tu ◽  
Hu Huang ◽  
Muhammad Affan Arif ◽  
...  

In response to the need for an exoskeleton to quickly identify the wearer’s movement mode in the mixed control mode, this paper studies the impact of different feature parameters of the surface electromyography (sEMG) signal on the accuracy of human motion pattern recognition using multilayer perceptrons and long short-term memory (LSTM) neural networks. The sEMG signals are extracted from the seven common human motion patterns in daily life, and the time domain and frequency domain features are extracted to build a feature parameter dataset for training the classifier. Recognition of human lower extremity movement patterns based on multilayer perceptrons and the LSTM neural network were carried out, and the final recognition accuracy rates of different feature parameters and different classifier model parameters were compared in the process of establishing the dataset. The experimental results show that the best accuracy rate of human motion pattern recognition using multilayer perceptrons is 95.53%, and the best accuracy rate of human motion pattern recognition using the LSTM neural network is 96.57%.


Author(s):  
Ming Zhang

This chapter develops a new nonlinear model, Ultra high frequency Trigonometric Higher Order Neural Networks (UTHONN), for time series data analysis. Results show that UTHONN models are 3 to 12% better than Equilibrium Real Exchange Rates (ERER) model, and 4 – 9% better than other Polynomial Higher Order Neural Network (PHONN) and Trigonometric Higher Order Neural Network (THONN) models. This study also uses UTHONN models to simulate foreign exchange rates and consumer price index with error approaching 0.0000%.


2021 ◽  
Vol 3 (1) ◽  
Author(s):  
Seisuke Yanagawa

In this paper,  the logic is developed assuming that all parts of the brain are composed of a combination of modules that basically have the same structure. The feeding behavior of searching for food while avoiding the dangers of animals in the early stages of evolution is regarded as the basis of time series data processing. The module that performs the processing is presented by a neural network equipped with a learning function based on Hebb's rule, and is called a basic unit. The basic units are arranged in layers, and the information between the layers is bidirectional. This new neural network is an extension of the traditional neural network that has evolved from pattern recognition. The biggest feature is that in the processing of time series data, the activated part changes according to the context structure inherent in the data, and can be mathematically expressed the method of predicting events from the context of learned behavior and utilizing it in best action. 


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.


2021 ◽  
Vol 11 (14) ◽  
pp. 6594
Author(s):  
Yu-Chia Hsu

The interdisciplinary nature of sports and the presence of various systemic and non-systemic factors introduce challenges in predicting sports match outcomes using a single disciplinary approach. In contrast to previous studies that use sports performance metrics and statistical models, this study is the first to apply a deep learning approach in financial time series modeling to predict sports match outcomes. The proposed approach has two main components: a convolutional neural network (CNN) classifier for implicit pattern recognition and a logistic regression model for match outcome judgment. First, the raw data used in the prediction are derived from the betting market odds and actual scores of each game, which are transformed into sports candlesticks. Second, CNN is used to classify the candlesticks time series on a graphical basis. To this end, the original 1D time series are encoded into 2D matrix images using Gramian angular field and are then fed into the CNN classifier. In this way, the winning probability of each matchup team can be derived based on historically implied behavioral patterns. Third, to further consider the differences between strong and weak teams, the CNN classifier adjusts the probability of winning the match by using the logistic regression model and then makes a final judgment regarding the match outcome. We empirically test this approach using 18,944 National Football League game data spanning 32 years and find that using the individual historical data of each team in the CNN classifier for pattern recognition is better than using the data of all teams. The CNN in conjunction with the logistic regression judgment model outperforms the CNN in conjunction with SVM, Naïve Bayes, Adaboost, J48, and random forest, and its accuracy surpasses that of betting market prediction.


2021 ◽  
Vol 5 (1) ◽  
pp. 46
Author(s):  
Mostafa Abotaleb ◽  
Tatiana Makarovskikh

COVID-19 is one of the biggest challenges that countries face at the present time, as infections and deaths change daily and because this pandemic has a dynamic spread. Our paper considers two tasks. The first one is to develop a system for modeling COVID-19 based on time-series models due to their accuracy in forecasting COVID-19 cases. We developed an “Epidemic. TA” system using R programming for modeling and forecasting COVID-19 cases. This system contains linear (ARIMA and Holt’s model) and non-linear (BATS, TBATS, and SIR) time-series models and neural network auto-regressive models (NNAR), which allows us to obtain the most accurate forecasts of infections, deaths, and vaccination cases. The second task is the implementation of our system to forecast the risk of the third wave of infections in the Russian Federation.


2000 ◽  
Vol 176 ◽  
pp. 135-136
Author(s):  
Toshiki Aikawa

AbstractSome pulsating post-AGB stars have been observed with an Automatic Photometry Telescope (APT) and a considerable amount of precise photometric data has been accumulated for these stars. The datasets, however, are still sparse, and this is a problem for applying nonlinear time series: for instance, modeling of attractors by the artificial neural networks (NN) to the datasets. We propose the optimization of data interpolations with the genetic algorithm (GA) and the hybrid system combined with NN. We apply this system to the Mackey–Glass equation, and attempt an analysis of the photometric data of post-AGB variables.


2020 ◽  
Vol 12 (6) ◽  
pp. 21-32
Author(s):  
Muhammad Zulqarnain ◽  
◽  
Rozaida Ghazali ◽  
Muhammad Ghulam Ghouse ◽  
Yana Mazwin Mohmad Hassim ◽  
...  

Financial time-series prediction has been long and the most challenging issues in financial market analysis. The deep neural networks is one of the excellent data mining approach has received great attention by researchers in several areas of time-series prediction since last 10 years. “Convolutional neural network (CNN) and recurrent neural network (RNN) models have become the mainstream methods for financial predictions. In this paper, we proposed to combine architectures, which exploit the advantages of CNN and RNN simultaneously, for the prediction of trading signals. Our model is essentially presented to financial time series predicting signals through a CNN layer, and directly fed into a gated recurrent unit (GRU) layer to capture long-term signals dependencies. GRU model perform better in sequential learning tasks and solve the vanishing gradients and exploding issue in standard RNNs. We evaluate our model on three datasets for stock indexes of the Hang Seng Indexes (HSI), the Deutscher Aktienindex (DAX) and the S&P 500 Index range 2008 to 2016, and associate the GRU-CNN based approaches with the existing deep learning models. Experimental results present that the proposed GRU-CNN model obtained the best prediction accuracy 56.2% on HIS dataset, 56.1% on DAX dataset and 56.3% on S&P500 dataset respectively.


2003 ◽  
Vol 15 (3) ◽  
pp. 278-285
Author(s):  
Daigo Misaki ◽  
◽  
Shigeru Aomura ◽  
Noriyuki Aoyama

We discuss effective pattern recognition for contour images by hierarchical feature extraction. When pattern recognition is done for an unlimited object, it is effective to see the object in a perspective manner at the beginning and next to see in detail. General features are used for rough classification and local features are used for a more detailed classification. D-P matching is applied for classification of a typical contour image of individual class, which contains selected points called ""landmark""s, and rough classification is done. Features between these landmarks are analyzed and used as input data of neural networks for more detailed classification. We apply this to an illustrated referenced book of insects in which much information is classified hierarchically to verify the proposed method. By introducing landmarks, a neural network can be used effectively for pattern recognition of contour images.


2013 ◽  
Vol 7 (1) ◽  
pp. 49-62 ◽  
Author(s):  
Vijaykumar Sutariya ◽  
Anastasia Groshev ◽  
Prabodh Sadana ◽  
Deepak Bhatia ◽  
Yashwant Pathak

Artificial neural networks (ANNs) technology models the pattern recognition capabilities of the neural networks of the brain. Similarly to a single neuron in the brain, artificial neuron unit receives inputs from many external sources, processes them, and makes decisions. Interestingly, ANN simulates the biological nervous system and draws on analogues of adaptive biological neurons. ANNs do not require rigidly structured experimental designs and can map functions using historical or incomplete data, which makes them a powerful tool for simulation of various non-linear systems.ANNs have many applications in various fields, including engineering, psychology, medicinal chemistry and pharmaceutical research. Because of their capacity for making predictions, pattern recognition, and modeling, ANNs have been very useful in many aspects of pharmaceutical research including modeling of the brain neural network, analytical data analysis, drug modeling, protein structure and function, dosage optimization and manufacturing, pharmacokinetics and pharmacodynamics modeling, and in vitro in vivo correlations. This review discusses the applications of ANNs in drug delivery and pharmacological research.


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