scholarly journals Short-Term Load Forecasting Using Encoder-Decoder WaveNet: Application to the French Grid

Energies ◽  
2021 ◽  
Vol 14 (9) ◽  
pp. 2524
Author(s):  
Fernando Dorado Rueda ◽  
Jaime Durán Suárez ◽  
Alejandro del Real Torres
Keyword(s):  
Deep Learning ◽  
Time Series Data ◽  
Short Term Memory ◽  
Moving Average ◽  
Demand Forecasting ◽  
Input Sequence ◽  
Superior Performance ◽  
Series Data ◽  
Short Term ◽  
State Of Art

The prediction of time series data applied to the energy sector (prediction of renewable energy production, forecasting prosumers’ consumption/generation, forecast of country-level consumption, etc.) has numerous useful applications. Nevertheless, the complexity and non-linear behaviour associated with such kind of energy systems hinder the development of accurate algorithms. In such a context, this paper investigates the use of a state-of-art deep learning architecture in order to perform precise load demand forecasting 24-h-ahead in the whole country of France using RTE data. To this end, the authors propose an encoder-decoder architecture inspired by WaveNet, a deep generative model initially designed by Google DeepMind for raw audio waveforms. WaveNet uses dilated causal convolutions and skip-connection to utilise long-term information. This kind of novel ML architecture presents different advantages regarding other statistical algorithms. On the one hand, the proposed deep learning model’s training process can be parallelized in GPUs, which is an advantage in terms of training times compared to recurrent networks. On the other hand, the model prevents degradations problems (explosions and vanishing gradients) due to the residual connections. In addition, this model can learn from an input sequence to produce a forecast sequence in a one-shot manner. For comparison purposes, a comparative analysis between the most performing state-of-art deep learning models and traditional statistical approaches is presented: Autoregressive-Integrated Moving Average (ARIMA), Long-Short-Term-Memory, Gated-Recurrent-Unit (GRU), Multi-Layer Perceptron (MLP), causal 1D-Convolutional Neural Networks (1D-CNN) and ConvLSTM (Encoder-Decoder). The values of the evaluation indicators reveal that WaveNet exhibits superior performance in both forecasting accuracy and robustness.

scholarly journals VN-INDEX TREND PREDICTION USING LONG-SHORT TERM MEMORY NEURAL NETWORKS

2019 ◽  
Vol 17 (12.2) ◽  
pp. 61
Author(s):  
Nguyen Ngoc Tra ◽  
Ho Phuoc Tien ◽  
Nguyen Thanh Dat ◽  
Nguyen Ngoc Vu
Keyword(s):  
Time Series Data ◽  
Short Term Memory ◽  
Moving Average ◽  
Future Trend ◽  
Series Data ◽  
Short Term ◽  
Trend Prediction ◽  
Temporal Dependence ◽  
Term Memory ◽  
Long Short Term Memory

The paper attemps to forecast the future trend of Vietnam index (VN-index) by using long-short term memory (LSTM) networks. In particular, an LSTM-based neural network is employed to study the temporal dependence in time-series data of past and present VN index values. Empirical forecasting results show that LSTM-based stock trend prediction offers an accuracy of about 60% which outperforms moving-average-based prediction.

scholarly journals Prediction of Rainfall Using Intensified LSTM Based Recurrent Neural Network with Weighted Linear Units

Atmosphere ◽  
2019 ◽  
Vol 10 (11) ◽  
pp. 668 ◽  
Author(s):  
S. Poornima ◽  
M. Pushpalatha
Keyword(s):  
Neural Network ◽  
Recurrent Neural Network ◽  
Time Series Data ◽  
Short Term Memory ◽  
Moving Average ◽  
Series Data ◽  
Short Term ◽  
Term Memory ◽  
Rainfall Prediction ◽  
Long Short Term Memory

Prediction of rainfall is one of the major concerns in the domain of meteorology. Several techniques have been formerly proposed to predict rainfall based on statistical analysis, machine learning and deep learning techniques. Prediction of time series data in meteorology can assist in decision-making processes carried out by organizations responsible for the prevention of disasters. This paper presents Intensified Long Short-Term Memory (Intensified LSTM) based Recurrent Neural Network (RNN) to predict rainfall. The neural network is trained and tested using a standard dataset of rainfall. The trained network will produce predicted attribute of rainfall. The parameters considered for the evaluation of the performance and the efficiency of the proposed rainfall prediction model are Root Mean Square Error (RMSE), accuracy, number of epochs, loss, and learning rate of the network. The results obtained are compared with Holt–Winters, Extreme Learning Machine (ELM), Autoregressive Integrated Moving Average (ARIMA), Recurrent Neural Network and Long Short-Term Memory models in order to exemplify the improvement in the ability to predict rainfall.

scholarly journals Development and Evaluation of Bidirectional LSTM Freeway Traffic Forecasting Models Using Simulation Data

2021 ◽  
Author(s):  
Rusul L. Abduljabbar ◽  
Hussein Dia ◽  
Pei-Wei Tsai
Keyword(s):  
Simulation Model ◽  
Time Series Data ◽  
Short Term Memory ◽  
Superior Performance ◽  
Series Data ◽  
Short Term ◽  
Traffic Demand ◽  
Traffic Forecasting ◽  
Forecasting Models ◽  
Multiple Prediction

Abstract Long short-term memory (LSTM) models provide high predictive performance through their ability to recognize longer sequences of time series data. More recently, bidirectional deep learning models (BiLSTM) have extended the LSTM capabilities by training the input data twice in forward and backward directions. In this paper, BiLSTM short term traffic forecasting models have been developed and evaluated using data from a calibrated micro-simulation model for a congested freeway in Melbourne, Australia. The simulation model was extensively calibrated and validated to a high degree of accuracy using field data collected from 55 detectors on the freeway. The base year simulation model was then used to generate loop detector data including speed, flow and occupancy which were used to develop and compare a number of LSTM models for short-term traffic prediction up to 60 minutes into the future. The modelling results showed that BiLSTM outperformed other predictive models for multiple prediction horizons for base year conditions. The simulation model was then adapted for future year scenarios where the traffic demand was increased by 25-100 percent to reflect potential future increases in traffic demands. The results showed superior performance of BiLSTM for multiple prediction horizons for all traffic variables.

scholarly journals Development and evaluation of bidirectional LSTM freeway traffic forecasting models using simulation data

2021 ◽  
Vol 11 (1) ◽  
Author(s):  
Rusul L. Abduljabbar ◽  
Hussein Dia ◽  
Pei-Wei Tsai
Keyword(s):  
Simulation Model ◽  
Time Series Data ◽  
Short Term Memory ◽  
Superior Performance ◽  
Series Data ◽  
Short Term ◽  
Traffic Demand ◽  
Traffic Forecasting ◽  
Forecasting Models ◽  
Multiple Prediction

AbstractLong short-term memory (LSTM) models provide high predictive performance through their ability to recognize longer sequences of time series data. More recently, bidirectional deep learning models (BiLSTM) have extended the LSTM capabilities by training the input data twice in forward and backward directions. In this paper, BiLSTM short term traffic forecasting models have been developed and evaluated using data from a calibrated micro-simulation model for a congested freeway in Melbourne, Australia. The simulation model was extensively calibrated and validated to a high degree of accuracy using field data collected from 55 detectors on the freeway. The base year simulation model was then used to generate loop detector data including speed, flow and occupancy which were used to develop and compare a number of LSTM models for short-term traffic prediction up to 60 min into the future. The modelling results showed that BiLSTM outperformed other predictive models for multiple prediction horizons for base year conditions. The simulation model was then adapted for future year scenarios where the traffic demand was increased by 25–100 percent to reflect potential future increases in traffic demands. The results showed superior performance of BiLSTM for multiple prediction horizons for all traffic variables.

scholarly journals Tourism Demand Forecasting Based on an LSTM Network and Its Variants

Algorithms ◽  
2021 ◽  
Vol 14 (8) ◽  
pp. 243
Author(s):  
Shun-Chieh Hsieh
Keyword(s):  
Adaptive Learning ◽  
Time Series Data ◽  
Short Term Memory ◽  
Demand Forecasting ◽  
Series Data ◽  
Learning Approaches ◽  
Tourism Demand ◽  
Long Short Term Memory ◽  
Lstm Network ◽  
Gated Recurrent Unit

The need for accurate tourism demand forecasting is widely recognized. The unreliability of traditional methods makes tourism demand forecasting still challenging. Using deep learning approaches, this study aims to adapt Long Short-Term Memory (LSTM), Bidirectional LSTM (Bi-LSTM), and Gated Recurrent Unit networks (GRU), which are straightforward and efficient, to improve Taiwan’s tourism demand forecasting. The networks are able to seize the dependence of visitor arrival time series data. The Adam optimization algorithm with adaptive learning rate is used to optimize the basic setup of the models. The results show that the proposed models outperform previous studies undertaken during the Severe Acute Respiratory Syndrome (SARS) events of 2002–2003. This article also examines the effects of the current COVID-19 outbreak to tourist arrivals to Taiwan. The results show that the use of the LSTM network and its variants can perform satisfactorily for tourism demand forecasting.

scholarly journals Ranking Information Extracted from Uncertainty Quantification of the Prediction of a Deep Learning Model on Medical Time Series Data

Mathematics ◽  
2020 ◽  
Vol 8 (7) ◽  
pp. 1078
Author(s):  
Ruxandra Stoean ◽  
Catalin Stoean ◽  
Miguel Atencia ◽  
Roberto Rodríguez-Labrada ◽  
Gonzalo Joya
Keyword(s):  
Time Series ◽  
Monte Carlo ◽  
Deep Learning ◽  
Uncertainty Quantification ◽  
Time Series Data ◽  
Short Term Memory ◽  
Learning Model ◽  
Series Data ◽  
Real World Problem ◽  
Uncertainty Estimates

Uncertainty quantification in deep learning models is especially important for the medical applications of this complex and successful type of neural architectures. One popular technique is Monte Carlo dropout that gives a sample output for a record, which can be measured statistically in terms of average probability and variance for each diagnostic class of the problem. The current paper puts forward a convolutional–long short-term memory network model with a Monte Carlo dropout layer for obtaining information regarding the model uncertainty for saccadic records of all patients. These are next used in assessing the uncertainty of the learning model at the higher level of sets of multiple records (i.e., registers) that are gathered for one patient case by the examining physician towards an accurate diagnosis. Means and standard deviations are additionally calculated for the Monte Carlo uncertainty estimates of groups of predictions. These serve as a new collection where a random forest model can perform both classification and ranking of variable importance. The approach is validated on a real-world problem of classifying electrooculography time series for an early detection of spinocerebellar ataxia 2 and reaches an accuracy of 88.59% in distinguishing between the three classes of patients.

Sign in / Sign up

Export Citation Format

Share Document