scholarly journals A Period-Aware Hybrid Model Applied for Forecasting AQI Time Series

2020 ◽  
Vol 12 (11) ◽  
pp. 4730 ◽  
Author(s):  
Ping Wang ◽  
Hongyinping Feng ◽  
Guisheng Zhang ◽  
Daizong Yu
Keyword(s):  
Time Series ◽  
Air Quality ◽  
Hybrid Model ◽  
Prediction Models ◽  
Time Series Prediction ◽  
Input Vector ◽  
Period Function ◽  
Data Set ◽  
Luenberger Observer ◽  
Extraction Algorithm

An accurate, reliable and stable air quality prediction system is conducive to the public health and management of atmospheric ecological environment; therefore, many models, individual or hybrid, have been implemented widely to deal with the prediction problem. However, many of these models do not take into consideration or extract improperly the period information in air quality index (AQI) time series, which impacts the models’ learning efficiency greatly. In this paper, a period extraction algorithm is proposed by using a Luenberger observer, and then a novel period-aware hybrid model combined the period extraction algorithm and tradition time series models is build to exploit the comprehensive forecasting capacity to the AQI time series with nonlinear and non-stationary noise. The hybrid model requires a multi-phase implementation. In the first step, the Luenberger observer is used to estimate the implied period function in the one-dimensional AQI series, and then the analyzed time series is mapped to the period space through the function to obtain the period information sub-series of the original series. In the second step, the period sub-series is combined with the original input vector as input vector components according to the time points to establish a new data set. Finally, the new data set containing period information is applied to train the traditional time series prediction models. Both theoretical proof and experimental results obtained on the AQI hour values of Beijing, Tianjin, Taiyuan and Shijiazhuang in North China prove that the hybrid model with period information presents stronger robustness and better forecasting accuracy than the traditional benchmark models.

Nonlinear Time-Series Prediction with Missing and Noisy Data

1998 ◽  
Vol 10 (3) ◽  
pp. 731-747 ◽  
Author(s):  
Volker Tresp ◽  
Reimar Hofmann
Keyword(s):  
Time Series ◽  
Stochastic Simulation ◽  
Time Series Prediction ◽  
Noisy Data ◽  
Nonlinear Time Series ◽  
Point Of View ◽  
Data Set ◽  
Sunspot Data ◽  
Error Bars ◽  
Probabilistic Point

We derive solutions for the problem of missing and noisy data in nonlinear time-series prediction from a probabilistic point of view. We discuss different approximations to the solutions—in particular, approximations that require either stochastic simulation or the substitution of a single estimate for the missing data. We show experimentally that commonly used heuristics can lead to suboptimal solutions. We show how error bars for the predictions can be derived and how our results can be applied to K-step prediction. We verify our solutions using two chaotic time series and the sunspot data set. In particular, we show that for K-step prediction, stochastic simulation is superior to simply iterating the predictor.

Hybrid Neural Models For Rice Yields Times Forecasting

2012 ◽  
Author(s):  
Ruhaidah Samsudin ◽  
Puteh Saad ◽  
Ani Shabri
Keyword(s):  
Time Series ◽  
Hybrid Model ◽  
Moving Average ◽  
Time Series Prediction ◽  
Arima Model ◽  
Data Sets ◽  
Ann Model ◽  
Yield Data ◽  
Rice Yields ◽  
Artificial Neural Network Ann

In this paper, time series prediction is considered as a problem of missing value. A model for the determination of the missing time series value is presented. The hybrid model integrating autoregressive intergrated moving average (ARIMA) and artificial neural network (ANN) model is developed to solve this problem. The developed models attempts to incorporate the linear characteristics of an ARIMA model and nonlinear patterns of ANN to create a hybrid model. In this study, time series modeling of rice yield data in Muda Irrigation area. Malaysia from 1995 to 2003 are considered. Experimental results with rice yields data sets indicate that the hybrid model improve the forecasting performance by either of the models used separately. Key words: ARIMA; Box and Jenkins; neural networks; rice yields; hybrid ANN model

A Traffic Prediction Method Based on the Hybrid Model of CLWT

2015 ◽  
Vol 713-715 ◽  
pp. 1564-1569
Author(s):  
Jin Long Fei ◽  
Wei Lin ◽  
Tao Han ◽  
Yue Fei Zhu
Keyword(s):  
Time Series ◽  
Hybrid Model ◽  
Network Traffic ◽  
Prediction Models ◽  
Prediction Method ◽  
Support Vector ◽  
Prediction Methods ◽  
Recurrent Nerve ◽  
Nerve Network ◽  
Traffic Time Series

Current prediction models for network traffic cannot accurately depict the multi-properties of the Internet traffic. This paper proposes a wavelet-based hybrid model prediction method for network traffic called CLWT model and proposes a prediction method for traffic based on this model. The traffic time series can be rapidly decomposed respectively into approximate time series and detail time series with LF and HF response. The approximate time series predicts by making use of Least Squares Support Vector Machine and proceeds error calibration by using Generalized Recurrent Nerve Network. The detail time series predict it by making use of self-adaption chaotic prediction methods after the medium-soft threshold noise reduction. Finally the prediction value of time series is got by making use of promoting wavelet reconstitution. The effectiveness for the prediction methods mentioned in the paper has been validated by simulation experiment. High prediction accuracy is obtained compared with the existing methods.

Recurrent Neural Networks for Predicting Outcomes after Liver Transplantation: Representing Temporal Sequence of Clinical Observations

2001 ◽  
Vol 40 (05) ◽  
pp. 386-391 ◽  
Author(s):  
H. R. Doyle ◽  
B. Parmanto
Keyword(s):  
Neural Networks ◽  
Time Series ◽  
Liver Transplant ◽  
Recurrent Neural Networks ◽  
Current Model ◽  
Time Series Prediction ◽  
Data Set ◽  
Test Set ◽  
Clinical Observations ◽  
Learning Set

Summary Objectives: This paper investigates a version of recurrent neural network with the backpropagation through time (BPTT) algorithm for predicting liver transplant graft failure based on a time series sequence of clinical observations. The objective is to improve upon the current approaches to liver transplant outcome prediction by developing a more complete model that takes into account not only the preoperative risk assessment, but also the early postoperative history. Methods: A 6-fold cross-validation procedure was used to measure the performance of the networks. The data set was divided into a learning set and a test set by maintaining the same proportion of positive and negative cases in the original set. The effects of network complexity on overfitting were investigated by constructing two types of networks with different numbers of hidden units. For each type of network, 10 individual networks were trained on the learning set and used to form a committee. The performance of the networks was measured exhaustively with respect to both the entire training and test sets. Results: The networks were capable of learning the time series problem and achieved good performances of 90% correct classification on the learning set and 78% on the test set. The prediction accuracy increases as more information becomes progressively available after the operation with the daily improvement of 10% on the learning set and 5% on the test set. Conclusions: Recurrent neural networks trained with BPTT algorithm are capable of learning to represent temporal behavior of the time series prediction task. This model is an improvement upon the current model that does not take into account postoperative temporal information.

Airline Delay Time Series Differentials

2014 ◽  
Vol 1 (2) ◽  
pp. 64-76
Author(s):  
Ronald Wesonga ◽  
Fabian Nabugoomu ◽  
Brian Masimbi
Keyword(s):  
Time Series ◽  
Prediction Models ◽  
Time Series Prediction ◽  
Model Development ◽  
Differential Analysis ◽  
Management Styles ◽  
Flight Delays ◽  
Daily Data ◽  
Passenger Travel ◽  
Time Series Modelling

Flight delays affect passenger travel satisfaction and increase airline costs. The authors explore airline differences with a focus on their delays based on autoregressive integrated moving averages. Aviation daily data were used in the analysis and model development. Time series modelling for six airlines was done to predict delays as a function of airport's timeliness performance. Findings show differences in the time series prediction models by airline. Differential analysis in the time series prediction models for airline delay suggests variations in airline efficiencies though at the same airport. The differences could be attributed to different management styles in the countries where the airlines originate. Thus, to improve airport timeliness performance, the study recommends airline disaggregated studies to explore the dynamics attributable to determinants of airline unique characteristics.

Sign in / Sign up

Export Citation Format

Share Document