scholarly journals Analysis of time series – wind speeds and wind directions using neural network models and classification task

2021 ◽  
pp. 127-133
Author(s):  
Д.Н. Кобзаренко

В работе приводятся результаты анализа временных рядов – скоростей и направлений ветра в региональном масштабе с использованием моделей нейронных сетей и задачи классификации на основе данных четырех метеорологических станций, расположенных на территории Республики Дагестан. В качестве исходных данных взяты временные ряды за период 2011-2020гг с частотой измерений 8 раз в сутки. Цель работы заключается в изучении закономерностей во временных рядах на основе результатов машинного обучения в задаче классификации. В рамках поставленной цели решаются задачи: спроектировать модели нейронных сетей для классификации метеорологической станции на основе данных скоростей и направлений ветра (вместе и по отдельности); добиться максимально возможной точности предсказания через настройку глобальных параметров; выполнить серию экспериментов по моделированию и оценить результаты. В результате выполнения экспериментов получены зависимости точности классификации от размера блока данных, которые позволяют сделать выводе о минимальном размере блока данных во временном ряде, обеспечивающем точности близкие к максимально возможным. Также установлено и показано, что ошибки классификации модели нейронных сетей явно коррелируют с географическим положением метеорологических станций. По распределению ошибок классификации во временном интервале, установлено, что меньше всего ошибок имеется в весенний период, больше всего – в летний. В целом у расположенных на морском побережье метеорологических станций ошибок классификации больше, что говорит о меньшей уникальности ветрового режима в этих районах. Результаты работы также позволяют сделать общий вывод о том, что нейронные сети могут использоваться не только как инструмент прогноза, распознавания или классификации, но и как инструмент, позволяющий давать аналитическую оценку исходным данным – временным рядам. The paper presents the analytics results of time series – wind speeds and wind directions on a regional scale using neural network models for the classification task based on data from four meteorological stations located on the territory of the Republic of Dagestan. Time series for the period 2011-2020 were taken as the initial data with a frequency of measurements 8 times a day. The purpose of the work is to study patterns in time series based on the results of machine learning in the classification task. Within the framework of this purpose, the following tasks are being solved: to develop neural network models for the classification of a meteorological station based on data of wind speeds and wind directions (together and separately); to achieve the highest possible prediction accuracy by adjusting the global parameters; to run a series of simulation experiments and evaluate the results. As a result of the experiments, the dependences of the classification accuracy on the data block size were obtained, which allow us to conclude about the minimum size of the data block in the time series, which provides the accuracy close to the maximum possible. It was also found and shown that classification errors of the neural network model clearly correlate with the geographical location of meteorological stations. According to the distribution of classification errors in the time interval, it was found that the least number of errors is in the spring period, and most of all – in the summer ones. In general, the meteorological stations located on the sea coast have more classification errors, which indicates a lesser uniqueness of the wind dynamics in these regions. The paper results also allow us to draw a general conclusion that neural networks can be used not only as a forecasting, recognition or classification tool, but also as a tool that allows an analytical assessment of the time series data.

The prediction of time series data is a forecast using the analysis of a relationship pattern between what will be predicted (prediction) and the time variable. The prediction process using the recurrent neural network (RNN) model could recognize and learn the data pattern of time series, but the presence of fluctuations in data makes the introduction of data patterns difficult to be learned. The data used for forecasting are tourist visits to Tanah Lot Bali tourist attraction for 10 years (2008-2017). The training process uses the RNN method on high fluctuating data, which requires a relatively long time in recognizing and studying the data patterns. Modification of the RNN method on learning rate and momentum by using dynamic values, can shorten learning time. The results showed the learning time using the RNN dynamic value, smaller than the variants of the RNN method such as the RNN Elman, Jordan RNN, Fully RNN, LSTM and the feedforward method (Backpropagation). The resulting error value is 0,05105 MSE. This value is smaller than the Fully RNN, Jordan RNN, LSTM and Feedforward methods. The elman method has the shortest training time among other models. The purpose of this research is to make a prediction design consisting of sliding windows techniques, training with neural network models and validation of results with k-fold cross-validation.


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.


Healthcare ◽  
2020 ◽  
Vol 8 (2) ◽  
pp. 181 ◽  
Author(s):  
Patricia Melin ◽  
Julio Cesar Monica ◽  
Daniela Sanchez ◽  
Oscar Castillo

In this paper, a multiple ensemble neural network model with fuzzy response aggregation for the COVID-19 time series is presented. Ensemble neural networks are composed of a set of modules, which are used to produce several predictions under different conditions. The modules are simple neural networks. Fuzzy logic is then used to aggregate the responses of several predictor modules, in this way, improving the final prediction by combining the outputs of the modules in an intelligent way. Fuzzy logic handles the uncertainty in the process of making a final decision about the prediction. The complete model was tested for the case of predicting the COVID-19 time series in Mexico, at the level of the states and the whole country. The simulation results of the multiple ensemble neural network models with fuzzy response integration show very good predicted values in the validation data set. In fact, the prediction errors of the multiple ensemble neural networks are significantly lower than using traditional monolithic neural networks, in this way showing the advantages of the proposed approach.


Author(s):  
Osama A. Osman ◽  
Hesham Rakha

Distracted driving (i.e., engaging in secondary tasks) is an epidemic that threatens the lives of thousands every year. Data collected from vehicular sensor technologies and through connectivity provide comprehensive information that, if used to detect driver engagement in secondary tasks, could save thousands of lives and millions of dollars. This study investigates the possibility of achieving this goal using promising deep learning tools. Specifically, two deep neural network models (a multilayer perceptron neural network model and a long short-term memory networks [LSTMN] model) were developed to identify three secondary tasks: cellphone calling, cellphone texting, and conversation with adjacent passengers. The Second Strategic Highway Research Program Naturalistic Driving Study (SHRP 2 NDS) time series data, collected using vehicle sensor technology, were used to train and test the model. The results show excellent performance for the developed models, with a slight improvement for the LSTMN model, with overall classification accuracies ranging between 95 and 96%. Specifically, the models are able to identify the different types of secondary tasks with high accuracies of 100% for calling, 96%–97% for texting, 90%–91% for conversation, and 95%–96% for the normal driving. Based on this performance, the developed models improve on the results of a previous model developed by the author to classify the same three secondary tasks, which had an accuracy of 82%. The model is promising for use in in-vehicle driving assistance technology to report engagement in unlawful tasks or alert drivers to take over control in level 1 and 2 automated vehicles.


Recently, the stock market prediction has become one of the essential application areas of time-series forecasting research. The successful prediction of the stock market can be better guided to the investors to maximize their profit and to minimize the risk of investment. The stock market data are very much complex, non-linear and dynamic. Due to this reason, still, it is a challenging task. In recent time, deep learning method has become one of the most popular machine learning methods for time-series forecasting due to their temporal feature extraction capabilities. In this paper, we have proposed a novel Deep Learning-based Integrated Stacked Model (DISM) that integrates both the 1D Convolution neural network and LSTM recurrent neural network to find the spatial and temporal features from the stock market data. Our proposed DISM is applied to forecast the stock market. Here, we have also compared our proposed DISM with the single structured stacked LSTM, and 1D Convolution neural network models, and some other statistical models. We have observed that our proposed DISM produces better results in terms of accuracy and stability.


2020 ◽  
Author(s):  
Dipayan Biswas ◽  
P. Sooryakiran ◽  
V. Srinivasa Chakravarthy

AbstractRecurrent neural networks with associative memory properties are typically based on fixed-point dynamics, which is fundamentally distinct from the oscillatory dynamics of the brain. There have been proposals for oscillatory associative memories, but here too, in the majority of cases, only binary patterns are stored as oscillatory states in the network. Oscillatory neural network models typically operate at a single/common frequency. At multiple frequencies, even a pair of oscillators with real coupling exhibits rich dynamics of Arnold tongues, not easily harnessed to achieve reliable memory storage and retrieval. Since real brain dynamics comprises of a wide range of spectral components, there is a need for oscillatory neural network models that operate at multiple frequencies. We propose an oscillatory neural network that can model multiple time series simultaneously by performing a Fourier-like decomposition of the signals. We show that these enhanced properties of a network of Hopf oscillators become possible by operating in the complex-variable domain. In this model, the single neural oscillator is modeled as a Hopf oscillator, with adaptive frequency and dynamics described over the complex domain. We propose a novel form of coupling, dubbed “power coupling,” between complex Hopf oscillators. With power coupling, expressed naturally only in the complex-variable domain, it is possible to achieve stable (normalized) phase relationships in a network of multifrequency oscillators. Network connections are trained either by Hebb-like learning or by delta rule, adapted to the complex domain. The network is capable of modeling N-channel Electroencephalogram time series with high accuracy and shows the potential as an effective model of large-scale brain dynamics.


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