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>

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.

Modeling of Psychomotor Reactions of a Person Based on Modification of the Tapping Test

2021 ◽  
pp. 190-200
Author(s):  
Lesia Mochurad ◽  
Yaroslav Hladun
Keyword(s):  
Neural Network ◽  
Machine Learning ◽  
Time Series ◽  
Real Data ◽  
Finger Tapping ◽  
Similar Distribution ◽  
Model Learning ◽  
Machine Learning Model ◽  
Finger Tapping Test

The paper considers the method for analysis of a psychophysical state of a person on psychomotor indicators – finger tapping test. The app for mobile phone that generalizes the classic tapping test is developed for experiments. Developed tool allows collecting samples and analyzing them like individual experiments and like dataset as a whole. The data based on statistical methods and optimization of hyperparameters is investigated for anomalies, and an algorithm for reducing their number is developed. The machine learning model is used to predict different features of the dataset. These experiments demonstrate the data structure obtained using finger tapping test. As a result, we gained knowledge of how to conduct experiments for better generalization of the model in future. A method for removing anomalies is developed and it can be used in further research to increase an accuracy of the model. Developed model is a multilayer recurrent neural network that works well with the classification of time series. Error of model learning on a synthetic dataset is 1.5% and on a real data from similar distribution is 5%.

scholarly journals Prediction of epileptic seizures based on multivariate multiscale modified-distribution entropy

2021 ◽  
Vol 7 ◽  
pp. e744
Author(s):  
Si Thu Aung ◽  
Yodchanan Wongsawat
Keyword(s):  
Time Series ◽  
Data Analysis ◽  
Performance Measures ◽  
Multiple Scales ◽  
Multivariate Time Series ◽  
World Population ◽  
Prediction System ◽  
Seizure Prediction ◽  
Feature Extraction Method ◽  
Wide Range

Epilepsy is a common neurological disease that affects a wide range of the world population and is not limited by age. Moreover, seizures can occur anytime and anywhere because of the sudden abnormal discharge of brain neurons, leading to malfunction. The seizures of approximately 30% of epilepsy patients cannot be treated with medicines or surgery; hence these patients would benefit from a seizure prediction system to live normal lives. Thus, a system that can predict a seizure before its onset could improve not only these patients’ social lives but also their safety. Numerous seizure prediction methods have already been proposed, but the performance measures of these methods are still inadequate for a complete prediction system. Here, a seizure prediction system is proposed by exploring the advantages of multivariate entropy, which can reflect the complexity of multivariate time series over multiple scales (frequencies), called multivariate multiscale modified-distribution entropy (MM-mDistEn), with an artificial neural network (ANN). The phase-space reconstruction and estimation of the probability density between vectors provide hidden complex information. The multivariate time series property of MM-mDistEn provides more understandable information within the multichannel data and makes it possible to predict of epilepsy. Moreover, the proposed method was tested with two different analyses: simulation data analysis proves that the proposed method has strong consistency over the different parameter selections, and the results from experimental data analysis showed that the proposed entropy combined with an ANN obtains performance measures of 98.66% accuracy, 91.82% sensitivity, 99.11% specificity, and 0.84 area under the curve (AUC) value. In addition, the seizure alarm system was applied as a postprocessing step for prediction purposes, and a false alarm rate of 0.014 per hour and an average prediction time of 26.73 min before seizure onset were achieved by the proposed method. Thus, the proposed entropy as a feature extraction method combined with an ANN can predict the ictal state of epilepsy, and the results show great potential for all epilepsy patients.

scholarly journals A combined strategy of feature selection and machine learning to identify predictors of prediabetes

2019 ◽  
Vol 27 (3) ◽  
pp. 396-406 ◽  
Author(s):  
Kushan De Silva ◽  
Daniel Jönsson ◽  
Ryan T Demmer
Keyword(s):  
Machine Learning ◽  
Feature Selection ◽  
National Health ◽  
Screening Tool ◽  
Model Performance ◽  
Nutrition Examination Survey ◽  
Validation Data ◽  
Internal Validation ◽  
Health And Nutrition ◽  
Wide Range

Abstract Objective To identify predictors of prediabetes using feature selection and machine learning on a nationally representative sample of the US population. Materials and Methods We analyzed n = 6346 men and women enrolled in the National Health and Nutrition Examination Survey 2013–2014. Prediabetes was defined using American Diabetes Association guidelines. The sample was randomly partitioned to training (n = 3174) and internal validation (n = 3172) sets. Feature selection algorithms were run on training data containing 156 preselected exposure variables. Four machine learning algorithms were applied on 46 exposure variables in original and resampled training datasets built using 4 resampling methods. Predictive models were tested on internal validation data (n = 3172) and external validation data (n = 3000) prepared from National Health and Nutrition Examination Survey 2011–2012. Model performance was evaluated using area under the receiver operating characteristic curve (AUROC). Predictors were assessed by odds ratios in logistic models and variable importance in others. The Centers for Disease Control (CDC) prediabetes screening tool was the benchmark to compare model performance. Results Prediabetes prevalence was 23.43%. The CDC prediabetes screening tool produced 64.40% AUROC. Seven optimal (≥ 70% AUROC) models identified 25 predictors including 4 potentially novel associations; 20 by both logistic and other nonlinear/ensemble models and 5 solely by the latter. All optimal models outperformed the CDC prediabetes screening tool (P < 0.05). Discussion Combined use of feature selection and machine learning increased predictive performance outperforming the recommended screening tool. A range of predictors of prediabetes was identified. Conclusion This work demonstrated the value of combining feature selection with machine learning to identify a wide range of predictors that could enhance prediabetes prediction and clinical decision-making.

scholarly journals Accurate prediction of DNA N4-methylcytosine sites via boost-learning various types of sequence features

BMC Genomics ◽  
2020 ◽  
Vol 21 (1) ◽  
Author(s):  
Zhixun Zhao ◽  
Xiaocai Zhang ◽  
Fang Chen ◽  
Liang Fang ◽  
Jinyan Li
Keyword(s):  
Machine Learning ◽  
Feature Selection ◽  
Case Studies ◽  
Learning Algorithm ◽  
State Of The Art ◽  
Learning Algorithms ◽  
Feature Space ◽  
Sequence Features ◽  
Independent Test ◽  
Benchmark Datasets

Abstract Background DNA N4-methylcytosine (4mC) is a critical epigenetic modification and has various roles in the restriction-modification system. Due to the high cost of experimental laboratory detection, computational methods using sequence characteristics and machine learning algorithms have been explored to identify 4mC sites from DNA sequences. However, state-of-the-art methods have limited performance because of the lack of effective sequence features and the ad hoc choice of learning algorithms to cope with this problem. This paper is aimed to propose new sequence feature space and a machine learning algorithm with feature selection scheme to address the problem. Results The feature importance score distributions in datasets of six species are firstly reported and analyzed. Then the impact of the feature selection on model performance is evaluated by independent testing on benchmark datasets, where ACC and MCC measurements on the performance after feature selection increase by 2.3% to 9.7% and 0.05 to 0.19, respectively. The proposed method is compared with three state-of-the-art predictors using independent test and 10-fold cross-validations, and our method outperforms in all datasets, especially improving the ACC by 3.02% to 7.89% and MCC by 0.06 to 0.15 in the independent test. Two detailed case studies by the proposed method have confirmed the excellent overall performance and correctly identified 24 of 26 4mC sites from the C.elegans gene, and 126 out of 137 4mC sites from the D.melanogaster gene. Conclusions The results show that the proposed feature space and learning algorithm with feature selection can improve the performance of DNA 4mC prediction on the benchmark datasets. The two case studies prove the effectiveness of our method in practical situations.

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