time series prediction
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Author(s):  
Jialing Xu ◽  
Jingxing He ◽  
Jinqiang Gu ◽  
Huayang Wu ◽  
Lei Wang ◽  
...  

Considering the problems of the model collapse and the low forecast precision in predicting the financial time series of the generative adversarial networks (GAN), we apply the WGAN-GP model to solve the gradient collapse. Extreme gradient boosting (XGBoost) is used for feature extraction to improve prediction accuracy. Alibaba stock is taken as the research object, using XGBoost to optimize its characteristic factors, and training the optimized characteristic variables with WGAN-GP. We compare the prediction results of WGAN-GP model and classical time series prediction models, long short term memory (LSTM) and gate recurrent unit (GRU). In the experimental stage, root mean square error (RMSE) is chosen as the evaluation index. The results of different models show that the RMSE of WGAN-GP model is the smallest, which are 61.94% and 47.42%, lower than that of LSTM model and GRU model respectively. At the same time, the stock price data of Google and Amazon confirm the stability of WGAN-GP model. WGAN-GP model can obtain higher prediction accuracy than the classical time series prediction model.


Author(s):  
Krzysztof Wiktorowicz ◽  
Tomasz Krzeszowski

AbstractSimplifying fuzzy models, including those for predicting time series, is an important issue in terms of their interpretation and implementation. This simplification can involve both the number of inference rules (i.e., structure) and the number of parameters. This paper proposes novel hybrid methods for time series prediction that utilize Takagi–Sugeno fuzzy systems with reduced structure. The fuzzy sets are obtained using a global optimization algorithm (particle swarm optimization, simulated annealing, genetic algorithm, or pattern search). The polynomials are determined by elastic net regression, which is a sparse regression. The simplification is based on reducing the number of polynomial parameters in the then-part by using sparse regression and removing unnecessary rules by using labels. A new quality criterion is proposed to express a compromise between the model accuracy and its simplification. The experimental results show that the proposed methods can improve a fuzzy model while simplifying its structure.


2021 ◽  
Vol 15 (1) ◽  
pp. 190-203
Author(s):  
Gargee Vaidya ◽  
Shreya Chandrasekhar ◽  
Ruchi Gajjar ◽  
Nagendra Gajjar ◽  
Deven Patel ◽  
...  

Background: The process of In Vitro Fertilization (IVF) involves collecting multiple samples of mature eggs that are fertilized with sperms in the IVF laboratory. They are eventually graded, and the most viable embryo out of all the samples is selected for transfer in the mother’s womb for a healthy pregnancy. Currently, the process of grading and selecting the healthiest embryo is performed by visual morphology, and manual records are maintained by embryologists. Objectives: Maintaining manual records makes the process very tedious, time-consuming, and error-prone. The absence of a universal grading leads to high subjectivity and low success rate of pregnancy. To improve the chances of pregnancy, multiple embryos are transferred in the womb elevating the risk of multiple pregnancies. In this paper, we propose a deep learning-based method to perform the automatic grading of the embryos using time series prediction with Long Short Term Memory (LSTM) and Convolutional Neural Network (CNN). Methods: CNN extracts the features of the images of embryos, and a sequence of such features is fed to LSTM for time series prediction, which gives the final grade. Results: Our model gave an ideal accuracy of 100% on training and validation. A comparison of obtained results is made with those obtained from a GRU model as well as other pre-trained models. Conclusion: The automated process is robust and eliminates subjectivity. The days-long hard work can now be replaced with our model, which gives the grading within 8 seconds with a GPU.


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