Comparison of ARIMA and LSTM for prediction of hemorrhagic fever at different time scales in China

Objectives This study intends to build and compare two kinds of forecasting models at different time scales for hemorrhagic fever incidence in China. Methods Autoregressive Integrated Moving Average (ARIMA) and Long Short-Term Memory Neural Network (LSTM) were adopted to fit monthly, weekly and daily incidence of hemorrhagic fever in China from 2013 to 2018. The two models, combined and uncombined with rolling forecasts, were used to predict the incidence in 2019 to examine their stability and applicability. Results ARIMA (2, 1, 1) (0, 1, 1)12, ARIMA (1, 1, 3) (1, 1, 1)52 and ARIMA (5, 0, 1) were selected as the best fitting ARIMA model for monthly, weekly and daily incidence series, respectively. The LSTM model with 64 neurons and Stochastic Gradient Descent (SGDM) for monthly incidence, 8 neurons and Adaptive Moment Estimation (Adam) for weekly incidence, and 64 neurons and Root Mean Square Prop (RMSprop) for daily incidence were selected as the best fitting LSTM models. The values of root mean square error (RMSE), mean absolute error (MAE) and mean absolute percentage error (MAPE) of the models combined with rolling forecasts in 2019 were lower than those of the direct forecasting models for both ARIMA and LSTM. It was shown from the forecasting performance in 2019 that ARIMA was better than LSTM for monthly and weekly forecasting while the LSTM was better than ARIMA for daily forecasting in rolling forecasting models. Conclusions Both ARIMA and LSTM could be used to build a prediction model for the incidence of hemorrhagic fever. Different models might be more suitable for the incidence prediction at different time scales. The findings can provide a good reference for future selection of prediction models and establishments of early warning systems for hemorrhagic fever.

A Multivariate Multi-Step LSTM Forecasting Model For Tuberculosis Incidence With Model Explanation In Liaoning Province, China

Background: In addition to COVID-19, tuberculosis (TB) is the respiratory infectious disease with the highest incidence in China. We aim to design a series of forecasting models and find the factors that affect the incidence of TB, thereby improving the accuracy of the incidence prediction. Results: In this paper, we developed a new interpretable prediction system based on the multivariate multi-step Long Short-Term Memory (LSTM) model and SHapley Additive exPlanation (SHAP) method. Moreover, four accuracy measures are introduced into the system: Root Mean Square Error, Mean Absolute Error, Mean Absolute Percentage Error, and symmetric Mean Absolute Percentage Error. Meanwhile, the Autoregressive Integrated Moving Average (ARIMA) model and seasonal ARIMA model are established. The multi-step ARIMA-LSTM model is proposed for the first time to examine the performance of each model in the short, medium, and long term, respectively. Compared with the ARIMA model, each error of the multivariate 2-step LSTM model is reduced by 12.92%, 15.94%, 15.97%, and 14.81% in the short term. The 3-step ARIMA-LSTM model achieved excellent performance, with each error decreased to 15.19%, 33.14%, 36.79%, and 29.76% in the medium and long term. We provide the local and global explanation of the multivariate single-step LSTM model in the field of incidence prediction, pioneering. Conclusions: The multivariate 2-step LSTM model is suitable for short-term forecasts, and the 3-step ARIMA-LSTM model is appropriate for medium and long-term forecasts. In addition, the prediction effect was better than similar TB incidence forecasting models. The SHAP results indicate that the five most crucial features are maximum temperature, average relative humidity, local financial budget, monthly sunshine percentage, and sunshine hours.

The usage of power system multi-model forecasting aided state estimation for cyber attack detection

THE PURPOSE. Smart electrical grids involve extensive use of information infrastructure. Such an aggregate cyber-physical system can be subject to cyber attacks. One of the ways to counter cyberattacks is state estimation. State Estimation is used to identify the present power system operating state and eliminating metering errors and corrupted data. In particular, when a real measurement is replaced by a false one by a malefactor or a failure in the functioning of communication channels occurs, it is possible to detect false data and restore them. However, there is a class of cyberattacks, so-called False Data Injection Attack, aimed at distorting the results of the state estimation. The aim of the research was to develop a state estimation algorithm, which is able to work in the presence of cyber-attack with high accuracy.METHODS. The authors propose a Multi-Model Forecasting-Aided State Estimation method based on multi-model discrete tracking parameter estimation by the Kalman filter. The multimodal state estimator consisted of three single state estimators, which produced single estimates using different forecasting models. In this paper only linear forecasting models were considered, such as autoregression model, vector autoregression model and Holt’s exponen tial smoothing. When we obtained the multi-model estimate as the weighted sum of the single-model estimates. Cyberattack detection was implemented through innovative and residual analysis. The analysis of the proposed algorithm performance was carried out by simulation modeling using the example of a IEEE 30-bus system in Matlab.RESULTS. The paper describes an false data injection cyber attack and its specific impact on power system state estimation. A Multi - Model Forecasting-Aided State Estimation algorithm has been developed, which allows detecting cyber attacks and recovering corrupted data. Simulation of the algorithm has been carried out and its efficiency has been proved.CONCLUSION. The results showed the cyber attack detection rate of 100%. The Multi-Model Forecasting-Aided State Estimation is an protective measure against the impact of cyber attacks on power system.

Task Scheduling in Fog Node within the Tactical Cloud

Fog computing architecture competent to support the mission-oriented network-centric warfare provides the framework for a tactical cloud in this work. The tactical cloud becomes situation-aware of the war from the information relayed by fog nodes (FNs) on the battlefield. This work aims to sustain the network of FNs by maintaining the operational efficiency of the FNs on the battlefield at the tactical edge. The proposed solution monitors and predicts the likely overloading of an FN using the long short-term memory model through a buddy FN at the fog server (FS). This paper also proposes randomised task scheduling (RTS) algorithm to avert the likely overloading of an FN by pre-empting tasks from the FN and scheduling them to another FN. The experimental results demonstrate that RTS with linear complexity has a schedulability measure 8% - 26% higher than that of other base scheduling algorithms. The results show that the LSTM model has low mean absolute error compared to other time-series forecasting models.

Forecasting carbon futures price: a hybrid method incorporating fuzzy entropy and extreme learning machine

In this paper, we propose a novel hybrid model that extends prior work involving ensemble empirical mode decomposition (EEMD) by using fuzzy entropy and extreme learning machine (ELM) methods. We demonstrate this 3-stage model by applying it to forecast carbon futures prices which are characterized by chaos and complexity. First, we employ the EEMD method to decompose carbon futures prices into a couple of intrinsic mode functions (IMFs) and one residue. Second, the fuzzy entropy and K-means clustering methods are used to reconstruct the IMFs and the residue to obtain three reconstructed components, specifically a high frequency series, a low frequency series, and a trend series. Third, the ARMA model is implemented for the stationary high and low frequency series, while the extreme learning machine (ELM) model is utilized for the non-stationary trend series. Finally, all the component forecasts are aggregated to form final forecasts of the carbon price for each model. The empirical results show that the proposed reconstruction algorithm can bring more than 40% improvement in prediction accuracy compared to the traditional fine-to-coarse reconstruction algorithm under the same forecasting framework. The hybrid forecasting model proposed in this paper also well captures the direction of the price changes, with strong and robust forecasting ability, which is significantly better than the single forecasting models and the other hybrid forecasting models.

Event-Based Evaluation of Electricity Price Ensemble Forecasts

The present paper considers the problem of choosing among a collection of competing electricity price forecasting models to address a stochastic decision-making problem. We propose an event-based evaluation framework applicable to any optimization problem, where uncertainty is captured through ensembles. The task of forecast evaluation is simplified from assessing a multivariate distribution over prices to assessing a univariate distribution over a binary outcome directly linked to the underlying decision-making problem. The applicability of our framework is demonstrated for two exemplary profit-maximization problems of a risk-neutral energy trader, (i) the optimal operation of a pumped-hydro storage plant and (ii) the optimal trading of subsidized renewable energy in Germany. We compare and contrast the approach with the full probabilistic and profit–loss-based evaluation frameworks. It is concluded that the event-based evaluation framework more reliably identifies economically equivalent forecasting models, and in addition, the results suggest that an event-based evaluation specifically tailored to the rare event is crucial for decision-making problems linked to rare events.