Stream-flow forecasting for small rivers has always been of great importance, yet comparatively challenging due to the special features of rivers with smaller volume. Artificial Intelligence (AI) methods have been employed in this area for long, but improvement of forecast quality is still on the way. In this paper, we tried to provide a new method to do the forecast using the Long-Short Term Memory (LSTM) deep learning model, which aims in the field of time-series data. Utilizing LSTM, we collected the stream flow data from one hydrologic station in Tunxi, China, and precipitation data from 11 rainfall stations around to forecast the stream flow data from that hydrologic station 6 hours in the future. We evaluated the prediction results using three criteria: root mean square error (RMSE), mean absolute error (MAE), and coefficient of determination (R^2). By comparing LSTM's prediction with predictions of Support Vector Regression (SVR) and Multilayer Perceptions (MLP) models, we showed that LSTM has better performance, achieving RMSE of 82.007, MAE of 27.752, and R^2 of 0.970. We also did extended experiments on LSTM model, discussing influence factors of its performance.
RiverMamba: A State Space Model for Global River Discharge and Flood Forecasting
Institute of Computer Science, University of Bonn（波恩大学计算机科学研究所）；Lamarr Institute for Machine Learning and Artificial Intelligence（拉马尔人工智能与机器学习研究所）；Institute of Bio- and Geosciences Agrosphere (IBG-3), Research Centre Jülich（茹里奇研究中心生物与地质科学农业球面研究所）；Centre for High-Performance Scientific Computing in Terrestrial Systems, Geoverbund ABC/J, Jülich（地球系统高性能科学计算中心，Geoverbund ABC/J，茹里奇）
While LSTMs show increasingly promising results for forecasting Financial Time Series (FTS), this paper seeks to assess if attention mechanisms can further improve performance. The hypothesis is that attention can help prevent long-term dependencies experienced by LSTM models. To test this hypothesis, the main contribution of this paper is the implementation of an LSTM with attention. Both the benchmark LSTM and the LSTM with attention were compared and both achieved reasonable performances of up to 60% on five stocks from Kaggle's Two Sigma dataset. This comparative analysis demonstrates that…
Khulna University of Engineering & Technology（库尔纳工程技术大学）
A ventilator simulation system can make mechanical ventilation easier and more effective. As a result, predicting a patient's ventilator pressure is essential when designing a simulation ventilator. We suggested a hybrid deep learning-based approach to forecast required ventilator pressure for patients. This system is made up of Bi-LSTM and Bi-GRU networks. The SELU activation function was used in our proposed model. MAE and MSE were used to examine the accuracy of the proposed model so that our proposed methodology can be applied to real-world problems. The model performed well against test d…
This paper compares recurrent neural networks (RNNs) with different types of gated cells for forecasting time series with multiple seasonality. The cells we compare include classical long short term memory (LSTM), gated recurrent unit (GRU), modified LSTM with dilation, and two new cells we proposed recently, which are equipped with dilation and attention mechanisms. To model the temporal dependencies of different scales, our RNN architecture has multiple dilated recurrent layers stacked with hierarchical dilations. The proposed RNN produces both point forecasts and predictive intervals (PIs) …
Computational tools for forecasting yields and prices for fresh produce have been based on traditional machine learning approaches or time series modelling. We propose here an alternate approach based on deep learning algorithms for forecasting strawberry yields and prices in Santa Barbara county, California. Building the proposed forecasting model comprises three stages: first, the station-based ensemble model (ATT-CNN-LSTM-SeriesNet_Ens) with its compound deep learning components, SeriesNet with Gated Recurrent Unit (GRU) and Convolutional Neural Network LSTM with Attention layer (Att-CNN-LS…
Modern decision-making in fixed income asset management benefits from intelligent systems, which involve the use of state-of-the-art machine learning models and appropriate methodologies. We conduct the first study of bond yield forecasting using long short-term memory (LSTM) networks, validating its potential and identifying its memory advantage. Specifically, we model the 10-year bond yield using univariate LSTMs with three input sequences and five forecasting horizons. We compare those with multilayer perceptrons (MLP), univariate and with the most relevant features. To demystify the notion…
In this paper, we propose multi-variable LSTM capable of accurate forecasting and variable importance interpretation for time series with exogenous variables. Current attention mechanism in recurrent neural networks mostly focuses on the temporal aspect of data and falls short of characterizing variable importance. To this end, the multi-variable LSTM equipped with tensorized hidden states is developed to learn hidden states for individual variables, which give rise to our mixture temporal and variable attention. Based on such attention mechanism, we infer and quantify variable importance. Ext…
This work presents a Long Short-Term Memory (LSTM) network for forecasting a monthly electricity demand time series with a one-year horizon. The novelty of this work is the use of pattern representation of the seasonal time series as an alternative to decomposition. Pattern representation simplifies the complex nonlinear and nonstationary time series, filtering out the trend and equalizing variance. Two types of patterns are defined: x-pattern and y-pattern. The former requires additional forecasting for the coding variables. The latter determines the coding variables from the process history.…
Hydra-LSTM: A semi-shared Machine Learning architecture for prediction across Watersheds
University of Reading（雷丁大学）；European Centre for Medium-Range Weather Forecasts (ECMWF)（欧洲中期天气预报中心）；National Center for Atmospheric Research (NCAR)（美国国家大气研究中心）；National Centre for Atmospheric Science（国家大气科学中心）
University of Luxembourg（卢森堡大学）；University of Oxford（牛津大学）；RSS-Hydro；University of Bristol（布里斯托尔大学）；University of Helsinki（赫尔辛基大学）；University of Ghent（根特大学）；University of Cambridge（剑桥大学）；University of Valencia（瓦伦西亚大学）
Reliable prediction of river floods in the first 72 hours can reduce harm because emergency agencies have sufficient time to prepare and deploy for help at the scene. Such river flood prediction models already exist and perform relatively well in most high-income countries. But, due to the limited availability of data, these models are lacking in low-income countries. Here, we offer the first global river flood prediction framework based on the newly published Caravan dataset. Our framework aims to serve as a benchmark for future global river flood prediction research. To support generalizabil…
National Technical University of Athens（雅典国家技术大学）；Hellenic Air Force（希腊空军）
Delivering useful hydrological forecasts is critical for urban and agricultural water management, hydropower generation, flood protection and management, drought mitigation and alleviation, and river basin planning and management, among others. In this work, we present and appraise a new simple and flexible methodology for hydrological time series forecasting. This methodology relies on (a) at least two individual forecasting methods and (b) the median combiner of forecasts. The appraisal is made by using a big dataset consisted of 90-year-long mean annual river flow time series from approxima…
Long Short-Term Memory (LSTM) is a well-known method used widely on sequence learning and time series prediction. In this paper we deployed stacked LSTM model in an application of weather forecasting. We propose a 2-layer spatio-temporal stacked LSTM model which consists of independent LSTM models per location in the first LSTM layer. Subsequently, the input of the second LSTM layer is formed based on the combination of the hidden states of the first layer LSTM models. The experiments show that by utilizing the spatial information the prediction performance of the stacked LSTM model improves i…
Groundwater is a precious natural resource. Groundwater level (GWL) forecasting is crucial in the field of water resource management. Measurement of GWL from observation-wells is the principle source of information about the aquifer and is critical to its evaluation. Most part of the Udupi district of Karnataka State in India consists of geological formations: lateritic terrain and gneissic complex. Due to the topographical ruggedness and inconsistency in rainfall, the GWL in Udupi region is declining continually and most of the open wells are drying-up during the summer. Hence, the current re…
Frequency-Aware Attention-LSTM for PM$_{2.5}$ Time Series Forecasting
Institute of Software Chinese Academy of Sciences（中国科学院软件研究所）；College of Computer Science and AI Southwest Minzu University（西南民族大学计算机科学与人工智能学院）；School of Information Technology Guangxi Police College（广西警察学院信息技术学院）
Coronavirus disease 2019 (COVID-19) is a global public health crisis that has been declared a pandemic by World Health Organization. Forecasting country-wise COVID-19 cases is necessary to help policymakers and healthcare providers prepare for the future. This study explores the performance of several Long Short-Term Memory (LSTM) models and Auto-Regressive Integrated Moving Average (ARIMA) model in forecasting the number of confirmed COVID-19 cases. Time series of daily cumulative COVID-19 cases were used for generating 1-day, 3-day, and 5-day forecasts using several LSTM models and ARIMA. Tw…
Overcoming Data Limitations in Internet Traffic Forecasting: LSTM Models with Transfer Learning and Wavelet Augmentation
Department of Computer Science, University of Northern British Columbia（北坎伯兰大学计算机科学系）；Department of Computer Science, Western University（西部大学计算机科学系）；Juniper Networks
The financial market trend forecasting method is emerging as a hot topic in financial markets today. Many challenges still currently remain, and various researches related thereto have been actively conducted. Especially, recent research of neural network-based financial market trend prediction has attracted much attention. However, previous researches do not deal with the financial market forecasting method based on LSTM which has good performance in time series data. There is also a lack of comparative analysis in the performance of neural network-based prediction techniques and traditional …
Unlocking the Power of LSTM for Long Term Time Series Forecasting
University of Oxford（牛津大学）；The Hong Kong University of Science and Technology (Guangzhou)（香港科技大学（广州））；Princeton University（普林斯顿大学）；Alibaba Group（阿里巴巴集团）；Duke Kunshan University（昆山杜克大学）；Squirrel AI（松鼠AI）
An LSTM-PINN Hybrid Method to the specific problem of population forecasting
Nanophotonics and Biophotonics Key Laboratory of Jilin Province, School of Physics, Changchun University of Science and Technology（吉林省纳米光子与生物光子重点实验室，长春理工大学物理学院）
State-of-the-art forecasting methods using Recurrent Neural Net- works (RNN) based on Long-Short Term Memory (LSTM) cells have shown exceptional performance targeting short-horizon forecasts, e.g given a set of predictor features, forecast a target value for the next few time steps in the future. However, in many applica- tions, the performance of these methods decays as the forecasting horizon extends beyond these few time steps. This paper aims to explore the challenges of long-horizon forecasting using LSTM networks. Here, we illustrate the long-horizon forecasting problem in datasets from …
Machine learning methods trained on raw numerical time series data exhibit fundamental limitations such as a high sensitivity to the hyper parameters and even to the initialization of random weights. A combination of a recurrent neural network with a dimension-reducing symbolic representation is proposed and applied for the purpose of time series forecasting. It is shown that the symbolic representation can help to alleviate some of the aforementioned problems and, in addition, might allow for faster training without sacrificing the forecast performance.
We introduce a data-driven forecasting method for high-dimensional chaotic systems using long short-term memory (LSTM) recurrent neural networks. The proposed LSTM neural networks perform inference of high-dimensional dynamical systems in their reduced order space and are shown to be an effective set of nonlinear approximators of their attractor. We demonstrate the forecasting performance of the LSTM and compare it with Gaussian processes (GPs) in time series obtained from the Lorenz 96 system, the Kuramoto-Sivashinsky equation and a prototype climate model. The LSTM networks outperform the GP…
Accelerating HEC-RAS: A Recurrent Neural Operator for Rapid River Forecasting
Gulf States Center for Env. Informatics（环境信息中心）；University of New Orleans（新奥尔良大学）；CoDiS-Lab ISDS；Graz Technical University of Technology（格拉茨技术大学）；Center for Geospatial Sciences（地理空间科学中心）；Naval Research Laboratory（海军研究实验室）；US Army Corps of Engineers（美国陆军工程兵团）；Vicksburg District（维克斯堡分局）；New Orleans District（新奥尔良分局）；Graz University of Technology（格拉茨大学）；Ocean Sciences Division（海洋科学分会）
Beyond Limits Inc（Beyond Limits公司）；University of Southern California（南加州大学）
Long Short-Term Memory (LSTM) neural networks have been widely used for time series forecasting problems. However, LSTMs are prone to overfitting and performance reduction during test phases. Several different regularization techniques have been shown in literature to prevent overfitting problems in neural networks. In this paper, first, we introduce application of kernel flow methods for time series forecasting in general. Afterward, we examine the effectiveness of applying kernel flow regularization on LSTM layers to avoid overfitting problems. We describe a regularization method by applying…
Streamflow forecasting is key to effectively managing water resources and preparing for the occurrence of natural calamities being exacerbated by climate change. Here we use the concept of fast and slow flow components to create a new mass-conserving Long Short-Term Memory (LSTM) neural network model. It uses hydrometeorological time series and catchment attributes to predict daily river discharges. Preliminary results evidence improvement in skills for different scores compared to the recent literature.
Military Institute of Science & Technology (MIST)（军事科学技术学院）；Bangladesh University of Professionals (BUP)（孟加拉国专业大学）
Demand forecasting in power sector has become an important part of modern demand management and response systems with the rise of smart metering enabled grids. Long Short-Term Memory (LSTM) shows promising results in predicting time series data which can also be applied to power load demand in smart grids. In this paper, an LSTM based model using neural network architecture is proposed to forecast power demand. The model is trained with hourly energy and power usage data of four years from a smart grid. After training and prediction, the accuracy of the model is compared against the traditiona…
Beihang University（北京航空航天大学）；University of Washington（华盛顿大学）
Accurate and reliable traffic forecasting for complicated transportation networks is of vital importance to modern transportation management. The complicated spatial dependencies of roadway links and the dynamic temporal patterns of traffic states make it particularly challenging. To address these challenges, we propose a new capsule network (CapsNet) to extract the spatial features of traffic networks and utilize a nested LSTM (NLSTM) structure to capture the hierarchical temporal dependencies in traffic sequence data. A framework for network-level traffic forecasting is also proposed by sequ…
Quantum Long Short-Term Memory (QLSTM) vs Classical LSTM in Time Series Forecasting: A Comparative Study in Solar Power Forecasting
National University of Sciences and Technology（国家科学技术大学）；Ghulam Ishaq Khan Institute of Engineering Sciences and Technology（古拉姆·伊沙克·汗工程科学与技术学院）；King Abdulaziz University（阿卜杜勒阿齐兹国王大学）；Uppsala University（乌普萨拉大学）
Long Short-Term Memory (LSTM) networks are often used to capture temporal dependency patterns. By stacking multi-layer LSTM networks, it can capture even more complex patterns. This paper explores the effectiveness of applying stacked LSTM networks in the time series prediction domain, specifically, the traffic volume forecasting. Being able to predict traffic volume more accurately can result in better planning, thus greatly reduce the operation cost and improve overall efficiency.
The release of toxic gases by industries, emissions from vehicles, and an increase in the concentration of harmful gases and particulate matter in the atmosphere are all contributing factors to the deterioration of the quality of the air. Factors such as industries, urbanization, population growth, and the increased use of vehicles contribute to the rapid increase in pollution levels, which can adversely impact human health. This paper presents a model for forecasting the air quality index in Nigeria using the Bi-directional LSTM model. The air pollution data was downloaded from an online data…
The spread of COVID-19 has coincided with the rise of Graph Neural Networks (GNNs), leading to several studies proposing their use to better forecast the evolution of the pandemic. Many such models also include Long Short Term Memory (LSTM) networks, a common tool for time series forecasting. In this work, we further investigate the integration of these two methods by implementing GNNs within the gates of an LSTM and exploiting spatial information. In addition, we introduce a skip connection which proves critical to jointly capture the spatial and temporal patterns in the data. We validate our…
Short-term traffic forecasting based on deep learning methods, especially recurrent neural networks (RNN), has received much attention in recent years. However, the potential of RNN-based models in traffic forecasting has not yet been fully exploited in terms of the predictive power of spatial-temporal data and the capability of handling missing data. In this paper, we focus on RNN-based models and attempt to reformulate the way to incorporate RNN and its variants into traffic prediction models. A stacked bidirectional and unidirectional LSTM network architecture (SBU-LSTM) is proposed to assi…
