This paper presents a novel deep learning architecture for short term load forecasting of building energy loads. The architecture is based on a simple base learner and multiple boosting systems that are modelled as a single deep neural network. The architecture transforms the original multivariate time series into multiple cascading univariate time series. Together with sparse interactions, parameter sharing and equivariant representations, this approach makes it possible to combat against overfitting while still achieving good presentation power with a deep network architecture. The architecture is evaluated in several short-term load forecasting tasks with energy data from an office building in Finland. The proposed architecture outperforms state-of-the-art load forecasting model in all the tasks.
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…
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.
Precisely forecasting wind speed is essential for wind power producers and grid operators. However, this task is challenging due to the stochasticity of wind speed. To accurately predict short-term wind speed under uncertainties, this paper proposed a multi-variable stacked LSTMs model (MSLSTM). The proposed method utilizes multiple historical meteorological variables, such as wind speed, temperature, humidity, pressure, dew point and solar radiation to accurately predict wind speeds. The prediction performance is extensively assessed using real data collected in West Texas, USA. The experimen…
Swami Vivekananda Institute of Science & Technology（斯瓦米·维韦卡南达科学技术学院）；Department of Computer Science and Engineering（计算机科学与工程系）
Photovoltaic power is a renewable source of energy which is highly used in industries. In economically struggling countries it can be a potential source of electric energy as other non-renewable resources are already exhausting. Now if installation of a photovoltaic cell in a region is done prior to research, it may not provide the desired energy output required for running that region. Hence forecasting is required which can elicit the output from a particular region considering its geometrical coordinates, solar parameter like GHI and weather parameters like temperature and wind speed etc. O…
Nanjing Audit University（南京审计大学）；Southwestern University of Finance and Economics（西南财经大学）
Forecasting stock market direction is always an amazing but challenging problem in finance. Although many popular shallow computational methods (such as Backpropagation Network and Support Vector Machine) have extensively been proposed, most algorithms have not yet attained a desirable level of applicability. In this paper, we present a deep learning model with strong ability to generate high level feature representations for accurate financial prediction. Precisely, a stacked denoising autoencoder (SDAE) from deep learning is applied to predict the daily CSI 300 index, from Shanghai and Shenz…
The Commonwealth Scientific and Industrial Research Organisation (CSIRO)（联邦科学与工业研究组织）
In this paper, the process of forecasting household energy consumption is studied within the framework of the nonparametric Gaussian Process (GP), using multiple short time series data. As we begin to use smart meter data to paint a clearer picture of residential electricity use, it becomes increasingly apparent that we must also construct a detailed picture and understanding of consumer's complex relationship with gas consumption. Both electricity and gas consumption patterns are highly dependent on various factors, and the intricate interplay of these factors is sophisticated. Moreover, sinc…
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…
Extreme weather amplified by climate change is causing increasingly devastating impacts across the globe. The current use of physics-based numerical weather prediction (NWP) limits accuracy due to high computational cost and strict time-to-solution limits. We report that a data-driven deep learning Earth system emulator, FourCastNet, can predict global weather and generate medium-range forecasts five orders-of-magnitude faster than NWP while approaching state-of-the-art accuracy. FourCast-Net is optimized and scales efficiently on three supercomputing systems: Selene, Perlmutter, and JUWELS Bo…
Bigo Inc.（Bigo公司）；Beihang University（北京航空航天大学）；IBM China CIC（IBM中国创新中心）；The Chinese University of Hong Kong, Shenzhen（香港中文大学（深圳））
We present a probabilistic forecasting framework based on convolutional neural network for multiple related time series forecasting. The framework can be applied to estimate probability density under both parametric and non-parametric settings. More specifically, stacked residual blocks based on dilated causal convolutional nets are constructed to capture the temporal dependencies of the series. Combined with representation learning, our approach is able to learn complex patterns such as seasonality, holiday effects within and across series, and to leverage those patterns for more accurate for…
A year following the initial COVID-19 outbreak in China, many countries have approved emergency vaccines. Public-health practitioners and policymakers must understand the predicted populational willingness for vaccines and implement relevant stimulation measures. This study developed a framework for predicting vaccination uptake rate based on traditional clinical data-involving an autoregressive model with autoregressive integrated moving average (ARIMA)- and innovative web search queries-involving a linear regression with ordinary least squares/least absolute shrinkage and selection operator,…
University of Hyogo（兵库大学）；Nagoya Institute of Technology（名古屋工业大学）
Background: Recently, a high number of daily positive COVID-19 cases have been reported in regions with relatively high vaccination rates; hence, booster vaccination has become necessary. In addition, infections caused by the different variants and correlated factors have not been discussed in depth. With large variabilities and different co-factors, it is difficult to use conventional mathematical models to forecast the incidence of COVID-19. Methods: Machine learning based on long short-term memory was applied to forecasting the time series of new daily positive cases (DPC), serious cases, h…
Beijing University of Posts and Telecommunications（北京邮电大学）；Didi Research Institute, Didi Chuxing（滴滴出行滴滴研究院）
Traffic forecasting is one canonical example of spatial-temporal learning task in Intelligent Traffic System. Existing approaches capture spatial dependency with a pre-determined matrix in graph convolution neural operators. However, the explicit graph structure losses some hidden representations of relationships among nodes. Furthermore, traditional graph convolution neural operators cannot aggregate long-range nodes on the graph. To overcome these limits, we propose a novel network, Spatial-Temporal Adaptive graph convolution with Attention Network (STAAN) for traffic forecasting. Firstly, w…
Meta；Czestochowa University of Technology（琴斯托霍瓦工业大学）
In this paper, we propose a new short-term load forecasting (STLF) model based on contextually enhanced hybrid and hierarchical architecture combining exponential smoothing (ES) and a recurrent neural network (RNN). The model is composed of two simultaneously trained tracks: the context track and the main track. The context track introduces additional information to the main track. It is extracted from representative series and dynamically modulated to adjust to the individual series forecasted by the main track. The RNN architecture consists of multiple recurrent layers stacked with hierarchi…
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）
An Explainable, Attention-Enhanced, Bidirectional Long Short-Term Memory Neural Network for Joint 48-Hour Forecasting of Temperature, Irradiance, and Relative Humidity
Deep Frequency Derivative Learning for Non-stationary Time Series Forecasting
University of Oxford（牛津大学）；Beijing Institute of Technology（北京理工大学）；Jilin University（吉林大学）；Chinese Academy of Science（中国科学院）；Tongji University（同济大学）；Hefei University of Technology（合肥工业大学）
University of California San Diego（加利福尼亚大学圣迭戈分校）；Microsoft Research（微软研究院）；Microsoft Gray Systems Lab（微软格雷系统实验室）；Microsoft（微软公司）；SmartApps（SmartApps公司）
FuXi-Ocean: A Global Ocean Forecasting System with Sub-Daily Resolution
Artificial Intelligence Innovation and Incubation Institute, Fudan University（复旦大学人工智能创新与孵化院）；Shanghai Innovation Institute（上海创新研究院）；School of Marine Science and Technology,Tianjin University（天津大学海洋科学与技术学院）
CANet: ChronoAdaptive Network for Enhanced Long-Term Time Series Forecasting under Non-Stationarity
organization= Department of Computer Engineering , addressline= Middle East Technical University , city= Ankara , postcode= 06800 , country= Turkey；organization= METU-BILTIR CAD/CAM \& Robotics Research Center , addressline= Middle East Technical University , city= Ankara , postcode= 06800 , country= Turkey
Proportional integral derivative booster for neural networks-based time-series prediction: Case of water demand prediction
School of Automation and Electrical Engineering, University of Science and Technology Beijing（自动化与电气工程学院，北京科技大学）；Institute of Artificial Intelligence, University of Science and Technology Beijing（人工智能研究院，北京科技大学）；Bogazici University, Istanbul Turkey（博亚奇大学，伊斯坦布尔土耳其）
Agricultural Recommendation System based on Deep Learning: A Multivariate Weather Forecasting Approach
Chittagong University of Engineering & Technology（吉大港工程技术大学）；Khulna University of Engineering & Technology（库尔纳工程技术大学）；University of Illinois at Chicago（芝加哥大学伊利诺伊分校）；Khulna Agricultural University（库尔纳农业大学）；Edith Cowan University（伊迪丝·考恩大学）
Southeast University（东南大学）；Technical University of Denmark（丹麦技术大学）
The urban transportation system is a combination of multiple transport modes, and the interdependencies across those modes exist. This means that the travel demand across different travel modes could be correlated as one mode may receive demand from or create demand for another mode, not to mention natural correlations between different demand time series due to general demand flow patterns across the network. It is expectable that cross-modal ripple effects become more prevalent, with Mobility as a Service. Therefore, by propagating demand data across modes, a better demand prediction could b…
Academy of Mathematics and Systems Science, Chinese Academy of Sciences（中国科学院数学与系统科学研究院）；University of Chinese Academy of Sciences（中国科学院大学）；Center for Forecasting Science, Chinese Academy of Sciences（中国科学院预测科学研究中心）
The availability of tourism-related big data increases the potential to improve the accuracy of tourism demand forecasting, but presents significant challenges for forecasting, including curse of dimensionality and high model complexity. A novel bagging-based multivariate ensemble deep learning approach integrating stacked autoencoders and kernel-based extreme learning machines (B-SAKE) is proposed to address these challenges in this study. By using historical tourist arrival data, economic variable data and search intensity index (SII) data, we forecast tourist arrivals in Beijing from four c…
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) …
Imperial College London（伦敦帝国学院）；University of Exeter（埃克塞特大学）；Met Office（英国气象局）
The success of deep learning techniques over the last decades has opened up a new avenue of research for weather forecasting. Here, we take the novel approach of using a neural network to predict full probability density functions at each point in space and time rather than a single output value, thus producing a probabilistic weather forecast. This enables the calculation of both uncertainty and skill metrics for the neural network predictions, and overcomes the common difficulty of inferring uncertainty from these predictions. This approach is data-driven and the neural network is trained on…
Electricity load forecasting is crucial for the power systems' planning and maintenance. However, its un-stationary and non-linear characteristics impose significant difficulties in anticipating future demand. This paper proposes a novel ensemble deep Random Vector Functional Link (edRVFL) network for electricity load forecasting. The weights of hidden layers are randomly initialized and kept fixed during the training process. The hidden layers are stacked to enforce deep representation learning. Then, the model generates the forecasts by ensembling the outputs of each layer. Moreover, we also…
Hong Kong University of Science and Technology（香港科技大学）；Zhejiang University（浙江大学）
Short-term passenger demand forecasting is of great importance to the on-demand ride service platform, which can incentivize vacant cars moving from over-supply regions to over-demand regions. The spatial dependences, temporal dependences, and exogenous dependences need to be considered simultaneously, however, which makes short-term passenger demand forecasting challenging. We propose a novel deep learning (DL) approach, named the fusion convolutional long short-term memory network (FCL-Net), to address these three dependences within one end-to-end learning architecture. The model is stacked …
The University of Louisiana at Lafayette（路易斯安那大学拉斐特分校）；University of Pennsylvania（宾夕法尼亚大学）
Blood glucose (BG) management is crucial for type-1 diabetes patients resulting in the necessity of reliable artificial pancreas or insulin infusion systems. In recent years, deep learning techniques have been utilized for a more accurate BG level prediction system. However, continuous glucose monitoring (CGM) readings are susceptible to sensor errors. As a result, inaccurate CGM readings would affect BG prediction and make it unreliable, even if the most optimal machine learning model is used. In this work, we propose a novel approach to predicting blood glucose level with a stacked Long shor…
Short-term traffic forecasting based on deep learning methods, especially long short-term memory (LSTM) neural networks, has received much attention in recent years. However, the potential of deep learning methods in traffic forecasting has not yet fully been exploited in terms of the depth of the model architecture, the spatial scale of the prediction area, and the predictive power of spatial-temporal data. In this paper, a deep stacked bidirectional and unidirectional LSTM (SBU- LSTM) neural network architecture is proposed, which considers both forward and backward dependencies in time seri…
Bareilly College（巴雷利学院）；Jawaharlal Nehru University（贾瓦哈拉尔·尼赫鲁大学）；CSIR-Central Electronics Engineering Research Institute（CSIR-中央电子工程研究所）
To combat the recent coronavirus disease 2019 (COVID-19), academician and clinician are in search of new approaches to predict the COVID-19 outbreak dynamic trends that may slow down or stop the pandemic. Epidemiological models like Susceptible-Infected-Recovered (SIR) and its variants are helpful to understand the dynamics trend of pandemic that may be used in decision making to optimize possible controls from the infectious disease. But these epidemiological models based on mathematical assumptions may not predict the real pandemic situation. Recently the new machine learning approaches are …
Enhanced LFTSformer: A Novel Long-Term Financial Time Series Prediction Model Using Advanced Feature Engineering and the DS Encoder Informer Architecture
School of Mathematica, Shanghai University of Finance and Economics（上海财经大学数学学院）；Faculty of Electronic and Information Engineering, Xi'an Jiaotong University（西安交通大学电子与信息工程学院）；School of Computing Information System, The University of Melbourne（墨尔本大学计算信息系统学院）
