Weather forecasting benefits us in various ways from farmers in cultivation and harvesting their crops to airlines to schedule their flights. Weather forecasting is a challenging task due to the chaotic nature of the atmosphere. Therefore lot of research attention has drawn to obtain the benefits and to overcome the challenges of weather forecasting. This paper compares ARIMA (Auto Regressive Integrated Moving Average) model and deep learning models to forecast temperature. The deep learning model consists of one dimensional convolutional layers to extract spatial features and LSTM layers to extract temporal features. Both of these models are applied to hourly temperature data set from Szeged, Hungry. According to the experimental results deep learning model was able to perform better than the traditional ARIMA methodology.
Enhancing Time Series Forecasting via a Parallel Hybridization of ARIMA and Polynomial Classifiers
HCMC University of Technology and Education（胡志明市技术教育大学）；Indigo Technology Systems JSC（Indigo 科技系统股份公司）；International University-VNU-HCM（越南国立大学胡志明市国际大学）
From ARIMA to Attention: Power Load Forecasting Using Temporal Deep Learning
Department of Computer Science and Engineering（计算机科学与工程系）；Vellore Institute of Technology（韦洛雷理工学院）；Department of Electronics and Communication Engineering（电子与通信工程系）；Bharat Institute of Engineering and Technology（巴拉特工程与技术学院）
School of Computer Science and Technology（计算机科学与技术学院）；Taiyuan Normal University（太原师范学院）；Institute of Computer Science（计算机科学研究所）；University of Göttingen（哥廷根大学）；James Watt School of Engineering（詹姆斯·瓦特工程学院）；University of Glasgow（格拉斯哥大学）；Laboratory of Intelligent Home Appliances（智能家电实验室）；College of Science and Technology（科学与技术学院）；Ningbo University（宁波大学）
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…
Middle East Technical University（中东技术大学）；Massachusetts Institute of Technology（麻省理工学院）
Many applications in different domains produce large amount of time series data. Making accurate forecasting is critical for many decision makers. Various time series forecasting methods exist which use linear and nonlinear models separately or combination of both. Studies show that combining of linear and nonlinear models can be effective to improve forecasting performance. However, some assumptions that those existing methods make, might restrict their performance in certain situations. We provide a new Autoregressive Integrated Moving Average (ARIMA)-Artificial Neural Network(ANN) hybrid me…
Forecasting time series data is an important subject in economics, business, and finance. Traditionally, there are several techniques to effectively forecast the next lag of time series data such as univariate Autoregressive (AR), univariate Moving Average (MA), Simple Exponential Smoothing (SES), and more notably Autoregressive Integrated Moving Average (ARIMA) with its many variations. In particular, ARIMA model has demonstrated its outperformance in precision and accuracy of predicting the next lags of time series. With the recent advancement in computational power of computers and more imp…
Huawei Noah’s Ark Lab（华为诺亚方舟实验室）；Tongji University（同济大学）；The University of Hong Kong（香港大学）；The Skolkovo Institute of Science and Technology（斯科尔科沃科学技术研究院）；Nagoya Institute of Technology（名古屋工业大学）；RIKEN Center for Advanced Intelligence Project（理化学研究所先进智能项目中心）
This work proposes a novel approach for multiple time series forecasting. At first, multi-way delay embedding transform (MDT) is employed to represent time series as low-rank block Hankel tensors (BHT). Then, the higher-order tensors are projected to compressed core tensors by applying Tucker decomposition. At the same time, the generalized tensor Autoregressive Integrated Moving Average (ARIMA) is explicitly used on consecutive core tensors to predict future samples. In this manner, the proposed approach tactically incorporates the unique advantages of MDT tensorization (to exploit mutual cor…
Hainan University（海南大学）；University of Chinese Academy of Science（中国科学院大学）
Traffic flow forecasting is hot spot research of intelligent traffic system construction. The existing traffic flow prediction methods have problems such as poor stability, high data requirements, or poor adaptability. In this paper, we define the traffic data time singularity ratio in the dropout module and propose a combination prediction method based on the improved long short-term memory neural network and time series autoregressive integrated moving average model (SDLSTM-ARIMA), which is derived from the Recurrent Neural Networks (RNN) model. It compares the traffic data time singularity …
National Institute of Technology, Delhi（德里国家理工学院）；Indian Institute of Technology, Roorkee（印度理工学院鲁尔基分校）
Time series forecasting methods play critical role in estimating the spread of an epidemic. The coronavirus outbreak of December 2019 has already infected millions all over the world and continues to spread on. Just when the curve of the outbreak had started to flatten, many countries have again started to witness a rise in cases which is now being referred as the 2nd wave of the pandemic. A thorough analysis of time-series forecasting models is therefore required to equip state authorities and health officials with immediate strategies for future times. This aims of the study are three-fold: …
Machine Learning and ARIMA Model Averaging for Adaptive Public Health Forecasting: Comparative Evaluation and an Ontario COVID-19 Case Study
Public Health Ontario（安大略省公共卫生局）；Dalla Lana School of Public Health, University of Toronto（多伦多大学达拉·拉纳公共卫生学院）；University of Toronto（多伦多大学）；York University（约克大学）
Texas Tech University（德克萨斯理工大学）；Georgia Institute of Technology（佐治亚理工学院）
Machine and deep learning-based algorithms are the emerging approaches in addressing prediction problems in time series. These techniques have been shown to produce more accurate results than conventional regression-based modeling. It has been reported that artificial Recurrent Neural Networks (RNN) with memory, such as Long Short-Term Memory (LSTM), are superior compared to Autoregressive Integrated Moving Average (ARIMA) with a large margin. The LSTM-based models incorporate additional "gates" for the purpose of memorizing longer sequences of input data. The major question is that whether th…
Multimodal Physical Activity Forecasting in Free-Living Clinical Settings: Hunting Opportunities for Just-in-Time Interventions
College of Health Solutions, Arizona State University（亚利桑那州立大学健康解决方案学院）；School of Computing and Augmented Intelligence, Arizona State University（亚利桑那州立大学计算与增强智能学院）；Edson College of Nursing and Health Innovation, Arizona State University（亚利桑那州立大学埃德森护理与健康创新学院）
ARMA Block: A CNN-Based Autoregressive and Moving Average Module for Long-Term Time Series Forecasting
AI Lab, Grepp（Grepp人工智能实验室）；Department of Computer Science and Engineering, Hankuk University of Foreign Studies（韩国外国语大学计算机科学与工程系）；Department of Radiation Physics, The University of Texas MD Anderson Cancer Center（德克萨斯MD安德森癌症中心辐射物理系）
Politecnico di Milano（米兰理工大学）；AzaTec（AzaTec公司）；Walmart Global Tech India（沃尔玛印度全球技术公司）
Oil production forecasting is an important step in controlling the cost-effect and monitoring the functioning of petroleum reservoirs. As a result, oil production forecasting makes it easier for reservoir engineers to develop feasible projects, which helps to avoid risky investments and achieve long-term growth. As a result, reliable petroleum reservoir forecasting is critical for controlling and managing the effective cost of oil reservoirs. Oil production is influenced by reservoir qualities such as porosity, permeability, compressibility, fluid saturation, and other well operational paramet…
It is of extreme importance to monitor and manage the battery health to enhance the performance and decrease the maintenance cost of operating electric vehicles. This paper concerns the machine-learning-enabled state-of-health (SoH) prognosis for Li-ion batteries in electric trucks, where they are used as energy sources. The paper proposes methods to calculate SoH and cycle life for the battery packs. We propose autoregressive integrated modeling average (ARIMA) and supervised learning (bagging with decision tree as the base estimator; BAG) for forecasting the battery SoH in order to maximize …
Recurrent Neural Networks (RNN) have become competitive forecasting methods, as most notably shown in the winning method of the recent M4 competition. However, established statistical models such as ETS and ARIMA gain their popularity not only from their high accuracy, but they are also suitable for non-expert users as they are robust, efficient, and automatic. In these areas, RNNs have still a long way to go. We present an extensive empirical study and an open-source software framework of existing RNN architectures for forecasting, that allow us to develop guidelines and best practices for th…
Universidad Nacional de Colombia（哥伦比亚国立大学）；University of Florida（佛罗里达大学）
Accurate mechanisms for forecasting solar irradiance and insolation provide important information for the planning of renewable energy and agriculture projects as well as for environmental and socio-economical studies. This research introduces a pipeline for the one-day ahead forecasting of solar irradiance and insolation that only requires solar irradiance historical data for training. Furthermore, our approach is able to deal with missing data since it includes a data imputation state. In the prediction stage, we consider four data-driven approaches: Autoregressive Integrated Moving Average …
AKADEMIYA2063（2063学院）；International Food Policy Research Institute（国际食物政策研究所）
This paper applies a recurrent neural network (RNN) method to forecast cotton and oil prices. We show how these new tools from machine learning, particularly Long-Short Term Memory (LSTM) models, complement traditional methods. Our results show that machine learning methods fit reasonably well the data but do not outperform systematically classical methods such as Autoregressive Integrated Moving Average (ARIMA) models in terms of out of sample forecasts. However, averaging the forecasts from the two type of models provide better results compared to either method. Compared to the ARIMA and the…
AR-KAN: Autoregressive-Weight-Enhanced Kolmogorov-Arnold Network for Time Series Forecasting
School of Information Science and Engineering, Southeast University（东南大学信息科学与工程学院）；School of Economics and Management, Southeast University（东南大学经济管理学院）
EPFL（洛桑联邦理工学院）；Cyber-Defence Campus, armasuisse Science and Technology（瑞士联邦国防采购局科技网络防御园区）；University of Geneva（日内瓦大学）；University of Applied Sciences of Western Switzerland（瑞士西部应用科学大学）
Because of the considerable heterogeneity and complexity of the technological landscape, building accurate models to forecast is a challenging endeavor. Due to their high prevalence in many complex systems, S-curves are a popular forecasting approach in previous work. However, their forecasting performance has not been directly compared to other technology forecasting approaches. Additionally, recent developments in time series forecasting that claim to improve forecasting accuracy are yet to be applied to technological development data. This work addresses both research gaps by comparing the …
PALO ALTO NETWORKS（帕洛阿尔托网络公司）；ADVANCED APPLIED AI RESEARCH（高级应用人工智能研究院）
Time series forecasting is a fundamental task emerging from diverse data-driven applications. Many advanced autoregressive methods such as ARIMA were used to develop forecasting models. Recently, deep learning based methods such as DeepAr, NeuralProphet, Seq2Seq have been explored for time series forecasting problem. In this paper, we propose a novel time series forecast model, DeepGB. We formulate and implement a variant of Gradient boosting wherein the weak learners are DNNs whose weights are incrementally found in a greedy manner over iterations. In particular, we develop a new embedding ar…
Time series forecasting is essential for decision making in many domains. In this work, we address the challenge of predicting prices evolution among multiple potentially interacting financial assets. A solution to this problem has obvious importance for governments, banks, and investors. Statistical methods such as Auto Regressive Integrated Moving Average (ARIMA) are widely applied to these problems. In this paper, we propose to approach economic time series forecasting of multiple financial assets in a novel way via video prediction. Given past prices of multiple potentially interacting fin…
APPCAIR；BITS Pilani, K K Birla Goa Campus（皮拉尼比尔拉理工学院果阿校区）；TCS Research（塔塔咨询服务公司研究院）
Deep-learning techniques have been successfully used for time-series forecasting and have often shown superior performance on many standard benchmark datasets as compared to traditional techniques. Here we present a comprehensive and comparative study of performance of deep-learning techniques for forecasting prices in financial markets. We benchmark state-of-the-art deep-learning baselines, such as NBeats, etc., on data from currency as well as stock markets. We also generate synthetic data using a fuzzy-logic based model of demand driven by technical rules such as moving averages, which are …
Federated Learning for Global Carbon Emission Forecasting: A Hybrid Time-Series Approach with Statistical and Neural Models
School of Computing and Artificial Intelligence, Southwest Jiaotong University（西南交通大学计算机与人工智能学院）；Department of Computer Science, Bahria University（巴里亚大学计算机科学系）；School of Mechanical Engineering, Southwest Jiaotong University（西南交通大学机械工程学院）
Time series data is being used everywhere, from sales records to patients' health evolution metrics. The ability to deal with this data has become a necessity, and time series analysis and forecasting are used for the same. Every Machine Learning enthusiast would consider these as very important tools, as they deepen the understanding of the characteristics of data. Forecasting is used to predict the value of a variable in the future, based on its past occurrences. A detailed survey of the various methods that are used for forecasting has been presented in this paper. The complete process of f…
Pontifical Catholic University of Parana（巴拉那天主教大学）；Federal Technological University of Parana（巴拉那联邦理工大学）；Federal University of Parana（巴拉那联邦大学）
The new Coronavirus (COVID-19) is an emerging disease responsible for infecting millions of people since the first notification until nowadays. Developing efficient short-term forecasting models allow knowing the number of future cases. In this context, it is possible to develop strategic planning in the public health system to avoid deaths. In this paper, autoregressive integrated moving average (ARIMA), cubist (CUBIST), random forest (RF), ridge regression (RIDGE), support vector regression (SVR), and stacking-ensemble learning are evaluated in the task of time series forecasting with one, t…
State University of New York（纽约州立大学）；Ninewatt Inc.（Ninewatt公司）；University of Central Asia（中亚大学）
As a result of increasing population and globalization, the demand for energy has greatly risen. Therefore, accurate energy consumption forecasting has become an essential prerequisite for government planning, reducing power wastage and stable operation of the energy management system. In this work we present a comparative analysis of major machine learning models for time series forecasting of household energy consumption. Specifically, we use Weka, a data mining tool to first apply models on hourly and daily household energy consumption datasets available from Kaggle data science community. …
In this work, we address time-series forecasting as a computer vision task. We capture input data as an image and train a model to produce the subsequent image. This approach results in predicting distributions as opposed to pointwise values. To assess the robustness and quality of our approach, we examine various datasets and multiple evaluation metrics. Our experiments show that our forecasting tool is effective for cyclic data but somewhat less for irregular data such as stock prices. Importantly, when using image-based evaluation metrics, we find our method to outperform various baselines,…
A Comparative Analysis of Traditional and Deep Learning Time Series Architectures for Influenza A Infectious Disease Forecasting
School of Mathematical and Statistical Sciences, College of Sciences, University of Texas Rio Grande Valley（德克萨斯里奥格兰德谷大学数学与统计学学院，科学学院）；Department of Biostatistics and Data Science, Celia Scott Weatherhead School of Public Health and Tropical Medicine at Tulane University（路易斯安那大学热带医学与公共卫生学院生物统计学与数据科学系）
Enhancing Prediction and Analysis of UK Road Traffic Accident Severity Using AI: Integration of Machine Learning, Econometric Techniques, and Time Series Forecasting in Public Health Research
Oregon State University（俄勒冈州立大学）；University of Texas at Arlington（德克萨斯大学阿灵顿分校）
Crude oil is a major component in most advanced economies of the world. Accurately predicting and understanding the behavior of crude oil prices is important for economists, analysts, forecasters, and traders, to name a few. The price of crude oil has declined in the past decade and is seeing a phase of stability; but will this stability last? This work is an empirical study on how multivariate analysis may be employed to predict crude oil spot prices using neural networks. The concept of using neural networks showed promising potential. A very simple neural network model was able to perform o…
Improving accuracy in short mortality rate series: Exploring Multi-step Forecasting Approaches in Hybrid Systems
Departamento de Finanças e Contabilidade Universidade Federal da Paraíba（财务与会计系 伯南布哥联邦大学）；Centro de Informática Universidade Federal de Pernambuco（计算机中心 皮奥伊联邦大学）；Departamento de Estatística e Informática Universidade Federal do Cariri（统计与计算机系 卡里里联邦大学）
Czestochowa University of Technology（琴斯托霍瓦理工大学）；Uber Technologies（优步科技公司）
This work presents a hybrid and hierarchical deep learning model for mid-term load forecasting. The model combines exponential smoothing (ETS), advanced Long Short-Term Memory (LSTM) and ensembling. ETS extracts dynamically the main components of each individual time series and enables the model to learn their representation. Multi-layer LSTM is equipped with dilated recurrent skip connections and a spatial shortcut path from lower layers to allow the model to better capture long-term seasonal relationships and ensure more efficient training. A common learning procedure for LSTM and ETS, with …
