The present document delineates the analysis, design, implementation, and benchmarking of various neural network architectures within a short-term frequency prediction system for the foreign exchange market (FOREX). Our aim is to simulate the judgment of the human expert (technical analyst) using a system that responds promptly to changes in market conditions, thus enabling the optimization of short-term trading strategies. We designed and implemented a series of LSTM neural network architectures which are taken as input the exchange rate values and generate the short-term market trend forecasting signal and an ANN custom architecture based on technical analysis indicator simulators We performed a comparative analysis of the results and came to useful conclusions regarding the suitability of each architecture and the cost in terms of time and computational power to implement them. The ANN custom architecture produces better prediction quality with higher sensitivity using fewer resources and spending less time than LSTM architectures. The ANN custom architecture appears to be ideal for use in low-power computing systems and for use cases that need fast decisions with the least possible computational cost.
Liverpool John Moores University（利物浦约翰摩尔斯大学）；UpGrad Education Private Limited（UpGrad教育私人有限公司）；University of Arizona（亚利桑那大学）
Foreign Exchange (FOREX) is a decentralised global market for exchanging currencies. The Forex market is enormous, and it operates 24 hours a day. Along with country-specific factors, Forex trading is influenced by cross-country ties and a variety of global events. Recent pandemic scenarios such as COVID19 and local elections can also have a significant impact on market pricing. We tested and compared various predictions with external elements such as news items in this work. Additionally, we compared classical machine learning methods to deep learning algorithms. We also added sentiment featu…
Solar activity It is vital to accurately predict solar activity, in order to decrease the plausible damage of electronic equipment in the event of a large high-intensity solar eruption. Recently, we have proposed BELFIS (Brain Emotional Learning-based Fuzzy Inference System) as a tool for the forecasting of chaotic systems. The structure of BELFIS is designed based on the neural structure of fear conditioning. The function of BELFIS is implemented by assigning adaptive networks to the components of the BELFIS structure. This paper especially focuses on performance evaluation of BELFIS as a pre…
TOBB University of Economics and Technology（TOBB经济与技术大学）
Financial time series forecasting is, without a doubt, the top choice of computational intelligence for finance researchers from both academia and financial industry due to its broad implementation areas and substantial impact. Machine Learning (ML) researchers came up with various models and a vast number of studies have been published accordingly. As such, a significant amount of surveys exist covering ML for financial time series forecasting studies. Lately, Deep Learning (DL) models started appearing within the field, with results that significantly outperform traditional ML counterparts. …
National Technical University of Athens（雅典国立技术大学）；ICCS（计算机与通信系统研究所）；R&D NESTER（NESTER研发中心）
In power grids, short-term load forecasting (STLF) is crucial as it contributes to the optimization of their reliability, emissions, and costs, while it enables the participation of energy companies in the energy market. STLF is a challenging task, due to the complex demand of active and reactive power from multiple types of electrical loads and their dependence on numerous exogenous variables. Amongst them, special circumstances, such as the COVID-19 pandemic, can often be the reason behind distribution shifts of load series. This work conducts a comparative study of Deep Learning (DL) archit…
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. …
Comparative Analysis of Deep Learning Models for Real-World ISP Network Traffic Forecasting
Czech Technical University in Prague（布拉格捷克技术大学）；Faculty of Information Technology（信息技术学院）；Brno University of Technology（布尔诺理工大学）；CESNET, a.l.e.（CESNET公司）
Comparative Analysis of Modern Machine Learning Models for Retail Sales Forecasting
Faculty of Electrical Engineering and Computing, University of Zagreb（Zagreb大学电气工程与计算学院）；It From Bit d.o.o.（It From Bit公司）；Babson College（巴布森学院）；mStart Plus d.o.o.（mStart Plus公司）
Università degli Studi di Napoli Federico II（那不勒斯费德里科二世大学）；Technion — Israel Institute of Technology（以色列理工学院）；Johns Hopkins University（约翰斯·霍普金斯大学）；Scuola Superiore Meridionale（南方高等学校）
We address a three-tier numerical framework based on manifold learning for the forecasting of high-dimensional time series. At the first step, we embed the time series into a reduced low-dimensional space using a nonlinear manifold learning algorithm such as Locally Linear Embedding and Diffusion Maps. At the second step, we construct reduced-order regression models on the manifold, in particular Multivariate Autoregressive (MVAR) and Gaussian Process Regression (GPR) models, to forecast the embedded dynamics. At the final step, we lift the embedded time series back to the original high-dimens…
Time series forecasting has gained lots of attention recently; this is because many real-world phenomena can be modeled as time series. The massive volume of data and recent advancements in the processing power of the computers enable researchers to develop more sophisticated machine learning algorithms such as neural networks to forecast the time series data. In this paper, we propose various neural network architectures to forecast the time series data using the dynamic measurements; moreover, we introduce various architectures on how to combine static and dynamic measurements for forecastin…
Interpretable PM2.5 Forecasting for Urban Air Quality: A Comparative Study of Adaptive Time-Series Models
School of Computing, National University of Computer & Emerging Sciences (FAST)（国家计算机与新兴科学大学（FAST）计算学院）；College of Computing and Informatics, Saudi Electronic University（沙特电子大学计算与信息学院）
A Comparative Study of Deep Learning Architectures for Multi-Horizon Behavioural Forecasting for Mobile Health
KIOS Research and Innovation Center of Excellence, University of Cyprus（塞浦路斯大学KIOS研究与创新卓越中心）；Department of Electrical and Computer Engineering, University of Cyprus（塞浦路斯大学电气与计算机工程系）
Energy Price Modelling: A Comparative Evaluation of four Generations of Forecasting Methods
Bucharest University of Economic Studies（布加勒斯特经济研究大学）；Humboldt University of Berlin（柏林洪堡大学）；California Institute of Technology（加州理工学院）；Institute for Economic Forecasting, Romanian Academy（罗马尼亚科学院经济预测研究所）
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）
Southwest University of Science and Technology（西南科技大学）；University of Electronic Science and Technology of China（电子科技大学）；Southwest Petroleum University（西南石油大学）
Artificial Intelligence (AI) has recently shown its capabilities for almost every field of life. Machine Learning, which is a subset of AI, is a `HOT' topic for researchers. Machine Learning outperforms other classical forecasting techniques in almost all-natural applications. It is a crucial part of modern research. As per this statement, Modern Machine Learning algorithms are hungry for big data. Due to the small datasets, the researchers may not prefer to use Machine Learning algorithms. To tackle this issue, the main purpose of this survey is to illustrate, demonstrate related studies for …
Comparative Analysis on Snowmelt-Driven Streamflow Forecasting Using Machine Learning Techniques
AI Research Center（人工智能研究中心）；Advanced College of Engineering and Management（先进工程与管理学院）；Tribhuvan University（特里布万大学）；National College of Engineering（国家工程学院）
News-Driven Stock Price Forecasting in Indian Markets: A Comparative Study of Advanced Deep Learning Models
Pegasystems India Worldwide Pvt Ltd（佩加系统印度私人有限公司）；Vardhaman College of Engineering（瓦尔达曼工程学院）；Vasavi College of Engineering（瓦萨维工程学院）；D. K. College（D.K.学院）
Birla Institute of Technology and Science, Pilani（博拉理工与科学大学皮拉尼分校）
In todays global economy, accuracy in predicting macro-economic parameters such as the foreign the exchange rate or at least estimating the trend correctly is of key importance for any future investment. In recent times, the use of computational intelligence-based techniques for forecasting macroeconomic variables has been proven highly successful. This paper tries to come up with a multivariate time series approach to forecast the exchange rate (USD/INR) while parallelly comparing the performance of three multivariate prediction modelling techniques: Vector Auto Regression (a Traditional Econ…
Comparative Evaluation of Weather Forecasting using Machine Learning Models
University of California Riverside（加利福尼亚大学河滨分校）；Ahsanullah University of Science and Technology（阿赫桑乌拉科技大学）；Texas A&M University（德克萨斯农工大学）；University of Central Florida（中佛罗里达大学）；University of Florida（佛罗里达大学）
A comparative study of NeuralODE and Universal ODE approaches to solving Chandrasekhar White Dwarf equation
National Autonomous University of Mexico（墨西哥国立自治大学）；Vizuara AI Labs（Vizuara AI实验室）；Massachusetts Institute of Technology（麻省理工学院）；Purdue University（普渡大学）
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）
A Comparative Study of Traditional Machine Learning, Deep Learning, and Large Language Models for Mental Health Forecasting using Smartphone Sensing Data
Singapore University of Technology and Design（新加坡科技设计大学）；Tianqiao and Chrissy Chen Institute（田桥和克里斯西·陈研究所）；Nanyang Technological University（南洋理工大学）；Purdue University（普渡大学）
Federal University of Minas Gerais（米纳斯吉拉斯联邦大学）；Federal Institute of Education Science and Technology of Northern Minas Gerais（北米纳斯吉拉斯联邦教育、科学与技术学院）；Federal Institute of Education Science and Technology of Minas Gerais（米纳斯吉拉斯联邦教育、科学与技术学院）；Federal University of Ouro Preto（欧鲁普雷图联邦大学）；Braude College of Engineering（布劳德工程学院）
In this paper we introduce a Non-Stationary Fuzzy Time Series (NSFTS) method with time varying parameters adapted from the distribution of the data. In this approach, we employ Non-Stationary Fuzzy Sets, in which perturbation functions are used to adapt the membership function parameters in the knowledge base in response to statistical changes in the time series. The proposed method is capable of dynamically adapting its fuzzy sets to reflect the changes in the stochastic process based on the residual errors, without the need to retraining the model. This method can handle non-stationary and h…
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…
Prediction of movements is essential for successful cooperation with intelligent systems. We propose a model that integrates organized spatial information as given through the moving body's skeletal structure. This inherent structure is exploited in our model through application of Graph Convolutions and we demonstrate how this allows leveraging the structured spatial information into competitive predictions that are based on a lightweight model that requires a comparatively small number of parameters.
In this paper, we propose an improved Bayesian bidirectional long-short term memory (BiLSTM) neural networks for multi-step ahead (MSA) solar generation forecasting. The proposed technique applies alpha-beta divergence for a more appropriate consideration of outliers in the solar generation data and resulting variability of the weight parameter distribution in the neural network. The proposed method is examined on highly granular solar generation data from Ausgrid using probabilistic evaluation metrics such as Pinball loss and Winkler score. Moreover, a comparative analysis between MSA and the…
An emerging number of modern applications involve forecasting time series data that exhibit both short-time dynamics and long-time seasonality. Specifically, time series with multiple seasonality is a difficult task with comparatively fewer discussions. In this paper, we propose a two-stage method for time series with multiple seasonality, which does not require pre-determined seasonality periods. In the first stage, we generalize the classical seasonal autoregressive moving average (ARMA) model in multiple seasonality regime. In the second stage, we utilize an appropriate criterion for lag or…
Artificial Intelligence Department Universidad Nacional de Educación a Distancia — UNED（西班牙马德里国立远程教育大学（UNED）人工智能系）
Spatio-temporal forecasting is an open research field whose interest is growing exponentially. In this work we focus on creating a complex deep neural framework for spatio-temporal traffic forecasting with comparatively very good performance and that shows to be adaptable over several spatio-temporal conditions while remaining easy to understand and interpret. Our proposal is based on an interpretable attention-based neural network in which several modules are combined in order to capture key spatio-temporal time series components. Through extensive experimentation, we show how the results of …
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）
New York University（纽约大学）；East China Normal University（华东师范大学）；Southern University of Science and Technology（南方科技大学）
Solar activity has significant impacts on human activities and health. One most commonly used measure of solar activity is the sunspot number. This paper compares three important non-deep learning models, four popular deep learning models, and their five ensemble models in forecasting sunspot numbers. In particular, we propose an ensemble model called XGBoost-DL, which uses XGBoost as a two-level nonlinear ensemble method to combine the deep learning models. Our XGBoost-DL achieves the best forecasting performance (RMSE = 25.70 and MAE = 19.82) in the comparison, outperforming the best non-dee…
Macroeconomic Forecasting with Large Language Models
School of Economics and Finance, Queen Mary University of London（伦敦大学女王学院经济与金融学院）；School of Business and Economics, Brandeis University（布兰迪大学商学院与经济学学院）
