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Time series data are ubiquitous and are of importance in many application problems in engineering, science, medicine, economics and entertainment. Many real world pattern classification problems involve the processing and analysis of multiple variables in the temporal domain. These types of problems are referred to as Multivariate Time Series (MTS) problems. In many real-world applications, an MTS...
A time series is a sequence of observations collected over fixed sampling intervals. Several real-world dynamic processes can be modeled as a time series, such as stock price movements, exchange rates, temperatures, among others. As a special kind of data stream, a time series may present concept drift, which affects negatively time series analysis and forecasting. Explicit drift detection methods...
Time series prediction relies on past data points to make robust predictions. The span of past data points is important for some applications since prediction will not be possible unless the minimal timespan of the data points is available. This is a problem for cyclone wind-intensity prediction, where prediction needs to be made as a cyclone is identified. This paper presents an empirical study on...
In this paper, Extreme Learning Machine (ELM) is demonstrated to be a powerful tool for electricity consumption prediction based on its competitive prediction accuracy and superior computational speed compared to Support Vector Machine (SVM). Moreover, ELM is utilized to investigate the potentials of using auxiliary information such as electricity-related factors and environmental factors to augment...
We introduce a novel variation on the well-known Matching Pursuit (MP) algorithm. In particular, the sparse approximation problem is solved in a greedy scheme using estimated higher-order statistics as similarity measures instead of the somehow limited second-order statistics that perform optimally only under Gaussian assumptions. This is conveyed via the generalized correntropy (GC) function instead...
The kernel least mean square (KLMS) algorithm is an efficient non-linear adaptive filter that operates in the reproducing kernel Hilbert space (RKHS). In realistic applications of system identification or time series prediction, there are usually multiple inputs that demand multiple kernels or kernel parameters. This paper proposes to use a tensor product kernel for KLMS that accommodates multiple...
Although artificial neural networks are occasionally used in forecasting future sales for manufacturing in industry, the majority of algorithms applied today are univariate statistical time series methods for level, seasonal, trend or trend-seasonal patterns. With different statistical methods created for different time series patterns, large scale applications on 10,000s of times series require automatic...
The challenging problem of forecasting a given time series as accurately as possible is reality in different areas of expertise. The requirement of achieving reliable forecasts, for assisting the new generation of soft sensors, requests the development of novel smart mechanisms to be integrated into the available forecasting models. This current paper improves the previous work of Coelho et al. [1],...
Classification of high-dimensional data with imbalanced classes poses problems. Especially such time series classification tasks are problematic, because the ordering of each time step (feature) is important and therefore dimensionality reduction and feature selection cannot be applied. The cascade classification model was developed for such time series classification tasks. The cascade classifier...
Time series combined forecasters have been superior to the respective single models in statistical terms. In this way, the linear combination functions, e.g. the simple average (SA) and the minimal variance (MV) approaches, have been the main alternatives for aggregation in the literature. In this work, it is proposed a copulas-based method for combining biased single models. Copulas are multivariate...
In this paper we investigate a link between state-space models and Gaussian Processes (GP) for time series modeling and forecasting. In particular, several widely used state-space models are transformed into continuous time form and corresponding Gaussian Process kernels are derived. Experimental results demonstrate that the derived GP kernels are correct and appropriate for Gaussian Process Regression...
The derivative based prediction (DBP) is an algorithm for reducing the number of messages needed to transfer the data samples from a wireless sensor node to a sink, in real-time. The algorithm computes a linear fit over the time series and sends only the updates of the linear model to the sink, when needed. This paper presents two extensions of the original algorithm that further decrease the number...
We propose hybrid ensemble models for time series forecasting. A hybrid ensemble combines the output of several different models by a weighted mean that forms the final forecast. The final hybrid ensemble model consists of several individual models: A nearest neighbor/trajectory ensemble model, a feed-forward neural network ensemble, a trend cycle model, an autoregressive model and an ensemble model...
Efforts have been made in financial markets to deal with price movement predicting. Recent studies have shown that the market can be outperformed by methodologies with the aid of science. In other words, it has been shown that methods based on computational intelligence can be more profitable than a buy-and-hold strategy. This paper proposes a probabilistic and dynamic chart pattern recognition hybrid...
Human activity recognition involves classifying times series data, measured at inertial sensors such as accelerometers or gyroscopes, into one of pre-defined actions. Recently, convolutional neural network (CNN) has established itself as a powerful technique for human activity recognition, where convolution and pooling operations are applied along the temporal dimension of sensor signals. In most...
This paper presents method with two modifications how to transform data in real-time for better performance of normalized least mean squares (NLMS) algorithm. The method centers input vector for adaptive filter online according to temporary or historical statistical attributes of the input vector. The method is derived for an adaptive filter with NLMS adaptation. The filter implementation is the linear...
The capability of artificial Neural Networks to forecast time series with trends has been a topic of dispute. While selected research following Zhang and Qi has indicated that prior removal of trends is required for a Multilayer Perceptron (MLP), others provide evidence that Neural Networks are capable of forecasting trends without data preprocessing, either by choosing input-nodes employing an adequate...
Cyclone track prediction is a two dimensional time series prediction problem that involves latitudes and longitudes which define the position of a cyclone. Recurrent neural networks have been suitable for time series prediction due to their architectural properties in modeling temporal sequences. Coevolutionary recurrent neural networks have been used for time series prediction and also applied to...
A study is presented comparing the effectiveness of unsupervised feature representations with handcrafted features for cattle behaviour classification. Precision management of cattle requires the interaction of individual animals to be continuously monitored on the farm. Consequently, classifiers are trained to infer the behaviour of the animals using the observations from the sensors that are fitted...
The imputation of partially missing multivariate time series data is critical for its correct analysis. The biggest problems in time series data are consecutively missing values that would result in serious information loss if simply dropped from the dataset. To address this problem, we adapt the k-Nearest Neighbors algorithm in a novel way for multivariate time series imputation. The algorithm employs...
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