Long-term time series forecasting stands as a crucial research domain within the realm of automated machine learning(AutoML).At present,forecasting,whether rooted in machine learning or statistical learning,typically ...Long-term time series forecasting stands as a crucial research domain within the realm of automated machine learning(AutoML).At present,forecasting,whether rooted in machine learning or statistical learning,typically relies on expert input and necessitates substantial manual involvement.This manual effort spans model development,feature engineering,hyper-parameter tuning,and the intricate construction of time series models.The complexity of these tasks renders complete automation unfeasible,as they inherently demand human intervention at multiple junctures.To surmount these challenges,this article proposes leveraging Long Short-Term Memory,which is the variant of Recurrent Neural Networks,harnessing memory cells and gating mechanisms to facilitate long-term time series prediction.However,forecasting accuracy by particular neural network and traditional models can degrade significantly,when addressing long-term time-series tasks.Therefore,our research demonstrates that this innovative approach outperforms the traditional Autoregressive Integrated Moving Average(ARIMA)method in forecasting long-term univariate time series.ARIMA is a high-quality and competitive model in time series prediction,and yet it requires significant preprocessing efforts.Using multiple accuracy metrics,we have evaluated both ARIMA and proposed method on the simulated time-series data and real data in both short and long term.Furthermore,our findings indicate its superiority over alternative network architectures,including Fully Connected Neural Networks,Convolutional Neural Networks,and Nonpooling Convolutional Neural Networks.Our AutoML approach enables non-professional to attain highly accurate and effective time series forecasting,and can be widely applied to various domains,particularly in business and finance.展开更多
Based on analyzing the limitations of the commonly used back-propagation neural network （BPNN）, a wavelet neural network （WNN） is adopted as the nonlinear river channel flood forecasting method replacing the BPNN....Based on analyzing the limitations of the commonly used back-propagation neural network （BPNN）, a wavelet neural network （WNN） is adopted as the nonlinear river channel flood forecasting method replacing the BPNN. The WNN has the characteristics of fast convergence and improved capability of nonlinear approximation. For the purpose of adapting the timevarying characteristics of flood routing, the WNN is coupled with an AR real-time correction model. The AR model is utilized to calculate the forecast error. The coefficients of the AR real-time correction model are dynamically updated by an adaptive fading factor recursive least square（RLS） method. The application of the flood forecasting method in the cross section of Xijiang River at Gaoyao shows its effectiveness.展开更多
Stock Market is the market for security where organized issuance and trading of Stocks take place either through exchange or over the counter in electronic or physical form. It plays an important role in canalizing ca...Stock Market is the market for security where organized issuance and trading of Stocks take place either through exchange or over the counter in electronic or physical form. It plays an important role in canalizing capital from the investors to the business houses, which consequently leads to the availability of funds for business expansion. In this paper, we investigate to predict the daily excess returns of Bombay Stock Exchange (BSE) indices over the respective Treasury bill rate returns. Initially, we prove that the excess return time series do not fluctuate randomly. We are applying the prediction models of Autoregressive feed forward Artificial Neural Networks (ANN) to predict the excess return time series using lagged value. For the Artificial Neural Networks model using a Genetic Algorithm is constructed to choose the optimal topology. This paper examines the feasibility of the prediction task and provides evidence that the markets are not fluctuating randomly and finally, to apply the most suitable prediction model and measure their efficiency.展开更多
为了更好地支持边缘计算服务提供商进行资源的提前配置与合理分配,负载预测被认为是边缘计算中的一项重要的技术支撑.传统的负载预测方法在面对具有明显趋势或规律性的负载时能取得良好的预测效果,但是它们无法有效地对边缘环境中高度...为了更好地支持边缘计算服务提供商进行资源的提前配置与合理分配,负载预测被认为是边缘计算中的一项重要的技术支撑.传统的负载预测方法在面对具有明显趋势或规律性的负载时能取得良好的预测效果,但是它们无法有效地对边缘环境中高度变化的负载取得精确的预测.此外,这些方法通常将预测模型拟合到独立的时间序列上,进而进行单点负载实值预测.但是在实际边缘计算场景中,得到未来负载变化的概率分布情况会比直接预测未来负载的实值更具应用价值.为了解决上述问题,本文提出了一种基于深度自回归循环神经网络的边缘负载预测方法(Edge Load Prediction with Deep Auto-regressive Recurrent networks,ELP-DAR).所提出的ELP-DAR方法利用边缘负载时序数据训练深度自回归循环神经网络,将LSTM集成至S2S框架中,进而直接预测下一时间点负载概率分布的所有参数.因此,ELP-DAR方法能够高效地提取边缘负载的重要表征,学习复杂的边缘负载模式进而实现对高度变化的边缘负载精确的概率分布预测.基于真实的边缘负载数据集,通过大量仿真实验对所提出ELP-DAR方法的有效性进行了验证与分析.实验结果表明,相比于其他基准方法,所提出的ELP-DAR方法可以取得更高的预测精度,并且在不同预测长度下均展现出了优越的性能表现.展开更多
China has resolved its overall regional poverty in 2020 by attaining moderate societal prosperity.The country has entered a new development stage designed to achieve its second centenary goal.However,ecological fragil...China has resolved its overall regional poverty in 2020 by attaining moderate societal prosperity.The country has entered a new development stage designed to achieve its second centenary goal.However,ecological fragility and risk susceptibility have increased the risk of returning to ecological poverty.In this paper,the Liupan Mountain Region of China was used as a case study,and the counties were used as the scale to reveal the spatiotempora differentiation and influcing factors of the risk of returning to poverty in study area.The indicator data for returning to ecological poverty from 2011-2020 were collected and summarized in three dimensions:ecological,economic and social.The autoregressive integrated moving average model(ARIMA)time series and exponential smoothing method(ES)were used to predict the multidimensional indicators of returning to ecological poverty for 61 counties(districts)in the Liupan Mountain Region for 2021-2030.The back propagation neural network(BPNN)and geographic information system(GIS)were used to generate the spatial distribution and time variation for the index of the risk of returning to ecological poverty(RREP index).The results show that 1)ecological factors were the main factors in the risk of returning to ecological poverty in Liupan Mountain Region.2)The RREP index for the 61 counties(districts)exhibited a downward trend from 2021-2030.The RREP index declined more in medium-and high-risk areas than in low-risk areas.From 2021 to 2025,the RREP index exhibited a slight downward trend.From 2026 to2030,the RREP index was expected to decline faster,especially from 2029-2030.3)Based on the RREP index,it can be roughly divided into three types,namely,the high-risk areas,the medium-risk areas,and the low-risk areas.The natural resource conditions in lowrisk areas of returning to ecological poverty,were better than those in medium-and high-risk areas.展开更多
As air descends the intake shaft, its infrastructure, lining and the strata will emit heat during the night when the intake air is cool and, on the contrary, will absorb heat during the day when the temperature of the...As air descends the intake shaft, its infrastructure, lining and the strata will emit heat during the night when the intake air is cool and, on the contrary, will absorb heat during the day when the temperature of the air becomes greater than that of the strata. This cyclic phenomenon, also known as the "thermal damping effect" will continue throughout the year reducing the effect of surface air temperature variation. The objective of this paper is to quantify the thermal damping effect in vertical underground airways. A nonlinear autoregressive time series with external input(NARX) algorithm was used as a novel method to predict the dry-bulb temperature(Td) at the bottom of intake shafts as a function of surface air temperature. Analyses demonstrated that the artificial neural network(ANN) model could accurately predict the temperature at the bottom of a shaft. Furthermore, an attempt was made to quantify typical "damping coefficient" for both production and ventilation shafts through simple linear regression models. Comparisons between the collected climatic data and the regression-based predictions show that a simple linear regression model provides an acceptable accuracy when predicting the Tdat the bottom of intake shafts.展开更多
地理传感器时间序列具有复杂动态的语义时空相关性和地理时空相关性。尽管已经开发了各种深度学习模型用于时间序列预测,但很少有模型能专注于捕捉地理传感器时间序列内的多类型时空相关性。此外,同时预测多个传感器在未来某一时间步的...地理传感器时间序列具有复杂动态的语义时空相关性和地理时空相关性。尽管已经开发了各种深度学习模型用于时间序列预测,但很少有模型能专注于捕捉地理传感器时间序列内的多类型时空相关性。此外,同时预测多个传感器在未来某一时间步的值非常具有挑战性。为了解决上述问题,提出了一种自回归模型与深度神经网络的联合模型(Joint model of Autoregression and Deep Neural Network,J-ARDNN),用于处理地理传感器时间序列的多目标预测任务。在该模型中,空间模块用于捕捉不同序列间多类型空间的相关性,时间模块采用时间卷积网络来提取单个序列内的时间依赖关系。此外,还引入自回归模型来提高预测模型的鲁棒性。为了验证J-ARDNN模型的有效性和优越性,在不同领域的真实时间序列数据集上进行了充分的实验,结果表明,J-ARDNN模型的预测性能优于对比方法。展开更多
文摘Long-term time series forecasting stands as a crucial research domain within the realm of automated machine learning(AutoML).At present,forecasting,whether rooted in machine learning or statistical learning,typically relies on expert input and necessitates substantial manual involvement.This manual effort spans model development,feature engineering,hyper-parameter tuning,and the intricate construction of time series models.The complexity of these tasks renders complete automation unfeasible,as they inherently demand human intervention at multiple junctures.To surmount these challenges,this article proposes leveraging Long Short-Term Memory,which is the variant of Recurrent Neural Networks,harnessing memory cells and gating mechanisms to facilitate long-term time series prediction.However,forecasting accuracy by particular neural network and traditional models can degrade significantly,when addressing long-term time-series tasks.Therefore,our research demonstrates that this innovative approach outperforms the traditional Autoregressive Integrated Moving Average(ARIMA)method in forecasting long-term univariate time series.ARIMA is a high-quality and competitive model in time series prediction,and yet it requires significant preprocessing efforts.Using multiple accuracy metrics,we have evaluated both ARIMA and proposed method on the simulated time-series data and real data in both short and long term.Furthermore,our findings indicate its superiority over alternative network architectures,including Fully Connected Neural Networks,Convolutional Neural Networks,and Nonpooling Convolutional Neural Networks.Our AutoML approach enables non-professional to attain highly accurate and effective time series forecasting,and can be widely applied to various domains,particularly in business and finance.
基金The National Natural Science Foundation of China(No.50479017).
文摘Based on analyzing the limitations of the commonly used back-propagation neural network （BPNN）, a wavelet neural network （WNN） is adopted as the nonlinear river channel flood forecasting method replacing the BPNN. The WNN has the characteristics of fast convergence and improved capability of nonlinear approximation. For the purpose of adapting the timevarying characteristics of flood routing, the WNN is coupled with an AR real-time correction model. The AR model is utilized to calculate the forecast error. The coefficients of the AR real-time correction model are dynamically updated by an adaptive fading factor recursive least square（RLS） method. The application of the flood forecasting method in the cross section of Xijiang River at Gaoyao shows its effectiveness.
文摘Stock Market is the market for security where organized issuance and trading of Stocks take place either through exchange or over the counter in electronic or physical form. It plays an important role in canalizing capital from the investors to the business houses, which consequently leads to the availability of funds for business expansion. In this paper, we investigate to predict the daily excess returns of Bombay Stock Exchange (BSE) indices over the respective Treasury bill rate returns. Initially, we prove that the excess return time series do not fluctuate randomly. We are applying the prediction models of Autoregressive feed forward Artificial Neural Networks (ANN) to predict the excess return time series using lagged value. For the Artificial Neural Networks model using a Genetic Algorithm is constructed to choose the optimal topology. This paper examines the feasibility of the prediction task and provides evidence that the markets are not fluctuating randomly and finally, to apply the most suitable prediction model and measure their efficiency.
文摘为了更好地支持边缘计算服务提供商进行资源的提前配置与合理分配,负载预测被认为是边缘计算中的一项重要的技术支撑.传统的负载预测方法在面对具有明显趋势或规律性的负载时能取得良好的预测效果,但是它们无法有效地对边缘环境中高度变化的负载取得精确的预测.此外,这些方法通常将预测模型拟合到独立的时间序列上,进而进行单点负载实值预测.但是在实际边缘计算场景中,得到未来负载变化的概率分布情况会比直接预测未来负载的实值更具应用价值.为了解决上述问题,本文提出了一种基于深度自回归循环神经网络的边缘负载预测方法(Edge Load Prediction with Deep Auto-regressive Recurrent networks,ELP-DAR).所提出的ELP-DAR方法利用边缘负载时序数据训练深度自回归循环神经网络,将LSTM集成至S2S框架中,进而直接预测下一时间点负载概率分布的所有参数.因此,ELP-DAR方法能够高效地提取边缘负载的重要表征,学习复杂的边缘负载模式进而实现对高度变化的边缘负载精确的概率分布预测.基于真实的边缘负载数据集,通过大量仿真实验对所提出ELP-DAR方法的有效性进行了验证与分析.实验结果表明,相比于其他基准方法,所提出的ELP-DAR方法可以取得更高的预测精度,并且在不同预测长度下均展现出了优越的性能表现.
文摘随着中国金融市场的高水平开放,中国应对外部输入性风险的压力将进一步上升。探索中国金融市场所面临的输入性风险动态变化并构建预警体系具有重要意义。本文运用时变参数向量自回归模型(TVP-VAR)和深度神经网络模型SCInet(Sample Convolution and Interaction Network),对我国金融市场输入性风险进行测度和前瞻性预警。研究发现:(1)TVP-VAR模型能有效识别极端风险事件发生前的风险积累,极端风险事件时期输入性风险水平会显著提高;(2)通过与主要发达国家(或地区)和发展中国家的输入性风险对比,发现发达经济体的输入性风险波动幅度较小,通过研究各国(地区)对我国的输入性风险,发现香港地区对我国内地的风险输入水平最高,以美国为主的发达国家和以印度为主的发展中国家也向我国输送了大量风险;(3)相比于其他机器学习和神经网络模型,SCInet模型具有最优的预警性能,在输入性风险异常波动前能提前预警。本研究或可为个人规避风险、企业可持续发展、国家金融稳定提供参考和帮助。
基金Under the auspices of National Natural Science Foundation of China(No.42071230)。
文摘China has resolved its overall regional poverty in 2020 by attaining moderate societal prosperity.The country has entered a new development stage designed to achieve its second centenary goal.However,ecological fragility and risk susceptibility have increased the risk of returning to ecological poverty.In this paper,the Liupan Mountain Region of China was used as a case study,and the counties were used as the scale to reveal the spatiotempora differentiation and influcing factors of the risk of returning to poverty in study area.The indicator data for returning to ecological poverty from 2011-2020 were collected and summarized in three dimensions:ecological,economic and social.The autoregressive integrated moving average model(ARIMA)time series and exponential smoothing method(ES)were used to predict the multidimensional indicators of returning to ecological poverty for 61 counties(districts)in the Liupan Mountain Region for 2021-2030.The back propagation neural network(BPNN)and geographic information system(GIS)were used to generate the spatial distribution and time variation for the index of the risk of returning to ecological poverty(RREP index).The results show that 1)ecological factors were the main factors in the risk of returning to ecological poverty in Liupan Mountain Region.2)The RREP index for the 61 counties(districts)exhibited a downward trend from 2021-2030.The RREP index declined more in medium-and high-risk areas than in low-risk areas.From 2021 to 2025,the RREP index exhibited a slight downward trend.From 2026 to2030,the RREP index was expected to decline faster,especially from 2029-2030.3)Based on the RREP index,it can be roughly divided into three types,namely,the high-risk areas,the medium-risk areas,and the low-risk areas.The natural resource conditions in lowrisk areas of returning to ecological poverty,were better than those in medium-and high-risk areas.
基金funded by National Institute for Occupational Safety and Health (NIOSH) (No. 2014-N-15795, 2014)
文摘As air descends the intake shaft, its infrastructure, lining and the strata will emit heat during the night when the intake air is cool and, on the contrary, will absorb heat during the day when the temperature of the air becomes greater than that of the strata. This cyclic phenomenon, also known as the "thermal damping effect" will continue throughout the year reducing the effect of surface air temperature variation. The objective of this paper is to quantify the thermal damping effect in vertical underground airways. A nonlinear autoregressive time series with external input(NARX) algorithm was used as a novel method to predict the dry-bulb temperature(Td) at the bottom of intake shafts as a function of surface air temperature. Analyses demonstrated that the artificial neural network(ANN) model could accurately predict the temperature at the bottom of a shaft. Furthermore, an attempt was made to quantify typical "damping coefficient" for both production and ventilation shafts through simple linear regression models. Comparisons between the collected climatic data and the regression-based predictions show that a simple linear regression model provides an acceptable accuracy when predicting the Tdat the bottom of intake shafts.
文摘地理传感器时间序列具有复杂动态的语义时空相关性和地理时空相关性。尽管已经开发了各种深度学习模型用于时间序列预测,但很少有模型能专注于捕捉地理传感器时间序列内的多类型时空相关性。此外,同时预测多个传感器在未来某一时间步的值非常具有挑战性。为了解决上述问题,提出了一种自回归模型与深度神经网络的联合模型(Joint model of Autoregression and Deep Neural Network,J-ARDNN),用于处理地理传感器时间序列的多目标预测任务。在该模型中,空间模块用于捕捉不同序列间多类型空间的相关性,时间模块采用时间卷积网络来提取单个序列内的时间依赖关系。此外,还引入自回归模型来提高预测模型的鲁棒性。为了验证J-ARDNN模型的有效性和优越性,在不同领域的真实时间序列数据集上进行了充分的实验,结果表明,J-ARDNN模型的预测性能优于对比方法。
