Time Series Prediction Model Research Articles

Multi-criteria Forecast Combination Method with Nonlinear Programming for time series prediction models

Multi-criteria Forecast Combination Method with Nonlinear Programming for time series prediction models

Study of Five-Hundred-Meter Aperture Spherical Telescope Feed Cabin Time-Series Prediction Studies Based on Long Short-Term Memory–Self-Attention

The Five-hundred-meter Aperture Spherical Telescope (FAST), as the world’s most sensitive single-dish radio telescope, necessitates highly accurate positioning of its feed cabin to utilize its full observational potential. Traditional positioning methods that rely on GNSS and IMU, integrated with TS devices, but the GNSS and TS devices are vulnerable to other signal and environmental disruptions, which can significantly diminish position accuracy and even cause observation to stop. To address these challenges, this study introduces a novel time-series prediction model that integrates Long Short-Term Memory (LSTM) networks with a Self-Attention mechanism. This model can hold the precision of feed cabin positioning when the measure devices fail. Experimental results show that our LSTM-Self-Attention model achieves a Mean Absolute Error (MAE) of less than 10 mm and a Root Mean Square Error (RMSE) of approximately 12 mm, with the errors across different axes following a near-normal distribution. This performance meets the FAST measurement precision requirement of 15 mm, a standard derived from engineering practices where measurement accuracy is set at one-third of the control accuracy, which is around 48 mm (according to the accuracy form the official threshold analysis on the focus cabin of FAST). This result not only compensates for the shortcomings of traditional methods in consistently solving feed cabin positioning, but also demonstrates the model’s ability to handle complex time-series data under specific conditions, such as sensor failures, thus providing a reliable tool for the stable operation of highly sensitive astronomical observations.

Time-series water prediction based on feature clustering fusion and XGboost

Abstract. The time series prediction problem has a very wide range of applications in many fields. Most scholars use the LSTM class of algorithms for prediction. However, this method consumes a significant amount of computational power and presents several challenges. To address this issue, this paper proposes a time series forecasting method based on feature fusion and XGBoost. Specifically, we first utilize holiday information and the K-Means algorithm for feature extraction to expand the feature dimensions of the dataset, and then employ XGBoost as a model for training and prediction. Experiments demonstrate that the method proposed in this paper significantly reduces error compared to other traditional machine learning and deep learning methods, while the training time is much shorter than these methods. For example, compared with LSTM, the MSLE of this model decreases by 1.42%, while the training time is only 0.15% of that of LSTM. This greatly saves on training costs and computational power consumption. This confirms the effectiveness of using machine learning and clustering algorithms in time series prediction and provides new methods and practical application directions for future time series prediction models.

Analysis and modelling of global online public interest in multiple other infectious diseases due to the COVID-19 pandemic.

Previous research has demonstrated the applicability of Google Trends in predicting infectious diseases. This study aimed to analyze public interest in other infectious diseases before and after the outbreak of COVID-19 via Google Trends data and to predict these trends via time series models. Google Trends data for 12 common infectious diseases were obtained in this study, covering the period from 1 February 2018 to 5 May 2023. The ARIMA, TimeGPT, XGBoost, and LSTM algorithms were then utilized to establish time series prediction models. Our study revealed a significant decrease in public interest in most infectious diseases at the beginning of the pandemic outbreak, followed by a rebound in the post-pandemic era, which is consistent with reported disease incidences. Furthermore, our prediction models demonstrated good accuracy, with TimeGPT showing unique advantages. Our study highlights the potential application value of Google Trends and large pre-trained models for infectious disease prediction.

A LSTM-based time series prediction model for China's power supply and its performance evaluation

With the rapid development of China's economy and the acceleration of urbanisation, the stability and sustainability of power supply has become increasingly important. In order to cope with the continuous growth of power demand, accurate power supply prediction has become an essential research direction. In this paper, a time series prediction model for power supply is constructed based on the long short-term memory network (LSTM). Power supply data is organised using methods such as data pre-processing and correlation analysis, and the LSTM model is used to predict future power supply. The performance of the prediction results was evaluated, and the results showed that the model can effectively capture the changing trends of power supply, with high reliability and accuracy, providing important support for scientific management and policy formulation in the power industry.

Sparse Spatial-Temporal Attention Forecasting Network: A new model for Time Series Forecasting

Sparse Spatial-Temporal Attention Forecasting Network: A new model for Time Series Forecasting

A chaotic time series prediction model based on the improved dung beetle optimizer and echo state network

Echo state network (ESN) possesses advantages such as simple network structure, ease of training, and reliable prediction performance, making them widely applied in the field of time series prediction. Selecting the optimal reservoir parameters is a key issue in ESN research, as it determines the effectiveness of the network prediction, and it is crucial to design an efficient optimization method for parameter optimization. This paper introduces an improved version of the dung beetle optimizer (IDBO), which employs various strategies to enhance population initialization, algorithm optimization capability, and convergence speed. For theoretical function optimization problems, comparing IDBO with other commonly used optimization methods validated its effectiveness and feasibility. Subsequently, combining IDBO with ESN to construct a new model, IDBO-ESN, and conducting time series prediction experiments, the superior performance of this model is verified on two benchmark datasets and one real dataset.

Reductions in inpatient and outpatient mental health care in germany during the first year of the COVID-19 pandemic - What can we learn for a better crisis preparedness?

During the COVID-19 pandemic, reports from several European mental health care systems hinted at important changes in utilization. So far, no study examined changes in utilization in the German mental health care inpatient and outpatient mental health care system comprehensively. This longitudinal observational study used claims data from two major German statutory health insurances, AOK PLUS and BKK, covering 162,905 inpatients and 2,131,186 outpatients with mental disorders nationwide. We analyzed changes in inpatient and outpatient mental health service utilization over the course of the first two lockdown phases (LDPs) of the pandemic in 2020 compared to a pre-COVID-19 reference period dating from March 2019 to February 2020 using a time series forecast model. We observed significant decreases in the number of inpatient hospital admissions by 24-28% compared to the reference period. Day clinic admissions were even further reduced by 44-61%. Length of stay was significantly decreased for day clinic care but not for inpatient care. In the outpatient sector, the data showed a significant reduction in the number of incident outpatient diagnoses. Indirect evidence regarding the consequences of the reductions in both the inpatient and outpatient sector of care described in this study is ambiguous and direct evidence on treatment outcomes and quality of trans-sectoral mental healthcare is sparse. In line with WHO and OECD we propose a comprehensive mental health system surveillance to prepare for a better oversight and thereby a better resilience during future global major disruptions.

FAFTransformer: Multivariate time series prediction method based on multi‐period feature recombination

AbstractMultivariate time series forecasting is widely used in various fields in real life. Many time series prediction models have been proposed. The current forecasting model lacks the mining of correlation between sequences based on different periods and correlation of periodical features between different periods when dealing with data. In this paper, we propose a multivariate data prediction model FAFTransformer based on the reorganization of multi‐periodic features, which first extracts the multi‐periodic information of the time series using the method of frequency domain analysis. The temporal dependencies within sequences are then captured using convolution based on different periods, and the correlations between sequences are learned by combining the multivariate attention mechanism to obtain the intra‐sequence and inter‐sequence correlations under the same period. Finally, period fusion is proposed to capture the correlation of period characteristics between different periods. The experimental results show that the model achieves the best results on multiple datasets compared to the latest seven predictive models for time‐series data.

PMformer: A novel informer-based model for accurate long-term time series prediction

When applied to long-term time series forecasting, Informer struggles to capture temporal dependencies effectively, leading to suboptimal forecasting accuracy. To address this issue, we propose PMformer, a novel model based on Informer for long-term time series prediction. First, we introduce a probabilistic patch sampling attention mechanism that utilizes a patch-based strategy to compute attention scores within randomly selected sequence patches. This localized approach enhances the model's capability to capture local temporal dependencies, allowing it to better understand and process critical local features in time series while reducing computational complexity. Additionally, we propose a multi-scale scaling sparse attention technique that balances attention distribution by combining coarse- and fine-grained attention scores, thereby improving the model's ability to capture global sequence information. Finally, we design a dilated causal pooling layer and a multilayer perceptual cross self-attention decoder to further enhance the model's prediction accuracy by capturing key information in long-term correlations and precisely focusing on sequences. We conducted experiments on both multivariate and univariate time series forecasting tasks. The results show that PMformer outperforms six baseline models, including PatchTST and FEDformer, in terms of MAE and MSE metrics. This demonstrates its superior ability to capture temporal dependencies, achieving more accurate predictions.

A parallel and multi-scale probabilistic temporal convolutional neural networks for forecasting the key monitoring parameters of gas turbine

As a crucial equipment in the power industry, gas turbines need effective condition monitoring techniques to maintain safe and reliable operations. Fast yet accurate long-term forecasting of the key monitoring parameters of gas turbine is vital for achieving the overall effective condition monitoring. This however poses challenges in terms of both efficacy and efficiency for conventional time series models like recurrent neural networks (RNN), since they run in a sequential manner. To this end, this paper introduces a novel parallel probabilistic time series prediction model. Particularly, the proposed model leverages the parallelism of temporal convolutional neural network (TCN) and exploits the power of latent space in the Bayesian framework. Besides, a multi-scale feature extraction strategy based on dense connections and a lagged observation strategy are presented to improve the model performance. In the comparative study against state-of-the art competitors on four classical system identification benchmarks, the proposed model significantly reduces the training time, while consistently achieving highly accurate predictions and providing appropriate uncertainty quantification. Thereafter, the proposed model is adopted to build a systematic workflow for the fast yet accurate long-term forecasting of the temperature of blade channel of gas turbine. The comprehensive results again highlight the superiority of the proposed model in terms of both the prediction quality and the training efficiency.

Temporal Autoregressive Matrix Factorization for High-Dimensional Time Series Prediction of OSS.

Open-source software (OSS) plays an increasingly significant role in modern software development tendency, so accurate prediction of the future development of OSS has become an essential topic. The behavioral data of different open-source software are closely related to their development prospects. However, most of these behavioral data are typical high-dimensional time series data streams with noise and missing values. Hence, accurate prediction on such cluttered data requires the model to be highly scalable, which is not a property of traditional time series prediction models. To this end, we propose a temporal autoregressive matrix factorization (TAMF) framework that supports data-driven temporal learning and prediction. Specifically, we first construct a trend and period autoregressive model to extract trend and period features from OSS behavioral data, and then combine the regression model with a graph-based matrix factorization (MF) to complete the missing values by exploiting the correlations among the time series data. Finally, use the trained regression model to make predictions on the target data. This scheme ensures that TAMF can be applied to different types of high-dimensional time series data and thus has high versatility. We selected ten real developer behavior data from GitHub for case analysis. The experimental results show that TAMF has good scalability and prediction accuracy.

Comparative Study of LSTM and ANN Models for Power Consumption Prediction of Variable Refrigerant Flow (VRF) Systems in Buildings

The optimized control of variable refrigerant flow (VRF) system requires an accurate time series forecast model for power consumption. Currently, physics-based and black-box models widely used for forecasting power consumption may not be able to capture the dynamic and non-linear behavior of such complex systems. This study presents a long-short-term memory (LSTM), deep learning-based model to accurately predict the power consumption of a VRF system with heat recovery units. The model training used one year of VRF system field test data. The feature selection through the Pearson correlation coefficient was implemented to improve the model's accuracy and computational efficiency. The sensitivity analysis of feature selection was performed by preparing three feature sets, including different levels of relationship with the predicted target. Additionally, the hyperparameters of the models were optimized by Bayesian optimization with the Tree-structured Parzen Estimator algorithm. The deep learning model, LSTM model, was compared to the baseline machine learning model, Artificial Neural Network (ANN) and decision tree. The results show that LSTM-30feat with input time step 4 has the best testing performance of Coefficient of the Variation of the Root Mean Square Error (CvRMSE) 23.3%. The best ANN model is ANN-10feat with input time step 8, which has a CvRMSE of 27.8% in testing and 13,569 trainable parameters. However, LSTM-10feat with input time step 4 has the CvRMSE of 24.8% in testing, and the trainable parameters are 1,809. A higher number of trainable parameters in models might result in increased memory usage on the computer and be computationally expensive.

Cryptocurrencies Price Prediction Using Deep Learning Models (Gated Recurrent Unit And Recurrent Neural Network))

Background: With their volatile prices, cryptocurrencies have become valuable assets in the financial market. Predicting cryptocurrency prices accurately is essential for making well-informed investment decisions. Time series prediction models, like Gated Recurrent Unit (GRU) and Recurrent Neural Networks (RNN), are popular tools for financial data forecasting because they can capture sequential dependencies in data. Aim: This study aims to predict the average monthly closing prices of five major cryptocurrencies—Bitcoin (BTC), Ethereum (ETH), Binance Coin (BNB), Litecoin (LTC), and Ripple (XRP)—using GRU and RNN models and evaluate their performance in forecasting these prices. Method: Time series input sequences were produced and historical price data for the chosen cryptocurrencies were preprocessed using Min-Max Scaling. This data was divided into training and test sets, and it was used to train both the GRU and RNN models. The Mean Absolute Percentage Error (MAPE) and Root Mean Squared Error (RMSE) were used to assess the performance of the model. Results: For the majority of cryptocurrencies, the RNN model exhibited better predicted accuracy and consistently outperformed the GRU model. For instance, the RMSE for Ripple was 0.06 for the RNN model and 0.09 for GRU. In a similar vein, the RNN model outperformed the GRU model with a MAPE of 12.97% for Ethereum. These results imply that RNN models are more suitable for financial forecasting in this sector, as they yield more accurate predictions for cryptocurrency values.

Time Series Forecasting of Air Quality Index in Lahore : A Machine Learning Perspective with Facebook Prophet Model

This research investigates the rising problem of air pollution, which is a serious issue affecting people's health and the environment on a global scale. Focusing on Lahore, Pakistan, a city facing severe pollution, the research examines the Air Quality Index (AQI) from May 2019 to December 2023. Using the Facebook Prophet model for time-series forecasting, the analysis reveals trends at monthly, weekly, and hourly intervals. Peak AQI concentrations are identified in winter months, notably December and January, aligning with hazardous smog levels. Weekly trends show minimum AQI on weekends, particularly Saturday and Sunday. The hourly trend points to peak AQI concentrations between 7:00 and 09:00 AM, correlating with morning traffic and emphasizing the role of vehicular emissions in air quality degradation. These forecasts are crucial for anticipating and mitigating the adverse impact of air pollution on human health. This research underscores the critical need for comprehensive strategies to address air pollution, acknowledging the Lahore High Court and Government's initiatives, such as artificial rain experimentation, closure of commercial markets by 10 PM, ban on cutting trees and smoke-emitting vehicles. In summary, this research significantly contributes to understanding and tackling the increasingly urgent challenges associated with air quality.

Semi-supervised prediction method for time series based on Monte Carlo and time fusion feature attention

Accurate and reliable forecasting of time sequences is a challenging task in cyber–physical systems (CPS). Traditional time series prediction models struggle to provide accurate predictions for diverse types of time series data, especially with missing data due to variations in scale, types, and the complexity of real-world production environments. In this paper, we introduce a hybrid model named Temporal Feature Fusion Attention-based Monte Carlo Semi-supervised Long Short Term Memory (LSTM) network to address this issue. The model encodes the current state and historical information using a current time feature state vector. It then calculates the hidden feature vectors for the time series at different time points (past, present, and future), as well as for the current Monte Carlo filtering sequences. This approach leverages the correlation of time series features, transfers and fuses crucial historical features within the sequence with the optimized sequence feature information from the Monte Carlo algorithm. Our experiments confirm that with 10% of labeled data missing, our proposed method significantly improves the evaluation metric Mean Absolute Percentage Error (MAPE) by 17.827% compared to the baseline LSTM model. Moreover, our method surpasses other state-of-the-art methods across four distinct time series datasets, achieving the best prediction results.

Analysis of the Effectiveness of ARIMA, SARIMA, and SVR Models in Time Series Forecasting: A Case Study of Wind Farm Energy Production

Analysis of the Effectiveness of ARIMA, SARIMA, and SVR Models in Time Series Forecasting: A Case Study of Wind Farm Energy Production

Time series forecasting using transformer neural network

Time series forecasting is a vital component of data science, giving essential insights that help decision-makers to predict future trends across a number of sectors. This paper focuses on projecting complicated stock market price dynamics, weather data variations, and hourly traffic occupancy rates. The Informer-Based Time Series Forecasting (IBTSF) model, which employs a transformer-based architecture to capture long-term relationships and give probabilistic predictions, is proposed.This model is assessed against Long Short-Term Memory (LSTM), Temporal Convolutional Network (TCN) and Gated Recurrent Unit (GRU) model to benchmark its performance. Simulation findings demonstrate that the IBTSF model considerably outperforms other models across all datasets. For traffic data, the IBTSF model achieves a Mean Squared Error (MSE) of 10.1 and a Mean Absolute Scaled Error (MASE) of 1.69, compared to other model's larger mistakes. In stock data forecasting, the IBTSF model reports an MSE of 8.04 and a MASE of 1.53, again outperforming other models. Similarly, using meteorological data, the IBTSF model obtains an MSE of 86.12 and a MASE of 0.7, whereas other models fall short. These results underline the IBTSF model's resilience and accuracy in capturing subtle patterns and relationships within time series data, giving precise insights that benefit decision-making processes.

GNSS elevation time series prediction model based on multiple gate recurrence unit and temporal convolutional networks parallel

GNSS elevation time series prediction model based on multiple gate recurrence unit and temporal convolutional networks parallel

Spatio-Temporal Heterogeneous Ensemble Learning Method for Predicting Land Subsidence

The prediction of land subsidence is of significant value for the early warning and prevention of geological disasters. Although numerous land subsidence prediction methods are currently available, two obstacles still exist: (i) spatio-temporal heterogeneity of land subsidence is not well considered, and (ii) the prediction performance of individual models is unsatisfactory when the data do not meet their assumptions. To address these issues, we developed a spatio-temporal heterogeneous ensemble learning method for predicting land subsidence. Firstly, a two-stage hybrid spatio-temporal clustering method was proposed to divide the dataset into internally homogeneous spatio-temporal clusters. Secondly, within each spatio-temporal cluster, an ensemble learning strategy was employed to combine one time series prediction model and three spatio-temporal prediction models to reduce the prediction uncertainty of an individual model. Experiments on a land subsidence dataset from Cangzhou, China, show that the prediction accuracy of the proposed method is significantly higher than that of four individual prediction models.