Search results for: rime series
2565 Formulation and in Vitro Evaluation of Cubosomes Containing CeO₂ Nanoparticles Loaded with Glatiramer Acetate Drug
Authors: Akbar Esmaeili, Zahra Salarieh
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Cerium oxide nanoparticles (nano-series) are used as catalysts in industrial applications due to their free radical scavenging properties. Given that free radicals play an essential role in the pathology of many neurological diseases, we investigated the use of nanocrystals as a potential therapeutic agent for oxidative damage. This project synthesized nano-series from a new and environmentally friendly bio-pathway. Investigation of cerium nitrate in culture medium containing inoculated Lactobacillus acidophilus strain before incubation produces nano-series. Loaded with glatiramer acetate (GA) was formed by coating carboxymethylcellulose (CMC) and CeO2. FE-SEM analysis showed nano-series in the 9-11 nm range, spherical shape, and uniform particle size distribution. Cubic nanoparticles containing anti-multiple sclerosis (anti-Ms) treatment called GA were used. Glycerol monostearate (GMS) was used as a fat base, and evening primrose extract was used as an anti-inflammatory in cubosomes. Design-Expert® software was used to study the effects of different formulation factors on the properties of GAloaded cubic dispersions. Thirty GA-labeled cubic dispersions were prepared with GA-labeled carboxymethylcellulose and evaluated in vitro. The results showed an average nano-series size of 89.02 and a zeta potential of -49.9. Cubosomes containing GA-CMC/CeO2 showed a stable release profile for 180 min. The results showed that cubosomes containing GA-CMC/CeO2 could be a promising drug carrier with normal release behavior.Keywords: ciochemistry, biotechnology, molecular, biology
Procedia PDF Downloads 502564 Fast Short-Term Electrical Load Forecasting under High Meteorological Variability with a Multiple Equation Time Series Approach
Authors: Charline David, Alexandre Blondin Massé, Arnaud Zinflou
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In 2016, Clements, Hurn, and Li proposed a multiple equation time series approach for the short-term load forecasting, reporting an average mean absolute percentage error (MAPE) of 1.36% on an 11-years dataset for the Queensland region in Australia. We present an adaptation of their model to the electrical power load consumption for the whole Quebec province in Canada. More precisely, we take into account two additional meteorological variables — cloudiness and wind speed — on top of temperature, as well as the use of multiple meteorological measurements taken at different locations on the territory. We also consider other minor improvements. Our final model shows an average MAPE score of 1:79% over an 8-years dataset.Keywords: short-term load forecasting, special days, time series, multiple equations, parallelization, clustering
Procedia PDF Downloads 1032563 New Machine Learning Optimization Approach Based on Input Variables Disposition Applied for Time Series Prediction
Authors: Hervice Roméo Fogno Fotsoa, Germaine Djuidje Kenmoe, Claude Vidal Aloyem Kazé
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One of the main applications of machine learning is the prediction of time series. But a more accurate prediction requires a more optimal model of machine learning. Several optimization techniques have been developed, but without considering the input variables disposition of the system. Thus, this work aims to present a new machine learning architecture optimization technique based on their optimal input variables disposition. The validations are done on the prediction of wind time series, using data collected in Cameroon. The number of possible dispositions with four input variables is determined, i.e., twenty-four. Each of the dispositions is used to perform the prediction, with the main criteria being the training and prediction performances. The results obtained from a static architecture and a dynamic architecture of neural networks have shown that these performances are a function of the input variable's disposition, and this is in a different way from the architectures. This analysis revealed that it is necessary to take into account the input variable's disposition for the development of a more optimal neural network model. Thus, a new neural network training algorithm is proposed by introducing the search for the optimal input variables disposition in the traditional back-propagation algorithm. The results of the application of this new optimization approach on the two single neural network architectures are compared with the previously obtained results step by step. Moreover, this proposed approach is validated in a collaborative optimization method with a single objective optimization technique, i.e., genetic algorithm back-propagation neural networks. From these comparisons, it is concluded that each proposed model outperforms its traditional model in terms of training and prediction performance of time series. Thus the proposed optimization approach can be useful in improving the accuracy of time series forecasts. This proves that the proposed optimization approach can be useful in improving the accuracy of time series prediction based on machine learning.Keywords: input variable disposition, machine learning, optimization, performance, time series prediction
Procedia PDF Downloads 1092562 Degree of Approximation of Functions by Product Means
Authors: Hare Krishna Nigam
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In this paper, for the first time, (E,q)(C,2) product summability method is introduced and two quite new results on degree of approximation of the function f belonging to Lip (alpha,r)class and W(L(r), xi(t)) class by (E,q)(C,2) product means of Fourier series, has been obtained.Keywords: Degree of approximation, (E, q)(C, 2) means, Fourier series, Lebesgue integral, Lip (alpha, r)class, W(L(r), xi(t))class of functions
Procedia PDF Downloads 5172561 A Hybrid Adomian Decomposition Method in the Solution of Logistic Abelian Ordinary Differential and Its Comparism with Some Standard Numerical Scheme
Authors: F. J. Adeyeye, D. Eni, K. M. Okedoye
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In this paper we present a Hybrid of Adomian decomposition method (ADM). This is the substitution of a One-step method of Taylor’s series approximation of orders I and II, into the nonlinear part of Adomian decomposition method resulting in a convergent series scheme. This scheme is applied to solve some Logistic problems represented as Abelian differential equation and the results are compared with the actual solution and Runge-kutta of order IV in order to ascertain the accuracy and efficiency of the scheme. The findings shows that the scheme is efficient enough to solve logistic problems considered in this paper.Keywords: Adomian decomposition method, nonlinear part, one-step method, Taylor series approximation, hybrid of Adomian polynomial, logistic problem, Malthusian parameter, Verhulst Model
Procedia PDF Downloads 4002560 Forecasting 24-Hour Ahead Electricity Load Using Time Series Models
Authors: Ramin Vafadary, Maryam Khanbaghi
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Forecasting electricity load is important for various purposes like planning, operation, and control. Forecasts can save operating and maintenance costs, increase the reliability of power supply and delivery systems, and correct decisions for future development. This paper compares various time series methods to forecast 24 hours ahead of electricity load. The methods considered are the Holt-Winters smoothing, SARIMA Modeling, LSTM Network, Fbprophet, and Tensorflow probability. The performance of each method is evaluated by using the forecasting accuracy criteria, namely, the mean absolute error and root mean square error. The National Renewable Energy Laboratory (NREL) residential energy consumption data is used to train the models. The results of this study show that the SARIMA model is superior to the others for 24 hours ahead forecasts. Furthermore, a Bagging technique is used to make the predictions more robust. The obtained results show that by Bagging multiple time-series forecasts, we can improve the robustness of the models for 24 hours ahead of electricity load forecasting.Keywords: bagging, Fbprophet, Holt-Winters, LSTM, load forecast, SARIMA, TensorFlow probability, time series
Procedia PDF Downloads 952559 Forecasting of COVID-19 Cases, Hospitalization Admissions, and Death Cases Based on Wastewater Sars-COV-2 Surveillance Using Copula Time Series Model
Authors: Hueiwang Anna Jeng, Norou Diawara, Nancy Welch, Cynthia Jackson, Rekha Singh, Kyle Curtis, Raul Gonzalez, David Jurgens, Sasanka Adikari
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Modeling effort is needed to predict the COVID-19 trends for developing management strategies and adaptation measures. The objective of this study was to assess whether SARS-CoV-2 viral load in wastewater could serve as a predictor for forecasting COVID-19 cases, hospitalization cases, and death cases using copula-based time series modeling. SARS-CoV-2 RNA load in raw wastewater in Chesapeake VA was measured using the RT-qPCR method. Gaussian copula time series marginal regression model, incorporating an autoregressive moving average model and the copula function, served as a forecasting model. COVID-19 cases were correlated with wastewater viral load, hospitalization cases, and death cases. The forecasted trend of COVID-19 cases closely paralleled one of the reported cases, with over 90% of the forecasted COVID-19 cases falling within the 99% confidence interval of the reported cases. Wastewater SARS-CoV-2 viral load could serve as a predictor for COVID-19 cases and hospitalization cases.Keywords: COVID-19, modeling, time series, copula function
Procedia PDF Downloads 682558 Analysis of Exponential Nonuniform Transmission Line Parameters
Authors: Mounir Belattar
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In this paper the Analysis of voltage waves that propagate along a lossless exponential nonuniform line is presented. For this analysis the parameters of this line are assumed to be varying function of the distance x along the line from the source end. The approach is based on the tow-port networks cascading presentation to derive the ABDC parameters of transmission using Picard-Carson Method which is a powerful method in getting a power series solution for distributed network because it is easy to calculate poles and zeros and solves differential equations such as telegrapher equations by an iterative sequence. So the impedance, admittance voltage and current along the line are expanded as a Taylor series in x/l where l is the total length of the line to obtain at the end, the main transmission line parameters such as voltage response and transmission and reflexion coefficients represented by scattering parameters in frequency domain.Keywords: ABCD parameters, characteristic impedance exponential nonuniform transmission line, Picard-Carson's method, S parameters, Taylor's series
Procedia PDF Downloads 4432557 Application of Stochastic Models to Annual Extreme Streamflow Data
Authors: Karim Hamidi Machekposhti, Hossein Sedghi
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This study was designed to find the best stochastic model (using of time series analysis) for annual extreme streamflow (peak and maximum streamflow) of Karkheh River at Iran. The Auto-regressive Integrated Moving Average (ARIMA) model used to simulate these series and forecast those in future. For the analysis, annual extreme streamflow data of Jelogir Majin station (above of Karkheh dam reservoir) for the years 1958–2005 were used. A visual inspection of the time plot gives a little increasing trend; therefore, series is not stationary. The stationarity observed in Auto-Correlation Function (ACF) and Partial Auto-Correlation Function (PACF) plots of annual extreme streamflow was removed using first order differencing (d=1) in order to the development of the ARIMA model. Interestingly, the ARIMA(4,1,1) model developed was found to be most suitable for simulating annual extreme streamflow for Karkheh River. The model was found to be appropriate to forecast ten years of annual extreme streamflow and assist decision makers to establish priorities for water demand. The Statistical Analysis System (SAS) and Statistical Package for the Social Sciences (SPSS) codes were used to determinate of the best model for this series.Keywords: stochastic models, ARIMA, extreme streamflow, Karkheh river
Procedia PDF Downloads 1482556 Visualization of PM₂.₅ Time Series and Correlation Analysis of Cities in Bangladesh
Authors: Asif Zaman, Moinul Islam Zaber, Amin Ahsan Ali
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In recent years of industrialization, the South Asian countries are being affected by air pollution due to a severe increase in fine particulate matter 2.5 (PM₂.₅). Among them, Bangladesh is one of the most polluting countries. In this paper, statistical analyses were conducted on the time series of PM₂.₅ from various districts in Bangladesh, mostly around Dhaka city. Research has been conducted on the dynamic interactions and relationships between PM₂.₅ concentrations in different zones. The study is conducted toward understanding the characteristics of PM₂.₅, such as spatial-temporal characterization, correlation of other contributors behind air pollution such as human activities, driving factors and environmental casualties. Clustering on the data gave an insight on the districts groups based on their AQI frequency as representative districts. Seasonality analysis on hourly and monthly frequency found higher concentration of fine particles in nighttime and winter season, respectively. Cross correlation analysis discovered a phenomenon of correlations among cities based on time-lagged series of air particle readings and visualization framework is developed for observing interaction in PM₂.₅ concentrations between cities. Significant time-lagged correlations were discovered between the PM₂.₅ time series in different city groups throughout the country by cross correlation analysis. Additionally, seasonal heatmaps depict that the pooled series correlations are less significant in warmer months, and among cities of greater geographic distance as well as time lag magnitude and direction of the best shifted correlated particulate matter time series among districts change seasonally. The geographic map visualization demonstrates spatial behaviour of air pollution among districts around Dhaka city and the significant effect of wind direction as the vital actor on correlated shifted time series. The visualization framework has multipurpose usage from gathering insight of general and seasonal air quality of Bangladesh to determining the pathway of regional transportation of air pollution.Keywords: air quality, particles, cross correlation, seasonality
Procedia PDF Downloads 1052555 Application of Seasonal Autoregressive Integrated Moving Average Model for Forecasting Monthly Flows in Waterval River, South Africa
Authors: Kassahun Birhanu Tadesse, Megersa Olumana Dinka
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Reliable future river flow information is basic for planning and management of any river systems. For data scarce river system having only a river flow records like the Waterval River, a univariate time series models are appropriate for river flow forecasting. In this study, a univariate Seasonal Autoregressive Integrated Moving Average (SARIMA) model was applied for forecasting Waterval River flow using GRETL statistical software. Mean monthly river flows from 1960 to 2016 were used for modeling. Different unit root tests and Mann-Kendall trend analysis were performed to test the stationarity of the observed flow time series. The time series was differenced to remove the seasonality. Using the correlogram of seasonally differenced time series, different SARIMA models were identified, their parameters were estimated, and diagnostic check-up of model forecasts was performed using white noise and heteroscedasticity tests. Finally, based on minimum Akaike Information (AIc) and Hannan-Quinn (HQc) criteria, SARIMA (3, 0, 2) x (3, 1, 3)12 was selected as the best model for Waterval River flow forecasting. Therefore, this model can be used to generate future river information for water resources development and management in Waterval River system. SARIMA model can also be used for forecasting other similar univariate time series with seasonality characteristics.Keywords: heteroscedasticity, stationarity test, trend analysis, validation, white noise
Procedia PDF Downloads 2052554 Time Series Simulation by Conditional Generative Adversarial Net
Authors: Rao Fu, Jie Chen, Shutian Zeng, Yiping Zhuang, Agus Sudjianto
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Generative Adversarial Net (GAN) has proved to be a powerful machine learning tool in image data analysis and generation. In this paper, we propose to use Conditional Generative Adversarial Net (CGAN) to learn and simulate time series data. The conditions include both categorical and continuous variables with different auxiliary information. Our simulation studies show that CGAN has the capability to learn different types of normal and heavy-tailed distributions, as well as dependent structures of different time series. It also has the capability to generate conditional predictive distributions consistent with training data distributions. We also provide an in-depth discussion on the rationale behind GAN and the neural networks as hierarchical splines to establish a clear connection with existing statistical methods of distribution generation. In practice, CGAN has a wide range of applications in market risk and counterparty risk analysis: it can be applied to learn historical data and generate scenarios for the calculation of Value-at-Risk (VaR) and Expected Shortfall (ES), and it can also predict the movement of the market risk factors. We present a real data analysis including a backtesting to demonstrate that CGAN can outperform Historical Simulation (HS), a popular method in market risk analysis to calculate VaR. CGAN can also be applied in economic time series modeling and forecasting. In this regard, we have included an example of hypothetical shock analysis for economic models and the generation of potential CCAR scenarios by CGAN at the end of the paper.Keywords: conditional generative adversarial net, market and credit risk management, neural network, time series
Procedia PDF Downloads 1432553 Vector Control of Two Five Phase PMSM Connected in Series Powered by Matrix Converter Application to the Rail Traction
Authors: S. Meguenni, A. Djahbar, K. Tounsi
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Electric railway traction systems are complex; they have electrical couplings, magnetic and solid mechanics. These couplings impose several constraints that complicate the modeling and analysis of these systems. An example of drive systems, which combine the advantages of the use of multiphase machines, power electronics and computing means, is mono convert isseur multi-machine system which can control a fully decoupled so many machines whose electric windings are connected in series. In this approach, our attention especially on modeling and independent control of two five phase synchronous machine with permanent magnet connected in series and fed by a matrix converter application to the rail traction (bogie of a locomotive BB 36000).Keywords: synchronous machine, vector control Multi-machine/ Multi-inverter, matrix inverter, Railway traction
Procedia PDF Downloads 3712552 Times Series Analysis of Depositing in Industrial Design in Brazil between 1996 and 2013
Authors: Jonas Pedro Fabris, Alberth Almeida Amorim Souza, Maria Emilia Camargo, Suzana Leitão Russo
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With the law Nº. 9279, of May 14, 1996, the Brazilian government regulates rights and obligations relating to industrial property considering the economic development of the country as granting patents, trademark registration, registration of industrial designs and other forms of protection copyright. In this study, we show the application of the methodology of Box and Jenkins in the series of deposits of industrial design at the National Institute of Industrial Property for the period from May 1996 to April 2013. First, a graphical analysis of the data was done by observing the behavior of the data and the autocorrelation function. The best model found, based on the analysis of charts and statistical tests suggested by Box and Jenkins methodology, it was possible to determine the model number for the deposit of industrial design, SARIMA (2,1,0)(2,0,0), with an equal to 9.88% MAPE.Keywords: ARIMA models, autocorrelation, Box and Jenkins Models, industrial design, MAPE, time series
Procedia PDF Downloads 5442551 In vitro Biological Activity of Some Synthesized Monoazo Heterocycles Based On Thiophene and Thiazolyl-Thiophene Analogue
Authors: Mohamed E. Khalifa, Adil A. Gobouri
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Potential synthesis of a series of 3-amino-4-arylazothiophene derivatives from reaction of 2-cyano-2-phenylthiocarbamoyl acetamide and the appropriate α-halogenated reagents, followed by coupling with different aryl diazonium salts (Japp-Klingemann reaction), and another series of 5-arylazo-thiazol-2-ylcarbamoyl-thiophene derivatives from base-catalyzed intramolecular condensation of 5-arylazo-2-(N-chloroacetyl)amino-thiazole with selected B-keto compounds (Thorpe-Ziegler reaction) was performed. The biological activity of the two series was studied in vitro. Their versatility for pharmaceutical purposes was reported, where they displayed remarkable activities against selected pathogenic microorganisms; Bacillus subtilize, Staphylococcus aureus (Gram positive bacteria), Escherichia coli, Pseudomonas aeruginosa (Gram negative bacteria) and Aspergillus flavus, Candida albicans (fungi) with various degrees related to their chemical structures.Keywords: thiophene, 2-aminothiazole, compounds, antioxidant, antitumor, antimicrobial
Procedia PDF Downloads 3442550 Modified CUSUM Algorithm for Gradual Change Detection in a Time Series Data
Authors: Victoria Siriaki Jorry, I. S. Mbalawata, Hayong Shin
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The main objective in a change detection problem is to develop algorithms for efficient detection of gradual and/or abrupt changes in the parameter distribution of a process or time series data. In this paper, we present a modified cumulative (MCUSUM) algorithm to detect the start and end of a time-varying linear drift in mean value of a time series data based on likelihood ratio test procedure. The design, implementation and performance of the proposed algorithm for a linear drift detection is evaluated and compared to the existing CUSUM algorithm using different performance measures. An approach to accurately approximate the threshold of the MCUSUM is also provided. Performance of the MCUSUM for gradual change-point detection is compared to that of standard cumulative sum (CUSUM) control chart designed for abrupt shift detection using Monte Carlo Simulations. In terms of the expected time for detection, the MCUSUM procedure is found to have a better performance than a standard CUSUM chart for detection of the gradual change in mean. The algorithm is then applied and tested to a randomly generated time series data with a gradual linear trend in mean to demonstrate its usefulness.Keywords: average run length, CUSUM control chart, gradual change detection, likelihood ratio test
Procedia PDF Downloads 2982549 A Novel Computer-Generated Hologram (CGH) Achieved Scheme Generated from Point Cloud by Using a Lens Array
Authors: Wei-Na Li, Mei-Lan Piao, Nam Kim
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We proposed a novel computer-generated hologram (CGH) achieved scheme, wherein the CGH is generated from a point cloud which is transformed by a mapping relationship of a series of elemental images captured from a real three-dimensional (3D) object by using a lens array. This scheme is composed of three procedures: mapping from elemental images to point cloud, hologram generation, and hologram display. A mapping method is figured out to achieve a virtual volume date (point cloud) from a series of elemental images. This mapping method consists of two steps. Firstly, the coordinate (x, y) pairs and its appearing number are calculated from the series of sub-images, which are generated from the elemental images. Secondly, a series of corresponding coordinates (x, y, z) are calculated from the elemental images. Then a hologram is generated from the volume data that is calculated by the previous two steps. Eventually, a spatial light modulator (SLM) and a green laser beam are utilized to display this hologram and reconstruct the original 3D object. In this paper, in order to show a more auto stereoscopic display of a real 3D object, we successfully obtained the actual depth data of every discrete point of the real 3D object, and overcame the inherent drawbacks of the depth camera by obtaining point cloud from the elemental images.Keywords: elemental image, point cloud, computer-generated hologram (CGH), autostereoscopic display
Procedia PDF Downloads 5842548 Synthetic Daily Flow Duration Curves for the Çoruh River Basin, Turkey
Authors: Ibrahim Can, Fatih Tosunoğlu
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The flow duration curve (FDC) is an informative method that represents the flow regime’s properties for a river basin. Therefore, the FDC is widely used for water resource projects such as hydropower, water supply, irrigation and water quality management. The primary purpose of this study is to obtain synthetic daily flow duration curves for Çoruh Basin, Turkey. For this aim, we firstly developed univariate auto-regressive moving average (ARMA) models for daily flows of 9 stations located in Çoruh basin and then these models were used to generate 100 synthetic flow series each having same size as historical series. Secondly, flow duration curves of each synthetic series were drawn and the flow values exceeded 10, 50 and 95 % of the time and 95% confidence limit of these flows were calculated. As a result, flood, mean and low flows potential of Çoruh basin will comprehensively be represented.Keywords: ARMA models, Çoruh basin, flow duration curve, Turkey
Procedia PDF Downloads 4032547 Time Series Modelling and Prediction of River Runoff: Case Study of Karkheh River, Iran
Authors: Karim Hamidi Machekposhti, Hossein Sedghi, Abdolrasoul Telvari, Hossein Babazadeh
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Rainfall and runoff phenomenon is a chaotic and complex outcome of nature which requires sophisticated modelling and simulation methods for explanation and use. Time Series modelling allows runoff data analysis and can be used as forecasting tool. In the paper attempt is made to model river runoff data and predict the future behavioural pattern of river based on annual past observations of annual river runoff. The river runoff analysis and predict are done using ARIMA model. For evaluating the efficiency of prediction to hydrological events such as rainfall, runoff and etc., we use the statistical formulae applicable. The good agreement between predicted and observation river runoff coefficient of determination (R2) display that the ARIMA (4,1,1) is the suitable model for predicting Karkheh River runoff at Iran.Keywords: time series modelling, ARIMA model, river runoff, Karkheh River, CLS method
Procedia PDF Downloads 3412546 Modeling of Diurnal Pattern of Air Temperature in a Tropical Environment: Ile-Ife and Ibadan, Nigeria
Authors: Rufus Temidayo Akinnubi, M. O. Adeniyi
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Existing diurnal air temperature models simulate night time air temperature over Nigeria with high biases. An improved parameterization is presented for modeling the diurnal pattern of air temperature (Ta) which is applicable in the calculation of turbulent heat fluxes in Global climate models, based on Nigeria Micrometeorological Experimental site (NIMEX) surface layer observations. Five diurnal Ta models for estimating hourly Ta from daily maximum, daily minimum, and daily mean air temperature were validated using root-mean-square error (RMSE), Mean Error Bias (MBE) and scatter graphs. The original Fourier series model showed better performance for unstable air temperature parameterizations while the stable Ta was strongly overestimated with a large error. The model was improved with the inclusion of the atmospheric cooling rate that accounts for the temperature inversion that occurs during the nocturnal boundary layer condition. The MBE and RMSE estimated by the modified Fourier series model reduced by 4.45 oC and 3.12 oC during the transitional period from dry to wet stable atmospheric conditions. The modified Fourier series model gave good estimation of the diurnal weather patterns of Ta when compared with other existing models for a tropical environment.Keywords: air temperature, mean bias error, Fourier series analysis, surface energy balance,
Procedia PDF Downloads 2292545 Co-Integration and Error Correction Mechanism of Supply Response of Sugarcane in Pakistan (1980-2012)
Authors: Himayatullah Khan
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This study estimates supply response function of sugarcane in Pakistan from 1980-81 to 2012-13. The study uses co-integration approach and error correction mechanism. Sugarcane production, area and price series were tested for unit root using Augmented Dickey Fuller (ADF). The study found that these series were stationary at their first differenced level. Using the Augmented Engle-Granger test and Cointegrating Regression Durbin-Watson (CRDW) test, the study found that “production and price” and “area and price” were co-integrated suggesting that the two sets of time series had long-run or equilibrium relationship. The results of the error correction models for the two sets of series showed that there was disequilibrium in the short run there may be disequilibrium. The Engle-Granger residual may be thought of as the equilibrium error which can be used to tie the short-run behavior of the dependent variable to its long-run value. The Granger-Causality test results showed that log of price granger caused both the long of production and log of area whereas, the log of production and log of area Granger caused each other.Keywords: co-integration, error correction mechanism, Granger-causality, sugarcane, supply response
Procedia PDF Downloads 4352544 Enhancing Patch Time Series Transformer with Wavelet Transform for Improved Stock Prediction
Authors: Cheng-yu Hsieh, Bo Zhang, Ahmed Hambaba
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Stock market prediction has long been an area of interest for both expert analysts and investors, driven by its complexity and the noisy, volatile conditions it operates under. This research examines the efficacy of combining the Patch Time Series Transformer (PatchTST) with wavelet transforms, specifically focusing on Haar and Daubechies wavelets, in forecasting the adjusted closing price of the S&P 500 index for the following day. By comparing the performance of the augmented PatchTST models with traditional predictive models such as Recurrent Neural Networks (RNNs), Convolutional Neural Networks (CNNs), Long Short-Term Memory (LSTM) networks, and Transformers, this study highlights significant enhancements in prediction accuracy. The integration of the Daubechies wavelet with PatchTST notably excels, surpassing other configurations and conventional models in terms of Mean Absolute Error (MAE) and Mean Squared Error (MSE). The success of the PatchTST model paired with Daubechies wavelet is attributed to its superior capability in extracting detailed signal information and eliminating irrelevant noise, thus proving to be an effective approach for financial time series forecasting.Keywords: deep learning, financial forecasting, stock market prediction, patch time series transformer, wavelet transform
Procedia PDF Downloads 502543 Improved Pitch Detection Using Fourier Approximation Method
Authors: Balachandra Kumaraswamy, P. G. Poonacha
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Automatic Music Information Retrieval has been one of the challenging topics of research for a few decades now with several interesting approaches reported in the literature. In this paper we have developed a pitch extraction method based on a finite Fourier series approximation to the given window of samples. We then estimate pitch as the fundamental period of the finite Fourier series approximation to the given window of samples. This method uses analysis of the strength of harmonics present in the signal to reduce octave as well as harmonic errors. The performance of our method is compared with three best known methods for pitch extraction, namely, Yin, Windowed Special Normalization of the Auto-Correlation Function and Harmonic Product Spectrum methods of pitch extraction. Our study with artificially created signals as well as music files show that Fourier Approximation method gives much better estimate of pitch with less octave and harmonic errors.Keywords: pitch, fourier series, yin, normalization of the auto- correlation function, harmonic product, mean square error
Procedia PDF Downloads 4122542 Income-Consumption Relationships in Pakistan (1980-2011): A Cointegration Approach
Authors: Himayatullah Khan, Alena Fedorova
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The present paper analyses the income-consumption relationships in Pakistan using annual time series data from 1980-81 to 2010-1. The paper uses the Augmented Dickey-Fuller test to check the unit root and stationarity in these two time series. The paper finds that the two time series are nonstationary but stationary at their first difference levels. The Augmented Engle-Granger test and the Cointegrating Regression Durbin-Watson test imply that the two time series of consumption and income are cointegrated and that long-run marginal propensity to consume is 0.88 which is given by the estimated (static) equilibrium relation. The paper also used the error correction mechanism to find out to model dynamic relationship. The purpose of the ECM is to indicate the speed of adjustment from the short-run equilibrium to the long-run equilibrium state. The results show that MPC is equal to 0.93 and is highly significant. The coefficient of Engle-Granger residuals is negative but insignificant. Statistically, the equilibrium error term is zero, which suggests that consumption adjusts to changes in GDP in the same period. The short-run changes in GDP have a positive impact on short-run changes in consumption. The paper concludes that we may interpret 0.93 as the short-run MPC. The pair-wise Granger Causality test shows that both GDP and consumption Granger cause each other.Keywords: cointegrating regression, Augmented Dickey Fuller test, Augmented Engle-Granger test, Granger causality, error correction mechanism
Procedia PDF Downloads 4142541 Wind Speed Data Analysis in Colombia in 2013 and 2015
Authors: Harold P. Villota, Alejandro Osorio B.
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The energy meteorology is an area for study energy complementarity and the use of renewable sources in interconnected systems. Due to diversify the energy matrix in Colombia with wind sources, is necessary to know the data bases about this one. However, the time series given by 260 automatic weather stations have empty, and no apply data, so the purpose is to fill the time series selecting two years to characterize, impute and use like base to complete the data between 2005 and 2020.Keywords: complementarity, wind speed, renewable, colombia, characteri, characterization, imputation
Procedia PDF Downloads 1642540 Comparative Study of Compressive Strength of Triangular Polyester Fiber with Fly Ash Roller Compacted Concrete Using Ultrasonic Pulse Velocity Method
Authors: Pramod Keshav Kolase, Atul K. Desai
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This paper presents the experimental investigation results of Ultrasonic Pulse Velocity (UPV) tests conducted on roller compacted concrete pavement (RCCP) material containing Class F fly ash of as mineral admixture and triangular polyester fiber as a secondary reinforcement. The each mix design series fly ash content is varied from 0% to 45 % and triangular polyester fiber 0% to 0.75% by volume fraction. In each series and for different ages of curing (i.e. 7, 28 and 90 days) forty-eight cube specimens are cast and tested for compressive strength and UPV. The UPV of fly ash was found to be lower for all mixtures at 7 days in comparison with control mix concrete. But at 28, 56 days and 90 days the UPV were significantly improved for all the mixes. Relationships between compressive strength of RCCP and UPV and Dynamic Elastic Modulus are proposed for all series mixes.Keywords: compressive strength, dynamic elastic modulus, fly ash, fiber, roller compacted concrete, ultrasonic pulse velocity
Procedia PDF Downloads 2182539 Time Series Regression with Meta-Clusters
Authors: Monika Chuchro
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This paper presents a preliminary attempt to apply classification of time series using meta-clusters in order to improve the quality of regression models. In this case, clustering was performed as a method to obtain a subgroups of time series data with normal distribution from inflow into waste water treatment plant data which Composed of several groups differing by mean value. Two simple algorithms: K-mean and EM were chosen as a clustering method. The rand index was used to measure the similarity. After simple meta-clustering, regression model was performed for each subgroups. The final model was a sum of subgroups models. The quality of obtained model was compared with the regression model made using the same explanatory variables but with no clustering of data. Results were compared by determination coefficient (R2), measure of prediction accuracy mean absolute percentage error (MAPE) and comparison on linear chart. Preliminary results allows to foresee the potential of the presented technique.Keywords: clustering, data analysis, data mining, predictive models
Procedia PDF Downloads 4662538 Time Series Forecasting (TSF) Using Various Deep Learning Models
Authors: Jimeng Shi, Mahek Jain, Giri Narasimhan
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Time Series Forecasting (TSF) is used to predict the target variables at a future time point based on the learning from previous time points. To keep the problem tractable, learning methods use data from a fixed-length window in the past as an explicit input. In this paper, we study how the performance of predictive models changes as a function of different look-back window sizes and different amounts of time to predict the future. We also consider the performance of the recent attention-based Transformer models, which have had good success in the image processing and natural language processing domains. In all, we compare four different deep learning methods (RNN, LSTM, GRU, and Transformer) along with a baseline method. The dataset (hourly) we used is the Beijing Air Quality Dataset from the UCI website, which includes a multivariate time series of many factors measured on an hourly basis for a period of 5 years (2010-14). For each model, we also report on the relationship between the performance and the look-back window sizes and the number of predicted time points into the future. Our experiments suggest that Transformer models have the best performance with the lowest Mean Average Errors (MAE = 14.599, 23.273) and Root Mean Square Errors (RSME = 23.573, 38.131) for most of our single-step and multi-steps predictions. The best size for the look-back window to predict 1 hour into the future appears to be one day, while 2 or 4 days perform the best to predict 3 hours into the future.Keywords: air quality prediction, deep learning algorithms, time series forecasting, look-back window
Procedia PDF Downloads 1532537 Reconstructing the Segmental System of Proto-Graeco-Phrygian: a Bottom-Up Approach
Authors: Aljoša Šorgo
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Recent scholarship on Phrygian has begun to more closely examine the long-held belief that Greek and Phrygian are two very closely related languages. It is now clear that Graeco-Phrygian can be firmly postulated as a subclade of the Indo-European languages. The present paper will focus on the reconstruction of the phonological and phonetic segments of Proto-Graeco-Phrygian (= PGPh.) by providing relevant correspondence sets and reconstructing the classes of segments. The PGPh. basic vowel system consisted of ten phonemic oral vowels: */a e o ā ē ī ō ū/. The correspondences of the vowels are clear and leave little open to ambiguity. There were four resonants and two semi-vowels in PGPh.: */r l m n i̯ u̯/, which could appear in both a consonantal and a syllabic function, with the distribution between the two still being phonotactically predictable. Of note is the fact that the segments *m and *n seem to have merged when their phonotactic position would see them used in a syllabic function. Whether the segment resulting from this merger was a nasalized vowel (most likely *[ã]) or a syllabic nasal *[N̥] (underspecified for place of articulation) cannot be determined at this stage. There were three fricatives in PGPh.: */s h ç/. *s and *h are easily identifiable. The existence of *ç, which may seem unexpected, is postulated on the basis of the correspondence Gr. ὄς ~ Phr. yos/ιος. It is of note that Bozzone has previously proposed the existence of *ç ( < PIE *h₁i̯-) in an early stage of Greek even without taking into account Phrygian data. Finally, the system of stops in PGPh. distinguished four places of articulation (labial, dental, velar, and labiovelar) and three phonation types. The question of which three phonation types were actually present in PGPh. is one of great importance for the ongoing debate on the realization of the three series in PIE. Since the matter is still very much in dispute, we ought to, at this stage, endeavour to reconstruct the PGPh. system without recourse to the other IE languages. The three series of correspondences are: 1. Gr. T (= tenuis) ~ Phr. T; 2. Gr. D (= media) ~ Phr. T; 3. Gr. TA (= tenuis aspirata) ~ Phr. M. The first series must clearly be reconstructed as composed of voiceless stops. The second and third series are more problematic. With a bottom-up approach, neither the second nor the third series of correspondences are compatible with simple modal voicing, and the reflexes differ greatly in voice onset time. Rather, the defining feature distinguishing the two series was [±spread glottis], with ancillary vibration of the vocal cords. In PGPh. the second series was undergoing further spreading of the glottis. As the two languages split, this process would continue, but be affected by dissimilar changes in VOT, which was ultimately phonemicized in both languages as the defining feature distinguishing between their series of stops.Keywords: bottom-up reconstruction, Proto-Graeco-Phrygian, spread glottis, syllabic resonant
Procedia PDF Downloads 502536 Sororicide in the Forbidden City: Women Oppressing Each Other in the Chinese TV Drama “The Legend of Zhen Huan”
Authors: Muriel Canas-Walker
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The 2012 TV series "The Legend of Zhen Huan" is one of the most popular and influential historical dramas on Chinese television and is regularly discussed on Chinese social media such as Weibo. Set in the Qing dynasty, the 76 episodes series features palace intrigues focused on female characters. In the Forbidden City, concubines must survive the cruelty of an extreme polygamy system, constantly competing against each other. The patriarchal oppression of the women sequestred in the harem relies on fierce female competition and does not leave much room for compassion. Using Michel Foucault’s theory of power, feminist theories, and visual anthropology, this paper analyzes the complex relationships between the female characters, from their rise to power to their fall from grace, from alliances to betrayals, from sorority to sororicide. This analysis aims to understand what makes this series particularly popular with young female audiences in China and explain its importance in Chinese media.Keywords: Chinese TV Drama, feminism, popular culture, Theory of Power
Procedia PDF Downloads 193