Search results for: time series prediction
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 21424

Search results for: time series prediction

21334 Copper Price Prediction Model for Various Economic Situations

Authors: Haidy S. Ghali, Engy Serag, A. Samer Ezeldin

Abstract:

Copper is an essential raw material used in the construction industry. During the year 2021 and the first half of 2022, the global market suffered from a significant fluctuation in copper raw material prices due to the aftermath of both the COVID-19 pandemic and the Russia-Ukraine war, which exposed its consumers to an unexpected financial risk. Thereto, this paper aims to develop two ANN-LSTM price prediction models, using Python, that can forecast the average monthly copper prices traded in the London Metal Exchange; the first model is a multivariate model that forecasts the copper price of the next 1-month and the second is a univariate model that predicts the copper prices of the upcoming three months. Historical data of average monthly London Metal Exchange copper prices are collected from January 2009 till July 2022, and potential external factors are identified and employed in the multivariate model. These factors lie under three main categories: energy prices and economic indicators of the three major exporting countries of copper, depending on the data availability. Before developing the LSTM models, the collected external parameters are analyzed with respect to the copper prices using correlation and multicollinearity tests in R software; then, the parameters are further screened to select the parameters that influence the copper prices. Then, the two LSTM models are developed, and the dataset is divided into training, validation, and testing sets. The results show that the performance of the 3-Month prediction model is better than the 1-Month prediction model, but still, both models can act as predicting tools for diverse economic situations.

Keywords: copper prices, prediction model, neural network, time series forecasting

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21333 Facial Pose Classification Using Hilbert Space Filling Curve and Multidimensional Scaling

Authors: Mekamı Hayet, Bounoua Nacer, Benabderrahmane Sidahmed, Taleb Ahmed

Abstract:

Pose estimation is an important task in computer vision. Though the majority of the existing solutions provide good accuracy results, they are often overly complex and computationally expensive. In this perspective, we propose the use of dimensionality reduction techniques to address the problem of facial pose estimation. Firstly, a face image is converted into one-dimensional time series using Hilbert space filling curve, then the approach converts these time series data to a symbolic representation. Furthermore, a distance matrix is calculated between symbolic series of an input learning dataset of images, to generate classifiers of frontal vs. profile face pose. The proposed method is evaluated with three public datasets. Experimental results have shown that our approach is able to achieve a correct classification rate exceeding 97% with K-NN algorithm.

Keywords: machine learning, pattern recognition, facial pose classification, time series

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21332 Elucidation of the Sequential Transcriptional Activity in Escherichia coli Using Time-Series RNA-Seq Data

Authors: Pui Shan Wong, Kosuke Tashiro, Satoru Kuhara, Sachiyo Aburatani

Abstract:

Functional genomics and gene regulation inference has readily expanded our knowledge and understanding of gene interactions with regards to expression regulation. With the advancement of transcriptome sequencing in time-series comes the ability to study the sequential changes of the transcriptome. This method presented here works to augment existing regulation networks accumulated in literature with transcriptome data gathered from time-series experiments to construct a sequential representation of transcription factor activity. This method is applied on a time-series RNA-Seq data set from Escherichia coli as it transitions from growth to stationary phase over five hours. Investigations are conducted on the various metabolic activities in gene regulation processes by taking advantage of the correlation between regulatory gene pairs to examine their activity on a dynamic network. Especially, the changes in metabolic activity during phase transition are analyzed with focus on the pagP gene as well as other associated transcription factors. The visualization of the sequential transcriptional activity is used to describe the change in metabolic pathway activity originating from the pagP transcription factor, phoP. The results show a shift from amino acid and nucleic acid metabolism, to energy metabolism during the transition to stationary phase in E. coli.

Keywords: Escherichia coli, gene regulation, network, time-series

Procedia PDF Downloads 373
21331 Understanding Health-Related Properties of Grapes by Pharmacokinetic Modelling of Intestinal Absorption

Authors: Sophie N. Selby-Pham, Yudie Wang, Louise Bennett

Abstract:

Consumption of grapes promotes health and reduces the risk of chronic diseases due to the action of grape phytochemicals in regulation of Oxidative Stress and Inflammation (OSI). The bioefficacy of phytochemicals depends on their absorption in the human body. The time required for phytochemicals to achieve maximal plasma concentration (Tₘₐₓ) after oral intake reflects the time window of maximal bioefficacy of phytochemicals, with Tₘₐₓ dependent on physicochemical properties of phytochemicals. This research collated physicochemical properties of grape phytochemicals from white and red grapes to predict their Tₘₐₓ using pharmacokinetic modelling. The predicted values of Tₘₐₓ were then compared to the measured Tₘₐₓ collected from clinical studies to determine the accuracy of prediction. In both liquid and solid intake forms, white grapes exhibit a shorter Tₘₐₓ range (0.5-2.5 h) versus red grapes (1.5-5h). The prediction accuracy of Tₘₐₓ for grape phytochemicals was 33.3% total error of prediction compared to the mean, indicating high prediction accuracy. Pharmacokinetic modelling allows prediction of Tₘₐₓ without costly clinical trials, informing dosing frequency for sustained presence of phytochemicals in the body to optimize the health benefits of phytochemicals.

Keywords: absorption kinetics, phytochemical, phytochemical absorption prediction model, Vitis vinifera

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21330 Classification of Generative Adversarial Network Generated Multivariate Time Series Data Featuring Transformer-Based Deep Learning Architecture

Authors: Thrivikraman Aswathi, S. Advaith

Abstract:

As there can be cases where the use of real data is somehow limited, such as when it is hard to get access to a large volume of real data, we need to go for synthetic data generation. This produces high-quality synthetic data while maintaining the statistical properties of a specific dataset. In the present work, a generative adversarial network (GAN) is trained to produce multivariate time series (MTS) data since the MTS is now being gathered more often in various real-world systems. Furthermore, the GAN-generated MTS data is fed into a transformer-based deep learning architecture that carries out the data categorization into predefined classes. Further, the model is evaluated across various distinct domains by generating corresponding MTS data.

Keywords: GAN, transformer, classification, multivariate time series

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21329 Lineup Optimization Model of Basketball Players Based on the Prediction of Recursive Neural Networks

Authors: Wang Yichen, Haruka Yamashita

Abstract:

In recent years, in the field of sports, decision making such as member in the game and strategy of the game based on then analysis of the accumulated sports data are widely attempted. In fact, in the NBA basketball league where the world's highest level players gather, to win the games, teams analyze the data using various statistical techniques. However, it is difficult to analyze the game data for each play such as the ball tracking or motion of the players in the game, because the situation of the game changes rapidly, and the structure of the data should be complicated. Therefore, it is considered that the analysis method for real time game play data is proposed. In this research, we propose an analytical model for "determining the optimal lineup composition" using the real time play data, which is considered to be difficult for all coaches. In this study, because replacing the entire lineup is too complicated, and the actual question for the replacement of players is "whether or not the lineup should be changed", and “whether or not Small Ball lineup is adopted”. Therefore, we propose an analytical model for the optimal player selection problem based on Small Ball lineups. In basketball, we can accumulate scoring data for each play, which indicates a player's contribution to the game, and the scoring data can be considered as a time series data. In order to compare the importance of players in different situations and lineups, we combine RNN (Recurrent Neural Network) model, which can analyze time series data, and NN (Neural Network) model, which can analyze the situation on the field, to build the prediction model of score. This model is capable to identify the current optimal lineup for different situations. In this research, we collected all the data of accumulated data of NBA from 2019-2020. Then we apply the method to the actual basketball play data to verify the reliability of the proposed model.

Keywords: recurrent neural network, players lineup, basketball data, decision making model

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21328 Factors Influencing the Acceptance of Y Series among the Residents in Three Southern Border Provinces of Thailand

Authors: Chetsada Noknoi

Abstract:

The acceptance of Y series refers to the willingness and enjoyment of watching Y series without feeling different from general series. This occurs when people watch Y series and derive happiness and entertainment from it. The viewing experience has the most significant impact on Y series acceptance. This research aims to 1) investigate the levels of acceptance of sexual diversity, image of Y series Actors, media exposure, and Y series acceptance among the residents in three southern border provinces of Thailand, and 2) examine how acceptance of sexual diversity, actor perceptions in Y series, and media exposure influence Y series acceptance in these provinces. The sample consisted of 322 participants from the three southern border provinces of Thailand. The research instrument used was a questionnaire, and data were analyzed using frequency, percentage, mean, standard deviation, and multiple regression analysis. The findings revealed that overall, acceptance of sexual diversity, Image of Y series Actors, and Y series acceptance among the residents in three southern border provinces of Thailand were at a high level, while media exposure was moderate overall. However, the two factors that had the most significant impact on Y series acceptance in these provinces, ranked from highest to lowest influence, were media exposure and acceptance of sexual diversity. Both of these factors had a positive effect on Y series acceptance among the residents in three southern border provinces of Thailand. Collectively, these factors accounted for 40.7% of the variance in Y series acceptance among the residents in three southern border provinces of Thailand.

Keywords: acceptance, acceptance of sexual diversity, image of Y series actors, media exposure, Y series

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21327 Multi-scale Spatial and Unified Temporal Feature-fusion Network for Multivariate Time Series Anomaly Detection

Authors: Hang Yang, Jichao Li, Kewei Yang, Tianyang Lei

Abstract:

Multivariate time series anomaly detection is a significant research topic in the field of data mining, encompassing a wide range of applications across various industrial sectors such as traffic roads, financial logistics, and corporate production. The inherent spatial dependencies and temporal characteristics present in multivariate time series introduce challenges to the anomaly detection task. Previous studies have typically been based on the assumption that all variables belong to the same spatial hierarchy, neglecting the multi-level spatial relationships. To address this challenge, this paper proposes a multi-scale spatial and unified temporal feature fusion network, denoted as MSUT-Net, for multivariate time series anomaly detection. The proposed model employs a multi-level modeling approach, incorporating both temporal and spatial modules. The spatial module is designed to capture the spatial characteristics of multivariate time series data, utilizing an adaptive graph structure learning model to identify the multi-level spatial relationships between data variables and their attributes. The temporal module consists of a unified temporal processing module, which is tasked with capturing the temporal features of multivariate time series. This module is capable of simultaneously identifying temporal dependencies among different variables. Extensive testing on multiple publicly available datasets confirms that MSUT-Net achieves superior performance on the majority of datasets. Our method is able to model and accurately detect systems data with multi-level spatial relationships from a spatial-temporal perspective, providing a novel perspective for anomaly detection analysis.

Keywords: data mining, industrial system, multivariate time series, anomaly detection

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21326 Project Time Prediction Model: A Case Study of Construction Projects in Sindh, Pakistan

Authors: Tauha Hussain Ali, Shabir Hussain Khahro, Nafees Ahmed Memon

Abstract:

Accurate prediction of project time for planning and bid preparation stage should contain realistic dates. Constructors use their experience to estimate the project duration for the new projects, which is based on intuitions. It has been a constant concern to both researchers and constructors to analyze the accurate prediction of project duration for bid preparation stage. In Pakistan, such study for time cost relationship has been lacked to predict duration performance for the construction projects. This study is an attempt to explore the time cost relationship that would conclude with a mathematical model to predict the time for the drainage rehabilitation projects in the province of Sindh, Pakistan. The data has been collected from National Engineering Services (NESPAK), Pakistan and regression analysis has been carried out for the analysis of results. Significant relationship has been found between time and cost of the construction projects in Sindh and the generated mathematical model can be used by the constructors to predict the project duration for the upcoming projects of same nature. This study also provides the professionals with a requisite knowledge to make decisions regarding project duration, which is significantly important to win the projects at the bid stage.

Keywords: BTC Model, project time, relationship of time cost, regression

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21325 Design of Electromagnetic Field of PMSG for VTOL Series-Hybrid UAV

Authors: Sooyoung Cho, In-Gun Kim, Hyun-Seok Hong, Dong-Woo Kang, Ju Lee

Abstract:

Series hybrid UAV(Unmanned aerial vehicle) that is proposed in this paper performs VTOL(Vertical take-off and landing) using the battery and generator, and it applies the series hybrid system with combination of the small engine and generator when cruising flight. This system can be described as the next-generation system that can dramatically increase the UAV flight times. Also, UAV systems require a large energy at the time of VTOL to be conducted for a short time. Therefore, this paper designs PMSG(Permanent Magnet Synchronous Generator) having a high specific power considering VTOL through the FEA.

Keywords: PMSG, VTOL, UAV, high specific power density

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21324 Copula Autoregressive Methodology for Simulation of Solar Irradiance and Air Temperature Time Series for Solar Energy Forecasting

Authors: Andres F. Ramirez, Carlos F. Valencia

Abstract:

The increasing interest in renewable energies strategies application and the path for diminishing the use of carbon related energy sources have encouraged the development of novel strategies for integration of solar energy into the electricity network. A correct inclusion of the fluctuating energy output of a photovoltaic (PV) energy system into an electric grid requires improvements in the forecasting and simulation methodologies for solar energy potential, and the understanding not only of the mean value of the series but the associated underlying stochastic process. We present a methodology for synthetic generation of solar irradiance (shortwave flux) and air temperature bivariate time series based on copula functions to represent the cross-dependence and temporal structure of the data. We explore the advantages of using this nonlinear time series method over traditional approaches that use a transformation of the data to normal distributions as an intermediate step. The use of copulas gives flexibility to represent the serial variability of the real data on the simulation and allows having more control on the desired properties of the data. We use discrete zero mass density distributions to assess the nature of solar irradiance, alongside vector generalized linear models for the bivariate time series time dependent distributions. We found that the copula autoregressive methodology used, including the zero mass characteristics of the solar irradiance time series, generates a significant improvement over state of the art strategies. These results will help to better understand the fluctuating nature of solar energy forecasting, the underlying stochastic process, and quantify the potential of a photovoltaic (PV) energy generating system integration into a country electricity network. Experimental analysis and real data application substantiate the usage and convenience of the proposed methodology to forecast solar irradiance time series and solar energy across northern hemisphere, southern hemisphere, and equatorial zones.

Keywords: copula autoregressive, solar irradiance forecasting, solar energy forecasting, time series generation

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21323 Using Combination of Sets of Features of Molecules for Aqueous Solubility Prediction: A Random Forest Model

Authors: Muhammet Baldan, Emel Timuçin

Abstract:

Generally, absorption and bioavailability increase if solubility increases; therefore, it is crucial to predict them in drug discovery applications. Molecular descriptors and Molecular properties are traditionally used for the prediction of water solubility. There are various key descriptors that are used for this purpose, namely Drogan Descriptors, Morgan Descriptors, Maccs keys, etc., and each has different prediction capabilities with differentiating successes between different data sets. Another source for the prediction of solubility is structural features; they are commonly used for the prediction of solubility. However, there are little to no studies that combine three or more properties or descriptors for prediction to produce a more powerful prediction model. Unlike available models, we used a combination of those features in a random forest machine learning model for improved solubility prediction to better predict and, therefore, contribute to drug discovery systems.

Keywords: solubility, random forest, molecular descriptors, maccs keys

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21322 Project Progress Prediction in Software Devlopment Integrating Time Prediction Algorithms and Large Language Modeling

Authors: Dong Wu, Michael Grenn

Abstract:

Managing software projects effectively is crucial for meeting deadlines, ensuring quality, and managing resources well. Traditional methods often struggle with predicting project timelines accurately due to uncertain schedules and complex data. This study addresses these challenges by combining time prediction algorithms with Large Language Models (LLMs). It makes use of real-world software project data to construct and validate a model. The model takes detailed project progress data such as task completion dynamic, team Interaction and development metrics as its input and outputs predictions of project timelines. To evaluate the effectiveness of this model, a comprehensive methodology is employed, involving simulations and practical applications in a variety of real-world software project scenarios. This multifaceted evaluation strategy is designed to validate the model's significant role in enhancing forecast accuracy and elevating overall management efficiency, particularly in complex software project environments. The results indicate that the integration of time prediction algorithms with LLMs has the potential to optimize software project progress management. These quantitative results suggest the effectiveness of the method in practical applications. In conclusion, this study demonstrates that integrating time prediction algorithms with LLMs can significantly improve the predictive accuracy and efficiency of software project management. This offers an advanced project management tool for the industry, with the potential to improve operational efficiency, optimize resource allocation, and ensure timely project completion.

Keywords: software project management, time prediction algorithms, large language models (LLMS), forecast accuracy, project progress prediction

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21321 Equity Risk Premiums and Risk Free Rates in Modelling and Prediction of Financial Markets

Authors: Mohammad Ghavami, Reza S. Dilmaghani

Abstract:

This paper presents an adaptive framework for modelling financial markets using equity risk premiums, risk free rates and volatilities. The recorded economic factors are initially used to train four adaptive filters for a certain limited period of time in the past. Once the systems are trained, the adjusted coefficients are used for modelling and prediction of an important financial market index. Two different approaches based on least mean squares (LMS) and recursive least squares (RLS) algorithms are investigated. Performance analysis of each method in terms of the mean squared error (MSE) is presented and the results are discussed. Computer simulations carried out using recorded data show MSEs of 4% and 3.4% for the next month prediction using LMS and RLS adaptive algorithms, respectively. In terms of twelve months prediction, RLS method shows a better tendency estimation compared to the LMS algorithm.

Keywords: adaptive methods, LSE, MSE, prediction of financial Markets

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21320 Gender Based Variability Time Series Complexity Analysis

Authors: Ramesh K. Sunkaria, Puneeta Marwaha

Abstract:

Nonlinear methods of heart rate variability (HRV) analysis are becoming more popular. It has been observed that complexity measures quantify the regularity and uncertainty of cardiovascular RR-interval time series. In the present work, SampEn has been evaluated in healthy Normal Sinus Rhythm (NSR) male and female subjects for different data lengths and tolerance level r. It is demonstrated that SampEn is small for higher values of tolerance r. Also SampEn value of healthy female group is higher than that of healthy male group for short data length and with increase in data length both groups overlap each other and it is difficult to distinguish them. The SampEn gives inaccurate results by assigning higher value to female group, because male subject have more complex HRV pattern than that of female subjects. Therefore, this traditional algorithm exhibits higher complexity for healthy female subjects than for healthy male subjects, which is misleading observation. This may be due to the fact that SampEn do not account for multiple time scales inherent in the physiologic time series and the hidden spatial and temporal fluctuations remains unexplored.

Keywords: heart rate variability, normal sinus rhythm group, RR interval time series, sample entropy

Procedia PDF Downloads 282
21319 Modified CUSUM Algorithm for Gradual Change Detection in a Time Series Data

Authors: Victoria Siriaki Jorry, I. S. Mbalawata, Hayong Shin

Abstract:

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

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21318 Content Analysis and Attitude of Thai Students towards Thai Series “Hormones: Season 2”

Authors: Siriporn Meenanan

Abstract:

The objective of this study is to investigate the attitude of Thai students towards the Thai series "Hormones the Series Season 2". This study was conducted in the quantitative research, and the questionnaires were used to collect data from 400 people of the sample group. Descriptive statistics were used in data analysis. The findings reveal that most participants have positive comments regarding the series. They strongly agreed that the series reflects on the way of life and problems of teenagers in Thailand. Hence, the participants believe that if adults have a chance to watch the series, they will have the better understanding of the teenagers. In addition, the participants also agreed that the contents of the play are appropriate and satisfiable as the contents of “Hormones the Series Season 2” will raise awareness among the teens and use it as a guide to prevent problems that might happen during their teenage life.

Keywords: content analysis, attitude, Thai series, hormones the Series

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21317 On Improving Breast Cancer Prediction Using GRNN-CP

Authors: Kefaya Qaddoum

Abstract:

The aim of this study is to predict breast cancer and to construct a supportive model that will stimulate a more reliable prediction as a factor that is fundamental for public health. In this study, we utilize general regression neural networks (GRNN) to replace the normal predictions with prediction periods to achieve a reasonable percentage of confidence. The mechanism employed here utilises a machine learning system called conformal prediction (CP), in order to assign consistent confidence measures to predictions, which are combined with GRNN. We apply the resulting algorithm to the problem of breast cancer diagnosis. The results show that the prediction constructed by this method is reasonable and could be useful in practice.

Keywords: neural network, conformal prediction, cancer classification, regression

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21316 Deep Graph Embeddings for the Analysis of Short Heartbeat Interval Time Series

Authors: Tamas Madl

Abstract:

Sudden cardiac death (SCD) constitutes a large proportion of cardiovascular mortalities, provides little advance warning, and the risk is difficult to recognize based on ubiquitous, low cost medical equipment such as the standard, 12-lead, ten second ECG. Autonomic abnormalities have been shown to be strongly predictive of SCD risk; yet current methods are not trivially applicable to the brevity and low temporal and electrical resolution of standard ECGs. Here, we build horizontal visibility graph representations of very short inter-beat interval time series, and perform unsuper- vised representation learning in order to convert these variable size objects into fixed-length vectors preserving similarity rela- tions. We show that such representations facilitate classification into healthy vs. at-risk patients on two different datasets, the Mul- tiparameter Intelligent Monitoring in Intensive Care II and the PhysioNet Sudden Cardiac Death Holter Database. Our results suggest that graph representation learning of heartbeat interval time series facilitates robust classification even in sequences as short as ten seconds.

Keywords: sudden cardiac death, heart rate variability, ECG analysis, time series classification

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21315 Jacobson Semisimple Skew Inverse Laurent Series Rings

Authors: Ahmad Moussavi

Abstract:

In this paper, we are concerned with the Jacobson semisimple skew inverse Laurent series rings R((x−1; α, δ)) and the skew Laurent power series rings R[[x, x−1; α]], where R is an associative ring equipped with an automorphism α and an α-derivation δ. Examples to illustrate and delimit the theory are provided.

Keywords: skew polynomial rings, Laurent series, skew inverse Laurent series rings

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21314 Visualization of PM₂.₅ Time Series and Correlation Analysis of Cities in Bangladesh

Authors: Asif Zaman, Moinul Islam Zaber, Amin Ahsan Ali

Abstract:

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

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21313 Using High Performance Computing for Online Flood Monitoring and Prediction

Authors: Stepan Kuchar, Martin Golasowski, Radim Vavrik, Michal Podhoranyi, Boris Sir, Jan Martinovic

Abstract:

The main goal of this article is to describe the online flood monitoring and prediction system Floreon+ primarily developed for the Moravian-Silesian region in the Czech Republic and the basic process it uses for running automatic rainfall-runoff and hydrodynamic simulations along with their calibration and uncertainty modeling. It takes a long time to execute such process sequentially, which is not acceptable in the online scenario, so the use of high-performance computing environment is proposed for all parts of the process to shorten their duration. Finally, a case study on the Ostravice river catchment is presented that shows actual durations and their gain from the parallel implementation.

Keywords: flood prediction process, high performance computing, online flood prediction system, parallelization

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21312 Exploring Time-Series Phosphoproteomic Datasets in the Context of Network Models

Authors: Sandeep Kaur, Jenny Vuong, Marcel Julliard, Sean O'Donoghue

Abstract:

Time-series data are useful for modelling as they can enable model-evaluation. However, when reconstructing models from phosphoproteomic data, often non-exact methods are utilised, as the knowledge regarding the network structure, such as, which kinases and phosphatases lead to the observed phosphorylation state, is incomplete. Thus, such reactions are often hypothesised, which gives rise to uncertainty. Here, we propose a framework, implemented via a web-based tool (as an extension to Minardo), which given time-series phosphoproteomic datasets, can generate κ models. The incompleteness and uncertainty in the generated model and reactions are clearly presented to the user via the visual method. Furthermore, we demonstrate, via a toy EGF signalling model, the use of algorithmic verification to verify κ models. Manually formulated requirements were evaluated with regards to the model, leading to the highlighting of the nodes causing unsatisfiability (i.e. error causing nodes). We aim to integrate such methods into our web-based tool and demonstrate how the identified erroneous nodes can be presented to the user via the visual method. Thus, in this research we present a framework, to enable a user to explore phosphorylation proteomic time-series data in the context of models. The observer can visualise which reactions in the model are highly uncertain, and which nodes cause incorrect simulation outputs. A tool such as this enables an end-user to determine the empirical analysis to perform, to reduce uncertainty in the presented model - thus enabling a better understanding of the underlying system.

Keywords: κ-models, model verification, time-series phosphoproteomic datasets, uncertainty and error visualisation

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21311 Real Time Detection, Prediction and Reconstitution of Rain Drops

Authors: R. Burahee, B. Chassinat, T. de Laclos, A. Dépée, A. Sastim

Abstract:

The purpose of this paper is to propose a solution to detect, predict and reconstitute rain drops in real time – during the night – using an embedded material with an infrared camera. To prevent the system from needing too high hardware resources, simple models are considered in a powerful image treatment algorithm reducing considerably calculation time in OpenCV software. Using a smart model – drops will be matched thanks to a process running through two consecutive pictures for implementing a sophisticated tracking system. With this system drops computed trajectory gives information for predicting their future location. Thanks to this technique, treatment part can be reduced. The hardware system composed by a Raspberry Pi is optimized to host efficiently this code for real time execution.

Keywords: reconstitution, prediction, detection, rain drop, real time, raspberry, infrared

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21310 Customer Acquisition through Time-Aware Marketing Campaign Analysis in Banking Industry

Authors: Harneet Walia, Morteza Zihayat

Abstract:

Customer acquisition has become one of the critical issues of any business in the 21st century; having a healthy customer base is the essential asset of the bank business. Term deposits act as a major source of cheap funds for the banks to invest and benefit from interest rate arbitrage. To attract customers, the marketing campaigns at most financial institutions consist of multiple outbound telephonic calls with more than one contact to a customer which is a very time-consuming process. Therefore, customized direct marketing has become more critical than ever for attracting new clients. As customer acquisition is becoming more difficult to archive, having an intelligent and redefined list is necessary to sell a product smartly. Our aim of this research is to increase the effectiveness of campaigns by predicting customers who will most likely subscribe to the fixed deposit and suggest the most suitable month to reach out to customers. We design a Time Aware Upsell Prediction Framework (TAUPF) using two different approaches, with an aim to find the best approach and technique to build the prediction model. TAUPF is implemented using Upsell Prediction Approach (UPA) and Clustered Upsell Prediction Approach (CUPA). We also address the data imbalance problem by examining and comparing different methods of sampling (Up-sampling and down-sampling). Our results have shown building such a model is quite feasible and profitable for the financial institutions. The Time Aware Upsell Prediction Framework (TAUPF) can be easily used in any industry such as telecom, automobile, tourism, etc. where the TAUPF (Clustered Upsell Prediction Approach (CUPA) or Upsell Prediction Approach (UPA)) holds valid. In our case, CUPA books more reliable. As proven in our research, one of the most important challenges is to define measures which have enough predictive power as the subscription to a fixed deposit depends on highly ambiguous situations and cannot be easily isolated. While we have shown the practicality of time-aware upsell prediction model where financial institutions can benefit from contacting the customers at the specified month, further research needs to be done to understand the specific time of the day. In addition, a further empirical/pilot study on real live customer needs to be conducted to prove the effectiveness of the model in the real world.

Keywords: customer acquisition, predictive analysis, targeted marketing, time-aware analysis

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21309 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

Abstract:

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

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21308 Analysis on Prediction Models of TBM Performance and Selection of Optimal Input Parameters

Authors: Hang Lo Lee, Ki Il Song, Hee Hwan Ryu

Abstract:

An accurate prediction of TBM(Tunnel Boring Machine) performance is very difficult for reliable estimation of the construction period and cost in preconstruction stage. For this purpose, the aim of this study is to analyze the evaluation process of various prediction models published since 2000 for TBM performance, and to select the optimal input parameters for the prediction model. A classification system of TBM performance prediction model and applied methodology are proposed in this research. Input and output parameters applied for prediction models are also represented. Based on these results, a statistical analysis is performed using the collected data from shield TBM tunnel in South Korea. By performing a simple regression and residual analysis utilizinFg statistical program, R, the optimal input parameters are selected. These results are expected to be used for development of prediction model of TBM performance.

Keywords: TBM performance prediction model, classification system, simple regression analysis, residual analysis, optimal input parameters

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21307 Diesel Fault Prediction Based on Optimized Gray Neural Network

Authors: Han Bing, Yin Zhenjie

Abstract:

In order to analyze the status of a diesel engine, as well as conduct fault prediction, a new prediction model based on a gray system is proposed in this paper, which takes advantage of the neural network and the genetic algorithm. The proposed GBPGA prediction model builds on the GM (1.5) model and uses a neural network, which is optimized by a genetic algorithm to construct the error compensator. We verify our proposed model on the diesel faulty simulation data and the experimental results show that GBPGA has the potential to employ fault prediction on diesel.

Keywords: fault prediction, neural network, GM(1, 5) genetic algorithm, GBPGA

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21306 Forecasting 24-Hour Ahead Electricity Load Using Time Series Models

Authors: Ramin Vafadary, Maryam Khanbaghi

Abstract:

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

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21305 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

Abstract:

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

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