Prediction of mobility entropy in an ambient intelligent environment

Ambient Intelligent (AmI) technology can be used to help older adults to live longer and independent lives in their own homes. Information collected from AmI environment can be used to detect and understanding human behaviour, allowing personalized care. The behaviour pattern can also be used to detect changes in behaviour and predict future trends, so that preventive action can be taken. However, due to the large number of sensors in the environment, sensor data are often complex and difficult to interpret, especially to capture behaviour trends and to detect changes over the long-term. In this paper, a model to predict the indoor mobility using binary sensors is proposed. The model utilizes weekly routine to predict the future trend. The proposed method is validated using data collected from a real home environment, and the results show that using weekly pattern helps improve indoor mobility prediction. Also, a new measurement, Mobility Entropy (ME), to measure indoor mobility based on entropy concept is proposed. The results indicate ME can be used to distinguish elders with different mobility and to see decline in mobility. The proposed work would allow detection of changes in mobility, and to foresee the future mobility trend if the current behaviour continues

A hybrid neuro--wavelet predictor for QoS control and stability

For distributed systems to properly react to peaks of requests, their adaptation activities would benefit from the estimation of the amount of requests. This paper proposes a solution to produce a short-term forecast based on data characterising user behaviour of online services. We use \emph{wavelet analysis}, providing compression and denoising on the observed time series of the amount of past user requests; and a \emph{recurrent neural network} trained with observed data and designed so as to provide well-timed estimations of future requests. The said ensemble has the ability to predict the amount of future user requests with a root mean squared error below 0.06\%. Thanks to prediction, advance resource provision can be performed for the duration of a request peak and for just the right amount of resources, hence avoiding over-provisioning and associated costs. Moreover, reliable provision lets users enjoy a level of availability of services unaffected by load variations

A Comparison between Neural Networks and Traditional Forecasting Methods: A Case Study

Forecasting accuracy drives the performance of inventory management. This study is to investigate and compare different forecasting methods like Moving Average (MA) and Autoregressive Integrated Moving Average (ARIMA) with Neural Networks (NN) models as Feed-forward NN and Nonlinear Autoregressive network with eXogenous inputs (NARX). Data used to forecast is acquired from inventory database of Panasonic Refrigeration Devices Company located in Singapore. Results have shown that forecasting with NN offers better performance in comparison with traditional methods

Defining and applying prediction performance metrics on a recurrent NARX time series model.

International audienceNonlinear autoregressive moving average with exogenous inputs (NARMAX) models have been successfully demonstrated for modeling the input-output behavior of many complex systems. This paper deals with the proposition of a scheme to provide time series prediction. The approach is based on a recurrent NARX model obtained by linear combination of a recurrent neural network (RNN) output and the real data output. Some prediction metrics are also proposed to assess the quality of predictions. This metrics enable to compare different prediction schemes and provide an objective way to measure how changes in training or prediction model (Neural network architecture) affect the quality of predictions. Results show that the proposed NARX approach consistently outperforms the prediction obtained by the RNN neural network

Stock Marketing Prediction Using Narx Algorithm

Computational technologies have offered faster and efficient solutions to financial sector. In the financial market, the advancements in computational field have been achieved by the use of neural networks and machine learning that delivered a number of financial tools. Thus, in this thesis, we aim to predict the stock index marketing for the “Dow Jones” index by using deep learning algorithms. We propose a model based on an adaptive NARX neural network to predict the closing price of a moderately stable market. In our model, non-linear auto regressive exogenous input model inserts delays into the input as well as the output acting as memory slots thereby raising the accuracy of the prediction. Moreover, Levenberg-Marquardt algorithm has been used for training the network. The accuracy of the model is determined by the mean squared error. We also used LR model, with the same parameters as NARX, to improve the overall accuracy

Improving the prediction accuracy of recurrent neural network by a PID controller.

International audienceIn maintenance field, prognostic is recognized as a key feature as the prediction of the remaining useful life of a system which allows avoiding inopportune maintenance spending. Assuming that it can be difficult to provide models for that purpose, artificial neural networks appear to be well suited. In this paper, an approach combining a Recurrent Radial Basis Function network (RRBF) and a proportional integral derivative controller (PID) is proposed in order to improve the accuracy of predictions. The PID controller attempts to correct the error between the real process variable and the neural network predictions

Multi-step ahead response time prediction for single server queuing systems

Multi-step ahead response time prediction of CPU constrained computing systems is vital for admission control, overload protection and optimization of resource allocation in these systems. CPU constrained computing systems such as web servers can be modeled as single server queuing systems. These systems are stochastic and nonlinear. Thus, a well-designed nonlinear prediction scheme would be able to represent the dynamics of such a system much better than a linear scheme. A nonlinear autoregressive neural network with exogenous inputs based multi-step ahead response time predictor has been developed. The proposed estimator has many promising characteristics that make it a viable candidate for being implemented in admission control products for computing systems. It has a simple structure, is nonlinear, supports multi-step ahead prediction, and works very well under time variant and non-stationary scenarios such as single server queuing systems under time varying mean arrival rate. Performance of the proposed predictor is evaluated through simulation. Simulations show that the proposed predictor is able to predict the response times of single server queuing systems in multi-step ahead with very good precision represented by very small mean absolute and mean squared prediction errors

NARX neural networks for sequence processing tasks

This project aims at researching and implementing a neural network architecture system for the NARX (Nonlinear AutoRegressive with eXogenous inputs) model, used in sequence processing tasks and particularly in time series prediction. The model can fallback to different types of architectures including time-delay neural networks and multi layer perceptron. The NARX simulator tests and compares the different architectures for both synthetic and real data, including the time series of BSE30 index, inflation rate and lake Huron water level. A guideline it's provided for any specialist in the fields of finance, weather forecasting, demography, sales, physics, etc. in order for him to be able to predict and analyze the forecast for any numerical based statistic