19,540 research outputs found
Bayesian Recurrent Neural Network Models for Forecasting and Quantifying Uncertainty in Spatial-Temporal Data
Recurrent neural networks (RNNs) are nonlinear dynamical models commonly used
in the machine learning and dynamical systems literature to represent complex
dynamical or sequential relationships between variables. More recently, as deep
learning models have become more common, RNNs have been used to forecast
increasingly complicated systems. Dynamical spatio-temporal processes represent
a class of complex systems that can potentially benefit from these types of
models. Although the RNN literature is expansive and highly developed,
uncertainty quantification is often ignored. Even when considered, the
uncertainty is generally quantified without the use of a rigorous framework,
such as a fully Bayesian setting. Here we attempt to quantify uncertainty in a
more formal framework while maintaining the forecast accuracy that makes these
models appealing, by presenting a Bayesian RNN model for nonlinear
spatio-temporal forecasting. Additionally, we make simple modifications to the
basic RNN to help accommodate the unique nature of nonlinear spatio-temporal
data. The proposed model is applied to a Lorenz simulation and two real-world
nonlinear spatio-temporal forecasting applications
The Challenge of Machine Learning in Space Weather Nowcasting and Forecasting
The numerous recent breakthroughs in machine learning (ML) make imperative to
carefully ponder how the scientific community can benefit from a technology
that, although not necessarily new, is today living its golden age. This Grand
Challenge review paper is focused on the present and future role of machine
learning in space weather. The purpose is twofold. On one hand, we will discuss
previous works that use ML for space weather forecasting, focusing in
particular on the few areas that have seen most activity: the forecasting of
geomagnetic indices, of relativistic electrons at geosynchronous orbits, of
solar flares occurrence, of coronal mass ejection propagation time, and of
solar wind speed. On the other hand, this paper serves as a gentle introduction
to the field of machine learning tailored to the space weather community and as
a pointer to a number of open challenges that we believe the community should
undertake in the next decade. The recurring themes throughout the review are
the need to shift our forecasting paradigm to a probabilistic approach focused
on the reliable assessment of uncertainties, and the combination of
physics-based and machine learning approaches, known as gray-box.Comment: under revie
Assessing the Impact of Game Day Schedule and Opponents on Travel Patterns and Route Choice using Big Data Analytics
The transportation system is crucial for transferring people and goods from point A to point B. However, its reliability can be decreased by unanticipated congestion resulting from planned special events. For example, sporting events collect large crowds of people at specific venues on game days and disrupt normal traffic patterns.
The goal of this study was to understand issues related to road traffic management during major sporting events by using widely available INRIX data to compare travel patterns and behaviors on game days against those on normal days. A comprehensive analysis was conducted on the impact of all Nebraska Cornhuskers football games over five years on traffic congestion on five major routes in Nebraska. We attempted to identify hotspots, the unusually high-risk zones in a spatiotemporal space containing traffic congestion that occur on almost all game days. For hotspot detection, we utilized a method called Multi-EigenSpot, which is able to detect multiple hotspots in a spatiotemporal space. With this algorithm, we were able to detect traffic hotspot clusters on the five chosen routes in Nebraska. After detecting the hotspots, we identified the factors affecting the sizes of hotspots and other parameters. The start time of the game and the Cornhuskers’ opponent for a given game are two important factors affecting the number of people coming to Lincoln, Nebraska, on game days. Finally, the Dynamic Bayesian Networks (DBN) approach was applied to forecast the start times and locations of hotspot clusters in 2018 with a weighted mean absolute percentage error (WMAPE) of 13.8%
Examining the dynamics of macroeconomic indicators and banking stock returns with bayesian networks
According to the modern portfolio theory, the direction of the relationship between the securities in the portfolio is stated to be effective in reducing the risk. Moreover, securities in high correlation are avoided by taking place in the same portfolio. The models structured by the Bayesian networks are capable of visually illustrate the probabilistic relationship. Also, portfolio returns could be refreshed simultaneously when new information has arrived. The study aims to provide dynamic information through Bayesian networks and to investigate the relationship between macroeconomic indicators and stock returns of Turkish major bank stocks based on the Arbitrage Pricing Model. The dataset includes stock returns of four banks listed in the Borsa Istanbul from June 2001 to January 2017. Besides, macroeconomic variables such as BIST-100 Index, oil prices, inflation, exchange, and interest rate & money supply are gathered for the same period. The results suggest that the Bayesian network models allow dynamics among stock returns could be investigated in more detail. Additionally, it determines that macroeconomic variables would have various impacts on stock returns on bank stocks by comparison of the conventional methods
Scalable Bayesian modeling, monitoring and analysis of dynamic network flow data
Traffic flow count data in networks arise in many applications, such as
automobile or aviation transportation, certain directed social network
contexts, and Internet studies. Using an example of Internet browser traffic
flow through site-segments of an international news website, we present
Bayesian analyses of two linked classes of models which, in tandem, allow fast,
scalable and interpretable Bayesian inference. We first develop flexible
state-space models for streaming count data, able to adaptively characterize
and quantify network dynamics efficiently in real-time. We then use these
models as emulators of more structured, time-varying gravity models that allow
formal dissection of network dynamics. This yields interpretable inferences on
traffic flow characteristics, and on dynamics in interactions among network
nodes. Bayesian monitoring theory defines a strategy for sequential model
assessment and adaptation in cases when network flow data deviates from
model-based predictions. Exploratory and sequential monitoring analyses of
evolving traffic on a network of web site-segments in e-commerce demonstrate
the utility of this coupled Bayesian emulation approach to analysis of
streaming network count data.Comment: 29 pages, 16 figure
Energy rating of a water pumping station using multivariate analysis
Among water management policies, the preservation and the saving of energy demand in water supply and treatment systems play key roles. When focusing on energy, the customary metric to determine the performance of water supply systems is linked to the definition of component-based energy indicators. This approach is unfit to account for interactions occurring among system elements or between the system and its environment. On the other hand, the development of information technology has led to the availability of increasing large amount of data, typically gathered from distributed sensor networks in so-called smart grids. In this context, data intensive methodologies address the possibility of using complex network modeling approaches, and advocate the issues related to the interpretation and analysis of large amount of data produced by smart sensor networks.
In this perspective, the present work aims to use data intensive techniques in the energy analysis of a water management network.
The purpose is to provide new metrics for the energy rating of the system and to be able to provide insights into the dynamics of its operations. The study applies neural network as a tool to predict energy demand, when using flowrate and vibration data as predictor variables
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