Automatic identification of ARIMA models with neural network

The paper investigates an artificial intelligence based demand forecasting method. A neural network driven automatic ARIMA model identification is being introduced. The limitations of the current methods are shown and a new identification concept is presented. It is being discussed that the model identification with a neural network is less sensitive to input errors through its intuitive capability, additionally after a certain number of training steps the algorithm is able to identify time series with unknown characteristics

A short-term electricity price forecasting scheme for power market

Electricity price forecasting has become an important aspect of promoting competition and safeguarding the interests of participants in electricity market. As market participants, both producers and consumers intent to contribute more efforts on developing appropriate price forecasting scheme to maximize their profits. This paper introduces a time series method developed by Box-Jenkins that applies autoregressive integrated moving average (ARIMA) model to address a best-fitted time-domain model based on a time series of historical price data. Using the model’s parameters determined from the stationarized time series of prices, the price forecasts in UK electricity market for 1 step ahead are estimated in the next day and the next week. The most suitable models are selected for them separately after comparing their prediction outcomes. The data of historical prices are obtained from UK three-month Reference Price Data from April 1st to July 7th 2010

Review of automated time series forecasting pipelines

Time series forecasting is fundamental for various use cases in different domains such as energy systems and economics. Creating a forecasting model for a specific use case requires an iterative and complex design process. The typical design process includes the five sections (1) data pre-processing, (2) feature engineering, (3) hyperparameter optimization, (4) forecasting method selection, and (5) forecast ensembling, which are commonly organized in a pipeline structure. One promising approach to handle the ever-growing demand for time series forecasts is automating this design process. The present paper, thus, analyzes the existing literature on automated time series forecasting pipelines to investigate how to automate the design process of forecasting models. Thereby, we consider both Automated Machine Learning (AutoML) and automated statistical forecasting methods in a single forecasting pipeline. For this purpose, we firstly present and compare the proposed automation methods for each pipeline section. Secondly, we analyze the automation methods regarding their interaction, combination, and coverage of the five pipeline sections. For both, we discuss the literature, identify problems, give recommendations, and suggest future research. This review reveals that the majority of papers only cover two or three of the five pipeline sections. We conclude that future research has to holistically consider the automation of the forecasting pipeline to enable the large-scale application of time series forecasting

Cooperative simultaneous inversion of satellite-based real-time PM2.5 and ozone levels using an improved deep learning model with attention mechanism

Ground-level fine particulate matter (PM2.5) and ozone (O3) are air pollutants that can pose severe health risks. Surface PM2.5 and O3 concentrations can be monitored from satellites, but most retrieval methods retrieve PM2.5 or O3 separately and disregard the shared information between the two air pollutants, for example due to common emission sources. Using surface observations across China spanning 2014–2021, we found a strong relationship between PM2.5 and O3 with distinct spatiotemporal characteristics. Thus, in this study, we propose a new deep learning model called the Simultaneous Ozone and PM2.5 inversion deep neural Network (SOPiNet), which allows for daily real-time monitoring and full coverage of PM2.5 and O3 simultaneously at a spatial resolution of 5 km. SOPiNet employs the multi-head attention mechanism to better capture the temporal variations in PM2.5 and O3 based on previous days’ conditions. Applying SOPiNet to MODIS data over China in 2022, using 2019–2021 to construct the network, we found that simultaneous retrievals of PM2.5 and O3 improved the performance compared with retrieving them independently: the temporal R2 increased from 0.66 to 0.72 for PM2.5, and from 0.79 to 0.82 for O3. The results suggest that near-real time satellite-based air quality monitoring can be improved by simultaneous retrieval of different but related pollutants. The codes of SOPiNet and its user guide are freely available online at https://github.com/RegiusQuant/ESIDLM

Review of automated time series forecasting pipelines

Time series forecasting is fundamental for various use cases in different domains such as energy systems and economics. Creating a forecasting model for a specific use case requires an iterative and complex design process. The typical design process includes the five sections (1) data pre-processing, (2) feature engineering, (3) hyperparameter optimization, (4) forecasting method selection, and (5) forecast ensembling, which are commonly organized in a pipeline structure. One promising approach to handle the ever-growing demand for time series forecasts is automating this design process. The present paper, thus, analyzes the existing literature on automated time series forecasting pipelines to investigate how to automate the design process of forecasting models. Thereby, we consider both Automated Machine Learning (AutoML) and automated statistical forecasting methods in a single forecasting pipeline. For this purpose, we firstly present and compare the proposed automation methods for each pipeline section. Secondly, we analyze the automation methods regarding their interaction, combination, and coverage of the five pipeline sections. For both, we discuss the literature, identify problems, give recommendations, and suggest future research. This review reveals that the majority of papers only cover two or three of the five pipeline sections. We conclude that future research has to holistically consider the automation of the forecasting pipeline to enable the large-scale application of time series forecasting

Prefetch throttling and data pinning for improving performance of shared caches

In this paper, we (i) quantify the impact of compilerdirected I/O prefetching on shared caches at I/O nodes. The experimental data collected shows that while I/O prefetching brings some benefits, its effectiveness reduces significantly as the number of clients (compute nodes) is increased; (ii) identify interclient misses due to harmful I/O prefetches as one of the main sources for this reduction in performance with increased number of clients; and (iii) propose and experimentally evaluate prefetch throttling and data pinning schemes to improve performance of I/O prefetching. Prefetch throttling prevents one or more clients from issuing further prefetches if such prefetches are predicted to be harmful, i.e., replace from the memory cache the useful data accessed by other clients. Data pinning on the other hand makes selected data blocks immune to harmful prefetches by pinning them in the memory cache. We show that these two schemes can be applied in isolation or combined together, and they can be applied at a coarse or fine granularity. Our experiments with these two optimizations using four disk-intensive applications reveal that they can improve performance by 9.7% and 15.1% on average, over standard compiler-directed I/O prefetching and no-prefetch case, respectively, when 8 clients are used. © 2008 IEEE