Hybrid Neural Networks for Learning the Trend in Time Series

The trend of time series characterizes the intermediate upward and downward behaviour of time series. Learning and forecasting the trend in time series data play an important role in many real applications, ranging from resource allocation in data centers, load schedule in smart grid, and so on. Inspired by the recent successes of neural networks, in this paper we propose TreNet, a novel end-to-end hybrid neural network to learn local and global contextual features for predicting the trend of time series. TreNet leverages convolutional neural networks (CNNs) to extract salient features from local raw data of time series. Meanwhile, considering the long-range dependency existing in the sequence of historical trends of time series, TreNet uses a long-short term memory recurrent neural network (LSTM) to capture such dependency. Then, a feature fusion layer is to learn joint representation for predicting the trend. TreNet demonstrates its effectiveness by outperforming CNN, LSTM, the cascade of CNN and LSTM, Hidden Markov Model based method and various kernel based baselines on real datasets

Stock Price Prediction using Deep Learning

Stock price prediction is one among the complex machine learning problems. It depends on a large number of factors which contribute to changes in the supply and demand. This paper presents the technical analysis of the various strategies proposed in the past, for predicting the price of a stock, and evaluation of a novel approach for the same. Stock prices are represented as time series data and neural networks are trained to learn the patterns from trends. Along with the numerical analysis of the stock trend, this research also considers the textual analysis of it by analyzing the public sentiment from online news sources and blogs. Utilizing both this information, a merged hybrid model is built which can predict the stock trend more accurately

Air passenger demand forecast through the use of Artificial Neural Network algorithms

Airport planning depends to a large extent on the levels of activity that are anticipated. To plan the facilities and infrastructures of an airport system and to be able to satisfy future needs, it is essential to predict the level and distribution of demand. This document presents a short- and medium-term forecast of the demand for air passengers carried out through a specific case study (Colombia), in which the impact of the pandemic period due to COVID-19 on air traffic was taken into account. To make the forecast, an algorithm that implements techniques based on Artificial Neural Networks (ANN) (Machine Learning (ML)) was developed. In particular, for the analysis of the available time series, techniques of encoder-decoder networks of the type ConvLSTM2D have been applied. These architectures are a hybrid between Convolutional Neural Networks (CNN), very useful for the extraction of invariant patterns in their spatial position, and Recurrent Neural Networks (RNN), appropriate for the extraction of patterns within their temporal context (time series). The most relevant result of the present research is that the recovery in demand (volume and trend) to the levels reported before the pandemic is forecast for the period between the end of 2022 and the beginning of 2024 (depending on the type of traffic and scenario considered). Finally, the application of the forecasting model based on Machine Learning/Deep Learning (DL) presents, as a metric performance, a Mean Absolute Percentage Error (MAPE) value from 3% to 9% (depending on the scenario), which enables predictions of relative precision and introduces a new alternative technical approach to develop reliable air traffic forecasts, at least in the short and medium term

Air passenger demand forecast through the use of Artificial Neural Network algorithms

Airport planning depends to a large extent on the levels of activity that are anticipated. In order to plan facilities and infrastructures of an airport system and to be able to satisfy future needs, it is essential to predict the level and distribution of demand. This document presents a short- and medium-term forecast of the demand for air passengers carried out through a specific case study (Colombia), in which the impact of the pandemic period due to COVID-19 on air traffic was taken into account. To make the forecast, an algorithm that implements techniques based on Artificial Neural Networks (ANN) and Machine Learning (ML) was developed. In particular, for the analysis of the available time series, techniques of encoder-decoder networks of the type ConvLSTM2D have been applied. These architectures are a hybrid between Convolutional Neural Networks (CNN), very useful for the extraction of invariant patterns in their spatial position, and Recurrent Neural Networks (RNN), appropriate for the extraction of patterns within their temporal context (time series). The most relevant result of the present research is that the recovery in demand (volume and trend) to the levels reported before the pandemic is forecast for the period between the end of 2022 and the beginning of 2024 (depending on the type of traffic and scenario considered). Finally, the application of the forecasting model based on ML/Deep Learning (DL) presents, as a metric performance, a Mean Absolute Percentage Error (MAPE) values from 3% to 9% (depending on the scenario), which enables predictions of relative precision and introduces a new alternative technical approach to develop reliable air traffic forecasts, at least in the short and medium term