47,893 research outputs found
Multi-step time series prediction intervals using neuroevolution
Multi-step time series forecasting (TSF) is a crucial element to support tactical decisions (e.g., designing production or marketing plans several months in advance). While most TSF research addresses only single-point prediction, prediction intervals (PIs) are useful to reduce uncertainty related to important decision making variables. In this paper, we explore a large set of neural network methods for multi-step TSF and that directly optimize PIs. This includes multi-step adaptations of recently proposed PI methods, such as lower--upper bound estimation (LUBET), its ensemble extension (LUBEXT), a multi-objective evolutionary algorithm LUBE (MLUBET) and a two-phase learning multi-objective evolutionary algorithm (M2LUBET). We also explore two new ensemble variants for the evolutionary approaches based on two PI coverage--width split methods (radial slices and clustering), leading to the MLUBEXT, M2LUBEXT, MLUBEXT2 and M2LUBEXT2 methods. A robust comparison was held by considering the rolling window procedure, nine time series from several real-world domains and with different characteristics, two PI quality measures (coverage error and width) and the Wilcoxon statistic. Overall, the best results were achieved by the M2LUBET neuroevolution method, which requires a reasonable computational effort for time series with a few hundreds of observations.This article is a result of the project NORTE-01-
0247-FEDER-017497, supported by Norte Portugal Regional Operational Programme (NORTE 2020), under the PORTUGAL 2020
Partnership Agreement, through the European Regional Development
Fund (ERDF). We would also like to thank the anonymous reviewers
for their helpful suggestionsinfo:eu-repo/semantics/publishedVersio
A Deep Spatio-Temporal Fuzzy Neural Network for Passenger Demand Prediction
In spite of its importance, passenger demand prediction is a highly
challenging problem, because the demand is simultaneously influenced by the
complex interactions among many spatial and temporal factors and other external
factors such as weather. To address this problem, we propose a Spatio-TEmporal
Fuzzy neural Network (STEF-Net) to accurately predict passenger demands
incorporating the complex interactions of all known important factors. We
design an end-to-end learning framework with different neural networks modeling
different factors. Specifically, we propose to capture spatio-temporal feature
interactions via a convolutional long short-term memory network and model
external factors via a fuzzy neural network that handles data uncertainty
significantly better than deterministic methods. To keep the temporal relations
when fusing two networks and emphasize discriminative spatio-temporal feature
interactions, we employ a novel feature fusion method with a convolution
operation and an attention layer. As far as we know, our work is the first to
fuse a deep recurrent neural network and a fuzzy neural network to model
complex spatial-temporal feature interactions with additional uncertain input
features for predictive learning. Experiments on a large-scale real-world
dataset show that our model achieves more than 10% improvement over the
state-of-the-art approaches.Comment: https://epubs.siam.org/doi/abs/10.1137/1.9781611975673.1
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