Forecasting the Behavior of Gas Furnace Multivariate Time Series Using Ridge Polynomial Based Neural Network Models

In this paper, a new application of ridge polynomial based neural network models in multivariate time series forecasting is presented. The existing ridge polynomial based neural network models can be grouped into two groups. Group A consists of models that use only autoregressive inputs, whereas Group B consists of models that use autoregressive and moving-average (i.e., error feedback) inputs. The well-known Box-Jenkins gas furnace multivariate time series was used in the forecasting comparison between the two groups. Simulation results show that the models in Group B achieve significant forecasting performance as compared to the models in Group A. Therefore, the Box-Jenkins gas furnace data can be modeled better using neural networks when error feedback is used

Recurrent error-based ridge polynomial neural networks for time series forecasting

Time series forecasting has attracted much attention due to its impact on many practical applications. Neural networks (NNs) have been attracting widespread interest as a promising tool for time series forecasting. The majority of NNs employ only autoregressive (AR) inputs (i.e., lagged time series values) when forecasting time series. Moving-average (MA) inputs (i.e., errors) however have not adequately considered. The use of MA inputs, which can be done by feeding back forecasting errors as extra network inputs, alongside AR inputs help to produce more accurate forecasts. Among numerous existing NNs architectures, higher order neural networks (HONNs), which have a single layer of learnable weights, were considered in this research work as they have demonstrated an ability to deal with time series forecasting and have an simple architecture. Based on two HONNs models, namely the feedforward ridge polynomial neural network (RPNN) and the recurrent dynamic ridge polynomial neural network (DRPNN), two recurrent error-based models were proposed. These models were called the ridge polynomial neural network with error feedback (RPNN-EF) and the ridge polynomial neural network with error-output feedbacks (RPNN-EOF). Extensive simulations covering ten time series were performed. Besides RPNN and DRPNN, a pi-sigma neural network and a Jordan pi-sigma neural network were used for comparison. Simulation results showed that introducing error feedback to the models lead to significant forecasting performance improvements. Furthermore, it was found that the proposed models outperformed many state-of-the-art models. It was concluded that the proposed models have the capability to efficiently forecast time series and that practitioners could benefit from using these forecasting models

A Comprehensive Survey on Pi-Sigma Neural Network for Time Series Prediction

Prediction of time series grabs received much attention because of its effect on the vast range of real life applications. This paper presents a survey of time series applications using Higher Order Neural Network (HONN) model. The basic motivation behind using HONN is the ability to expand the input space, to solve complex problems it becomes more efficient and perform high learning abilities of the time series forecasting. Pi-Sigma Neural Network (PSNN) includes indirectly the capabilities of higher order networks using product cells as the output units and less number of weights. The goal of this research is to present the reader awareness about PSNN for time series prediction, to highlight some benefits and challenges using PSNN. Possible fields of PSNN applications in comparison with existing methods are presented and future directions are also explored in advantage with the properties of error feedback and recurrent networks

Finding an Accurate Early Forecasting Model from Small Dataset: A Case of 2019-nCoV Novel Coronavirus Outbreak

Epidemic is a rapid and wide spread of infectious disease threatening many lives and economy damages. It is important to fore-tell the epidemic lifetime so to decide on timely and remedic actions. These measures include closing borders, schools, suspending community services and commuters. Resuming such curfews depends on the momentum of the outbreak and its rate of decay. Being able to accurately forecast the fate of an epidemic is an extremely important but difficult task. Due to limited knowledge of the novel disease, the high uncertainty involved and the complex societal-political factors that influence the widespread of the new virus, any forecast is anything but reliable. Another factor is the insufficient amount of available data. Data samples are often scarce when an epidemic just started. With only few training samples on hand, finding a forecasting model which offers forecast at the best efforts is a big challenge in machine learning. In the past, three popular methods have been proposed, they include 1) augmenting the existing little data, 2) using a panel selection to pick the best forecasting model from several models, and 3) fine-tuning the parameters of an individual forecasting model for the highest possible accuracy. In this paper, a methodology that embraces these three virtues of data mining from a small dataset is proposed. An experiment that is based on the recent coronavirus outbreak originated from Wuhan is conducted by applying this methodology. It is shown that an optimized forecasting model that is constructed from a new algorithm, namely polynomial neural network with corrective feedback (PNN+cf) is able to make a forecast that has relatively the lowest prediction error. The results showcase that the newly proposed methodology and PNN+cf are useful in generating acceptable forecast upon the critical time of disease outbreak when the samples are far from abundant

Machine Learning for Stochastic Parameterization: Generative Adversarial Networks in the Lorenz '96 Model

Stochastic parameterizations account for uncertainty in the representation of unresolved sub-grid processes by sampling from the distribution of possible sub-grid forcings. Some existing stochastic parameterizations utilize data-driven approaches to characterize uncertainty, but these approaches require significant structural assumptions that can limit their scalability. Machine learning models, including neural networks, are able to represent a wide range of distributions and build optimized mappings between a large number of inputs and sub-grid forcings. Recent research on machine learning parameterizations has focused only on deterministic parameterizations. In this study, we develop a stochastic parameterization using the generative adversarial network (GAN) machine learning framework. The GAN stochastic parameterization is trained and evaluated on output from the Lorenz '96 model, which is a common baseline model for evaluating both parameterization and data assimilation techniques. We evaluate different ways of characterizing the input noise for the model and perform model runs with the GAN parameterization at weather and climate timescales. Some of the GAN configurations perform better than a baseline bespoke parameterization at both timescales, and the networks closely reproduce the spatio-temporal correlations and regimes of the Lorenz '96 system. We also find that in general those models which produce skillful forecasts are also associated with the best climate simulations.Comment: Submitted to Journal of Advances in Modeling Earth Systems (JAMES

Probabilistic and artificial intelligence modelling of drought and agricultural crop yield in Pakistan

Pakistan is a drought-prone, agricultural nation with hydro-meteorological imbalances that increase the scarcity of water resources, thus, constraining water availability and leading major risks to the agricultural productivity sector and food security. Rainfall and drought are imperative matters of consideration, both for hydrological and agricultural applications. The aim of this doctoral thesis is to advance new knowledge in designing hybridized probabilistic and artificial intelligence forecasts models for rainfall, drought and crop yield within the agricultural hubs in Pakistan. The choice of these study regions is a strategic decision, to focus on precision agriculture given the importance of rainfall and drought events on agricultural crops in socioeconomic activities of Pakistan. The outcomes of this PhD contribute to efficient modelling of seasonal rainfall, drought and crop yield to assist farmers and other stakeholders to promote more strategic decisions for better management of climate risk for agriculturalreliant nations

Cyber-Physical Systems for Smart Water Networks: A Review

There is a growing demand to equip Smart Water Networks (SWN) with advanced sensing and computation capabilities in order to detect anomalies and apply autonomous event-triggered control. Cyber-Physical Systems (CPSs) have emerged as an important research area capable of intelligently sensing the state of SWN and reacting autonomously in scenarios of unexpected crisis development. Through computational algorithms, CPSs can integrate physical components of SWN, such as sensors and actuators, and provide technological frameworks for data analytics, pertinent decision making, and control. The development of CPSs in SWN requires the collaboration of diverse scientific disciplines such as civil, hydraulics, electronics, environment, computer science, optimization, communication, and control theory. For efficient and successful deployment of CPS in SWN, there is a need for a common methodology in terms of design approaches that can involve various scientific disciplines. This paper reviews the state of the art, challenges, and opportunities for CPSs, that could be explored to design the intelligent sensing, communication, and control capabilities of CPS for SWN. In addition, we look at the challenges and solutions in developing a computational framework from the perspectives of machine learning, optimization, and control theory for SWN.acceptedVersio

Higher order neural networks for financial time series prediction

Neural networks have been shown to be a promising tool for forecasting financial times series. Numerous research and applications of neural networks in business have proven their advantage in relation to classical methods that do not include artificial intelligence. What makes this particular use of neural networks so attractive to financial analysts and traders is the fact that governments and companies benefit from it to make decisions on investment and trading. However, when the number of inputs to the model and the number of training examples becomes extremely large, the training procedure for ordinary neural network architectures becomes tremendously slow and unduly tedious. To overcome such time-consuming operations, this research work focuses on using various Higher Order Neural Networks (HONNs) which have a single layer of learnable weights, therefore reducing the networks' complexity. In order to predict the upcoming trends of univariate financial time series signals, three HONNs models; the Pi-Sigma Neural Network, the Functional Link Neural Network, and the Ridge Polynomial Neural Network were used, as well as the Multilayer Perceptron. Furthermore, a novel neural network architecture which comprises of a feedback connection in addition to the feedforward Ridge Polynomial Neural Network was constructed. The proposed network combines the properties of both higher order and recurrent neural networks, and is called Dynamic Ridge Polynomial Neural Network (DRPNN). Extensive simulations covering ten financial time series were performed. The forecasting performance of various feedforward HONNs models, the Multilayer Perceptron and the novel DRPNN was compared. Simulation results indicate that HONNs, particularly the DRPNN in most cases demonstrated advantages in capturing chaotic movement in the financial signals with an improvement in the profit return over other network models. The relative superiority of DRPNN to other networks is not just its ability to attain high profit return, but rather to model the training set with fast learning and convergence. The network offers fast training and shows considerable promise as a forecasting tool. It is concluded that DRPNN do have the capability to forecast the financial markets, and individual investor could benefit from the use of this forecasting