Temperature time series forecasting in The Optimal Challenges in Irrigation (TO CHAIR)

Predicting and forecasting weather time series has always been a difficult field of research analysis with a very slow progress rate over the years. The main challenge in this project—The Optimal Challenges in Irrigation (TO CHAIR)—is to study how to manage irrigation problems as an optimal control problem: the daily irrigation problem of minimizing water consumption. For that it is necessary to estimate and forecast weather variables in real time in each monitoring area of irrigation. These time series present strong trends and high-frequency seasonality. How to best model and forecast these patterns has been a long-standing issue in time series analysis. This study presents a comparison of the forecasting performance of TBATS (Trigonometric Seasonal, Box-Cox Transformation, ARMA errors, Trend and Seasonal Components) and regression with correlated errors models. These methods are chosen due to their ability to model trend and seasonal fluctuations present in weather data, particularly in dealing with time series with complex seasonal patterns (multiple seasonal patterns). The forecasting performance is demonstrated through a case study of weather time series: minimum air temperature.publishe

State–Space Forecasting of Schistosoma haematobium Time-Series in Niono, Mali

Adequate forecasting and early warning systems are based upon observations of human behavior, population, disease time-series, climate, environment, and/or a combination thereof, whichever option best compromises among realism, feasibility, robustness, and parsimony. Fully automatic and user-friendly state–space forecasting frameworks, incorporating myriad options (e.g., expert opinion, univariate, multivariate, and spatial-temporal), could considerably enhance disease control and hazard mitigation efforts in regions where vulnerability to neglected tropical diseases is pervasive and statistical expertise is scarce. The operational simplicity, generality, and flexibility of state–space frameworks, encapsulating multiple methods, could conveniently allow for 1) unsupervised model selection without disease-specific methodological tailoring, 2) on-line adaptation to disease time-series fluctuations, and 3) automatic switches between distinct forecasting methods as new time-series perturbations dictate. In this investigation, a univariate state–space framework with the aforementioned properties was successfully applied to the Schistosoma haematobium time-series for the district of Niono, Mali, to automatically generate contemporaneous on-line forecasts and hence, providing a basis for local re-organization and strengthening public health programs in this and potentially other Sahelian districts

The substantive and practical significance of citation impact differences between institutions: Guidelines for the analysis of percentiles using effect sizes and confidence intervals

In our chapter we address the statistical analysis of percentiles: How should the citation impact of institutions be compared? In educational and psychological testing, percentiles are already used widely as a standard to evaluate an individual's test scores - intelligence tests for example - by comparing them with the percentiles of a calibrated sample. Percentiles, or percentile rank classes, are also a very suitable method for bibliometrics to normalize citations of publications in terms of the subject category and the publication year and, unlike the mean-based indicators (the relative citation rates), percentiles are scarcely affected by skewed distributions of citations. The percentile of a certain publication provides information about the citation impact this publication has achieved in comparison to other similar publications in the same subject category and publication year. Analyses of percentiles, however, have not always been presented in the most effective and meaningful way. New APA guidelines (American Psychological Association, 2010) suggest a lesser emphasis on significance tests and a greater emphasis on the substantive and practical significance of findings. Drawing on work by Cumming (2012) we show how examinations of effect sizes (e.g. Cohen's d statistic) and confidence intervals can lead to a clear understanding of citation impact differences

Improved vision based pose estimation for industrial robots via sparse regression

In this work amonocular machine vision based pose estimation system is developed for industrial robots and the accuracy of the estimated pose is im-proved via sparse regression. The proposed sparse regressionbased methodis usedimprove the accuracy obtained from the Levenberg-Marquardt (LM) based pose estimation algorithmduring the trajectory tracking of an industrial robot’s end effector. The proposed method utilizes a set of basis functions to sparsely identify the nonlinear relationship between the estimated pose and the true pose provided by a laser tracker.Moreover,a camera target was designed and fitted with fiducial markers,andto prevent ambiguities in pose estimation, the markers are placed in such a way to guarantee the detection of at least two distinct nonparallel markers from a single camera within ± 90° in all directions of the cam-era’s view. The effectiveness of the proposed method is validated by an experi-mental study performed using a KUKA KR240 R2900 ultra robot while follow-ing sixteen distinct trajectories based on ISO 9238. The obtained results show that the proposed method provides parsimonious models which improve the pose estimation accuracy and precision of the vision based system during trajectory tracking of industrial robots' end effector

Forecasting Player Behavioral Data and Simulating in-Game Events

Understanding player behavior is fundamental in game data science. Video games evolve as players interact with the game, so being able to foresee player experience would help to ensure a successful game development. In particular, game developers need to evaluate beforehand the impact of in-game events. Simulation optimization of these events is crucial to increase player engagement and maximize monetization. We present an experimental analysis of several methods to forecast game-related variables, with two main aims: to obtain accurate predictions of in-app purchases and playtime in an operational production environment, and to perform simulations of in-game events in order to maximize sales and playtime. Our ultimate purpose is to take a step towards the data-driven development of games. The results suggest that, even though the performance of traditional approaches such as ARIMA is still better, the outcomes of state-of-the-art techniques like deep learning are promising. Deep learning comes up as a well-suited general model that could be used to forecast a variety of time series with different dynamic behaviors

Time Series Modelling with MATLAB: the SSpace toolbox

SSpace is a MATLAB toolbox for State-Space modeling that provides the user with tools for linear Gaussian, nonlinear, and non-Gaussian systems with the most advanced and up-to-date features available in any State-Space framework. Great flexibility is achieved because each model is coded on a standard MATLAB function, thence having absolute control on particular parameterizations, parameter constraints, time variation of parameters or variances, arbitrary nonlinear relations with inputs, time aggregation, nested models, system concatenation, etc. The toolbox may be used by specifying State-Space systems from scratch or by using ready-to-use templates for standard methods (like VARMAX, exponential smoothing, unobserved components, Dynamic Linear Regression, etc.). The toolbox is freely available via a public code repository with full documentation and help system. This chapter demonstrates the toolbox’s potential with several examples

Minimum-Width Confidence Bands via Constraint Optimization

Peer reviewe

Concept and benchmark results for Big Data energy forecasting based on Apache Spark

The present article describes a concept for the creation and application of energy forecasting models in a distributed environment. Additionally, a benchmark comparing the time required for the training and application of data-driven forecasting models on a single computer and a computing cluster is presented. This comparison is based on a simulated dataset and both R and Apache Spark are used. Furthermore, the obtained results show certain points in which the utilization of distributed computing based on Spark may be advantageous

Sex-specific mortality forecasting for UK countries: a coherent approach

This paper introduces a gender specific model for the joint mortality projection of three countries (England and Wales combined, Scotland, and Northern Ireland) of the United Kingdom. The model, called 2-tier Augmented Common Factor model, extends the classical Lee and Carter [26] and Li and Lee [32] models, with a common time factor for the whole UK population, a sex specific period factor for males and females, and a specific time factor for each country within each gender. As death counts in each subpopulation are modelled directly, a Poisson framework is used. Our results show that the 2-tier ACF model improves the in-sample fitting compared to the use of independent LC models for each subpopulation or of independent Li and Lee models for each couple of genders within each country. Mortality projections also show that the 2-tier ACF model produces coherent forecasts for the two genders within each country and different countries within each gender, thus avoiding the divergence issues arising when independent projections are used. The 2-tier ACF is further extended to include a cohort term to take into account the faster improvements of the UK ‘golden generation’