MV-kWNN: A novel multivariate and multi-output weighted nearest neighbours algorithm for big data time series forecasting

A Comparative Study on Predication of Appropriate Mechanical Ventilation Mode through Machine Learning Approach

Ventilation mode is one of the most crucial ventilator settings, selected and set by knowledgeable critical care therapists in a critical care unit. The application of a particular ventilation mode must be patient-specific and patient-interactive. The main aim of this study is to provide a detailed outline regarding ventilation mode settings and determine the best machine learning method to create a deployable model for the appropriate selection of ventilation mode on a per breath basis. Per-breath patient data is utilized, preprocessed and finally a data frame is created consisting of five feature columns (inspiratory and expiratory tidal volume, minimum pressure, positive end-expiratory pressure, and previous positive end-expiratory pressure) and one output column (output column consisted of modes to be predicted). The data frame has been split into training and testing datasets with a test size of 30%. Six machine learning algorithms were trained and compared for performance, based on the accuracy, F1 score, sensitivity, and precision. The output shows that the Random-Forest Algorithm was the most precise and accurate in predicting all ventilation modes correctly, out of the all the machine learning algorithms trained. Thus, the Random-Forest machine learning technique can be utilized for predicting optimal ventilation mode setting, if it is properly trained with the help of the most relevant data. Aside from ventilation mode, control parameter settings, alarm settings and other settings may also be adjusted for the mechanical ventilation process utilizing appropriate machine learning, particularly deep learning approaches.

A new Apache Spark-based framework for big data streaming forecasting in IoT networks

Analyzing time-dependent data acquired in a continuous flow is a major challenge for various fields, such as big data and machine learning. Being able to analyze a large volume of data from various sources, such as sensors, networks, and the internet, is essential for improving the efficiency of our society's production processes. Additionally, this vast amount of data is collected dynamically in a continuous stream. The goal of this research is to provide a comprehensive framework for forecasting big data streams from Internet of Things networks and serve as a guide for designing and deploying other third-party solutions. Hence, a new framework for time series forecasting in a big data streaming scenario, using data collected from Internet of Things networks, is presented. This framework comprises of five main modules: Internet of Things network design and deployment, big data streaming architecture, stream data modeling method, big data forecasting method, and a comprehensive real-world application scenario, consisting of a physical Internet of Things network feeding the big data streaming architecture, being the linear regression the algorithm used for illustrative purposes. Comparison with other frameworks reveals that this is the first framework that incorporates and integrates all the aforementioned modules.

A deep LSTM network for the Spanish electricity consumption forecasting

Nowadays, electricity is a basic commodity necessary for the well-being of any modern society. Due to the growth in electricity consumption in recent years, mainly in large cities, electricity forecasting is key to the management of an efficient, sustainable and safe smart grid for the consumer. In this work, a deep neural network is proposed to address the electricity consumption forecasting in the short-term, namely, a long short-term memory (LSTM) network due to its ability to deal with sequential data such as time-series data. First, the optimal values for certain hyper-parameters have been obtained by a random search and a metaheuristic, called coronavirus optimization algorithm (CVOA), based on the propagation of the SARS-Cov-2 virus. Then, the optimal LSTM has been applied to predict the electricity demand with 4-h forecast horizon. Results using Spanish electricity data during nine years and half measured with 10-min frequency are presented and discussed. Finally, the performance of the proposed LSTM using random search and the LSTM using CVOA is compared, on the one hand, with that of recently published deep neural networks (such as a deep feed-forward neural network optimized with a grid search) and temporal fusion transformers optimized with a sampling algorithm, and, on the other hand, with traditional machine learning techniques, such as a linear regression, decision trees and tree-based ensemble techniques (gradient-boosted trees and random forest), achieving the smallest prediction error below 1.5%.

Factor-Based Framework for Multivariate and Multi-step-ahead Forecasting of Large Scale Time Series

State-of-the-art multivariate forecasting methods are restricted to low dimensional tasks, linear dependencies and short horizons. The technological advances (notably the Big data revolution) are instead shifting the focus to problems characterized by a large number of variables, non-linear dependencies and long forecasting horizons. In the last few years, the majority of the best performing techniques for multivariate forecasting have been based on deep-learning models. However, such models are characterized by high requirements in terms of data availability and computational resources and suffer from a lack of interpretability. To cope with the limitations of these methods, we propose an extension to the DFML framework, a hybrid forecasting technique inspired by the Dynamic Factor Model (DFM) approach, a successful forecasting methodology in econometrics. This extension improves the capabilities of the DFM approach, by implementing and assessing both linear and non-linear factor estimation techniques as well as model-driven and data-driven factor forecasting techniques. We assess several method integrations within the DFML, and we show that the proposed technique provides competitive results both in terms of forecasting accuracy and computational efficiency on multiple very large-scale (>10² variables and > 10³ samples) real forecasting tasks.

Deep Learning for Time Series Forecasting: A Survey

Time series forecasting has become a very intensive field of research, which is even increasing in recent years. Deep neural networks have proved to be powerful and are achieving high accuracy in many application fields. For these reasons, they are one of the most widely used methods of machine learning to solve problems dealing with big data nowadays. In this work, the time series forecasting problem is initially formulated along with its mathematical fundamentals. Then, the most common deep learning architectures that are currently being successfully applied to predict time series are described, highlighting their advantages and limitations. Particular attention is given to feed forward networks, recurrent neural networks (including Elman, long-short term memory, gated recurrent units, and bidirectional networks), and convolutional neural networks. Practical aspects, such as the setting of values for hyper-parameters and the choice of the most suitable frameworks, for the successful application of deep learning to time series are also provided and discussed. Several fruitful research fields in which the architectures analyzed have obtained a good performance are reviewed. As a result, research gaps have been identified in the literature for several domains of application, thus expecting to inspire new and better forms of knowledge.

A Labeling Method for Financial Time Series Prediction Based on Trends

Time series prediction has been widely applied to the finance industry in applications such as stock market price and commodity price forecasting. Machine learning methods have been widely used in financial time series prediction in recent years. How to label financial time series data to determine the prediction accuracy of machine learning models and subsequently determine final investment returns is a hot topic. Existing labeling methods of financial time series mainly label data by comparing the current data with those of a short time period in the future. However, financial time series data are typically non-linear with obvious short-term randomness. Therefore, these labeling methods have not captured the continuous trend features of financial time series data, leading to a difference between their labeling results and real market trends. In this paper, a new labeling method called "continuous trend labeling" is proposed to address the above problem. In the feature preprocessing stage, this paper proposed a new method that can avoid the problem of look-ahead bias in traditional data standardization or normalization processes. Then, a detailed logical explanation was given, the definition of continuous trend labeling was proposed and also an automatic labeling algorithm was given to extract the continuous trend features of financial time series data. Experiments on the Shanghai Composite Index and Shenzhen Component Index and some stocks of China showed that our labeling method is a much better state-of-the-art labeling method in terms of classification accuracy and some other classification evaluation metrics. The results of the paper also proved that deep learning models such as LSTM and GRU are more suitable for dealing with the prediction of financial time series data.

Enhancement of a Short-Term Forecasting Method Based on Clustering and kNN: Application to an Industrial Facility Powered by a Cogenerator

In recent years, collecting data is becoming easier and cheaper thanks to many improvements in information technology (IT). The connection of sensors to the internet is becoming cheaper and easier (for example, the internet of things, IOT), the cost of data storage and data processing is decreasing, meanwhile artificial intelligence and machine learning methods are under development and/or being introduced to create values using data. In this paper, a clustering approach for the short-term forecasting of energy demand in industrial facilities is presented. A model based on clustering and k-nearest neighbors (kNN) is proposed to analyze and forecast data, and the novelties on model parameters definition to improve its accuracy are presented. The model is then applied to an industrial facility (wood industry) with contemporaneous demand of electricity and heat. An analysis of the parameters and the results of the model is performed, showing a forecast of electricity demand with an error of 3%.

A Comparative Study of Time Series Forecasting Methods for Short Term Electric Energy Consumption Prediction in Smart Buildings

Smart buildings are equipped with sensors that allow monitoring a range of building systems including heating and air conditioning, lighting and the general electric energy consumption. Thees data can then be stored and analyzed. The ability to use historical data regarding electric energy consumption could allow improving the energy efficiency of such buildings, as well as help to spot problems related to wasting of energy. This problem is even more important when considering that buildings are some of the largest consumers of energy. In this paper, we are interested in forecasting the energy consumption of smart buildings, and, to this aim, we propose a comparative study of different forecasting strategies that can be used to this aim. To do this, we used the data regarding the electric consumption registered by thirteen buildings located in a university campus in the south of Spain. The empirical comparison of the selected methods on the different data showed that some methods are more suitable than others for this kind of problem. In particular, we show that strategies based on Machine Learning approaches seem to be more suitable for this task.