Tag Archives: Fractal Interpolation

Using fractal interpolation for time series prediction

Alexandra Băicoianu, Cristina Gabriela Gavrilă, Cristina Maria Păcurar, Victor Dan Păcurar, Fractal interpolation in the context of prediction accuracy optimization, Engineering Applications of Artificial Intelligence, Volume 133, Part D, 2024 DOI: 10.1016/j.engappai.2024.108380.

This paper focuses on the hypothesis of optimizing time series predictions using fractal interpolation techniques. In general, the accuracy of machine learning model predictions is closely related to the quality and quantitative aspects of the data used, following the principle of garbage-in, garbage-out. In order to quantitatively and qualitatively augment datasets, one of the most prevalent concerns of data scientists is to generate synthetic data, which should follow as closely as possible the actual pattern of the original data. This study proposes three different data augmentation strategies based on fractal interpolation, namely the Closest Hurst Strategy, Closest Values Strategy and Formula Strategy. To validate the strategies, we used four public datasets from the literature, as well as a private dataset obtained from meteorological records in the city of Braşov, Romania. The prediction results obtained with the LSTM model using the presented interpolation strategies showed a significant accuracy improvement compared to the raw datasets, thus providing a possible answer to practical problems in the field of remote sensing and sensor sensitivity. Moreover, our methodologies answer some optimization-related open questions for the fractal interpolation step using Optuna framework.