Tag Archives: Time Series Forecasting

Predicting changes in the environment through time series for better robot navigation

September 6, 2024 07:45 ,

Yanbo Wang, Yaxian Fan, Jingchuan Wang, Weidong Chen, Long-term navigation for autonomous robots based on spatio-temporal map prediction, Robotics and Autonomous Systems, Volume 179, 2024 DOI: 10.1016/j.robot.2024.104724.

The robotics community has witnessed a growing demand for long-term navigation of autonomous robots in diverse environments, including factories, homes, offices, and public places. The core challenge in long-term navigation for autonomous robots lies in effectively adapting to varying degrees of dynamism in the environment. In this paper, we propose a long-term navigation method for autonomous robots based on spatio-temporal map prediction. The time series model is introduced to learn the changing patterns of different environmental structures or objects on multiple time scales based on the historical maps and forecast the future maps for long-term navigation. Then, an improved global path planning algorithm is performed based on the time-variant predicted cost maps. During navigation, the current observations are fused with the predicted map through a modified Bayesian filter to reduce the impact of prediction errors, and the updated map is stored for future predictions. We run simulation and conduct several weeks of experiments in multiple scenarios. The results show that our algorithm is effective and robust for long-term navigation in dynamic environments.

Posted in: Mobile robot mapping, Probability and statistics, Robot motion planning , Tagged: ,

Using fractal interpolation for time series prediction

June 7, 2024 11:13 ,

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.

Posted in: Probability and statistics , Tagged: ,

Using CNNs trained with image data to predict time series data

November 10, 2023 10:13 ,

Aniello De Santo, Antonino Ferraro, Antonio Galli, Vincenzo Moscato, Giancarlo Sperl�, Evaluating time series encoding techniques for Predictive Maintenance, Expert Systems with Applications, Volume 210, 2022 DOI: 10.1016/j.eswa.2022.118435.

Predictive Maintenance has become an important component in modern industrial scenarios, as a way to minimize down-times and fault rate for different equipment. In this sense, while machine learning and deep learning approaches are promising due to their accurate predictive abilities, their data-heavy requirements make them significantly limited in real world applications. Since one of the main issues to overcome is lack of consistent training data, recent work has explored the possibility of adapting well-known deep-learning models for image recognition, by exploiting techniques to encode time series as images. In this paper, we propose a framework for evaluating some of the best known time series encoding techniques, together with Convolutional Neural Network-based image classifiers applied to predictive maintenance tasks. We conduct an extensive empirical evaluation of these approaches for the failure prediction task on two real-world datasets (PAKDD2020 Alibaba AI OPS Competition and NASA bearings), also comparing their performances with respect to the state-of-the-art approaches. We further discuss advantages and limitation of the exploited models when coupled with proper data augmentation techniques.

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Non-parameterical detection of regimes in time series data (SODA), and its use in fuzzy forecasting

November 10, 2023 09:17 ,

Shivani Pant, Sanjay Kumar, IFS and SODA based computational method for fuzzy time series forecasting, Expert Systems with Applications, Volume 209, 2022 DOI: 10.1016/j.eswa.2022.118213.

Time series forecasting has fascinated a great deal of interest from various research communities due to its wide applications in medicine, economics, finance, engineering and many other crucial fields. Various studies in past have shown that intuitionistic fuzzy sets (IFSs) not only handle non-stochastic non-determinism in time series forecasting but also enhance accuracy in forecasted outputs. Clustering is another one of the methods that improves accuracy of time series forecasting. The contribution of this research work is a novel computational fuzzy time series (FTS) forecasting method which relies on IFSs and self-organized direction aware (SODA) approach of clustering. The usage of SODA aids in making the proposed FTS forecasting method as autonomous as feasible, as it does not require human intervention or prior knowledge of the data. Forecasted outputs in proposed FTS forecasting method are computed using a weighted formula and weights are optimized using grey wolf optimization (GWO) method. Proposed FTS is applied to forecast enrolments of the University of Alabama and market price of State Bank of India (SBI) share at Bombay stock exchange (BSE), India and performance is compared in terms of root mean square error (RMSE), average forecasting error (AFE) and mean absolute deviation (MAD). Goodness of the proposed FTS forecasting method in forecasting enrolments of the University of Alabama and market price of SBI share is also tested using coefficient of correlation and determination, criteria of Akaike and Bayesian information.

See also https://babel.isa.uma.es/kipr/?p=1550

Posted in: Probability and statistics , Tagged: ,