地震的预测和预测有很长的时间,在某些情况下有肮脏的历史,但是最近的工作重新点燃了基于预警的进步,诱发地震性的危害评估以及对实验室地震的成功预测。在实验室中,摩擦滑移事件为地震和地震周期提供了类似物。 Labquakes是机器学习(ML)的理想目标,因为它们可以在受控条件下以长序列生产。最近的作品表明,ML可以使用断层区的声学排放来预测实验室的几个方面。在这里,我们概括了这些结果,并探索了Labquake预测和自动回归(AR)预测的深度学习(DL)方法。 DL改善了现有的Labquake预测方法。 AR方法允许通过迭代预测在未来的视野中进行预测。我们证明,基于长期任期内存(LSTM)和卷积神经网络的DL模型可以预测在几种条件下实验室,并且可以以忠诚度预测断层区应力,证实声能是断层区应力的指纹。我们还预测了实验室的失败开始(TTSF)和失败结束(TTEF)的时间。有趣的是,在所有地震循环中都可以成功预测TTEF,而TTSF的预测随preseismisic断层蠕变的数量而变化。我们报告了使用三个序列建模框架:LSTM,时间卷积网络和变压器网络预测故障应力演变的AR方法。 AR预测与现有的预测模型不同,该模型仅在特定时间预测目标变量。超出单个地震周期的预测结果有限,但令人鼓舞。我们的ML/DL模型优于最先进的模型,我们的自回归模型代表了一个新颖的框架,可以增强当前的地震预测方法。
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粒子加速器是复杂的设施,可产生大量的结构化数据,并具有明确的优化目标以及精确定义的控制要求。因此,它们自然适合数据驱动的研究方法。来自传感器和监视加速器形式的多元时间序列的数据。在加速器控制和诊断方面,快速的先发制人方法是高度首选的,数据驱动的时间序列预测方法的应用尤其有希望。这篇综述提出了时间序列预测问题,并总结了现有模型,并在各个科学领域的应用中进行了应用。引入了粒子加速器领域中的几次和将来的尝试。预测到粒子加速器的时间序列的应用显示出令人鼓舞的结果和更广泛使用的希望,现有的问题(例如数据一致性和兼容性)已开始解决。
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Time series anomaly detection has applications in a wide range of research fields and applications, including manufacturing and healthcare. The presence of anomalies can indicate novel or unexpected events, such as production faults, system defects, or heart fluttering, and is therefore of particular interest. The large size and complex patterns of time series have led researchers to develop specialised deep learning models for detecting anomalous patterns. This survey focuses on providing structured and comprehensive state-of-the-art time series anomaly detection models through the use of deep learning. It providing a taxonomy based on the factors that divide anomaly detection models into different categories. Aside from describing the basic anomaly detection technique for each category, the advantages and limitations are also discussed. Furthermore, this study includes examples of deep anomaly detection in time series across various application domains in recent years. It finally summarises open issues in research and challenges faced while adopting deep anomaly detection models.
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在现代建筑基础设施中,由于低成本传感器的大数据可用性以及深度学习等先进的建模工具,因此促进自适应和无监督的数据驱动的健康监测系统的机会正在受欢迎。本文的主要目的是将深度神经网络与双向短期内存结合和涉及瞬时频率和光谱峰度的先进统计分析,以开发出来自声发射事件(裂缝)的拉伸,剪切和混合模式的准确分类工具。我们调查了有效的事件描述符,以捕获不同类型模式的独特特征。实验结果的测试证实,该方法在不同的破解事件中实现了有希望的分类,并可能影响结构健康监测(SHM)技术的未来设计。这种方法有效地对初始损害进行分类,以92%的精度进行分类,这是有利的计划维护。
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预测基金绩效对投资者和基金经理都是有益的,但这是一项艰巨的任务。在本文中,我们测试了深度学习模型是否比传统统计技术更准确地预测基金绩效。基金绩效通常通过Sharpe比率进行评估,该比例代表了风险调整的绩效,以确保基金之间有意义的可比性。我们根据每月收益率数据序列数据计算了年度夏普比率,该数据的时间序列数据为600多个投资于美国上市大型股票的开放式共同基金投资。我们发现,经过现代贝叶斯优化训练的长期短期记忆(LSTM)和封闭式复发单元(GRUS)深度学习方法比传统统计量相比,预测基金的Sharpe比率更高。结合了LSTM和GRU的预测的合奏方法,可以实现所有模型的最佳性能。有证据表明,深度学习和结合能提供有希望的解决方案,以应对基金绩效预测的挑战。
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基于预测方法的深度学习已成为时间序列预测或预测的许多应用中的首选方法,通常通常优于其他方法。因此,在过去的几年中,这些方法现在在大规模的工业预测应用中无处不在,并且一直在预测竞赛(例如M4和M5)中排名最佳。这种实践上的成功进一步提高了学术兴趣,以理解和改善深厚的预测方法。在本文中,我们提供了该领域的介绍和概述:我们为深入预测的重要构建块提出了一定深度的深入预测;随后,我们使用这些构建块,调查了最近的深度预测文献的广度。
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为了提高风能生产的安全性和可靠性,短期预测已成为最重要的。这项研究的重点是挪威大陆架的多步时时空风速预测。图形神经网络(GNN)体系结构用于提取空间依赖性,具有不同的更新功能以学习时间相关性。这些更新功能是使用不同的神经网络体系结构实现的。近年来,一种这样的架构,即变压器,在序列建模中变得越来越流行。已经提出了对原始体系结构的各种改动,以更好地促进时间序列预测,本研究的重点是告密者Logsparse Transformer和AutoFormer。这是第一次将logsparse变压器和自动形态应用于风预测,并且第一次以任何一种或告密者的形式在时空设置以进行风向预测。通过比较时空长的短期记忆(LSTM)和多层感知器(MLP)模型,该研究表明,使用改变的变压器体系结构作为GNN中更新功能的模型能够超越这些功能。此外,我们提出了快速的傅立叶变压器(FFTRANSFORMER),该变压器是基于信号分解的新型变压器体系结构,由两个单独的流组成,分别分析趋势和周期性成分。发现FFTRANSFORMER和自动成型器可在10分钟和1小时的预测中取得优异的结果,而FFTRANSFORMER显着优于所有其他模型的4小时预测。最后,通过改变图表表示的连通性程度,该研究明确说明了所有模型如何利用空间依赖性来改善局部短期风速预测。
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海洋是令人印象深刻的复杂数据混合的来源,可用于发现尚未发现的关系。此类数据来自海洋及其表面,例如用于跟踪血管轨迹的自动识别系统(AIS)消息。 AIS消息以理想的定期时间间隔通过无线电或卫星传输,但随着时间的流逝而变化不规则。因此,本文旨在通过神经网络对AIS消息传输行为进行建模,以预测即将到来的AIS消息的内容,尤其是在同时方法的情况下,尽管消息的时间不规则性作为异常值。我们提出了一组实验,其中包含用于预测任务的多种算法,其长度不同。深度学习模型(例如,神经网络)表明自己可以充分地保留血管的空间意识,而不管时间不规则。我们展示了如何通过共同努力来改善此类任务的卷积层,进料网络和反复的神经网络。尝试短,中和大型消息序列,我们的模型达到了相对百分比差异的36/37/38% - 越低,越好,而我们在Elman的RNN上观察到92/45/96%,51 /52/40%的GRU,LSTM的129/98/61%。这些结果支持我们的模型作为驱动器,以改善在时间噪声数据下同时分析多个分歧类型的血管时,可以改善船舶路线的预测。
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作为自然现象的地震,历史上不断造成伤害和人类生活的损失。地震预测是任何社会计划的重要方面,可以增加公共准备,并在很大程度上减少损坏。然而,由于地震的随机特征以及实现了地震预测的有效和可靠模型的挑战,迄今为止努力一直不足,需要新的方法来解决这个问题。本文意识到​​这些问题,提出了一种基于注意机制(AM),卷积神经网络(CNN)和双向长短期存储器(BILSTM)模型的新型预测方法,其可以预测数量和最大幅度中国大陆各地区的地震为基于该地区的地震目录。该模型利用LSTM和CNN具有注意机制,以更好地关注有效的地震特性并产生更准确的预测。首先,将零阶保持技术应用于地震数据上的预处理,使得模型的输入数据更适当。其次,为了有效地使用空间信息并减少输入数据的维度,CNN用于捕获地震数据之间的空间依赖性。第三,使用Bi-LSTM层来捕获时间依赖性。第四,引入了AM层以突出其重要的特征来实现更好的预测性能。结果表明,该方法具有比其他预测方法更好的性能和概括能力。
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自回旋运动平均值(ARMA)模型是经典的,可以说是模型时间序列数据的最多研究的方法之一。它具有引人入胜的理论特性,并在从业者中广泛使用。最近的深度学习方法普及了经常性神经网络(RNN),尤其是长期记忆(LSTM)细胞,这些细胞已成为神经时间序列建模中最佳性能和最常见的构件之一。虽然对具有长期效果的时间序列数据或序列有利,但复杂的RNN细胞并不总是必须的,有时甚至可能不如更简单的复发方法。在这项工作中,我们介绍了ARMA细胞,这是一种在神经网络中的时间序列建模的更简单,模块化和有效的方法。该单元可以用于存在复发结构的任何神经网络体系结构中,并自然地使用矢量自动进程处理多元时间序列。我们还引入了Convarma细胞作为空间相关时间序列的自然继任者。我们的实验表明,所提出的方法在性能方面与流行替代方案具有竞争力,同时由于其简单性而变得更加强大和引人注目。
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通过有效的监控和调整电池操作条件,促进了锂离子电池的寿命和安全性。因此,为电池管理系统上的健康状况(SOH)监测提供快速准确的算法至关重要。由于对电池劣化的复杂性和多种因素的复杂性和多种因素的复杂性,特别是因为不同的劣化过程发生在各种时间尺度,并且它们的相互作用发挥着重要作用。数据驱动方法通过用统计或机器学习模型近似复杂进程来绕过这个问题。本文提出了一种数据驱动方法,在电池劣化的背景下,尽管其简单性和易于计算:多变量分数多项式(MFP)回归。模型从一个耗尽的细胞的历史数据训练,并用于预测其他细胞的SOH。数据的特征在于模拟动态操作条件的载荷变化。考虑了两个假设情景:假设最近的容量测量是已知的,则另一个仅基于标称容量。结果表明,在考虑到电池寿命的电池结束时,通过其历史数据的历史数据受到它们的历史数据的影响,电池的降解行为受到其历史数据的影响。此外,我们提供了一种多因素视角,分析了每个不同因素的影响程度。最后,我们与长期内记忆神经网络和其他来自相同数据集的文献的其他作品进行比较。我们得出结论,MFP回归与当代作品有效和竞争,提供了几种额外的优点。在可解释性,恒定性和可实现性方面。
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In this paper, we propose a new short-term load forecasting (STLF) model based on contextually enhanced hybrid and hierarchical architecture combining exponential smoothing (ES) and a recurrent neural network (RNN). The model is composed of two simultaneously trained tracks: the context track and the main track. The context track introduces additional information to the main track. It is extracted from representative series and dynamically modulated to adjust to the individual series forecasted by the main track. The RNN architecture consists of multiple recurrent layers stacked with hierarchical dilations and equipped with recently proposed attentive dilated recurrent cells. These cells enable the model to capture short-term, long-term and seasonal dependencies across time series as well as to weight dynamically the input information. The model produces both point forecasts and predictive intervals. The experimental part of the work performed on 35 forecasting problems shows that the proposed model outperforms in terms of accuracy its predecessor as well as standard statistical models and state-of-the-art machine learning models.
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A well-performing prediction model is vital for a recommendation system suggesting actions for energy-efficient consumer behavior. However, reliable and accurate predictions depend on informative features and a suitable model design to perform well and robustly across different households and appliances. Moreover, customers' unjustifiably high expectations of accurate predictions may discourage them from using the system in the long term. In this paper, we design a three-step forecasting framework to assess predictability, engineering features, and deep learning architectures to forecast 24 hourly load values. First, our predictability analysis provides a tool for expectation management to cushion customers' anticipations. Second, we design several new weather-, time- and appliance-related parameters for the modeling procedure and test their contribution to the model's prediction performance. Third, we examine six deep learning techniques and compare them to tree- and support vector regression benchmarks. We develop a robust and accurate model for the appliance-level load prediction based on four datasets from four different regions (US, UK, Austria, and Canada) with an equal set of appliances. The empirical results show that cyclical encoding of time features and weather indicators alongside a long-short term memory (LSTM) model offer the optimal performance.
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With the evolution of power systems as it is becoming more intelligent and interactive system while increasing in flexibility with a larger penetration of renewable energy sources, demand prediction on a short-term resolution will inevitably become more and more crucial in designing and managing the future grid, especially when it comes to an individual household level. Projecting the demand for electricity for a single energy user, as opposed to the aggregated power consumption of residential load on a wide scale, is difficult because of a considerable number of volatile and uncertain factors. This paper proposes a customized GRU (Gated Recurrent Unit) and Long Short-Term Memory (LSTM) architecture to address this challenging problem. LSTM and GRU are comparatively newer and among the most well-adopted deep learning approaches. The electricity consumption datasets were obtained from individual household smart meters. The comparison shows that the LSTM model performs better for home-level forecasting than alternative prediction techniques-GRU in this case. To compare the NN-based models with contrast to the conventional statistical technique-based model, ARIMA based model was also developed and benchmarked with LSTM and GRU model outcomes in this study to show the performance of the proposed model on the collected time series data.
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短期负荷预测(STLF)由于复杂的时间序列(TS)是一种表达三个季节性模式和非线性趋势的挑战。本文提出了一种新的混合分层深度学习模型,涉及多个季节性,并产生两点预测和预测间隔(PIS)。它结合了指数平滑(ES)和经常性神经网络(RNN)。 ES动态提取每个单独的TS的主要组件,并启用在飞行的临时化,这在相对较小的数据集上操作时特别有用。多层RNN配备了一种新型扩张的经常性电池,旨在有效地模拟TS中的短期和长期依赖性。为了改善内部TS表示,因此模型的性能,RNN同时学习ES参数和主要映射函数将输入转换为预测。我们比较我们对几种基线方法的方法,包括古典统计方法和机器学习(ML)方法,在35个欧洲国家的STLF问题。实证研究清楚地表明,该模型具有高表现力,以解决非线性随机预测问题,包括多个季节性和显着的随机波动。实际上,它在准确性方面优于统计和最先进的ML模型。
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我们在在线环境中研究了非线性预测,并引入了混合模型,该模型通过端到端体系结构有效地减轻了对手工设计的功能的需求和传统非线性预测/回归方法的手动模型选择问题。特别是,我们使用递归结构从顺序信号中提取特征,同时保留状态信息,即历史记录和增强决策树以产生最终输出。该连接是以端到端方式的,我们使用随机梯度下降共同优化整个体系结构,我们还为此提供了向后的通过更新方程。特别是,我们采用了一个经常性的神经网络(LSTM)来从顺序数据中提取自适应特征,并提取梯度增强机械(Soft GBDT),以进行有效的监督回归。我们的框架是通用的,因此可以使用其他深度学习体系结构进行特征提取(例如RNN和GRU)和机器学习算法进行决策,只要它们是可区分的。我们证明了算法对合成数据的学习行为以及各种现实生活数据集对常规方法的显着性能改进。此外,我们公开分享提出的方法的源代码,以促进进一步的研究。
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Remaining Useful Life (RUL) estimation plays a critical role in Prognostics and Health Management (PHM). Traditional machine health maintenance systems are often costly, requiring sufficient prior expertise, and are difficult to fit into highly complex and changing industrial scenarios. With the widespread deployment of sensors on industrial equipment, building the Industrial Internet of Things (IIoT) to interconnect these devices has become an inexorable trend in the development of the digital factory. Using the device's real-time operational data collected by IIoT to get the estimated RUL through the RUL prediction algorithm, the PHM system can develop proactive maintenance measures for the device, thus, reducing maintenance costs and decreasing failure times during operation. This paper carries out research into the remaining useful life prediction model for multi-sensor devices in the IIoT scenario. We investigated the mainstream RUL prediction models and summarized the basic steps of RUL prediction modeling in this scenario. On this basis, a data-driven approach for RUL estimation is proposed in this paper. It employs a Multi-Head Attention Mechanism to fuse the multi-dimensional time-series data output from multiple sensors, in which the attention on features is used to capture the interactions between features and attention on sequences is used to learn the weights of time steps. Then, the Long Short-Term Memory Network is applied to learn the features of time series. We evaluate the proposed model on two benchmark datasets (C-MAPSS and PHM08), and the results demonstrate that it outperforms the state-of-art models. Moreover, through the interpretability of the multi-head attention mechanism, the proposed model can provide a preliminary explanation of engine degradation. Therefore, this approach is promising for predictive maintenance in IIoT scenarios.
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We introduce a machine-learning (ML)-based weather simulator--called "GraphCast"--which outperforms the most accurate deterministic operational medium-range weather forecasting system in the world, as well as all previous ML baselines. GraphCast is an autoregressive model, based on graph neural networks and a novel high-resolution multi-scale mesh representation, which we trained on historical weather data from the European Centre for Medium-Range Weather Forecasts (ECMWF)'s ERA5 reanalysis archive. It can make 10-day forecasts, at 6-hour time intervals, of five surface variables and six atmospheric variables, each at 37 vertical pressure levels, on a 0.25-degree latitude-longitude grid, which corresponds to roughly 25 x 25 kilometer resolution at the equator. Our results show GraphCast is more accurate than ECMWF's deterministic operational forecasting system, HRES, on 90.0% of the 2760 variable and lead time combinations we evaluated. GraphCast also outperforms the most accurate previous ML-based weather forecasting model on 99.2% of the 252 targets it reported. GraphCast can generate a 10-day forecast (35 gigabytes of data) in under 60 seconds on Cloud TPU v4 hardware. Unlike traditional forecasting methods, ML-based forecasting scales well with data: by training on bigger, higher quality, and more recent data, the skill of the forecasts can improve. Together these results represent a key step forward in complementing and improving weather modeling with ML, open new opportunities for fast, accurate forecasting, and help realize the promise of ML-based simulation in the physical sciences.
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信息爆炸的时代促使累积巨大的时间序列数据,包括静止和非静止时间序列数据。最先进的算法在处理静止时间数据方面取得了体面的性能。然而,解决静止​​时间系列的传统算法不适用于外汇交易的非静止系列。本文调查了适用的模型,可以提高预测未来非静止时间序列序列趋势的准确性。特别是,我们专注于识别潜在模型,并调查识别模式从历史数据的影响。我们提出了基于RNN的\ Rebuttal {The} SEQ2Seq模型的组合,以及通过动态时间翘曲和Zigzag峰谷指示器提取的注重机制和富集的集合特征。定制损失函数和评估指标旨在更加关注预测序列的峰值和谷点。我们的研究结果表明,我们的模型可以在外汇数据集中预测高精度的4小时未来趋势,这在逼真的情况下至关重要,以协助外汇交易决策。我们进一步提供了对各种损失函数,评估指标,模型变体和组件对模型性能的影响的评估。
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这是一门专门针对STEM学生开发的介绍性机器学习课程。我们的目标是为有兴趣的读者提供基础知识,以在自己的项目中使用机器学习,并将自己熟悉术语作为进一步阅读相关文献的基础。在这些讲义中,我们讨论受监督,无监督和强化学习。注释从没有神经网络的机器学习方法的说明开始,例如原理分析,T-SNE,聚类以及线性回归和线性分类器。我们继续介绍基本和先进的神经网络结构,例如密集的进料和常规神经网络,经常性的神经网络,受限的玻尔兹曼机器,(变性)自动编码器,生成的对抗性网络。讨论了潜在空间表示的解释性问题,并使用梦和对抗性攻击的例子。最后一部分致力于加强学习,我们在其中介绍了价值功能和政策学习的基本概念。
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