An Approach to Improve the Performance of PM Forecasters.

The particulate matter (PM) concentration has been one of the most relevant environmental concerns in recent decades due to its prejudicial effects on living beings and the earth's atmosphere. High PM concentration affects the human health in several ways leading to short and long term diseases. Thus, forecasting systems have been developed to support decisions of the organizations and governments to alert the population. Forecasting systems based on Artificial Neural Networks (ANNs) have been highlighted in the literature due to their performances. In general, three ANN-based approaches have been found for this task: ANN trained via learning algorithms, hybrid systems that combine search algorithms with ANNs, and hybrid systems that combine ANN with other forecasters. Independent of the approach, it is common to suppose that the residuals (error series), obtained from the difference between actual series and forecasting, have a white noise behavior. However, it is possible that this assumption is infringed due to: misspecification of the forecasting model, complexity of the time series or temporal patterns of the phenomenon not captured by the forecaster. This paper proposes an approach to improve the performance of PM forecasters from residuals modeling. The approach analyzes the remaining residuals recursively in search of temporal patterns. At each iteration, if there are temporal patterns in the residuals, the approach generates the forecasting of the residuals in order to improve the forecasting of the PM time series. The proposed approach can be used with either only one forecaster or by combining two or more forecasting models. In this study, the approach is used to improve the performance of a hybrid system (HS) composed by genetic algorithm (GA) and ANN from residuals modeling performed by two methods, namely, ANN and own hybrid system. Experiments were performed for PM2.5 and PM10 concentration series in Kallio and Vallila stations in Helsinki and evaluated from six metrics. Experimental results show that the proposed approach improves the accuracy of the forecasting method in terms of fitness function for all cases, when compared with the method without correction. The correction via HS obtained a superior performance, reaching the best results in terms of fitness function and in five out of six metrics. These results also were found when a sensitivity analysis was performed varying the proportions of the sets of training, validation and test. The proposed approach reached consistent results when compared with the forecasting method without correction, showing that it can be an interesting tool for correction of PM forecasters.

Correcting and combining time series forecasters.

Combined forecasters have been in the vanguard of stochastic time series modeling. In this way it has been usual to suppose that each single model generates a residual or prediction error like a white noise. However, mostly because of disturbances not captured by each model, it is yet possible that such supposition is violated. The present paper introduces a two-step method for correcting and combining forecasting models. Firstly, the stochastic process underlying the bias of each predictive model is built according to a recursive ARIMA algorithm in order to achieve a white noise behavior. At each iteration of the algorithm the best ARIMA adjustment is determined according to a given information criterion (e.g. Akaike). Then, in the light of the corrected predictions, it is considered a maximum likelihood combined estimator. Applications involving single ARIMA and artificial neural networks models for Dow Jones Industrial Average Index, S&P500 Index, Google Stock Value, and Nasdaq Index series illustrate the usefulness of the proposed framework.

An entropy-based approach for the identification of phylogenetically informative genomic regions of Papillomavirus.

The papillomaviruses form a highly diverse group that infect mammals, birds and reptiles. We know little about their genetic diversity and therefore the evolutionary mechanisms that drive the diversity of these viruses. Genomic sequences of papillomaviruses are highly divergent and so it is important to develop methods that select the most phylogenetic informative sites. This study aimed at making use of a novel approach based on entropy to select suitable genomic regions from which to infer the phylogeny of papillomavirus. Comparative genomic analyzes were performed to assess the genetic variability of each gene of Papillomaviridae family members. Regions with low entropy were selected to reconstruct papillomavirus phylogenetic trees based on four different methods. This methodology allowed us to identify regions that are conserved among papillomaviruses that infect different hosts. This is important because, despite the huge variation among all papillomaviruses genomes, we were able to find regions that are clearly shared among them, presenting low complexity levels of information from which phylogenetic predictions can be made. This approach allowed us to obtain robust topologies from relatively small datasets. The results indicate that the entropy approach can successfully select regions of the genome that are good markers from which to infer phylogenetic relationships, using less computational time, making the estimation of large phylogenies more accessible.