Hybrid systems using residual modeling for sea surface temperature forecasting.

The sea surface temperature (SST) is an environmental indicator closely related to climate, weather, and atmospheric events worldwide. Its forecasting is essential for supporting the decision of governments and environmental organizations. Literature has shown that single machine learning (ML) models are generally more accurate than traditional statistical models for SST time series modeling. However, the parameters tuning of these ML models is a challenging task, mainly when complex phenomena, such as SST forecasting, are addressed. Issues related to misspecification, overfitting, or underfitting of the ML models can lead to underperforming forecasts. This work proposes using hybrid systems (HS) that combine (ML) models using residual forecasting as an alternative to enhance the performance of SST forecasting. In this context, two types of combinations are evaluated using two ML models: support vector regression (SVR) and long short-term memory (LSTM). The experimental evaluation was performed on three datasets from different regions of the Atlantic Ocean using three well-known measures: mean square error (MSE), mean absolute percentage error (MAPE), and mean absolute error (MAE). The best HS based on SVR improved the MSE value for each analyzed series by [Formula: see text], [Formula: see text], and [Formula: see text] compared to its respective single model. The HS employing the LSTM improved [Formula: see text], [Formula: see text], and [Formula: see text] concerning the single LSTM model. Compared to literature approaches, at least one version of HS attained higher accuracy than statistical and ML models in all study cases. In particular, the nonlinear combination of the ML models obtained the best performance among the proposed HS versions.

A Hybrid System Based on Dynamic Selection for Time Series Forecasting.

Hybrid systems, which combine statistical and machine learning (ML) techniques using residual (error forecasting) modeling, have been highlighted in the literature due to their accuracy and ability to forecast time series with different characteristics. In these architectures, a crucial task is the proper modeling of the residuals since they may present random fluctuations, complex nonlinear patterns, and heteroscedastic behavior. Hence, the selection, specification, and training of one ML model to forecast the residuals are costly and challenging tasks since issues, such as underfitting, overfitting, and misspecification, can lead to a system with low accuracy or even deteriorate the linear forecast of the time series. This article proposes a hybrid system, named dynamic residual forecasting (DReF), that employs a modified dynamic selection (DS) algorithm to decide: the most suitable ML model to forecast a pattern of the residual series and if it is a promising candidate to increase the accuracy of the time series forecast from the linear combination. Thus, the DReF aims to reduce the uncertainty of the ML model selection and avoid the deterioration of the time series forecast. Furthermore, the proposed system searches for the most suitable parameters of the DS algorithm for each data set. In this article, the proposed method uses a pool of five ML models widely adopted in the literature: multilayer perceptron, support vector regression, radial basis function, long short-term memory, and convolutional neural network. An experimental evaluation was conducted using ten well-known time series. The results show that the DReF obtains superior results for the majority of the data sets compared with single and hybrid models of the literature.

Energy Consumption Forecasting for Smart Meters Using Extreme Learning Machine Ensemble.

The employment of smart meters for energy consumption monitoring is essential for planning and management of power generation systems. In this context, forecasting energy consumption is a valuable asset for decision making, since it can improve the predictability of forthcoming demand to energy providers. In this work, we propose a data-driven ensemble that combines five single well-known models in the forecasting literature: a statistical linear autoregressive model and four artificial neural networks: (radial basis function, multilayer perceptron, extreme learning machines, and echo state networks). The proposed ensemble employs extreme learning machines as the combination model due to its simplicity, learning speed, and greater ability of generalization in comparison to other artificial neural networks. The experiments were conducted on real consumption data collected from a smart meter in a one-step-ahead forecasting scenario. The results using five different performance metrics demonstrate that our solution outperforms other statistical, machine learning, and ensembles models proposed in the literature.

A perturbative approach for enhancing the performance of time series forecasting.

This paper proposes a method to perform time series prediction based on perturbation theory. The approach is based on continuously adjusting an initial forecasting model to asymptotically approximate a desired time series model. First, a predictive model generates an initial forecasting for a time series. Second, a residual time series is calculated as the difference between the original time series and the initial forecasting. If that residual series is not white noise, then it can be used to improve the accuracy of the initial model and a new predictive model is adjusted using residual series. The whole process is repeated until convergence or the residual series becomes white noise. The output of the method is then given by summing up the outputs of all trained predictive models in a perturbative sense. To test the method, an experimental investigation was conducted on six real world time series. A comparison was made with six other methods experimented and ten other results found in the literature. Results show that not only the performance of the initial model is significantly improved but also the proposed method outperforms the other results previously published.

Accelerating Families of Fuzzy K-Means Algorithms for Vector Quantization Codebook Design.

The performance of signal processing systems based on vector quantization depends on codebook design. In the image compression scenario, the quality of the reconstructed images depends on the codebooks used. In this paper, alternatives are proposed for accelerating families of fuzzy K-means algorithms for codebook design. The acceleration is obtained by reducing the number of iterations of the algorithms and applying efficient nearest neighbor search techniques. Simulation results concerning image vector quantization have shown that the acceleration obtained so far does not decrease the quality of the reconstructed images. Codebook design time savings up to about 40% are obtained by the accelerated versions with respect to the original versions of the algorithms.

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.