Multivariate time series short term forecasting using cumulative data of coronavirus.

Coronavirus emerged as a highly contagious, pathogenic virus that severely affects the respiratory system of humans. The epidemic-related data is collected regularly, which machine learning algorithms can employ to comprehend and estimate valuable information. The analysis of the gathered data through time series approaches may assist in developing more accurate forecasting models and strategies to combat the disease. This paper focuses on short-term forecasting of cumulative reported incidences and mortality. Forecasting is conducted utilizing state-of-the-art mathematical and deep learning models for multivariate time series forecasting, including extended susceptible-exposed-infected-recovered (SEIR), long-short-term memory (LSTM), and vector autoregression (VAR). The SEIR model has been extended by integrating additional information such as hospitalization, mortality, vaccination, and quarantine incidences. Extensive experiments have been conducted to compare deep learning and mathematical models that enable us to estimate fatalities and incidences more precisely based on mortality in the eight most affected nations during the time of this research. The metrics like mean absolute error (MAE), root mean square error (RMSE), and mean absolute percentage error (MAPE) are employed to gauge the model's effectiveness. The deep learning model LSTM outperformed all others in terms of forecasting accuracy. Additionally, the study explores the impact of vaccination on reported epidemics and deaths worldwide. Furthermore, the detrimental effects of ambient temperature and relative humidity on pathogenic virus dissemination have been analyzed.

An efficient real-time stock prediction exploiting incremental learning and deep learning.

Intraday trading is popular among traders due to its ability to leverage price fluctuations in a short timeframe. For traders, real-time price predictions for the next few minutes can be beneficial for making strategies. Real-time prediction is challenging due to the stock market's non-stationary, complex, noisy, chaotic, dynamic, volatile, and non-parametric nature. Machine learning models are considered effective for stock forecasting, yet, their hyperparameters need tuning with the latest market data to incorporate the market's complexities. Usually, models are trained and tested in batches, which smooths the correction process and speeds up the learning. When making intraday stock predictions, the models should forecast for each instance in contrast to the whole batch and learn simultaneously to ensure high accuracy. In this paper, we propose a strategy based on two different learning approaches: incremental learning and Offline-Online learning, to forecast the stock price using the real-time stream of the live market. In incremental learning, the model is updated continuously upon receiving the stock's next instance from the live-stream, while in Offline-Online learning, the model is retrained after each trading session to make sure it incorporates the latest data complexities. These methods were applied to univariate time-series (established from historical stock price) and multivariate time-series (considering historical stock price as well as technical indicators). Extensive experiments were performed on the eight most liquid stocks listed on the American NASDAQ and Indian NSE stock exchanges, respectively. The Offline-Online models outperformed incremental models in terms of low forecasting error.