Short-term time series algebraic forecasting with internal smoothing

Multiresolution Forecasting for Industrial Applications

The forecasting of univariate time series poses challenges in industrial applications if the seasonality varies. Typically, a non-varying seasonality of a time series is treated with a model based on Fourier theory or the aggregation of forecasts from multiple resolution levels. If the seasonality changes with time, various wavelet approaches for univariate forecasting are proposed with promising potential but without accessible software or a systematic evaluation of different wavelet models compared to state-of-the-art methods. In contrast, the advantage of the specific multiresolution forecasting proposed here is the convenience of a swiftly accessible implementation in R and Python combined with coefficient selection through evolutionary optimization which is evaluated in four different applications: scheduling of a call center, planning electricity demand, and predicting stocks and prices. The systematic benchmarking is based on out-of-sample forecasts resulting from multiple cross-validations with the error measure MASE and SMAPE for which the error distribution of each method and dataset is estimated and visualized with the mirrored density plot. The multiresolution forecasting performs equal to or better than twelve comparable state-of-the-art methods but does not require users to set parameters contrary to prior wavelet forecasting frameworks. This makes the method suitable for industrial applications.

Predicting the Health Condition of mHealth App Users with Large Differences in the Number of Recorded Observations - Where to Learn from?

Some mHealth apps record user activity continuously and unobtrusively, while other apps rely by nature on user engagement and self-discipline: users are asked to enter data that cannot be assessed otherwise, e.g., on how they feel and what non-measurable symptoms they have. Over time, this leads to substantial differences in the length of the time series of recordings for the different users. In this study, we propose two algorithms for wellbeing-prediction from such time series, and we compare their performance on the users of a pilot study on diabetic patients - with time series length varying between 8 and 87 recordings.

Our first approach learns a model from the few users, on which many recordings are available, and applies this model to predict the 2nd, 3rd, and so forth recording of users newly joining the mHealth platform. Our second approach rather exploits the similarity among the first few recordings of newly arriving users. Our results for the first approach indicate that the target variable for users who use the app for long are not predictive for users who use the app only for a short time. Our results for the second approach indicate that few initial recordings suffice to inform the predictive model and improve performance considerably.

Study of track irregularity time series calibration and variation pattern at unit section

Focusing on problems existing in track irregularity time series data quality, this paper first presents abnormal data identification, data offset correction algorithm, local outlier data identification, and noise cancellation algorithms. And then proposes track irregularity time series decomposition and reconstruction through the wavelet decomposition and reconstruction approach. Finally, the patterns and features of track irregularity standard deviation data sequence in unit sections are studied, and the changing trend of track irregularity time series is discovered and described.