Extracting Knowledge From Time Series

Extracting Knowledge From Time Series PDF

Author: Boris P. Bezruchko

Publisher: Springer Science & Business Media

Published: 2010-09-03

Total Pages: 416

ISBN-13: 3642126014

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Mathematical modelling is ubiquitous. Almost every book in exact science touches on mathematical models of a certain class of phenomena, on more or less speci?c approaches to construction and investigation of models, on their applications, etc. As many textbooks with similar titles, Part I of our book is devoted to general qu- tions of modelling. Part II re?ects our professional interests as physicists who spent much time to investigations in the ?eld of non-linear dynamics and mathematical modelling from discrete sequences of experimental measurements (time series). The latter direction of research is known for a long time as “system identi?cation” in the framework of mathematical statistics and automatic control theory. It has its roots in the problem of approximating experimental data points on a plane with a smooth curve. Currently, researchers aim at the description of complex behaviour (irregular, chaotic, non-stationary and noise-corrupted signals which are typical of real-world objects and phenomena) with relatively simple non-linear differential or difference model equations rather than with cumbersome explicit functions of time. In the second half of the twentieth century, it has become clear that such equations of a s- ?ciently low order can exhibit non-trivial solutions that promise suf?ciently simple modelling of complex processes; according to the concepts of non-linear dynamics, chaotic regimes can be demonstrated already by a third-order non-linear ordinary differential equation, while complex behaviour in a linear model can be induced either by random in?uence (noise) or by a very high order of equations.

Hands-On Time Series Analysis with R

Hands-On Time Series Analysis with R PDF

Author: Rami Krispin

Publisher: Packt Publishing Ltd

Published: 2019-05-31

Total Pages: 438

ISBN-13: 1788624041

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Build efficient forecasting models using traditional time series models and machine learning algorithms. Key FeaturesPerform time series analysis and forecasting using R packages such as Forecast and h2oDevelop models and find patterns to create visualizations using the TSstudio and plotly packagesMaster statistics and implement time-series methods using examples mentionedBook Description Time series analysis is the art of extracting meaningful insights from, and revealing patterns in, time series data using statistical and data visualization approaches. These insights and patterns can then be utilized to explore past events and forecast future values in the series. This book explores the basics of time series analysis with R and lays the foundations you need to build forecasting models. You will learn how to preprocess raw time series data and clean and manipulate data with packages such as stats, lubridate, xts, and zoo. You will analyze data and extract meaningful information from it using both descriptive statistics and rich data visualization tools in R such as the TSstudio, plotly, and ggplot2 packages. The later section of the book delves into traditional forecasting models such as time series linear regression, exponential smoothing (Holt, Holt-Winter, and more) and Auto-Regressive Integrated Moving Average (ARIMA) models with the stats and forecast packages. You'll also cover advanced time series regression models with machine learning algorithms such as Random Forest and Gradient Boosting Machine using the h2o package. By the end of this book, you will have the skills needed to explore your data, identify patterns, and build a forecasting model using various traditional and machine learning methods. What you will learnVisualize time series data and derive better insightsExplore auto-correlation and master statistical techniquesUse time series analysis tools from the stats, TSstudio, and forecast packagesExplore and identify seasonal and correlation patternsWork with different time series formats in RExplore time series models such as ARIMA, Holt-Winters, and moreEvaluate high-performance forecasting solutionsWho this book is for Hands-On Time Series Analysis with R is ideal for data analysts, data scientists, and all R developers who are looking to perform time series analysis to predict outcomes effectively. A basic knowledge of statistics is required; some knowledge in R is expected, but not mandatory.

Practical Time Series Analysis

Practical Time Series Analysis PDF

Author: Dr. Avishek Pal

Publisher: Packt Publishing Ltd

Published: 2017-09-28

Total Pages: 238

ISBN-13: 178829419X

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Step by Step guide filled with real world practical examples. About This Book Get your first experience with data analysis with one of the most powerful types of analysis—time-series. Find patterns in your data and predict the future pattern based on historical data. Learn the statistics, theory, and implementation of Time-series methods using this example-rich guide Who This Book Is For This book is for anyone who wants to analyze data over time and/or frequency. A statistical background is necessary to quickly learn the analysis methods. What You Will Learn Understand the basic concepts of Time Series Analysis and appreciate its importance for the success of a data science project Develop an understanding of loading, exploring, and visualizing time-series data Explore auto-correlation and gain knowledge of statistical techniques to deal with non-stationarity time series Take advantage of exponential smoothing to tackle noise in time series data Learn how to use auto-regressive models to make predictions using time-series data Build predictive models on time series using techniques based on auto-regressive moving averages Discover recent advancements in deep learning to build accurate forecasting models for time series Gain familiarity with the basics of Python as a powerful yet simple to write programming language In Detail Time Series Analysis allows us to analyze data which is generated over a period of time and has sequential interdependencies between the observations. This book describes special mathematical tricks and techniques which are geared towards exploring the internal structures of time series data and generating powerful descriptive and predictive insights. Also, the book is full of real-life examples of time series and their analyses using cutting-edge solutions developed in Python. The book starts with descriptive analysis to create insightful visualizations of internal structures such as trend, seasonality and autocorrelation. Next, the statistical methods of dealing with autocorrelation and non-stationary time series are described. This is followed by exponential smoothing to produce meaningful insights from noisy time series data. At this point, we shift focus towards predictive analysis and introduce autoregressive models such as ARMA and ARIMA for time series forecasting. Later, powerful deep learning methods are presented, to develop accurate forecasting models for complex time series, and under the availability of little domain knowledge. All the topics are illustrated with real-life problem scenarios and their solutions by best-practice implementations in Python. The book concludes with the Appendix, with a brief discussion of programming and solving data science problems using Python. Style and approach This book takes the readers from the basic to advance level of Time series analysis in a very practical and real world use cases.

Trends and Applications in Knowledge Discovery and Data Mining

Trends and Applications in Knowledge Discovery and Data Mining PDF

Author: U Kang

Publisher: Springer

Published: 2017-10-06

Total Pages: 203

ISBN-13: 3319672746

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This book constitutes the thoroughly refereed post-workshop proceedings at PAKDD Workshops 2017, held in conjunction with PAKDD, the 21st Pacific-Asia Conference on Knowledge Discovery and Data Mining in May 2017 in Jeju, South Korea. The 17 revised papers presented were carefully reviewed and selected from 38 submissions. The workshops affiliated with PAKDD 2017 include: Workshop on Machine Learning for Sensory Data Analysis (MLSDA), Workshop on Biologically Inspired Data Mining Techniques (BDM), Pacific Asia Workshop on Intelligence and Security Informatics (PAISI), and Workshop on Data Mining in Business Process Management (DM-BPM).

Knowledge Science, Engineering and Management

Knowledge Science, Engineering and Management PDF

Author: Gang Li

Publisher: Springer Nature

Published: 2020-08-20

Total Pages: 525

ISBN-13: 303055130X

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This two-volume set of LNAI 12274 and LNAI 12275 constitutes the refereed proceedings of the 13th International Conference on Knowledge Science, Engineering and Management, KSEM 2020, held in Hangzhou, China, in August 2020.* The 58 revised full papers and 27 short papers were carefully reviewed and selected from 291 submissions. The papers of the first volume are organized in the following topical sections: knowledge graph; knowledge representation; knowledge management for education; knowledge-based systems; and data processing and mining. The papers of the second volume are organized in the following topical sections: machine learning; recommendation algorithms and systems; social knowledge analysis and management; text mining and document analysis; and deep learning. *The conference was held virtually due to the COVID-19 pandemic.

Advances in Knowledge Discovery and Data Mining

Advances in Knowledge Discovery and Data Mining PDF

Author: Joshua Zhexue Huang

Publisher: Springer Science & Business Media

Published: 2011-05-09

Total Pages: 582

ISBN-13: 3642208460

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The two-volume set LNAI 6634 and 6635 constitutes the refereed proceedings of the 15th Pacific-Asia Conference on Knowledge Discovery and Data Mining, PAKDD 2011, held in Shenzhen, China in May 2011. The total of 32 revised full papers and 58 revised short papers were carefully reviewed and selected from 331 submissions. The papers present new ideas, original research results, and practical development experiences from all KDD-related areas including data mining, machine learning, artificial intelligence and pattern recognition, data warehousing and databases, statistics, knoweldge engineering, behavior sciences, visualization, and emerging areas such as social network analysis.

Fuzzy Cognitive Maps

Fuzzy Cognitive Maps PDF

Author: László T. Kóczy

Publisher: Springer Nature

Published: 2024-01-21

Total Pages: 142

ISBN-13: 3031379594

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This book is considered as a monograph but also as a potential textbook for graduate students, focusing on the application of FCMs for modelling and analysing the behaviour of multicomponent systems. In the last two decades, no monograph or textbook has been published on the topic Fuzzy Cognitive Maps (FCM), so this new book is definitely filling a gap in the literature of computational intelligence. The book is built up didactically, the novel results in the field being presented in the way of starting with two real-life case studies, one in the area of waste management, while the other one in modelling bank management systems. In both cases, the book starts with explaining the applied problem and then presenting how the model construction is done and what problems emerge when attempts are made for applying directly earlier results on FCM modelling. In the first case study, the problem of the oversimplification leads to inadequacy of the model, and then it is shown how new, much finer models can be built up based on expert domain knowledge. Then, the new problem of losing transparency and interpretability emerges, and as a solution, a new algorithm family is proposed that reduces FCMs to fewer components, while preserving the essential characteristics of the original model. The second case study raises the problems of stability and sensitivity of FCMs, especially, considering that expert knowledge is often uncertain and subjective. The new results summarised in the book target the questions of how to ascertain whether an FCM is converging to one or several fixed point attractors, whether there is a bifurcation when parameters are changing, etc. Both problems deal with the ultimate question whether the system modelled is stable and sustainable.

Practical Time Series Analysis

Practical Time Series Analysis PDF

Author: Aileen Nielsen

Publisher: O'Reilly Media

Published: 2019-09-20

Total Pages: 500

ISBN-13: 1492041629

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Time series data analysis is increasingly important due to the massive production of such data through the internet of things, the digitalization of healthcare, and the rise of smart cities. As continuous monitoring and data collection become more common, the need for competent time series analysis with both statistical and machine learning techniques will increase. Covering innovations in time series data analysis and use cases from the real world, this practical guide will help you solve the most common data engineering and analysis challengesin time series, using both traditional statistical and modern machine learning techniques. Author Aileen Nielsen offers an accessible, well-rounded introduction to time series in both R and Python that will have data scientists, software engineers, and researchers up and running quickly. You’ll get the guidance you need to confidently: Find and wrangle time series data Undertake exploratory time series data analysis Store temporal data Simulate time series data Generate and select features for a time series Measure error Forecast and classify time series with machine or deep learning Evaluate accuracy and performance

Advances in Knowledge Discovery and Data Mining

Advances in Knowledge Discovery and Data Mining PDF

Author: Honghua Dai

Publisher: Springer Science & Business Media

Published: 2004-05-11

Total Pages: 731

ISBN-13: 354022064X

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This book constitutes the refereed proceedings of the 8th Pacific-Asia Conference on Knowledge Discovery and Data mining, PAKDD 2004, held in Sydney, Australia in May 2004. The 50 revised full papers and 31 revised short papers presented were carefully reviewed and selected from a total of 238 submissions. The papers are organized in topical sections on classification; clustering; association rules; novel algorithms; event mining, anomaly detection, and intrusion detection; ensemble learning; Bayesian network and graph mining; text mining; multimedia mining; text mining and Web mining; statistical methods, sequential data mining, and time series mining; and biomedical data mining.