All-Clear Flare Prediction Using Interval-based Time Series Classifiers
- URL: http://arxiv.org/abs/2105.01202v1
- Date: Mon, 3 May 2021 22:40:05 GMT
- Title: All-Clear Flare Prediction Using Interval-based Time Series Classifiers
- Authors: Anli Ji, Berkay Aydin, Manolis K. Georgoulis, Rafal Angryk
- Abstract summary: An all-clear flare prediction is a type of solar flare forecasting that puts more emphasis on predicting non-flaring instances.
Finding the right balance between avoiding false negatives (misses) and reducing the false positives (false alarms) is often challenging.
- Score: 0.21028463367241026
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: An all-clear flare prediction is a type of solar flare forecasting that puts
more emphasis on predicting non-flaring instances (often relatively small
flares and flare quiet regions) with high precision while still maintaining
valuable predictive results. While many flare prediction studies do not address
this problem directly, all-clear predictions can be useful in operational
context. However, in all-clear predictions, finding the right balance between
avoiding false negatives (misses) and reducing the false positives (false
alarms) is often challenging. Our study focuses on training and testing a set
of interval-based time series classifiers named Time Series Forest (TSF). These
classifiers will be used towards building an all-clear flare prediction system
by utilizing multivariate time series data. Throughout this paper, we
demonstrate our data collection, predictive model building and evaluation
processes, and compare our time series classification models with baselines
using our benchmark datasets. Our results show that time series classifiers
provide better forecasting results in terms of skill scores, precision and
recall metrics, and they can be further improved for more precise all-clear
forecasts by tuning model hyperparameters.
Related papers
- Learning Graph Structures and Uncertainty for Accurate and Calibrated Time-series Forecasting [65.40983982856056]
We introduce STOIC, that leverages correlations between time-series to learn underlying structure between time-series and to provide well-calibrated and accurate forecasts.
Over a wide-range of benchmark datasets STOIC provides 16% more accurate and better-calibrated forecasts.
arXiv Detail & Related papers (2024-07-02T20:14:32Z) - STEMO: Early Spatio-temporal Forecasting with Multi-Objective Reinforcement Learning [11.324029387605888]
We propose an early-temporal forecasting model based on Multi-Objective reinforcement learning.
Our method demonstrates superior performance on three large-scale real-world datasets.
arXiv Detail & Related papers (2024-06-06T13:03:51Z) - Enhancing Mean-Reverting Time Series Prediction with Gaussian Processes:
Functional and Augmented Data Structures in Financial Forecasting [0.0]
We explore the application of Gaussian Processes (GPs) for predicting mean-reverting time series with an underlying structure.
GPs offer the potential to forecast not just the average prediction but the entire probability distribution over a future trajectory.
This is particularly beneficial in financial contexts, where accurate predictions alone may not suffice if incorrect volatility assessments lead to capital losses.
arXiv Detail & Related papers (2024-02-23T06:09:45Z) - ExtremeCast: Boosting Extreme Value Prediction for Global Weather Forecast [57.6987191099507]
We introduce Exloss, a novel loss function that performs asymmetric optimization and highlights extreme values to obtain accurate extreme weather forecast.
We also introduce ExBooster, which captures the uncertainty in prediction outcomes by employing multiple random samples.
Our solution can achieve state-of-the-art performance in extreme weather prediction, while maintaining the overall forecast accuracy comparable to the top medium-range forecast models.
arXiv Detail & Related papers (2024-02-02T10:34:13Z) - Precipitation nowcasting with generative diffusion models [0.0]
We study the efficacy of diffusion models in handling the task of precipitation nowcasting.
Our work is conducted in comparison to the performance of well-established U-Net models.
arXiv Detail & Related papers (2023-08-13T09:51:16Z) - Improving Adaptive Conformal Prediction Using Self-Supervised Learning [72.2614468437919]
We train an auxiliary model with a self-supervised pretext task on top of an existing predictive model and use the self-supervised error as an additional feature to estimate nonconformity scores.
We empirically demonstrate the benefit of the additional information using both synthetic and real data on the efficiency (width), deficit, and excess of conformal prediction intervals.
arXiv Detail & Related papers (2023-02-23T18:57:14Z) - Meta-Forecasting by combining Global DeepRepresentations with Local
Adaptation [12.747008878068314]
We introduce a novel forecasting method called Meta Global-Local Auto-Regression (Meta-GLAR)
It adapts to each time series by learning in closed-form the mapping from the representations produced by a recurrent neural network (RNN) to one-step-ahead forecasts.
Our method is competitive with the state-of-the-art in out-of-sample forecasting accuracy reported in earlier work.
arXiv Detail & Related papers (2021-11-05T11:45:02Z) - Cluster-and-Conquer: A Framework For Time-Series Forecasting [94.63501563413725]
We propose a three-stage framework for forecasting high-dimensional time-series data.
Our framework is highly general, allowing for any time-series forecasting and clustering method to be used in each step.
When instantiated with simple linear autoregressive models, we are able to achieve state-of-the-art results on several benchmark datasets.
arXiv Detail & Related papers (2021-10-26T20:41:19Z) - AutoCP: Automated Pipelines for Accurate Prediction Intervals [84.16181066107984]
This paper proposes an AutoML framework called Automatic Machine Learning for Conformal Prediction (AutoCP)
Unlike the familiar AutoML frameworks that attempt to select the best prediction model, AutoCP constructs prediction intervals that achieve the user-specified target coverage rate.
We tested AutoCP on a variety of datasets and found that it significantly outperforms benchmark algorithms.
arXiv Detail & Related papers (2020-06-24T23:13:11Z) - Long-Short Term Spatiotemporal Tensor Prediction for Passenger Flow
Profile [15.875569404476495]
We focus on a tensor-based prediction and propose several practical techniques to improve prediction.
For long-term prediction specifically, we propose the "Tensor Decomposition + 2-Dimensional Auto-Regressive Moving Average (2D-ARMA)" model.
For short-term prediction, we propose to conduct tensor completion based on tensor clustering to avoid oversimplifying and ensure accuracy.
arXiv Detail & Related papers (2020-04-23T08:30:00Z) - Ambiguity in Sequential Data: Predicting Uncertain Futures with
Recurrent Models [110.82452096672182]
We propose an extension of the Multiple Hypothesis Prediction (MHP) model to handle ambiguous predictions with sequential data.
We also introduce a novel metric for ambiguous problems, which is better suited to account for uncertainties.
arXiv Detail & Related papers (2020-03-10T09:15:42Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.