Deep Particulate Matter Forecasting Model Using Correntropy-Induced Loss
- URL: http://arxiv.org/abs/2106.03032v1
- Date: Sun, 6 Jun 2021 05:17:24 GMT
- Title: Deep Particulate Matter Forecasting Model Using Correntropy-Induced Loss
- Authors: Jongsu Kim and Changhoon Lee
- Abstract summary: The maximum correntropy criterion for regression (MCCR) loss is used in an analysis of the statistical characteristics of air pollution and weather data.
The MCCR loss is more appropriate than the conventional mean squared error loss for forecasting extreme values.
- Score: 1.7797683504485504
- License: http://creativecommons.org/licenses/by-sa/4.0/
- Abstract: Forecasting the particulate matter (PM) concentration in South Korea has
become urgently necessary owing to its strong negative impact on human life. In
most statistical or machine learning methods, independent and identically
distributed data, for example, a Gaussian distribution, are assumed; however,
time series such as air pollution and weather data do not meet this assumption.
In this study, the maximum correntropy criterion for regression (MCCR) loss is
used in an analysis of the statistical characteristics of air pollution and
weather data. Rigorous seasonality adjustment of the air pollution and weather
data was performed because of their complex seasonality patterns and the
heavy-tailed distribution of data even after deseasonalization. The MCCR loss
was applied to multiple models including conventional statistical models and
state-of-the-art machine learning models. The results show that the MCCR loss
is more appropriate than the conventional mean squared error loss for
forecasting extreme values.
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