Prediction of rare events in the operation of household equipment using
co-evolving time series
- URL: http://arxiv.org/abs/2312.09410v1
- Date: Fri, 15 Dec 2023 00:21:00 GMT
- Title: Prediction of rare events in the operation of household equipment using
co-evolving time series
- Authors: Hadia Mecheri, Islam Benamirouche, Feriel Fass, Djemel Ziou, Nassima
Kadri
- Abstract summary: Our approach involves a weighted autologistic regression model, where we leverage the temporal behavior of the data to enhance predictive capabilities.
Evaluation on synthetic and real-world datasets confirms that our approach outperform state-of-the-art of predicting home equipment failure methods.
- Score: 1.1249583407496218
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: In this study, we propose an approach for predicting rare events by
exploiting time series in coevolution. Our approach involves a weighted
autologistic regression model, where we leverage the temporal behavior of the
data to enhance predictive capabilities. By addressing the issue of imbalanced
datasets, we establish constraints leading to weight estimation and to improved
performance. Evaluation on synthetic and real-world datasets confirms that our
approach outperform state-of-the-art of predicting home equipment failure
methods.
Related papers
- Physics-guided Active Sample Reweighting for Urban Flow Prediction [75.24539704456791]
Urban flow prediction is a nuanced-temporal modeling that estimates the throughput of transportation services like buses, taxis and ride-driven models.
Some recent prediction solutions bring remedies with the notion of physics-guided machine learning (PGML)
We develop a atized physics-guided network (PN), and propose a data-aware framework Physics-guided Active Sample Reweighting (P-GASR)
arXiv Detail & Related papers (2024-07-18T15:44:23Z) - 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) - A Supervised Contrastive Learning Pretrain-Finetune Approach for Time
Series [15.218841180577135]
We introduce a novel pretraining procedure that leverages supervised contrastive learning to distinguish features within each pretraining dataset.
We then propose a fine-tuning procedure designed to enhance the accurate prediction of the target data by aligning it more closely with the learned dynamics of the pretraining datasets.
arXiv Detail & Related papers (2023-11-21T02:06:52Z) - Measuring the Stability of Process Outcome Predictions in Online
Settings [4.599862571197789]
This paper proposes an evaluation framework for assessing the stability of models for online predictive process monitoring.
The framework introduces four performance meta-measures: the frequency of significant performance drops, the magnitude of such drops, the recovery rate, and the volatility of performance.
The results demonstrate that these meta-measures facilitate the comparison and selection of predictive models for different risk-taking scenarios.
arXiv Detail & Related papers (2023-10-13T10:37:46Z) - Performative Time-Series Forecasting [71.18553214204978]
We formalize performative time-series forecasting (PeTS) from a machine-learning perspective.
We propose a novel approach, Feature Performative-Shifting (FPS), which leverages the concept of delayed response to anticipate distribution shifts.
We conduct comprehensive experiments using multiple time-series models on COVID-19 and traffic forecasting tasks.
arXiv Detail & Related papers (2023-10-09T18:34:29Z) - Towards Out-of-Distribution Sequential Event Prediction: A Causal
Treatment [72.50906475214457]
The goal of sequential event prediction is to estimate the next event based on a sequence of historical events.
In practice, the next-event prediction models are trained with sequential data collected at one time.
We propose a framework with hierarchical branching structures for learning context-specific representations.
arXiv Detail & Related papers (2022-10-24T07:54:13Z) - DeepVol: Volatility Forecasting from High-Frequency Data with Dilated
Causal Convolutions [78.6363825307044]
We propose DeepVol, a model based on Dilated Causal Convolutions to forecast day-ahead volatility by using high-frequency data.
We show that the dilated convolutional filters are ideally suited to extract relevant information from intraday financial data.
arXiv Detail & Related papers (2022-09-23T16:13:47Z) - Test-time Collective Prediction [73.74982509510961]
Multiple parties in machine learning want to jointly make predictions on future test points.
Agents wish to benefit from the collective expertise of the full set of agents, but may not be willing to release their data or model parameters.
We explore a decentralized mechanism to make collective predictions at test time, leveraging each agent's pre-trained model.
arXiv Detail & Related papers (2021-06-22T18:29:58Z) - Back2Future: Leveraging Backfill Dynamics for Improving Real-time
Predictions in Future [73.03458424369657]
In real-time forecasting in public health, data collection is a non-trivial and demanding task.
'Backfill' phenomenon and its effect on model performance has been barely studied in the prior literature.
We formulate a novel problem and neural framework Back2Future that aims to refine a given model's predictions in real-time.
arXiv Detail & Related papers (2021-06-08T14:48:20Z) - Learning Prediction Intervals for Model Performance [1.433758865948252]
We propose a method to compute prediction intervals for model performance.
We evaluate our approach across a wide range of drift conditions and show substantial improvement over competitive baselines.
arXiv Detail & Related papers (2020-12-15T21:32:03Z) - Adversarial Attacks on Probabilistic Autoregressive Forecasting Models [7.305979446312823]
We develop an effective generation of adversarial attacks on neural models that output a sequence of probability distributions rather than a sequence of single values.
We demonstrate that our approach can successfully generate attacks with small input perturbations in two challenging tasks.
arXiv Detail & Related papers (2020-03-08T13:08:34Z)
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.