Prediction of variable forecast horizons with artificial neural networks by embedding the temporal resolution warping

Publikation: Beitrag in Buch/Bericht/Sammelwerk/KonferenzbandAufsatz in KonferenzbandForschungPeer-Review

Autoren

Externe Organisationen

  • Universität Osnabrück
Forschungs-netzwerk anzeigen

Details

OriginalspracheEnglisch
Titel des Sammelwerks2022 International Conference on Control, Automation and Diagnosis, ICCAD 2022
Herausgeber (Verlag)Institute of Electrical and Electronics Engineers Inc.
ISBN (elektronisch)9781665497947
ISBN (Print)978-1-6654-9795-4
PublikationsstatusVeröffentlicht - 2022
Veranstaltung2022 International Conference on Control, Automation and Diagnosis, ICCAD 2022 - Lisbon, Portugal
Dauer: 13 Juli 202215 Juli 2022

Publikationsreihe

Name International Conference on Control, Automation and Diagnosis
ISSN (Print)2767-987X
ISSN (elektronisch)2767-9896

Abstract

Artificial neural networks (ANNs) have achieved many successes in time series forecasting. The shortcomings of them are a fixed forecast horizon and an increasing inaccuracy for multi-step forecast techniques to extend the forecast horizon. We embed temporal resolution warping into an ANN to provide a dynamic forecast horizon, excluding multi-step forecasts. The ANN is improved to recognize different representations of patterns by mapping spacial frequencies to new frequencies according to their relevance in time. We demonstrate the drastically improvement in forecast accuracy on different datasets. In comparison to the multi-step approach, we achieve a constant accuracy for extending the forecast horizon.

ASJC Scopus Sachgebiete

Zitieren

Prediction of variable forecast horizons with artificial neural networks by embedding the temporal resolution warping. / Kellermann, Christoph; Neumann, Eric; Ostermann, Joern.
2022 International Conference on Control, Automation and Diagnosis, ICCAD 2022. Institute of Electrical and Electronics Engineers Inc., 2022. ( International Conference on Control, Automation and Diagnosis).

Publikation: Beitrag in Buch/Bericht/Sammelwerk/KonferenzbandAufsatz in KonferenzbandForschungPeer-Review

Kellermann, C, Neumann, E & Ostermann, J 2022, Prediction of variable forecast horizons with artificial neural networks by embedding the temporal resolution warping. in 2022 International Conference on Control, Automation and Diagnosis, ICCAD 2022. International Conference on Control, Automation and Diagnosis, Institute of Electrical and Electronics Engineers Inc., 2022 International Conference on Control, Automation and Diagnosis, ICCAD 2022, Lisbon, Portugal, 13 Juli 2022. https://doi.org/10.1109/ICCAD55197.2022.9853884
Kellermann, C., Neumann, E., & Ostermann, J. (2022). Prediction of variable forecast horizons with artificial neural networks by embedding the temporal resolution warping. In 2022 International Conference on Control, Automation and Diagnosis, ICCAD 2022 ( International Conference on Control, Automation and Diagnosis). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/ICCAD55197.2022.9853884
Kellermann C, Neumann E, Ostermann J. Prediction of variable forecast horizons with artificial neural networks by embedding the temporal resolution warping. in 2022 International Conference on Control, Automation and Diagnosis, ICCAD 2022. Institute of Electrical and Electronics Engineers Inc. 2022. ( International Conference on Control, Automation and Diagnosis). doi: 10.1109/ICCAD55197.2022.9853884
Kellermann, Christoph ; Neumann, Eric ; Ostermann, Joern. / Prediction of variable forecast horizons with artificial neural networks by embedding the temporal resolution warping. 2022 International Conference on Control, Automation and Diagnosis, ICCAD 2022. Institute of Electrical and Electronics Engineers Inc., 2022. ( International Conference on Control, Automation and Diagnosis).
Download
@inproceedings{4fc57575841e4a0498f2498f8044bc22,
title = "Prediction of variable forecast horizons with artificial neural networks by embedding the temporal resolution warping",
abstract = "Artificial neural networks (ANNs) have achieved many successes in time series forecasting. The shortcomings of them are a fixed forecast horizon and an increasing inaccuracy for multi-step forecast techniques to extend the forecast horizon. We embed temporal resolution warping into an ANN to provide a dynamic forecast horizon, excluding multi-step forecasts. The ANN is improved to recognize different representations of patterns by mapping spacial frequencies to new frequencies according to their relevance in time. We demonstrate the drastically improvement in forecast accuracy on different datasets. In comparison to the multi-step approach, we achieve a constant accuracy for extending the forecast horizon.",
keywords = "dynamic horizon forecast, multi-horizon forecasting, time series forecasting",
author = "Christoph Kellermann and Eric Neumann and Joern Ostermann",
note = "Funding Information: ACKNOWLEDGMENT This work was supported by the Federal Ministry for Economic Affairs and Climate Action (BMWK), Germany, within the framework of the IIP-Ecosphere project.; 2022 International Conference on Control, Automation and Diagnosis, ICCAD 2022 ; Conference date: 13-07-2022 Through 15-07-2022",
year = "2022",
doi = "10.1109/ICCAD55197.2022.9853884",
language = "English",
isbn = "978-1-6654-9795-4",
series = " International Conference on Control, Automation and Diagnosis",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
booktitle = "2022 International Conference on Control, Automation and Diagnosis, ICCAD 2022",
address = "United States",

}

Download

TY - GEN

T1 - Prediction of variable forecast horizons with artificial neural networks by embedding the temporal resolution warping

AU - Kellermann, Christoph

AU - Neumann, Eric

AU - Ostermann, Joern

N1 - Funding Information: ACKNOWLEDGMENT This work was supported by the Federal Ministry for Economic Affairs and Climate Action (BMWK), Germany, within the framework of the IIP-Ecosphere project.

PY - 2022

Y1 - 2022

N2 - Artificial neural networks (ANNs) have achieved many successes in time series forecasting. The shortcomings of them are a fixed forecast horizon and an increasing inaccuracy for multi-step forecast techniques to extend the forecast horizon. We embed temporal resolution warping into an ANN to provide a dynamic forecast horizon, excluding multi-step forecasts. The ANN is improved to recognize different representations of patterns by mapping spacial frequencies to new frequencies according to their relevance in time. We demonstrate the drastically improvement in forecast accuracy on different datasets. In comparison to the multi-step approach, we achieve a constant accuracy for extending the forecast horizon.

AB - Artificial neural networks (ANNs) have achieved many successes in time series forecasting. The shortcomings of them are a fixed forecast horizon and an increasing inaccuracy for multi-step forecast techniques to extend the forecast horizon. We embed temporal resolution warping into an ANN to provide a dynamic forecast horizon, excluding multi-step forecasts. The ANN is improved to recognize different representations of patterns by mapping spacial frequencies to new frequencies according to their relevance in time. We demonstrate the drastically improvement in forecast accuracy on different datasets. In comparison to the multi-step approach, we achieve a constant accuracy for extending the forecast horizon.

KW - dynamic horizon forecast

KW - multi-horizon forecasting

KW - time series forecasting

UR - http://www.scopus.com/inward/record.url?scp=85137774690&partnerID=8YFLogxK

U2 - 10.1109/ICCAD55197.2022.9853884

DO - 10.1109/ICCAD55197.2022.9853884

M3 - Conference contribution

AN - SCOPUS:85137774690

SN - 978-1-6654-9795-4

T3 - International Conference on Control, Automation and Diagnosis

BT - 2022 International Conference on Control, Automation and Diagnosis, ICCAD 2022

PB - Institute of Electrical and Electronics Engineers Inc.

T2 - 2022 International Conference on Control, Automation and Diagnosis, ICCAD 2022

Y2 - 13 July 2022 through 15 July 2022

ER -

Von denselben Autoren