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Digital Twins, which are virtual representations of physical systems mirroring their behavior, enable real-time monitoring, analysis, and optimization. Understanding and identifying the temporal dependencies included in the multivariate time series data that characterize the behavior of the system are crucial for improving the effectiveness of Digital Twins. Long Short-Term Memory (LSTM) networks have been used to represent complex temporal dependencies and identify long-term links in the Industrial Internet of Things (IIoT). This paper proposed a Digital Twin temporal dependency technique using LSTM to capture the long-term dependencies in IIoT time series data, estimate the lag between the input and intended output, and handle missing data. Autocorrelation analysis showed the lagged links between variables, aiding in the discovery of temporal dependencies. The system evaluated the LSTM model by providing it with a set of previous observations and asking it to forecast the value at future time steps. We conducted a comparison between our model and six baseline models, utilizing both the Smart Water Treatment (SWaT) and Building Automation Transaction (BATADAL) datasets. Our model's effectiveness in capturing temporal dependencies was assessed through the analysis of the Autocorrelation Function (ACF) and Partial Autocorrelation Function (PACF). The results of our experiments demonstrate that our enhanced model achieved a better long-term prediction performance. [ABSTRACT FROM AUTHOR]

In this study, we investigated the human capacity to generate randomness in decision-making processes using the rock-paper-scissors (RPS) game. The randomness of the time series was evaluated using the time-series data of RPS moves made by 500 subjects who played 50 consecutive RPS games. The indices used for evaluation were the Lempel–Ziv complexity and a determinism index obtained from a recurrence plot, and these indicators represent the complexity and determinism of the time series, respectively. The acquired human RPS time-series data were compared to a pseudorandom RPS sequence generated by the Mersenne Twister and the RPS time series generated by the RPS game's strategy learned using the human RPS time series acquired via genetic programming. The results exhibited clear differences in randomness among the pseudorandom number series, the human-generated series, and the AI-generated series. [ABSTRACT FROM AUTHOR]

To explore whether the brain contains pattern differences in the rock–paper–scissors (RPS) imagery task, this paper attempts to classify this task using fNIRS and deep learning. In this study, we designed an RPS task with a total duration of 25 min and 40 s, and recruited 22 volunteers for the experiment. We used the fNIRS acquisition device (FOIRE-3000) to record the cerebral neural activities of these participants in the RPS task. The time series classification (TSC) algorithm was introduced into the time-domain fNIRS signal classification. Experiments show that CNN-based TSC methods can achieve 97% accuracy in RPS classification. CNN-based TSC method is suitable for the classification of fNIRS signals in RPS motor imagery tasks, and may find new application directions for the development of brain–computer interfaces (BCI). [ABSTRACT FROM AUTHOR]

This document is an introduction to a special issue of the journal Econometrics, titled "High-Dimensional Time Series in Macroeconomics and Finance." The special issue was organized in relation to a workshop that took place in Vienna, which celebrated the 80th birthday of Manfred Deistler, a researcher who has made significant contributions to factor models and errors-in-variables models. The special issue includes papers that discuss Deistler's work, as well as papers on Bayesian factor analysis, regularity of multivariate stationary processes, modeling COVID-19 infection rates, and causal vector autoregression. The authors of the document declare no conflicts of interest. [Extracted from the article]

The fractional-order grey prediction model is widely recognized for its performance in time series prediction tasks with small sample characteristics. However, its parameter-estimation method, namely the least squares method, limits the predictive performance of the model and requires time to address the ill-conditioning of the system. To address these issues, this paper proposes a novel parameter-acquisition method treating structural parameters as hyperparameters, obtained through the marine predators optimization algorithm. The experimental analysis on three datasets validate the effectiveness of the method proposed in this paper. [ABSTRACT FROM AUTHOR]

In the open literature, there are numerous studies on the normal and extreme (flood and drought) behavior of wet and dry periods based on the understanding of the standard precipitation index (SPI), which provides a series of categorizations by considering the standard normal (Gaussian) probability distribution function (PDF). The numerical meaning of each categorization assessment is quite lacking in terms of future predictions of wet and dry period duration based on historical records. This paper presents a new approach for calculating possible formations of future wet and dry period durations based on historical records through an effective fractal geometric forecasting approach. The essence of the proposed methodology is based on the number of dry periods (steps) of non-overlapping monthly duration along consecutive broken line paths in the SPI classification for wet and dry period durations. It has been observed that the plot of periods on double logarithmic paper falls along a straight line against the number of such periods, implying a power function, which is the essence of fractal geometry. Extending the empirically derived straight line provides the number of periods that may occur in the future over a range of SPI levels. This methodology is referred to as SPI fractal (SPIF), and the classic SPI classification is converted into SPIF wet and dry polygons, which provide additional information about the drought period number within a valid polygonal area, compared to the classic SPI results. The wet and dry period features of any hydro-meteorology time series are constrained in SPIF polygons. The application of the methodology was carried out on monthly rainfall records on the European side of the Istanbul Florya meteorological station in Turkey. [ABSTRACT FROM AUTHOR]

With the constant growth of software-defined radio (SDR) technologies in fields related to wireless communications, the need for efficient ways of testing and evaluating the physical-layer (PHY) protocols developed for these technologies in real-life traffic scenarios has become more critical. This paper proposes a software testbed that enhances the creation of network environments that allow GNU radio applications to be fed with test traffic in a simple way and through an interoperable interface. This makes the use of any traffic generator possible—existing ones or one that is custom-built—to evaluate a GNU radio application. In addition, this paper proposes an efficient way to collect PHY-specific monitoring data to improve the performance of the critical components of the message delivery path by employing the protocol buffers library. This study considers the entire testing and evaluation ecosystem and demonstrates how PHY-specific monitoring information is collected, handled, stored, and processed as time series to allow complex visualization and real-time monitoring. [ABSTRACT FROM AUTHOR]

The safe operation of marine diesel engines (MDEs) is an important safeguard for ships and engine crews at sea. In this paper, a combined neural network prediction model (PCA-CNN-BiLSTM) is proposed for the problem of multi-parameter prediction and fault warning for MDEs. PCA is able to reduce the data dimensions and diminish the redundant information in the data, which helps to improve the training efficiency and generalization ability of the model. CNN can effectively extract spatial features from data, assisting in capturing local patterns and regularities in signals. BiLSTM works to process time series data and capture the temporal dependence in the data, enabling prediction of the failure conditions of MDE, condition monitoring, and prediction of a wide range of thermal parameters with more accuracy. We propose a standardized Euclidean distance-based diesel engine fault warning threshold setting method for ships combined with the standard deviation index threshold to set the diesel engine fault warning threshold. Combined with experimental verification, the method can achieve real-time monitoring of diesel engine operating condition and abnormal condition warning and realize diesel engine health condition assessment and rapid fault detection function. [ABSTRACT FROM AUTHOR]

The increasing global warming trend has resulted in the mass loss of most glaciers. The Urumqi Vally, located in the dry and cold zone of China, and its widely dispersed glaciers are significant to the regional ecological environment, oasis economic development, and industrial and agricultural production. This is representative of glaciers in Middle Asia and represents one of the world's longest observed time series of glaciers, beginning in 1959. The Urumqi Headwater Glacier No. 1 (UHG-1) has a dominant presence in the World Glacier Monitoring Service (WGMS). This paper supplies a comprehensive analysis of past studies and future modeling of glacier changes in the Urumqi Valley. It has received insufficient attention in the past, and the mass balance of UHG-1 was used to verify that the geodetic results and the OGGM model simulation results are convincing. The main conclusions are: The area of 48.68 ± 4.59 km2 delineated by 150 glaciers in 1958 decreased to 21.61 ± 0.27 km2 delineated by 108 glaciers in 2022, with a reduction of 0.47 ± 0.04 km2·a−1 (0.96% a−1 in 1958–2022). The glacier mass balance by geodesy is −0.69 ± 0.11 m w.e.a−1 in 2000–2022, which is just deviating from the measured result (−0.66 m w.e.a−1), but the geodetic result in this paper can be enough to reflect the glacier changes (−0.65 ± 0.11 m w.e.a−1) of the URB in 2000–2022. The future loss rate of area and volume will undergo a rapid and then decelerating process, with the fastest and slowest inflection points occurring around 2035 and 2070, respectively. High temperatures and large precipitation in summer accelerate glacier loss, and the corresponding lag period of glacier change to climate is about 2–3 years. [ABSTRACT FROM AUTHOR]

This paper aims to approach the topic of structural convergence for new member states from the perspective of input-output analysis. Using a set of input-output measures, based on the OECD RStan database, and a number of unit-root tests, both for individual time series and panel data, this paper tests whether there is convergence relative to the production structure of the German economy. Although the individual tests are somewhat mixed, the panel unit-root tests indicate the presence of convergence. The results highlight the importance of assessing structural convergence based on panel tests. They also highlight that as nominal and real convergence are gradually achieved, structural convergence should also become more prioritized. [ABSTRACT FROM AUTHOR]

The prediction of the health status of critical components is an important influence in making accurate maintenance decisions for rotating equipment. Since vibration signals contain a large amount of fault information, they can more accurately describe the health status of critical components. Therefore, it is widely used in the field of rotating equipment health state prediction. However, there are two major problems in predicting the health status of key components based on vibration signals: (1) The working environment of rotating equipment is harsh, and if only one feature in the time or frequency domain is selected for fault analysis, it will be susceptible to harsh operating environments and cannot completely reflect the fault information. (2) The vibration signals are unlabeled time series data, which are difficult to accurately convert into the health status of key components. In order to solve the above problems, this paper proposes a combined prediction model combining a bidirectional long- and short-term memory network (BiLSTM), a self-organizing neural network (SOM) and particle swarm optimization (PSO). Firstly, the SOM is utilized to fuse the fault characteristics of multiple vibration signals of key components to obtain an indicator (HI) that can reflect the health status of rotating equipment and to also compensate for the vulnerability of single signal characteristics in the time or frequency domain to environmental influences. Secondly, the K-means clustering method is employed to cluster the health indicators and determine the health state, which solves the problem of determining the health of a component from unsupervised vibration signal data which is quite difficult. Finally, the particle swarm optimized BiLSTM model is used to predict the health state of key components and the bearing dataset from the IEEE PHM 2012 Data Challenge verifies the method's effectiveness and validity. [ABSTRACT FROM AUTHOR]

Rare events are occurrences that take place with a significantly lower frequency than more common, regular events. These events can be categorized into distinct categories, from frequently rare to extremely rare, based on factors like the distribution of data and significant differences in rarity levels. In manufacturing domains, predicting such events is particularly important, as they lead to unplanned downtime, a shortening of equipment lifespans, and high energy consumption. Usually, the rarity of events is inversely correlated with the maturity of a manufacturing industry. Typically, the rarity of events affects the multivariate data generated within a manufacturing process to be highly imbalanced, which leads to bias in predictive models. This paper evaluates the role of data enrichment techniques combined with supervised machine learning techniques for rare event detection and prediction. We use time series data augmentation and sampling to address the data scarcity, maintaining its patterns, and imputation techniques to handle null values. Evaluating 15 learning models, we find that data enrichment improves the F1 measure by up to 48% in rare event detection and prediction. Our empirical and ablation experiments provide novel insights, and we also investigate model interpretability. [ABSTRACT FROM AUTHOR]

The warning of the potential faults occurring in the future in a sucker rod well can help technicians adjust production strategies in time. It is of great significance for safety during well production. In this paper, the key characteristic parameters of dynamometer cards were predicted by a temporal neural network to implement the warning of different working conditions which might result in failures. First, a one-dimensional damped-wave equation was used to eliminate the dynamic loads' effect of surface dynamometer cards by converting them into down-hole dynamometer cards. Based on the down-hole dynamometer cards, the characteristic parameters were extracted, including the load change, the position of the valve opening and closing point, the dynamometer card area, and so on. The mapping relationship between the characteristic parameters and working conditions (classification model) was obtained by the Xgboost algorithm. Meanwhile, the noise in these parameters was reduced by wavelet transformation, and the rationality of the results was verified. Second, the Encoder–Decoder and multi-head attention structures were used to set up the time series prediction model. Then, the characteristic parameters were predicted in a sequence-to-sequence way by using historical characteristic parameters, date, and pumping parameters as input. At last, by inputting the predicted results into the classification model, a working conditions warning method was created. The results showed that noise reduction improved the prediction accuracy significantly. The prediction relative error of most characteristic parameters was less than 15% after noise reduction. In most working conditions, their F1 values were more than 85%. Most Recall values could be restored to over 90% of those calculated by real parameters, indicating few false negative cases. In general, the warning method proposed in this paper can predict faulty working conditions that may occur in the future in a timely manner. [ABSTRACT FROM AUTHOR]

This paper analyses Keynes's 1930 prediction that technical advances would cut people's working week to 15 h by 2030 and investigates why actual working hours are significantly higher in the United States. Elaborating on Keynes's forecast to provide a general productivity formula while keeping its simplicity, we ran tests on macro-data from 1929 to 2019 and on estimates for 2030, demonstrating that productivity is surprisingly still insufficient to allow for a reduction in working hours across the US economy. This finding represents a substantial contribution to the literature, which has mostly explained long working hours by means of new consumer needs. Even by using microdata, we show that consumption does not explain the stickiness of working hours to the bottom. Hence, this paper combines a macroeconomic, logical-analytical approach based on historical time series with rigorously constructed time series at the microeconomic level. Finally, we also provide policies to narrow the productivity differential to Keynes's prediction for 2030 while fostering work-life balance and sustainable growth. To understand long working hours in the US despite technical advances—this being one of our main findings—productivity remains crucial. [ABSTRACT FROM AUTHOR]

This paper is focused on researching the behaviour of heating companies in connection with current developments in the electricity market and flexibility in the context of market behaviour. The work assesses the increase in profitability through the creation of a technical–economic model using an objective function with profit maximization. The objective of the paper is to present the procedure and methodology for creating a model using the basic scheme of production processes integrated into the system platform. The result of the work is a comparative analysis of modelled cases of implemented operation deployment according to a defined period and modelling modes on selected time series. The description of individual outputs demonstrates the economic advantage of using combinations of modes of combined electricity and heat production, and non-combined electricity and heat production, including the use of heat-suppression mode because of overproduction of electricity. [ABSTRACT FROM AUTHOR]

Monitoring the condition of rotating machinery is critical in aerospace applications like aircraft engines and helicopter rotors. Faults in these components can lead to catastrophic outcomes, making early detection essential. This paper proposes a novel approach using vibration signals and time series prediction methods for fault detection in rotating aerospace machinery. By extracting relevant features from vibration signals and using prediction models, fault severity can be effectively quantified. Our experimental results show that the proposed method has potential in early fault detection and is applicable to various types of bearing faults and the different statuses of these faults under complex running conditions, achieving very good generalization ability. [ABSTRACT FROM AUTHOR]

Time series forecasting has played an important role in different industries, including economics, energy, weather, and healthcare. RNN-based methods have shown promising potential due to their strong ability to model the interaction of time and variables. However, they are prone to gradient issues like gradient explosion and vanishing gradients. And the prediction accuracy is not high. To address the above issues, this paper proposes a Fractional-order Lipschitz Recurrent Neural Network with a Frequency-domain Gated Attention mechanism (FLRNN-FGA). There are three major components: the Fractional-order Lipschitz Recurrent Neural Network (FLRNN), frequency module, and gated attention mechanism. In the FLRNN, fractional-order integration is employed to describe the dynamic systems accurately. It can capture long-term dependencies and improve prediction accuracy. Lipschitz weight matrices are applied to alleviate the gradient issues. In the frequency module, temporal data are transformed into the frequency domain by Fourier transform. Frequency domain processing can reduce the computational complexity of the model. In the gated attention mechanism, the gated structure can regulate attention information transmission to reduce the number of model parameters. Extensive experimental results on five real-world benchmark datasets demonstrate the effectiveness of FLRNN-FGA compared with the state-of-the-art methods. [ABSTRACT FROM AUTHOR]

As an emerging teaching method, online learning is becoming increasingly popular among learners. However, one of the major drawbacks of this learning style is the lack of effective communication and feedback, which can lead to a higher risk of students failing or dropping out. In response to this challenge, this paper proposes a student performance prediction model based on multidimensional time-series data analysis by considering multidimensional data such as students' learning behaviors, assessment scores, and demographic information, which is able to extract the characteristics of students' learning behaviors and capture the connection between multiple characteristics to better explore the impact of multiple factors on students' performance. The model proposed in this paper helps teachers to individualize education for students at different levels of proficiency and identifies at-risk students as early as possible to help teachers intervene in a timely manner. In experiments on the Open University Learning Analytics Dataset (OULAD), the model achieved 74% accuracy and 73% F1 scores in a four-category prediction task and was able to achieve 99.08% accuracy and 99.08% F1 scores in an early risk prediction task. Compared with the benchmark model, both the multi-classification prediction ability and the early prediction ability, the model in this paper has a better performance. [ABSTRACT FROM AUTHOR]

In order to realize the economic dispatch and safety stability of offshore wind farms, and to address the problems of strong randomness and strong time correlation in offshore wind power forecasting, this paper proposes a combined model of principal component analysis (PCA), sparrow algorithm (SSA), variational modal decomposition (VMD), and bidirectional long- and short-term memory neural network (BiLSTM). Firstly, the multivariate time series data were screened using the principal component analysis algorithm (PCA) to reduce the data dimensionality. Secondly, the variable modal decomposition (VMD) optimized by the SSA algorithm was applied to adaptively decompose the wind power time series data into a collection of different frequency components to eliminate the noise signals in the original data; on this basis, the hyperparameters of the BiLSTM model were optimized by integrating SSA algorithm, and the final power prediction value was obtained. Ultimately, the verification was conducted through simulation experiments; the results show that the model proposed in this paper effectively improves the prediction accuracy and verifies the effectiveness of the prediction model. [ABSTRACT FROM AUTHOR]

Featured Application: With the continuous development of the software industry, software is gradually becoming more inclined towards containerized deployment. This paper provides a prediction algorithm based on deep learning to monitor and record the resource usage of the machine and predict future resource usage so that the server can sense the future traffic load in advance and realize automatic scaling. In this paper, a deep learning-based prediction model VMD-GLRT is proposed to address the accuracy problem of service load prediction. The VMD-GLRT model combines Variational Mode Decomposition (VMD) and GRU-LSTM. At the same time, the model incorporates residual networks and self-attentive mechanisms to improve accuracy of the model. The VMD part decomposes the original time series into several intrinsic mode functions (IMFs) and a residual part. The other part uses a GRU-LSTM structure with ResNets and Self-Attention to learn the features of the IMF and the residual part. The model-building process focuses on three main aspects: Firstly, a mathematical model is constructed based on the data characteristics of the service workload. At the same time, VMD is used to decompose the input time series into multiple components to improve the efficiency of the model in extracting features from the data. Secondly, a long and short-term memory (LSTM) network unit is incorporated into the residual network, allowing the network to correct the predictions more accurately and improve the performance of the model. Finally, a self-focus mechanism is incorporated into the model, allowing the model to better capture features over long distances. This improves the dependence of the output vector on these features. To validate the performance of the model, experiences were conducted using open-source datasets. The experimental results were compared with other deep learning and statistical models, and it was found that the model proposed in this paper achieved improvements in mean absolute percentage error (MAPE). [ABSTRACT FROM AUTHOR]

Students' action behavior performance is an important part of classroom teaching evaluation. To detect the action behavior of students in classroom teaching videos, and based on the detection results, the action behavior sequence of individual students in the teaching time of knowledge points is obtained and analyzed. This paper proposes a method for recognizing students' action behaviors based on classroom time-series images. First, we propose an improved Asynchronous Interaction Aggregation (AIA) network for student action behavior detection. By adding a Multi-scale Temporal Attention (MsTA) module and a Multi-scale Channel Spatial Attention (MsCSA) module to the fast pathway and slow pathway, respectively, the accuracy of student action behavior recognition is improved in SlowFast, which is the backbone network of the improved AIA network,. Second, the Equalized Focal Loss function is introduced to improve the category imbalance that exists in the student action behavior dataset. Experimental results on the student action behavior dataset show that the method proposed in this paper can detect different action behaviors of students in the classroom and has better detection performance compared to the original AIA network. Finally, based on the results of action behavior recognition, the seat number is used as the index to obtain the action behavior sequence of individual students during the teaching time of knowledge points and the performance of students in this period is analyzed. [ABSTRACT FROM AUTHOR]

Time series data analysis and forecasting have recently received considerable attention, supporting new technology development trends for predicting load fluctuations or uncertainty conditions in many domains. In particular, when the load is small, such as a building, the effect of load fluctuation on the total load is relatively large compared to the power system, except for specific factors, and the amount is very difficult to quantify. Recently, accurate power consumption prediction has become an important issue in the Internet of Things (IoT) environment. In this paper, a traditional time series prediction method was applied and a new model and scientific approach were used for power prediction in IoT and big data environments. To this end, to obtain data used in real life, the power consumption of commercial refrigerators was continuously collected at 15 min intervals, and prediction results were obtained by applying time series prediction methods (e.g., RNN, LSTM, and GRU). At this time, the seasonality and periodicity of electricity use were also analyzed. In this paper, we propose a method to improve the performance of the model by classifying power consumption into three classes: weekday, Saturday, and Sunday. Finally, we propose a method for predicting power consumption using a new type of ensemble model combined with three time series methods. Experimental results confirmed the accuracy of RNN (i.e., 96.1%), LSTM (i.e., 96.9%), and GRU (i.e., 96.4%). In addition, it was confirmed that the ensemble model combining the three time series models showed 98.43% accuracy in predicting power consumption. Through these experiments and approaches, scientific achievements for time series data analysis through real data were accomplished, which provided an opportunity to once again identify the need for continuous real-time power consumption monitoring. [ABSTRACT FROM AUTHOR]

This paper presents a novel method for finding features in the analysis of variable distributions stemming from time series. We apply the methodology to the case of submitted and accepted papers in peer-reviewed journals. We provide a comparative study of editorial decisions for papers submitted to two peer-reviewed journals: the Journal of the Serbian Chemical Society (JSCS) and this MDPI Entropy journal. We cover three recent years for which the fate of submitted papers—about 600 papers to JSCS and 2500 to Entropy—is completely determined. Instead of comparing the number distributions of these papers as a function of time with respect to a uniform distribution, we analyze the relevant probabilities, from which we derive the information entropy. It is argued that such probabilities are indeed more relevant for authors than the actual number of submissions. We tie this entropy analysis to the so called diversity of the variable distributions. Furthermore, we emphasize the correspondence between the entropy and the diversity with inequality measures, like the Herfindahl-Hirschman index and the Theil index, itself being in the class of entropy measures; the Gini coefficient which also measures the diversity in ranking is calculated for further discussion. In this sample, the seasonal aspects of the peer review process are outlined. It is found that the use of such indices, non linear transformations of the data distributions, allow us to distinguish features and evolutions of the peer review process as a function of time as well as comparing the non-uniformity of distributions. Furthermore, t- and z-statistical tests are applied in order to measure the significance (p-level) of the findings, that is, whether papers are more likely to be accepted if they are submitted during a few specific months or during a particular "season"; the predictability strength depends on the journal. [ABSTRACT FROM AUTHOR]

Background: Digital clinical measures collected via various digital sensing technologies such as smartphones, smartwatches, wearables, and ingestible and implantable sensors are increasingly used by individuals and clinicians to capture the health outcomes or behavioral and physiological characteristics of individuals. Time series classification (TSC) is very commonly used for modeling digital clinical measures. While deep learning models for TSC are very common and powerful, there exist some fundamental challenges. This review presents the non-deep learning models that are commonly used for time series classification in biomedical applications that can achieve high performance. Objective: We performed a systematic review to characterize the techniques that are used in time series classification of digital clinical measures throughout all the stages of data processing and model building. Methods: We conducted a literature search on PubMed, as well as the Institute of Electrical and Electronics Engineers (IEEE), Web of Science, and SCOPUS databases using a range of search terms to retrieve peer-reviewed articles that report on the academic research about digital clinical measures from a five-year period between June 2016 and June 2021. We identified and categorized the research studies based on the types of classification algorithms and sensor input types. Results: We found 452 papers in total from four different databases: PubMed, IEEE, Web of Science Database, and SCOPUS. After removing duplicates and irrelevant papers, 135 articles remained for detailed review and data extraction. Among these, engineered features using time series methods that were subsequently fed into widely used machine learning classifiers were the most commonly used technique, and also most frequently achieved the best performance metrics (77 out of 135 articles). Statistical modeling (24 out of 135 articles) algorithms were the second most common and also the second-best classification technique. Conclusions: In this review paper, summaries of the time series classification models and interpretation methods for biomedical applications are summarized and categorized. While high time series classification performance has been achieved in digital clinical, physiological, or biomedical measures, no standard benchmark datasets, modeling methods, or reporting methodology exist. There is no single widely used method for time series model development or feature interpretation, however many different methods have proven successful. [ABSTRACT FROM AUTHOR]

Bikeshare, as a convenient transport mode, can address the first- and last-mile travel needs of metro trips while generating many environmental benefits, such as reducing the use of environmentally unfriendly transport modes and lowering the carbon emissions of the urban transportation system. This paper takes bikeshare as a feeder mode of metro stations (BS-FMMS) as the research object and compares the spatial and temporal differences in the carbon emission reduction benefits of BS-FMMS on workdays and non-workdays by using the framework of BS-FMMS carbon reduction benefit analysis and the methods of time-series analysis, spatial aggregation analysis, and box plot analysis. The results show that the carbon emission reduction benefit of bikeshare has obvious morning and evening peaks on workdays, while it tends to be stable without obvious peaks during the day on non-workdays. From the perspective of spatial distribution, the carbon emission reduction benefits of BS-FMMS are more significant in the metro station areas in the south of Baoan district, the west of Nanshan district, the central of Longhua district, and the south of Futian district in Shenzhen city, and the metro stations where the carbon emission reduction benefits of the non-workday are greater than those of the workday are mainly concentrated in Nanshan district, Futian district, and Luohu district. There is a significant positive correlation between BS-FMMS ridership and carbon emission reduction. These findings can provide clear policy implications for the decarbonization development of urban transportation systems. [ABSTRACT FROM AUTHOR]

Nowadays, accurate and efficient short-term traffic flow forecasting plays a critical role in intelligent transportation systems (ITS). However, due to the fact that traffic flow is susceptible to factors such as weather and road conditions, traffic flow data tend to exhibit dynamic uncertainty and nonlinearity, making the construction of a robust and reliable forecasting model still a challenging task. Aiming at this nonlinear and complex traffic flow forecasting problem, this paper constructs a short-term traffic flow forecasting hybrid optimization model, SSA-ELM, based on extreme learning machine by embedding the sparrow search algorithm in order to solve the above problem. Extreme learning machine has been widely used in short-term traffic flow forecasting due to its characteristics such as low computational complexity and fast learning speed. By using the sparrow search algorithm to optimize the input weight values and hidden layer deviations in the extreme learning machine, the sparrow search algorithm is utilized to search for the global optimal solution while taking into account the original characteristics of the extreme learning machine, so that the model improves stability while increasing prediction accuracy. Experimental results on the Amsterdam A10 road traffic flow dataset show that the traffic flow forecasting model proposed in this paper has higher forecasting accuracy and stability, revealing the potential of hybrid optimization models in the field of short-term traffic flow forecasting. [ABSTRACT FROM AUTHOR]

In a dynamic production processes, mechanical degradation poses a significant challenge, impacting product quality and process efficiency. This paper explores a novel approach for monitoring degradation in the context of viscose fiber production, a highly dynamic manufacturing process. Using causal discovery techniques, our method allows domain experts to incorporate background knowledge into the creation of causal graphs. Further, it enhances the interpretability and increases the ability to identify potential problems via changes in causal relations over time. The case study employs a comprehensive analysis of the viscose fiber production process within a prominent textile industry, emphasizing the advantages of causal discovery for monitoring degradation. The results are compared with state-of-the-art methods, which are not considered to be interpretable, specifically LSTM-based autoencoder, UnSupervised Anomaly Detection on Multivariate Time Series (USAD), and Deep Transformer Networks for Anomaly Detection in Multivariate Time Series Data (TranAD), showcasing the alignment and validation of our approach. This paper provides valuable information on degradation monitoring strategies, demonstrating the efficacy of causal discovery in dynamic manufacturing environments. The findings contribute to the evolving landscape of process optimization and quality control. [ABSTRACT FROM AUTHOR]

Accurate identification and evolutionary analysis of core technology topics within patent texts play a crucial role in enabling enterprises to discern the development trajectory of core technologies, optimize research and development (R&D) strategies, and foster technological innovation. Based on the perspective of time series dynamic analysis, this study uses the Latent Dirichlet Allocation (LDA) topic modeling and TF-IDF text vectorization methods to comprehensively mine and identify patent technology topics in the field of unmanned ships. This study deeply analyzes the dynamic evolution of unmanned ship technology topics from two aspects: the evolution of technology theme intensity and the evolution of technology theme content. We refine the development characteristics and future development directions of unmanned ship technology. The findings reveal two hot technologies, six growth technologies, and six declining technologies in unmanned ship technology. Furthermore, the analysis of technical topic evolution illustrates a pattern of fragmentation, inheritance, and integration. This study advances the methodologies used for identifying and analyzing patent technology topics and helps to grasp the development rules and evolutionary trends of core technologies. In addition, this paper has reference value for the research and practice of core technology topic identification and evolution analysis methods based on patent text mining. [ABSTRACT FROM AUTHOR]

Deep learning, a crucial technique for achieving artificial intelligence (AI), has been successfully applied in many fields. The gradual application of the latest architectures of deep learning in the field of time series forecasting (TSF), such as Transformers, has shown excellent performance and results compared to traditional statistical methods. These applications are widely present in academia and in our daily lives, covering many areas including forecasting electricity consumption in power systems, meteorological rainfall, traffic flow, quantitative trading, risk control in finance, sales operations and price predictions for commercial companies, and pandemic prediction in the medical field. Deep learning-based TSF tasks stand out as one of the most valuable AI scenarios for research, playing an important role in explaining complex real-world phenomena. However, deep learning models still face challenges: they need to deal with the challenge of large-scale data in the information age, achieve longer forecasting ranges, reduce excessively high computational complexity, etc. Therefore, novel methods and more effective solutions are essential. In this paper, we review the latest developments in deep learning for TSF. We begin by introducing the recent development trends in the field of TSF and then propose a new taxonomy from the perspective of deep neural network models, comprehensively covering articles published over the past five years. We also organize commonly used experimental evaluation metrics and datasets. Finally, we point out current issues with the existing solutions and suggest promising future directions in the field of deep learning combined with TSF. This paper is the most comprehensive review related to TSF in recent years and will provide a detailed index for researchers in this field and those who are just starting out. [ABSTRACT FROM AUTHOR]

This paper leverages turbulence theory from physics to examine the similarities and differences between financial market volatility and turbulent phenomena on a statistical physics level. By drawing analogies between the dynamics of financial markets and fluid turbulence, an innovative analytical framework has been developed to enhance our understanding of the complexity inherent in financial markets. The research methodology involves a comparative analysis of several national stock market indices and simulated turbulent velocity time series, with a particular focus on key statistical properties such as probability distributions, correlation structures, and power spectral densities. Furthermore, a financial market capital flow model has been established, and corresponding solutions have been proposed. Through computational simulations and data analysis, it was discovered that financial market volatility shares some statistical characteristics with turbulence, yet there are significant differences in the shape of probability distributions and the timescales of correlations. This indicates that although financial markets exhibit patterns similar to turbulence, as a multivariate-driven complex system, their behavioral patterns do not completely correspond to natural turbulence phenomena, highlighting the limitations of directly applying turbulence theory to financial market analysis. Additionally, the study explores the use of Bézier curves to simulate market volatility and, based on these analyses, formulates trading strategies that demonstrate practical applications in risk management. This research provides fresh perspectives for the fields of financial market theory and econophysics, offering new insights into the complexity of financial markets and the prevention and management of financial risks. [ABSTRACT FROM AUTHOR]

The layout and configuration of urban infrastructure are essential for the orderly operation and healthy development of cities. With the promotion and popularization of new energy vehicles, the modeling and prediction of charging pile usage and allocation have garnered significant attention from governments and enterprises. Short-term demand forecasting for charging piles is crucial for their efficient operation. However, existing prediction models lack a discussion on the appropriate time window, resulting in limitations in station-level predictions. Recognizing the temporal nature of charging pile occupancy, this paper proposes a novel stacked-LSTM model called attention-SLSTM that integrates an attention mechanism to predict the charging demand of electric vehicles at the station level over the next few hours. To evaluate its performance, this paper compares it with several methods. The experimental results demonstrate that the attention-SLSTM model outperforms both LSTM and stacked-LSTM models. Deep learning methods generally outperform traditional time series forecasting methods. In the test set, MAE is 1.6860, RMSE is 2.5040, and MAPE is 9.7680%. Compared to the stacked-LSTM model, MAE and RMSE are reduced by 4.7%and 5%, respectively; while MAPE value decreases by 1.3%, making it superior to LSTM overall. Furthermore, subsequent experiments compare prediction performance among different charging stations, which confirms that the attention-SLSTM model exhibits excellent predictive capabilities within a six-step (2 h) window. [ABSTRACT FROM AUTHOR]

The recognition of head movements plays an important role in human–computer interface domains. The data collected with image sensors or inertial measurement unit (IMU) sensors are often used for identifying these types of actions. Compared with image processing methods, a recognition system using an IMU sensor has obvious advantages in terms of complexity, processing speed, and cost. In this paper, an IMU sensor is used to collect head movement data on the legs of glasses, and a new approach for recognizing head movements is proposed by combining activity detection and dynamic time warping (DTW). The activity detection of the time series of head movements is essentially based on the different characteristics exhibited by actions and noises. The DTW method estimates the warp path distances between the time series of the actions and the templates by warping under the time axis. Then, the types of head movements are determined by the minimum of these distances. The results show that a 100% accuracy was achieved in the task of classifying six types of head movements. This method provides a new option for head gesture recognition in current human–computer interfaces. [ABSTRACT FROM AUTHOR]

This paper makes a significant contribution by focusing on estimating the coefficients of a sample of non-linear time series, a subject well-established in the statistical literature, using bilinear time series. Specifically, this study delves into a subset of bilinear models where Generalized Autoregressive Conditional Heteroscedastic (GARCH) models serve as the white noise component. The methodology involves applying the Klimko–Nilsen theorem, which plays a crucial role in extracting the asymptotic behavior of the estimators. In this context, the Generalized Autoregressive Conditional Heteroscedastic model of order (1,1) noted that the GARCH (1,1) model is defined as the white noise for the coefficients of the example models. Notably, this GARCH model satisfies the condition of having time-varying coefficients. This study meticulously outlines the essential stationarity conditions required for these models. The estimation of coefficients is accomplished by applying the least squares method. One of the key contributions lies in utilizing the fundamental theorem of Klimko and Nilsen, to prove the asymptotic behavior of the estimators, particularly how they vary with changes in the sample size. This paper illuminates the impact of estimators and their approximations based on varying sample sizes. Extending our study to include the estimation of bilinear models alongside GARCH and GARCH symmetric coefficients adds depth to our analysis and provides valuable insights into modeling financial time series data. Furthermore, this study sheds light on the influence of the GARCH white noise trace on the estimation of model coefficients. The results establish a clear connection between the model characteristics and the nature of the white noise, contributing to a more profound understanding of the relationship between these elements. [ABSTRACT FROM AUTHOR]

This paper presents an application of L-moments and respective L-moment ratio diagrams (LMRD) to the task of control performance assessment (CPA). An L-moment ratio diagram is a graphical approach to the visualization of statistical properties for a given time series. Moreover, it enables comparing various data, showing their similarities and homogeneity. Simultaneously, CPA aims at measuring the control loop quality, supporting decision-making about their tuning and maintenance. This paper shows that control system quality can be efficiently visualized using LMRDs. The method was analyzed using simulations and further validated at a real chemical engineering industrial ammonia synthesis plant. [ABSTRACT FROM AUTHOR]

The decision-making algorithm serves as a fundamental component for advancing the level of autonomous driving. The end-to-end decision-making algorithm has a strong ability to process the original data, but it has grave uncertainty. However, other learning-based decision-making algorithms rely heavily on ideal state information and are entirely unsuitable for autonomous driving tasks in real-world scenarios with incomplete global information. Addressing this research gap, this paper proposes a stable hierarchical decision-making framework with images as the input. The first step of the framework is a model-based data encoder that converts the input image data into a fixed universal data format. Next is a state machine based on a time series Graph Convolutional Network (GCN), which is used to classify the current driving state. Finally, according to the state's classification, the corresponding rule-based algorithm is selected for action generation. Through verification, the algorithm demonstrates the ability to perform autonomous driving tasks in different traffic scenarios without relying on global network information. Comparative experiments further confirm the effectiveness of the hierarchical framework, model-based image data encoder, and time series GCN. [ABSTRACT FROM AUTHOR]

Spartina alterniflora (S. alterniflora) has grown rapidly in China since its introduction in 1979, showing the trend of alien species invasion, which has seriously affected the ecosystem balance of coastal wetlands. The temporal and spatial expansion law of S. alterniflora can be obtained through remote sensing monitoring, which can provide a reference and basis for S. alterniflora management. This paper presents a method for extracting and mapping S. alterniflora based on phenological characteristics. The coastal areas of the Yangtze River Delta Urban Agglomeration are selected as the research area, and the Landsat time series data from 1990 to 2022 on the Google Earth Engine (GEE) platform are used to support the experiment in this paper. Firstly, the possible growing area of S. alterniflora was extracted using the normalized differential moisture index (NDMI), normalized differential vegetation index (NDVI), and normalized differential water index (NDWI); Then, the time series curve characterizing the phenological characteristics of vegetation was constructed using the vegetation index to determine the difference phase of phenological characteristics between S. alterniflora and other vegetation. Finally, a decision tree was constructed based on the phenological feature difference phase data to extract S. alterniflora, and it is applied to the analysis of temporal and spatial changes of S. alterniflora in the study area from 1990 to 2022. The results show that the area of S. alterniflora increased from ~1426 ha in 1990 to ~44,508 ha in 2022. However, the area of S. alterniflora began to show negative growth in 2015 due to the construction of nature reserves and ecological management. The results of correlation analysis showed that the growth of C. japonicum was significantly affected by temperature stress and weakly affected by precipitation. This study verified that Landsat time series images can effectively extract vegetation phenological information, which has strong feasibility for extraction and dynamic monitoring of S. alterniflora and provides technical support for the management and monitoring of invasive plants in coastal wetlands. [ABSTRACT FROM AUTHOR]

This paper conducts a brief survey of spatial unit roots within the context of spatial econometrics. We summarize important concepts and assumptions in this area and study the parameter space of the spatial autoregressive coefficient, which leads to the idea of spatial unit roots. Like the case in time series, the spatial unit roots lead to spurious regression because the system cannot achieve equilibrium. This phenomenon undermines the power of the usual Ordinary Least Squares (OLS) method, so various estimation methods such as Quasi-maximum Likelihood Estimate (QMLE), Two Stage Least Squares (2SLS), and Generalized Spatial Two Stage Least Squares (GS2SLS) are explored. This paper considers the assumptions needed to guarantee the identification and asymptotic properties of these methods. Because of the potential damage of spatial unit roots, we study some test procedures to detect them. Lastly, we offer insights into how to relax the compactness assumption to avoid spatial unit roots, as well as the relationship between spatial unit roots and other models, such as the Spatial Dynamic Panel Data (SDPD) model and Lévy–Brownian motion. [ABSTRACT FROM AUTHOR]

Technical indicators use graphic representations of datasets by applying various mathematical formulas to financial time series of prices. These formulas comprise a set of rules and parameters whose values are not necessarily known and depend on many factors, such as the market in which they operate, the size of the time window, and so on. This paper focuses on the real-time optimization of the parameters applied for analyzing time series of data. In particular, we optimize the parameters of some technical financial indicators. We propose the combination of several Multiobjective Evolutionary Algorithms. Unlike other approaches, this paper applies a set of different Multiobjective Evolutionary Algorithms, collaborating to construct a global Pareto Set of solutions. Solutions for financial problems seek high returns with minimal risk. The optimization process is continuous and occurs at the same frequency as the investment time interval. This technique permits the application of the non-dominated solutions obtained with different MOEAs at the same time. Experimental results show that Collaborative Multiobjective Evolutionary Algorithms obtain up to 22% of profit and increase the returns of the commonly used Buy and Hold strategy and other multi-objective strategies, even for daily operations. [ABSTRACT FROM AUTHOR]

Time series prediction stands at the forefront of the fourth industrial revolution (Industry 4.0), offering a crucial analytical tool for the vast data streams generated by modern industrial processes. This literature review systematically consolidates existing research on the predictive analysis of time series within the framework of Industry 4.0, illustrating its critical role in enhancing operational foresight and strategic planning. Tracing the evolution from the first to the fourth industrial revolution, the paper delineates how each phase has incrementally set the stage for today's data-centric manufacturing paradigms. It critically examines how emergent technologies such as the Internet of things (IoT), artificial intelligence (AI), cloud computing, and big data analytics converge in the context of Industry 4.0 to transform time series data into actionable insights. Specifically, the review explores applications in predictive maintenance, production optimization, sales forecasting, and anomaly detection, underscoring the transformative impact of accurate time series forecasting on industrial operations. The paper culminates in a call to action for the strategic dissemination and management of these technologies, proposing a pathway for leveraging time series prediction to drive societal and economic advancement. Serving as a foundational compendium, this article aims to inform and guide ongoing research and practice at the intersection of time series prediction and Industry 4.0. [ABSTRACT FROM AUTHOR]

The demand for complex equipment aftermarket parts is mostly sporadic, showing typical intermittent characteristics as a whole, resulting in the evolution law of a single demand series having insufficient information, which restricts the prediction effect of existing methods. To solve this problem, this paper proposes a prediction method of intermittent feature adaptation from the perspective of transfer learning. Firstly, to extract the intermittent features of the demand series, an intermittent time series domain partitioning algorithm is proposed by mining the demand occurrence time and demand interval information in the series, then constructing the metrics, and using a hierarchical clustering algorithm to divide all the series into different sub-source domains. Secondly, the intermittent and temporal characteristics of the sequence are combined to construct a weight vector, and the learning of common information between domains is accomplished by weighting the distance of the output features of each cycle between domains. Finally, experiments are conducted on the actual after-sales datasets of two complex equipment manufacturing enterprises. Compared with various prediction methods, the method in this paper can effectively predict future demand trends, and the prediction's stability and accuracy are significantly improved. [ABSTRACT FROM AUTHOR]

Accurate short-term load forecasting is the key to ensuring smooth and efficient power system operation and power market dispatch planning. However, the nonlinear, non-stationary, and time series nature of load sequences makes load forecasting difficult. To address these problems, this paper proposes a short-term load forecasting method (EPT-VMD-TCN-TPA) based on the hybrid decomposition of load sequences, which combines ensemble patch transform (EPT), variational modal decomposition (VMD), a temporal convolutional network (TCN), and a temporal pattern attention mechanism (TPA). In which, the trend component (Tr(t)) and the residual fluctuation component (Re(t)) of the load series are extracted using EPT, and then the Re(t) component is decomposed into intrinsic modal function components (IMFs) of different frequencies using VMD. The Tr(t) and IMFs components of the fused meteorological data are predicted separately by the TCN-TPA prediction model, and finally, the prediction results of each component are reconstructed and superimposed to obtain the final predicted value of the load. In addition, experiments after reconstructing each IMF component according to the fuzzy entropy (FE) values are discussed in this paper. To evaluate the performance of the proposed method in this paper, we used datasets from two Areas of the 9th Mathematical Modeling Contest in China. The experimental results show that the predictive precision of the EPT-VMD-TCN-TPA model outperforms other comparative models. More specifically, the experimental results of the EPT-VMD-TCN-TPA method had a MAPE of 1.25% and 1.58% on Area 1 and Area 2 test sets, respectively. [ABSTRACT FROM AUTHOR]

Deep learning models have revolutionized research fields like computer vision and natural language processing by outperforming traditional models in multiple tasks. However, the field of time series analysis, especially time series forecasting, has not seen a similar revolution, despite forecasting being one of the most prominent tasks of predictive data analytics. One crucial problem for time series forecasting is the lack of large, domain-independent benchmark datasets and a competitive research environment, e.g., annual large-scale challenges, that would spur the development of new models, as was the case for CV and NLP. Furthermore, the focus of time series forecasting research is primarily domain-driven, resulting in many highly individual and domain-specific datasets. Consequently, the progress in the entire field is slowed down due to a lack of comparability across models trained on a single benchmark dataset and on a variety of different forecasting challenges. In this paper, we first explore this problem in more detail and derive the need for a comprehensive, domain-unspecific overview of the state-of-the-art of commonly used datasets for prediction tasks. In doing so, we provide an overview of these datasets and improve comparability in time series forecasting by introducing a method to find similar datasets which can be utilized to test a newly developed model. Ultimately, our survey paves the way towards developing a single widely used and accepted benchmark dataset for time series data, built on the various frequently used datasets surveyed in this paper. [ABSTRACT FROM AUTHOR]

In this paper, we tackle the problem of forecasting future pandemics by training models with a COVID-19 time series. We tested this approach by producing one model and using it to forecast a non-trained time series; however, we limited this paper to the eight states with the highest population density in Mexico. We propose a generalized pandemic forecasting framework that transforms the time series into a dataset via three different transformations using random forest and backward transformations. Additionally, we tested the impact of the horizon and dataset window sizes for the training phase. A Wilcoxon test showed that the best transformation technique statistically outperformed the other two transformations with 100% certainty. The best transformation included the accumulated efforts of the other two plus a normalization that helped rescale the non-trained time series, improving the sMAPE from the value of 25.48 attained for the second-best transformation to 13.53. The figures in the experimentation section show promising results regarding the possibility of forecasting the early stages of future pandemics with trained data from the COVID-19 time series. [ABSTRACT FROM AUTHOR]

The maintenance of electrical grids is crucial for improving their reliability, performance, and cost-effectiveness. It involves employing various strategies to ensure smooth operation and address potential issues. With the advancement of digital technologies, utilizing time-series prediction has emerged as a valuable approach to enhance maintenance practices in electrical systems. The utilization of various recorded data from electrical grid components plays a crucial role in digitally enabled maintenance. However, the comprehensive exploration of time-series data prediction for maintenance is still lacking. This review paper extensively explores different time series that can be utilized to support maintenance efforts in electrical grids with regard to different maintenance strategies and grid components. The digitization of the electrical grids has enabled the collection of diverse time-series data from various network components. In this context, the paper provides an overview of how these time-series and historical-fault data can be utilized for maintenance purposes in electrical grids. Various maintenance levels and time series used for maintenance purposes in different components of the electrical grid are presented. [ABSTRACT FROM AUTHOR]

To conduct an accurate and reliable airport delay prediction will provide an important basis for the macro control of an airspace delay situation and the dynamic allocation of airspace system capacity balance. Accordingly, a method of delay prediction for target airports based on the spatio-temporal delay variables of adjacent airports is proposed in this paper. First, by combining the complex network theory, we first extract the topology of the airport network and create airport clusters with comparable network properties. Second, we develop the TS-BiLSTM-Attention mode to predict the delay per hour for airports in the cluster. As the spatio-temporal feature variables, the arrival delay of airport cluster-associated airports and the delay time series of landing airports are utilized to reach the conclusion. The experimental results indicate that the delay prediction predicated on clusters is superior to that based on data from a single airport. This demonstrates that the delay propagation law derived from cluster data based on spatio-temporal feature extraction can generalize the delay propagation characteristics of airports within clusters. [ABSTRACT FROM AUTHOR]

Various statistical distributions have played significant roles in financial data analytics in recent decades. Among these, elliptical modeling has gained popularity, while the study and application of skew-elliptical modeling have garnered increased attention in various domains. This paper begins by acknowledging the notable accomplishments and contributions of Professor Chris Heyde in the field of financial data modeling. We provide a comprehensive review of elliptical and skew-elliptical modeling, summarizing the latest advancements. In particular, we focus on the characteristics, estimation methods, and diagnostics of elliptical and skew-elliptical distributions in regression and time series models, as well as copula modeling. Furthermore, we discuss several related applications in regression and time series models, including estimation and diagnostic methods. The main objective of this paper is to address the critical need for accurately identifying the underlying elliptical distribution, whether it is elliptical or skew-elliptical. This identification is essential for conducting local influence diagnostics and employing appropriate regression methods using suitable elliptical modeling techniques. To illustrate this process, we present examples that demonstrate the identification of the elliptical distribution, starting with the Box–Jenkins methodology and progressing to copula modeling. The inclusion of copula modeling is motivated by its effectiveness in conjunction with elliptical and skew-elliptical distributions, as it aids in distinguishing between the two. Ultimately, the findings of this paper offer valuable insights, as correctly determining the elliptical and skew-elliptical distribution enables the application of suitable local influence and regression methods, thereby contributing to financial portfolio management, business analytics, and insurance analytics, ensuring the accurate specification of models. [ABSTRACT FROM AUTHOR]

In this paper, we discuss how the clustering analysis technique can be applied to analyze functional magnetic resonance imaging (fMRI) time-series data in the context of glioblastoma (GBM), a highly heterogeneous brain tumor. The precise characterization of GBM is challenging and requires advanced analytical approaches. We have synthesized the existing literature to provide an overview of how clustering algorithms can help identify unique patterns within the dynamics of GBM. Our review shows that the clustering of fMRI time series has great potential for improving the differentiation between various subtypes of GBM, which is pivotal for developing personalized therapeutic strategies. Moreover, this method proves to be effective in capturing temporal changes occurring in GBM, enhancing the monitoring of disease progression and response to treatment. By thoroughly examining and consolidating the current research, this paper contributes to the understanding of how clustering techniques applied to fMRI data can refine the characterization of GBM. This article emphasizes the importance of incorporating cutting-edge data analysis techniques into neuroimaging and neuro-oncology research. By providing a detailed perspective, this approach may guide future investigations and boost the development of tailored therapeutic strategies for GBM. [ABSTRACT FROM AUTHOR]

Time series data have characteristics such as high dimensionality, excessive noise, data imbalance, etc. In the data preprocessing process, feature selection plays an important role in the quantitative analysis of multidimensional time series data. Aiming at the problem of feature selection of multidimensional time series data, a feature selection method for time series based on mutual information (MI) is proposed. One of the difficulties of traditional MI methods is in searching for a suitable target variable. To address this issue, the main innovation of this paper is the hybridization of principal component analysis (PCA) and kernel regression (KR) methods based on MI. Firstly, based on historical operational data, quantifiable system operability is constructed using PCA and KR. The next step is to use the constructed system operability as the target variable for MI analysis to extract the most useful features for the system data analysis. In order to verify the effectiveness of the method, an experiment is conducted on the CMAPSS engine dataset, and the effectiveness of condition recognition is tested based on the extracted features. The results indicate that the proposed method can effectively achieve feature extraction of high-dimensional monitoring data. [ABSTRACT FROM AUTHOR]

Since financial assets on stock exchanges were created, investors have sought to predict their future values. Currently, cryptocurrencies are also seen as assets. Machine learning is increasingly adopted to assist and automate investments. The main objective of this paper is to make daily predictions about the movement direction of financial time series through classification models, financial time series preprocessing methods, and feature selection with genetic algorithms. The target time series are Bitcoin, Ibovespa, and Vale. The methodology of this paper includes the following steps: collecting time series of financial assets; data preprocessing; feature selection with genetic algorithms; and the training and testing of machine learning models. The results were obtained by evaluating the models with the area under the ROC curve metric. For the best prediction models for Bitcoin, Ibovespa, and Vale, values of 0.61, 0.62, and 0.58 were obtained, respectively. In conclusion, the feature selection allowed the improvement of performance in most models, and the input series in the form of percentage variation obtained a good performance, although it was composed of fewer attributes in relation to the other sets tested. [ABSTRACT FROM AUTHOR]

Intra-day transactions of stocks from competing firms in the financial markets are known to exhibit significant volatility and over-dispersion. This paper proposes some bivariate integer-valued auto-regressive models of order 1 (BINAR(1)) that are useful to analyze such financial series. These models were constructed under both time-variant and time-invariant conditions to capture features such as over-dispersion and non-stationarity in time series of counts. However, the quest for the most robust BINAR(1) models is still on. This paper considers specifically the family of BINAR(1)s with a non-diagonal cross-correlation structure and with unpaired innovation series. These assumptions relax the number of parameters to be estimated. Simulation experiments are performed to assess both the consistency of the estimators and the robust behavior of the BINAR(1)s under mis-specified innovation distribution specifications. The proposed BINAR(1)s are applied to analyze the intra-day transaction series of AstraZeneca and Ericsson. Diagnostic measures such as the root mean square errors (RMSEs) and Akaike information criteria (AICs) are also considered. The paper concludes that the BINAR(1)s with negative binomial and COM–Poisson innovations are among the most suitable models to analyze over-dispersed intra-day transaction series of stocks. [ABSTRACT FROM AUTHOR]