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Improving temporal predictions through time-series labeling using matrix profile and motifs

  • S.I.: Deep Learning for Time Series Data
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Abstract

One of the most challenging tasks in time-series prediction is a model’s capability to accurately learn the repeating granular trends in the data’s structure to generate effective predictions. Traditionally specially tuned statistical models and deep learning models like recurrent neural networks and long short-term memory networks are used to tackle such problem of sequence modeling. However in practice, factors like inadequate parameters in case of statistical models, random weight initializations, and data inadequacy in case of deep learning models affect the resulting final predictions. As a possible solution to these known problems, this paper introduces a novel method of time-series labeling (TSL) comprising a combination of encoding and decoding methodologies that not only takes into account the granular structure of a time-series data but also its underlying meta-learners for better predictive accuracy. To demonstrate the approach’s effectiveness and capability of handling wide range of scenarios, comparisons are drawn first over different widely used statistical and deep learning models and then applying TSL to each of them in order to showcase the resulting performance improvement when implemented over a wide variety of real-world datasets. The experimental findings reflect an average of 25% increase in overall performance when using TSL along with mostly similar performance of different combinations regardless of model complexity thereby proving its efficacy in predicting periodic data.

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Acknowledgements

The research work of Asif Iqbal Middya is funded by “NET-JRF (National Eligibility Test-Junior Research Fellowship) scheme of the University Grants Commission, Government of India”. This research work is also supported by the project entitled “Participatory and Realtime Pollution Monitoring System For Smart City, funded by Higher Education, Science & Technology and Biotechnology, Department of Science & Technology, Government of West Bengal, India”.

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  1. Department of Computer Science, SRM University, Kattankulathur, Chennai, India

    Pratik Saha

  2. Department of Computer Science and Engineering, Jadavpur University, Kolkata, India

    Pritthijit Nath, Asif Iqbal Middya & Sarbani Roy

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Saha, P., Nath, P., Middya, A.I. et al. Improving temporal predictions through time-series labeling using matrix profile and motifs. Neural Comput & Applic 34, 13169–13185 (2022). https://doi.org/10.1007/s00521-021-06744-7

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