Algorithms for Time Series Forecasting and Classification

A special issue of Algorithms (ISSN 1999-4893). This special issue belongs to the section "Algorithms for Multidisciplinary Applications".

Deadline for manuscript submissions: 20 September 2024 | Viewed by 2262

Special Issue Editors


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Guest Editor
Department of Information Systems, Pukyong National University, Busan 608-737, Rep. of Korea
Interests: Disaster Safety-Based Data and IoT; Urban Disaster Prevention; Disaster Information Search; Web/App Monitoring

E-Mail Website
Guest Editor Assistant
Department of Information Systems, Pukyong National University, Busan 608-737, Republic of Korea
Interests: deep learning; time series forecasting; time series classification; solving job shop scheduling using deep learning; smart factory; smart city; fault diagnosis

Special Issue Information

Dear Colleagues,

Time series data plays an important role in various fields, such as finance, meteorology, biomedicine, smart factories, etc. Time series forecasting (TSF) and classification (TSC) are key tasks aimed at identifying and predicting trends, patterns, and anomalies in these data. This Special Issue is looking for some advanced algorithms for time series forecasting and classification to promote their development and application in related fields. Potential topics include, but are not limited to:

  • Advanced algorithms for time series forecasting and classification, including improved traditional algorithms (such as ARIMA or SARIMA), machine learning algorithms (such as support vector machines, decision trees and neural networks) and deep learning algorithms (such as convolution neural networks (CNNs), long-short term memory (LSTM), etc.
  • Feature engineering algorithms for time series forecasting and classification, including feature extraction, dimensionality reduction, and selection to improve the accuracy and efficiency of forecasting and classification.
  • Case studies of time series forecasting and classification in practical applications, such as financial market forecasting, weather forecasting, stock market analysis, and fault diagnosis.
  • Application challenges of time series forecasting and classification algorithms in modeling and representation of time series data with high-noise, small-size time series data.

Prof. Dr. Chang-Soo Kim
Guest Editors

Dr. Xiao Rui Shao
Guest Editor Assistant

Manuscript Submission Information

Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.

Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Algorithms is an international peer-reviewed open access monthly journal published by MDPI.

Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 1600 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.

Keywords

  • time series forecasting algorithms
  • time series classification algorithms
  • ARIMA
  • machine learning algorithms
  • convolutional neural network
  • long-short term memory
  • feature extraction algorithms
  • noise-reduction algorithms

Published Papers (1 paper)

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Research

19 pages, 2972 KiB  
Article
Similarity Measurement and Classification of Temporal Data Based on Double Mean Representation
by Zhenwen He, Chi Zhang and Yunhui Cheng
Algorithms 2023, 16(7), 347; https://doi.org/10.3390/a16070347 - 19 Jul 2023
Viewed by 1160
Abstract
Time series data typically exhibit high dimensionality and complexity, necessitating the use of specific approximation methods to perform computations on the data. The currently employed compression methods suffer from varying degrees of feature loss, leading to potential distortions in similarity measurement results. Considering [...] Read more.
Time series data typically exhibit high dimensionality and complexity, necessitating the use of specific approximation methods to perform computations on the data. The currently employed compression methods suffer from varying degrees of feature loss, leading to potential distortions in similarity measurement results. Considering the aforementioned challenges and concerns, this paper proposes a double mean representation method, SAX-DM (Symbolic Aggregate Approximation Based on Double Mean Representation), for time series data, along with a similarity measurement approach based on SAX-DM. Addressing the trade-off between compression ratio and accuracy in the improved SAX representation, SAX-DM utilizes the segment mean and the segment trend distance to represent corresponding segments of time series data. This method reduces the dimensionality of the original sequences while preserving the original features and trend information of the time series data, resulting in a unified representation of time series segments. Experimental results demonstrate that, under the same compression ratio, SAX-DM combined with its similarity measurement method achieves higher expression accuracy, balanced compression rate, and accuracy, compared to SAX-TD and SAX-BD, in over 80% of the UCR Time Series dataset. This approach improves the efficiency and precision of similarity calculation. Full article
(This article belongs to the Special Issue Algorithms for Time Series Forecasting and Classification)
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