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Multivariate Time Series Forecasting Based on Elastic Net and High-Order Fuzzy Cognitive Maps: A Case Study on Human Action Prediction Through EEG Signals

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Abstract

Fuzzy cognitive maps (FCMs) have been successfully applied to time series forecasting. However, it still remains challenging to handle multivariate long nonstationary time series, such as EEG data, which may change rapidly and have patterns of trend. To overcome this limitation, in this article, we propose a fast prediction model to deal with multivariate long nonstationary time series based on the combination of elastic net and high order fuzzy cognitive map (HFCM), which is termed as ElasticNet <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">HFCM</sub> . The designed FCM models each variable by one node and the high-order FCM helps to capture the patterns of trend. A case study on predicting human actions through the Electroencephalogram (EEG) data in the form of multichannel long nonstationary time series is investigated based on the proposed prediction model. Specifically, we first predict EEG signals based on the historical data, then a 1D-convolutionary neural network (1D-CNN) is developed to classify the predicted time series. The experimental results on the Grasp-and-Lift dataset show that the proposal can predict the EEG data with lower prediction error compared with the other regression methods. The area under the curve scores obtained on the Grasp-and-Lift dataset by 1D-CNN are higher than those obtained by state-of-the-art classification methods for EEG data in most cases. These results illustrate that the proposal can predict and classify multivariate long nonstationary time series with high accuracy and efficiency.

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... Then, the FCM is employed to capture the temporal dependencies and the causal relationships among these features, i.e., latent feature series or fuzzy time series. Many FCM learning methods [24], such as regression-based methods [9]- [12], [14], [25], [26] and evolutionary-based methods [3], [27]- [32], are used to learn the weights of the FCM. Finally, the output of FCM or the combination of the output of FCM and the extracted feature is employed to handle the prediction task. ...
... However, the above methods remain challenging when coping with long nonstationary time series like Electroencephalogram data. Shen et al. [14] proposed a model with elastic net and HFCM to represent the original time series to overcome this limitation. However, these methods may fall short in handling the multivariate time series prediction task. ...
... In STFCM, the weights matrices among concept vertices, e.g., W 2 and W x in (14), in HFCMs are randomly initialized; and then the objective function (19) is optimized with their partial derivatives showing in (20), (21), and (22) in the condition of fixed values of W 1 , b 1, and W 3 . However, STFCM may not perform well if these weights are not suitable. ...
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Fuzzy cognitive map (FCM) is a simple but effective tool for modeling and predicting time series. This paper focuses on the problem of multivariate time series prediction, which is essential and challenging in data mining. Although several FCM-based approaches have been designed to solve this problem, their feature extraction module designed for single mode falls short in capturing the nonlinear spatiotemporal dependencies among variates, thereby resulting in low prediction accuracy in forecasting multivariate time series, which shows the single mode learning is not enough. Therefore, in this paper, we propose a joint spatiotemporal feature learning framework for multivariate time series prediction, where a mix-resolution spatial module consisting of multiple sparse autoencoders (SAEs) is designed to extract the feature series with different spatial resolutions and a mix-order spatiotemporal module concluding multiple high-order FCMs (HFCMs) is designed to model the spatiotemporal dynamics of these feature series. Finally, the outputs of the two modules are concatenated to predict the future values. We refer to this framework as the spatiotemporal fuzzy cognitive map (STFCM). Especially, an efficient learning algorithm is designed to update the integral weights of STFCM based on the batch gradient descent algorithm when it deems necessary. We validate the performance of STFCM on four real-world datasets. Compared with the existing state-of-the-art methods, the experimental results not only show the advantages of the two designed modules in STFCM but also show the excellent performance of STFCM.
... Time-series prediction is one of the most sought-after yet, arguably, the most challenging tasks [11]. It has played an important role in a wide range of fields, including the industrial [14], financial [15], health [16], traffic [17,18], and environmental [19] fields for several decades. For multivariate time-series (MTSs), existing methods inherently assume interdependencies among variables. ...
... In other words, each variable not only depends on its historical values but also on other variables. To efficiently and effectively exploit latent interdependencies among variables, many techniques such as deep learning-based ones [14,[19][20][21][22], the matrix or tensor decomposition-based ones [23,24], the k-nearest neighbor (kNN)-based ones [15,17,18,21], and others [16,[25][26][27] have been proposed. However, obtaining richer semantics with similar or better performances is meaningful but rare. ...
... Various techniques have been proposed for predicting time-series. These methods can be categorized into the deep learning-based ones [14,[19][20][21][22], matrix or tensor decomposition-based ones [23,24], k-nearest neighbor (kNN)-based ones [15,17,18,21], etc. [16,[25][26][27]. ...
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Recently, predicting multivariate time-series (MTS) has attracted much attention to obtain richer semantics with similar or better performances. In this paper, we propose a tri-partition alphabet-based state (tri-state) prediction method for symbolic MTSs. First, for each variable, the set of all symbols, i.e., alphabets, is divided into strong, medium, and weak using two user-specified thresholds. With the tri-partitioned alphabet, the tri-state takes the form of a matrix. One order contains the whole variables. The other is a feature vector that includes the most likely occurring strong, medium, and weak symbols. Second, a tri-partition strategy based on the deviation degree is proposed. We introduce the piecewise and symbolic aggregate approximation techniques to polymerize and discretize the original MTS. This way, the symbol is stronger and has a bigger deviation. Moreover, most popular numerical or symbolic similarity or distance metrics can be combined. Third, we propose an along–across similarity model to obtain the k-nearest matrix neighbors. This model considers the associations among the time stamps and variables simultaneously. Fourth, we design two post-filling strategies to obtain a completed tri-state. The experimental results from the four-domain datasets show that (1) the tri-state has greater recall but lower precision; (2) the two post-filling strategies can slightly improve the recall; and (3) the along–across similarity model composed by the Triangle and Jaccard metrics are first recommended for new datasets.
... 3) Multivariate Time Series (MTS) Prediction: MTS is used to observe multiple time-dependent variables concurrently, a method particularly useful in complex system analysis [62], [63], [64], [65]. In this study, we applied five single learning models for MTS (as detailed in Section III-B5), selecting the most effective one as the meta-learner for SEL to enhance prediction accuracy. ...
... e) One-Dimensional Convolutional Neural Network (1D CNN): The 1D CNN, optimized for one-dimensional data like time series, uses convolutional layers with 1D filters for local pattern detection, pooling layers for dimensionality reduction, and densely connected layers for abstraction and prediction. It is effective in signal processing, speech recognition, and time series analysis [56], [61], [65], offering computational efficiency. The Adam algorithm optimizes its weights. ...
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This paper introduces an innovative deep learning design framework for front-end radio frequency energy harvesting (RFEH), employing stacking ensemble learning (SEL). The framework integrates multi-output regression (MOR), multilabel classification (MLC), and multivariate time series (MTS) in sequence to achieve accurate prediction (R <sup xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">2</sup> > 0.90) and classification (> 0.95) at each stage. By transforming frequency to datetime and consolidating output parameters into consecutive time intervals, our approach intelligently combines receiving antennas, impedance matching networks (IMNs), and voltage multipliers (VMs) through MOR and MLC, while MTS guides the determination of geometrical parameters and values. To validate our method, we developed an efficient food sensor tag embedded with an RFEH circuit operating at 915 MHz. The tag, featuring antennas designed by MTS (including an inset-fed rectangular microstrip patch antenna [RMPA], a folded collinear antenna [FCA], and a quasi-Yagi antenna [QYA]), achieves a power conversion efficiency (PCE) of 55.17% with an input power of 6.25 dBm, demonstrating stable sensing capabilities. This integrated deep learning framework holds promise for tailored front-end RFEH design in food quality monitoring application, with significant implications across industries.
... Finally, the testing data is used to evaluate the performance accuracy of the obtained models. Shen et al. (2021) implemented a fast prediction hybrid model combining elastic net and HFCM to deal with multivariate long non-stationary time series to predict human actions through the electroencephalogram (EEG) data. In this technique, each node in an FCM represents a variable in the multivariate time series, thus an N-node FCM should be constructed as the prediction model. ...
... On the other side, population-based [or evolutionary algorithm-based (EA-based)] methods are the most popular, because of improving the forecasting accuracy, robustness, generalization abilities as well as simplicity of application in comparison to the Hebbian-based methods' accuracy. In spite of these achievements, as explained in Shen et al. (2021), the application of EAbased algorithms is limited to model short stationary time series and they are unable to dealing with long non-stationary time series. In addition, EA-based models are more time-consuming and this issue becomes more apparent with the increase of the size of time series. ...
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Among various soft computing approaches for time series forecasting, fuzzy cognitive maps (FCMs) have shown remarkable results as a tool to model and analyze the dynamics of complex systems. FCMs have similarities to recurrent neural networks and can be classified as a neuro-fuzzy method. In other words, FCMs are a mixture of fuzzy logic, neural network, and expert system aspects, which act as a powerful tool for simulating and studying the dynamic behavior of complex systems. The most interesting features are knowledge interpretability, dynamic characteristics and learning capability. The goal of this survey paper is mainly to present an overview on the most relevant and recent FCM-based time series forecasting models proposed in the literature. In addition, this article considers an introduction on the fundamentals of FCM model and learning methodologies. Also, this survey provides some ideas for future research to enhance the capabilities of FCM in order to cover some challenges in the real-world experiments such as handling non-stationary data and scalability issues. Moreover, equipping FCMs with fast learning algorithms is one of the major concerns in this area.
... A number of methods for predicting time sequences with multiple variables using fuzzy high-order cognitive maps and elastic networks are set out in [7]. In Fig. 4 is shown an example of a fuzzy five-node recognizing map. ...
... Every ECG signal (over time line) is a node in these elastic networks, and the Fig. 4. Example of a fuzzy five-node recognizing map consisting of five nodes. Left side-graphic structure, right side-representation with a weight matrix [7] different cross-correlation values represents the weights between these nodes. This way developed prediction framework and classification of non-stationary time sequences based on one-dimensional convolutional NN and fuzzy recognizing maps allows prediction of six actions with higher accuracy than existing models. ...
... We then applied various classification techniques on this 3-way classification problem and discovered that the combination of Laplacian Eigenmaps (simple-minded, k = 8) with the k-NN classifier resulted in the highest classification accuracy (F1 score 88.2 ±3.5%). As a result, we used automatic feature-extraction directly from the pre-processed EMG time-domain signal [20,[47][48][49][50][51][52]. Importantly, our approach to extract features from EMG signal resulted in relatively high decoding accuracy. ...
... Other studies that relied on the same dataset that we used mostly focused on EEG [47][48][49][50]. However, Cisotto et al. used both EEG and EMG to classify the same dataset [51]; though they attempted classification of only 2 of the 3 available classes (the most extreme weights: 165 and 660 gr). ...
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... F. Shen et al. proposed a prediction model to overcome the limitation in time-series forecasting. The combination of EN model and high order Fuzzy cognitive maps (FCMs) shown predictable of a time-series dataset with less error compared with other regression models [20]. EN model is a combination of lasso regression and ridge regression, it has proven efficiency of predict time series compare with lasso and Ridge. ...
... The results associated with this classification step is given in Table 6. Hidden layer size (10,5), (14,7), (20,10) The performance measures for regression models in Table 5 are close to each other. However, it is clearly seen that MLP performs the prediction with lowest error and three methods (SVM, EN and MLP) has the highest 2 score. ...
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With the rapid spread of urbanization, competent authorities become increasingly anxious from air pollution risks and effect on citizens especially those with respiratory diseases. In this work, performances of six machine learning methods were analyzed for prediction of maximum ozone (O_3) concentration for the next-day. The models make the prediction using concentrations of six atmospheric components (PM2.5, PM10, Ozone (O3), Sulfur Dioxide (SO2), Nitrogen Dioxide (NO2), and Carbon Monoxide (CO)). The utilized machine learning methods are multilayer perception (MLP), Support Vector Regression (SVM), k-Nearest Neighbor (K-NN), Random Forests (RF), Gradient Boosting (GB), and Elastic Net (EN). After the predictions made by these models, the predicted values were further processed to be classified into one of the six air quality levels defined by United States Environmental Protection Agency. The prediction performances of the models as well as their corresponding classification results were analyzed. It was shown that MLP model gives the lowest RMSE of 2246 for prediction step while SVR achieved the highest accuracy score of 0.790.
... We then applied various classification techniques on this 3-way classification problem and discovered that the combination of Laplacian Eigenmaps (simple-minded, k=8) with the k-NN classifier resulted in the highest classification accuracy (F1 score 88.2±3.5%). To the best of our knowledge, ours is the first successful attempt to use automatic feature-extraction directly from the (filtered) raw EMG time-domain signal [20,[47][48][49][50][51][52]. What is more, our approach resulted in relatively high decoding accuracy. ...
... Other studies that used the same dataset that we used mostly focused on EEG [47][48][49][50]. However, Cisotto et al. used both EEG and EMG to classify the same dataset [51]. ...
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Electromyography (EMG) is a simple, non-invasive, and cost-effective technology for sensing muscle activity. However, EMG is also noisy, complex, and high-dimensional. It has nevertheless been widely used in a host of human-machine-interface applications (electrical wheelchairs, virtual computer mice, prosthesis, robotic fingers, etc.) and in particular to measure reaching and grasping motions of the human hand. Here, we developd a more automated pipeline to predict object weight in a reach-and-grasp task from an open dataset relying only on EMG data. In that we shifted the focus from manual feature-engineering to automated feature-extraction by using raw (filtered) EMG signals and thus letting the algorithms select the features. We further compared intrinsic EMG features, derived from several dimensionality-reduction methods, and then ran some classification algorithms on these low-dimensional representations. We found that the Laplacian Eigenmap algorithm generally outperformed other dimensionality-reduction methods. What is more, optimal classification accuracy was achieved using a combination of Laplacian Eigenmaps (simple-minded) and k-Nearest Neighbors (88% for 3-way classification). Our results, using EMG alone, are comparable to others in the literature that used EMG and EEG together. They also demonstrate the usefulness of dimensionality reduction when classifying movement based on EMG signals and more generally the usefulness of EMG for movement classification.
... In recent years, with the great success of deep learning in signal processing and time series-related tasks [2]- [5] such as wind speed forecasting [6], [7], deep learning-based tourism demand forecasting methods have gradually become a research hotspot [8], [9]. Encouraged by the success of multivariate time series forecasting models [10]- [12], some methods attempt to introduce additional tourism-related variables, such as economic factors [13] and weather factors [14]. As tourism related-variables, the search intensity indices (SII) can reflect tourists' preferences and arouse extensive research interest [15]- [17]. ...
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... Time series forecasting (TSF) is the process of analyzing time series data using statistics and modeling to make predictions and inform straegic decision-making. TSF plays a vital role in various domains, especially in the fields of financial management 1,2 , social network [3][4][5] , medical science [6][7][8] , and industrial engineering 9,10 . Therefore, there is a growing consensus that it is of great importance to enhance the accuracy and interpretability of TSF due to its widespread application. ...
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... The Elastic Net is a combination of LR and RR [20], which groups and shrinks the parameters associated with correlated This article has been accepted for publication in IEEE Transactions on Dielectrics and Electrical Insulation. This is the author's version which has not been fully edited and content may change prior to final publication. ...
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The prediction of the remaining useful life (RUL) of transformer oil helps in condition monitoring and health monitoring of oil-filled power transformers. However, the prediction of RUL depends on the ageing condition of the insulation system. In this paper, a novel hybrid machine learning (ML)-based regression model is developed for predicting the RUL of the insulating oil in years. A total of 26 features have been taken from different chemical and physical properties and indices of mineral oil. Later, features are selected using the Pearson correlation coefficient and conditional mutual information-based feature selection (CMIFS) techniques. Finally, a hybrid algorithm consisting of support vector regression (SVR), k-nearest neighbor (k-NN), multiple layer perceptron (MLP), ridge regression (RR), ElasticNet, Adaptive Boosting (AdaBoost), and extreme gradient boost (XGBoost) are used to predict the RUL of the oil. The performance of the hybrid model is analyzed by root mean square error (RMSE), root mean square logarithmic error (RMSLE), mean absolute error (MAE), and correlation coefficient (R <sup xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">2</sup> ). The comparison with the individual base regression algorithm showed that the hybrid model performed better. The present study adds to the arguments that data-driven intelligent monitoring systems are essential for the safe and efficient health monitoring of transformers.
... Time series data is widely collected in many fields that describes thing's status evolution process, such as traffic flow [1,2], energy [3,4], financial markets [5,6] and many others fields. It is meaningful to make effective decisions through accurate prediction of the future. ...
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... This maximizes the likelihood of the provided forecasts. Therefore, efforts that might be useful in terms of the stated needs include: the geo-visualization of forecasts based on spatial clustering to reflect the characteristics of adjacent terrains [32][33][34][35][36]; forecast geo-visualization for sparse data [37][38][39][40]; the geo-visualization of the forecasting of criminal activities using ma-chine learning and deep learning techniques [34][35][36][39][40][41][42][43]; event forecasting using classical, improved classical, machine learning, and deep learning techniques for multivariate time series [44][45][46][47][48][49][50][51][52][53][54][55][56][57][58][59][60]; and, finally, multivariate time series forecasting with sparse data [61][62][63][64][65]. ...
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... Shen et al. describe creating a model that forecasts short-term subway ridership by employing a gradient-boosting decision tree (GBDT) to train and assess the model's performance (Shen, et al., 2020). The accuracy is between 0.98 and 0.99, indicating that the model provides promising results. ...
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... Additionally, the kernel ridge regression approach was effectively used for the prediction of monthly mean precipitation (Ali et al., 2020). Shen et al. (2021) took human action prediction by electroencephalogram (EEG) signals as an example to study multivariate time series prediction based on elastic net, and high-order fuzzy cognitive map normalization of lasso regression is achieved by applying L1 regularization to the loss function. Wang et al. (2018) used lasso regression to accurately predict stock market fluctuations. ...
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The time series prediction models based on fuzzy set theory have been widely applied to diverse fields such as enrollments, stocks, weather and etc., as they can handle prediction problem under uncertain circumstances in which data are incomplete or vague. Researchers have presented diverse approaches to support the development of fuzzy time series prediction models. While the existing approaches exhibit two evident shortcomings: one is that they have low efficiency of development, which is hardly applicable in the prediction problem involving large-scale time series, and the other is that fuzzy logical relationships mined in an ad hoc way cannot uncover the global characteristics of time series, which reduces accuracy of the resulting model. In this paper, a novel modeling and prediction approach of time series based on synergy of high-order fuzzy cognitive map (HFCM) and fuzzy c-means clustering is proposed, in which fuzzy c-means clustering algorithm is used to construct information granules, transform original time series into granular time series and generate a structure of HFCM prediction model in an automatic fashion. Subsequently depending on historical data of time series, the HFCM prediction model of time series is completely formed by exploiting PSO algorithm to learn all parameters of one. Finally, the developed HFCM prediction model can realize numeric prediction by performing inference in the granular space. Four benchmark time series data sets with different statistical characteristics coming from different areas are applied to validate the feasibility and effectiveness of the proposed modeling approach. The obtained results clearly show the effectiveness of the approach. The developed HFCM prediction models depend on historical data of time series and is emerged in the form of map, which is simpler, legible and have high-level interpretability. Additionally, the proposed approach also exhibits a clear ability to handle the prediction problem of large-scale time series.
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Conference Paper
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Conference Paper
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