International Conference on Computer and Knowledge Engineering

Home / 14th International Conference on Computer and Knowledge Engineering

Real-Time Forecasting Using Mixed Frequency Time-Series Data

Authors :

Armin Khayati¹ Mohammad Taheri² Koorush Ziarati³

1- Computer Sci. & Eng. dept., Shiraz University, Shiraz, Iran, 2- Computer Sci. & Eng. dept., Shiraz University, Shiraz, Iran, 3- Computer Sci. & Eng. dept., Shiraz University, Shiraz, Iran,

Keywords :

Mixed-frequency data forecasting،Neural networks،Time series analysis،Real-time forecasting،High-frequency data،Deep learning

Abstract :

This paper addresses the challenge of forecasting time-series data, including mixed-frequency data. The proposed method integrates high-frequency features with low-frequency outputs by capturing essential dynamics and enhancing real-time decision-making. A novel objective is introduced to learn and ensemble a set of models with identical structures and parameters. By utilizing this base model within a larger framework, the method processes lagged inputs from various frequencies to generate accurate predictions. The model's performance was evaluated using three datasets: the Electricity Transformer Dataset, Individual Household Electric Power Consumption, and the Max Planck Weather Dataset. Results demonstrate that the proposed method outperforms state-of-the-art models in both high-frequency and low-frequency forecasting scenarios. Bayesian Hyperparameter Optimization was employed to fine-tune the model, further improving its performance with reduced computational effort. This approach opens new avenues for handling mixed-frequency data in various forecasting applications.

Papers List

List of archived papers

Multi-source Ensemble Model for Scene Recognition

Amir Hossein Saleknia - Ahmad Ayatollahi

Machine and Deep Learning Models for Prediction of Small Molecule–Biotech Drug Pair’s Interactions

Fatemeh Nasiri - Mohsen Hooshmand

T-Rank: Graph Data Analytics for Urban Traffic Modeling

Alireza Safarpour - Iman Gholampour - Amirhossain Aghazadeh Fard - Seyed Mohammad Karbasi

Robat-e-Beheshti: A Persian Wake Word Detection Dataset for Robotic Purposes

Parisa Ahmadzadeh Raji - Yasser Shekofteh

DFIG-WECS Renewable Integration to the Grid and Stability Improvement through Optimal Damping Controller Design

Theophilus Ebuka Odoh - Aliyu Sabo - Hossien Shahinzadeh - Noor Izzri Abdul Wahab - Farshad Ebrahimi

To Transfer or Not To Transfer (TNT): Action Recognition in Still Image Using Transfer Learning

Ali Soltani Nezhad - Hojat Asgarian Dehkordi - Seyed Sajad Ashrafi - Shahriar Baradaran Shokouhi

Overview of Electric Vehicles Charging Stations in Smart Grids

Mohammed Wadi - Wisam Elmasry - Mohammed Jouda - Hossein Shahinzadeh - Gevork B. Gharehpetian

SAT Based Analogy Evaluation Framework For Persian Word Embeddings

Seyed Ehsan Mahmoudi - Mehrnoush Shamsfard

Damage Detection After the Earthquake Using Sentinel-1 and 2 Images and Machine Learning Algorithms (Case Study: Sarpol-e Zahab Earthquake)

Niloofar Alizadeh - Behnam Asghari Beirami - Mehdi Mokhtarzade

Camouflage Object Segmentation with Attention-Guided Pix2Pix and Boundary Awareness

Erfan Akbarnezhad Sany - Fatemeh Naserizadeh - Parsa Sinichi - Seyyed Abed Hosseini

Samin Hamayesh - Version 41.7.6