基于时间序列的感知QoS的云服务组合

研究基于时间序列的感知QoS的云服务组合,将服务的QoS偏好随时间不断变化的过程纳入云服务组合的研究范围,将云服务组合建模成时间序列的相似度对比问题。分别用欧几里得距离和扩展Frobenius范数距离度量二维时间序列的相似度,继而用基于主成分分析的扩展Frobenius范数距离和欧几里得距离、Brute Force等方法度量多维时间序列的相似度,通过实验对比验证扩展Frobenius范数距离度量相似度在时间和准确性上的优越性。关     

基于时间感知排序的云服务QoS预测方法研究

随着云计算理论和技术的成熟,越来越多的云服务得到了蓬勃发展,如何建立高质量的云服务成为了云计算研究领域的一个关键难题。服务质量QoS排序为用户从一系列功能相似的云服务候选者中挑选最优云服务提供了非常有价值的信息。为了获得云服务的QoS值,就需要调用真实的候选云服务。为了避免时间消耗和昂贵的资源浪费,提出了一种基于时间感知排序的云服务QoS预测方法。不同于传统的QoS值预测,基于QoS排序相似度的预测考虑为特定用户检测服务的排序。分时段按权计算出排序相似度,结合时间偏好合成相似度的前k位用户,用来提供信息支持QoS的缺失预测。在WS Dream真实数据集进行的实验研究表明,基于时间感知排序的云服务QoS预测方法有更好的预测精度。     

Recursive prediction for long term time series forecasting using advanced models

There exists a wide range of paradigms, and a high number of different methodologies that are applied to the problem of time series prediction. Most of them are presented as a modified function approximation problem using input/output data, in which the input data are expanded using values of the series at previous steps. Thus, the model obtained normally predicts the value of the series at a time (t+h) using previous time steps (t-τ₁),(t-τ₂),…,(t-τ_n). Nevertheless, learning a model for long term time series prediction might be seen as a more complicated task, since it might use its own outputs as inputs for long term prediction (recursive prediction). This paper presents the utility of two different methodologies, the TaSe fuzzy TSK model and the least-squares SVMs, to solve the problem of long term time series prediction using recursive prediction. This work also introduces some techniques that upgrade the performance of those advanced one-step-ahead models (and in general of any one-step-ahead model), where they are used recursively for long term time series prediction.     

On the use of variograms for the prediction of time series

We consider the prediction of stationary stochastic processes with non-zero mean. When the covariance of the process is known, but the mean is not, the classical approach is to first estimate the mean from the past data, and then apply an optimal predictor to the zero-mean residuals. Bastin and Henriet [1] showed that an alternative was to use a predictor based on ‘variograms’ rather than covariance information, thus avoiding the estimation of the mean. We show here that the two predictors are identical when the unknown mean is replaced by its minimum variance estimate. We also examine, through simulation, how the two predictors compare when the statistics are unknown.     

IBGSS: An Improved Binary Gravitational Search Algorithm based search strategy for QoS and ranking prediction in cloud environments

Quality of Service (QoS) value prediction and QoS ranking prediction have their significance in optimal service selection and service composition problems. QoS based service ranking prediction is an NP-Complete problem which examines the order of ranked service sequence with respect to the unique QoS requirements. To address the NP-Complete problem, greedy and optimization-based strategies such as CloudRank and PSO have been widely employed in service oriented environments. However, they pose several challenges with respect to the similarity measure based QoS prediction, trap at local optima, and near optimal solution. Hence, this paper presents Improved Binary Gravitational Search Strategy (IBGSS), an optimization based search strategy to address the challenges in the state-of-the-art QoS value prediction and service ranking prediction techniques. IBGSS employs improved cosine similarity measure, and Newton–Raphson inspired Binary Gravitational Search Algorithm (NR-BGSA) for accurate QoS value prediction and optimal service ranking prediction respectively. The effectiveness of IBGSS over the state-of-the-art QoS value prediction and ranking prediction techniques was validated using two real world QoS datasets, namely WSDream#1 and web service QoS dataset in terms of various statistical measures (Mean Absolute Error (MAE), Root Mean Square Error (RMSE), and Average Precision Correlation (APC)).     

基于贝叶斯模型的云服务服务质量预测

针对如何分配一个未来一段时间内满足QoS要求的云服务和感知可能将要发生的QoS违规的问题,提出一种基于时间序列预测方法的云服务QoS预测方法。该预测方法利用改进的贝叶斯常均值(IBCM)模型,能够准确地预测云服务未来一段时间内的QoS状态。实验通过搭建Hadoop集群模拟云平台并收集了响应时间和吞吐量两种QoS属性的数据作为预测对象,实验结果表明:相比自回归积分滑动平均(ARIMA)模型和贝叶斯常均值折扣模型等时间序列预测方法,基于改进的贝叶斯常均值模型的云服务QoS预测方法的平方和误差(SSE)、平均绝对误差(MAE)、均方误差(MSE)和和平均绝对百分比误差(MAPE)均比前两者小一个数量级,因此具有更高的预测精度;同时预测结果对比图说明提出的预测方法具有更好的拟合效果。     

时间序列一步预测方法*

为了改善时间序列预测的性能,提出一种时间序列一步预测分析方法。首先将一个时间序列分解为总体趋势和个体波动两个序列,然后分别对这两个序列进行预测分析,再将结果合成得到最终的预测结果。对于总体趋势序列利用加权滤波算法进行分析,而对于个体波动序列则先进行混沌特性分析,再结合混沌预测分析方法对其进行预测。利用混沌优化方法动态地调节预测网络的参数,逐渐提高网络的预测精度。利用该方法分别对混沌序列、实际股票价格等序列进行了仿真预测分析,仿真结果表明,该方法具有良好的预测效果。     

基于独立成分分析的含噪声时间序列预测

提出一种基于独立成分分析(ICA)的最小二乘支持向量机(LS-SVM),用于时间序列的多步超前独立预测.用ICA估计预测变量中的独立成分(IC),用不含噪声的IC重新构建时间序列.利用 -最近邻法( -NN)减小训练集的规模,提出一种新的距离函数以降低LS-SVM训练过程的计算复杂度,并用约束条件对预测值进行后处理.使用基于ICA的LS-SVM、普通LS-SVM与反向传播神经网络(BP-ANN),对多个时间序列进行对比预测实验.实验结果表明,基于ICA的LS-SVM的预测性能优于普通LS-SVM和BP-ANN.     

Long-time gap crowd prediction using time series deep learning models with two-dimensional single attribute inputs

Crowd prediction is a crucial aspect of modern life with innumerable applications. By predicting future human occupancy in advance, crowd prediction can support the decision-making processes of facility stakeholders, e.g., the campus operator can schedule facility maintenance during the period of lowest pedestrian flow to eliminate any disturbance. Conventional crowd prediction utilizes statistical models and rule-based data mining techniques, which are tedious in data processing and error-prone. Hence, this study formulates crowd prediction into a time-series analysis based on deep learning. Despite its wide adaptability in various research fields, deep learning-based time series analysis is seldom adopted in crowd prediction. There are two major limitations in previous studies: firstly, the prediction accuracy notably degrades with increased prediction length, and secondly only the temporal pattern along a single time dimension is exploited, i.e., the consecutive time steps in the most recent input data. Therefore, a Long-Time Gap Two-Dimensional method, entitled LT2D-method, is proposed to increase the crowd prediction length of with high accuracy. The LT2D-method is composed of two parts, (1) long-time gap prediction, which extends the prediction length to 240 time steps (1 day) with high accuracy, and (2) 2D inputs method, which exploits the prior knowledge from different time dimensions to further improve the prediction accuracy of long-time gap prediction. The proposed LT2D-method can be generally adapted to deep learning models, such as LSTM, BiLSTM, and GRU, to improve the prediction accuracy. By incorporating the proposed LT2D-method into different baseline models, the accuracy is generally improved by around 22%, demonstrating the robustness and generalizability of our method.     

Methodology for long-term prediction of time series

In this paper, a global methodology for the long-term prediction of time series is proposed. This methodology combines direct prediction strategy and sophisticated input selection criteria: k-nearest neighbors approximation method (k-NN), mutual information (MI) and nonparametric noise estimation (NNE). A global input selection strategy that combines forward selection, backward elimination (or pruning) and forward–backward selection is introduced. This methodology is used to optimize the three input selection criteria (k-NN, MI and NNE). The methodology is successfully applied to a real life benchmark: the Poland Electricity Load dataset.     

混沌时间序列预测模型的比较研究

针对目前混沌时间序列预测模型预测结果差异较大的问题,归纳了4种混沌时间序列预测模型：BRF神经网络模型、最大Lyapunov指数模型、局域线性模型和Volterra滤波器自适应预测模型,并对这4种预测模型进行了比较研究。应用4种预测模型对几个典型的非线性系统进行预测仿真。结果表明,这4种预测模型对典型混沌时间序列预测都具有很好的预测效果;在预测精度上BRF模型和Volterra模型明显优于最大Lyapunov指数模型和局域线性模型。     

Automatic time series analysis for electric load forecasting via support vector regression

In this work, a strategy for automatic lag selection in time series analysis is proposed. The method extends the ideas of feature selection with support vector regression, a powerful machine learning tool that can identify nonlinear patterns effectively thanks to the introduction of a kernel function. The proposed approach follows a backward variable elimination procedure based on gradient descent optimisation, iteratively adjusting the widths of an anisotropic Gaussian kernel. Experiments on four electricity demand forecasting datasets demonstrate the virtues of the proposed approach in terms of predictive performance and correct identification of relevant lags and seasonal patterns, compared to well-known strategies for time series analysis designed for energy load forecasting and state-of-the-art strategies for automatic model selection.     

SOM time series clustering and prediction with recurrent neural networks

Local models for regression have been the focus of a great deal of attention in the recent years. They have been proven to be more efficient than global models especially when dealing with chaotic time series. Many models have been proposed to cluster time series and they have been combined with several predictors. This paper presents an extension for recurrent neural networks applied to local models and a discussion about the obtained results.     

Stability analysis of RBF network-based state-dependent autoregressive model for nonlinear time series

Varying-coefficient models have attracted great attention in nonlinear time series analysis recently. In this paper, we consider a semi-parametric functional-coefficient autoregressive model, called the radial basis function network-based state-dependent autoregressive (RBF-AR) model. The stability conditions and existing conditions of limit cycle of the RBF-AR model are discussed. An efficient structured parameter estimation method and the modified multi-fold cross-validation criterion are applied to identify the RBF-AR model. Application of the RBF-AR model to the famous Canadian lynx data is presented. The forecasting capability of the RBF-AR model is compared to those of other competing time series models, which shows that the RBF-AR model is as good as or better than other models for the postsample forecasts.     

Traffic conduction analysis model with time series rule mining

The traffic density situation in a traffic network, especially traffic congestion, exhibits characteristics similar to thermodynamic heat conduction, e.g., the traffic congestion in one section can be conducted to other adjacent sections of the traffic network sequentially. Analyzing this conduction facilitates the forecasting of future traffic situation; therefore, a navigation system can reduce traffic congestion and improve transportation mobility. This study describes a methodology for traffic conduction analysis modeling based on extracting important time-related conduction rules using a type of evolutionary algorithm named Genetic Network Programming (GNP). The extracted rules construct a useful model for forecasting future traffic situations and analyzing traffic conduction. The proposed methodology was implemented and experimentally evaluated using a large scale real-time traffic simulator, SOUND/4U.     

A time series and reduction‐based model for modeling and QoS prediction of service compositions

Web services are emerging as a major technology for deploying automated interactions between distributed and heterogeneous applications. The accurate prediction of their quality of service (QoS) is important because their users rely on it to decide whether they meet the QoS requirement. The existing studies of QoS prediction usually assume that QoS of service activities follows certain distributions. These distributions are used as static model inputs into stochastic process models to obtain analytical QoS results. Instead, we consider the QoS activities to be fluctuating and introduce a dynamic framework to predict the runtime QoS by employing an Autoregressive Moving Average Model and QoS reduction rules. In the case study of a real‐world composite service sample, a comparison between existing approaches and the proposed one is presented, and results suggest that the proposed one achieves higher prediction accuracy.Copyright © 2014 John Wiley & Sons, Ltd.     

Bayesian multiscale analysis for time series data

A recently proposed Bayesian multiscale tool for exploratory analysis of time series data is reconsidered and umerous important improvements are suggested. The improvements are in the model itself, the algorithms to analyse it, and how to display the results. The consequence is that exact results can be obtained in real time using only a tiny fraction of the CPU time previously needed to get approximate results. Analysis of both real and synthetic data are given to illustrate our new approach. Multiscale analysis for time series data is a useful tool in applied time series analysis, and with the new model and algorithms, it is also possible to do such analysis in real time.     

Time series prediction with single multiplicative neuron model

Single neuron models are typical functional replica of the biological neuron that are derived using their individual and group responses in networks. In recent past, a lot of work in this area has produced advanced neuron models for both analog and binary data patterns. Popular among these are the higher-order neurons, fuzzy neurons and other polynomial neurons. In this paper, we propose a new neuron model based on a polynomial architecture. Instead of considering all the higher-order terms, a simple aggregation function is used. The aggregation function is considered as a product of linear functions in different dimensions of the space. The functional mapping capability of the proposed neuron model is demonstrated through some well known time series prediction problems and is compared with the standard multilayer neural network.