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Intelligent Time Series Model and Its Applications

A special issue of Entropy (ISSN 1099-4300). This special issue belongs to the section "Multidisciplinary Applications".

Deadline for manuscript submissions: closed (31 December 2022) | Viewed by 6014

Special Issue Editors


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Guest Editor
Department of Information Management, Chaoyang University of Technology, Taichung 413310, Taiwan
Interests: soft computing; medical information management; time series forecasting; data mining; text mining

E-Mail Website
Guest Editor
Department of Information Management, Chaoyang University of Technology Taichung, Taichung, Taiwan
Interests: fuzzy theory; decision analysis; intelligent system; fuzzy time series; data ming; text ming

Special Issue Information

Dear Colleagues,

Future projections in certain industries and organizations can determine success and failure, and it is essential to effectively control industry and organizational systems. Forecasting the future from accumulated historical data is a tried-and-true method in fields such as engineering finance. However, applying intelligent time series in all fields can be more problematic due to the time and computational effort required. The advent of intelligent time series, such as the time series neural networks, fuzzy time series, and time series deep learning algorithms provides solutions.

The original research articles or comprehensive reviews are welcome to be submitted to this Special Issue. The following topics will be considered for publication in this Special Issue:

  • Intelligent time series models;
  • Fuzzy time series models;
  • Intelligent time series sub-topics:
    • Trend analysis in big data;
    • Time series segmentation;
    • Time series classification;
    • Time series clustering;
    • Time series visualization.
  • Intelligent feature extraction from time series data;
  • Multivariate time series forecasting;
  • Efficiency issues on intelligent time series forecasting models;
  • Correlation and fluctuation among time series;
  • Robust, intelligent time series models;
  • All applications of intelligent time series forecasting models;

Prof. Dr. Ching-Hsue Cheng
Dr. Jing-Rong Chang
Guest Editors

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. Entropy 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 2600 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

  • intelligent time series model
  • fuzzy time series model
  • time series graph neural network
  • intelligent forecasting algorithm
  • intelligent time series applications

Published Papers (2 papers)

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Research

19 pages, 1058 KiB  
Article
Attention-Based Sequence-to-Sequence Model for Time Series Imputation
by Yurui Li, Mingjing Du and Sheng He
Entropy 2022, 24(12), 1798; https://doi.org/10.3390/e24121798 - 9 Dec 2022
Cited by 3 | Viewed by 2473
Abstract
Time series data are usually characterized by having missing values, high dimensionality, and large data volume. To solve the problem of high-dimensional time series with missing values, this paper proposes an attention-based sequence-to-sequence model to imputation missing values in time series (ASSM), which [...] Read more.
Time series data are usually characterized by having missing values, high dimensionality, and large data volume. To solve the problem of high-dimensional time series with missing values, this paper proposes an attention-based sequence-to-sequence model to imputation missing values in time series (ASSM), which is a sequence-to-sequence model based on the combination of feature learning and data computation. The model consists of two parts, encoder and decoder. The encoder part is a BIGRU recurrent neural network and incorporates a self-attentive mechanism to make the model more capable of handling long-range time series; The decoder part is a GRU recurrent neural network and incorporates a cross-attentive mechanism into associate with the encoder part. The relationship weights between the generated sequences in the decoder part and the known sequences in the encoder part are calculated to achieve the purpose of focusing on the sequences with a high degree of correlation. In this paper, we conduct comparison experiments with four evaluation metrics and six models on four real datasets. The experimental results show that the model proposed in this paper outperforms the six comparative missing value interpolation algorithms. Full article
(This article belongs to the Special Issue Intelligent Time Series Model and Its Applications)
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21 pages, 2827 KiB  
Article
Institution Publication Feature Analysis Based on Time-Series Clustering
by Weibin Lin, Mengwen Jin, Feng Ou, Zhengwei Wang, Xiaoji Wan and Hailin Li
Entropy 2022, 24(7), 950; https://doi.org/10.3390/e24070950 - 7 Jul 2022
Cited by 1 | Viewed by 1380
Abstract
Based on the time series of articles obtained from the literature, we propose three analysis methods to deeply examine the characteristics of these articles. This method can be used to analyze the construction and development of various disciplines in institutions, and to explore [...] Read more.
Based on the time series of articles obtained from the literature, we propose three analysis methods to deeply examine the characteristics of these articles. This method can be used to analyze the construction and development of various disciplines in institutions, and to explore the features of the publications in important periodicals in the disciplines. By defining the concepts and methods relevant to research and discipline innovation, we propose three methods for analyzing the characteristics of agency publications: numerical distribution, trend, and correlation network analyses. The time series of the issuance of articles in 30 important journals in the field of management sciences were taken, and the new analysis methods were used to discover some valuable results. The results showed that by using the proposed methods to analyze the characteristics of institution publications, not only did we find similar levels of discipline development or similar trends in institutions, achieving a more reasonable division of the academic levels, but we also determined the preferences of the journals selected by the institutions, which provides a reference for subject construction and development. Full article
(This article belongs to the Special Issue Intelligent Time Series Model and Its Applications)
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