Predicting flood for any location at times of extreme storms is a longstanding problem that has utmost importance in emergency management. Conventional methods that aim to predict water levels in streams use advanced hydrological models still lack of giving accurate forecasts everywhere. This study aims to explore artificial deep neural networks' performance on flood prediction. While providing models that can be used in forecasting stream stage, this paper presents a dataset that focuses on the connectivity of data points on river networks. It also shows that neural networks can be very helpful in time-series forecasting as in flood events, and support improving existing models through data assimilation.
Studies that use deep neural networks for time-series data show great results and provides an extensive vision in increasing the usage of neural networks architectures in time-series data. Researchers show that neural networks can be used for traffic speed prediction @cite_4 @cite_0 @cite_26 , taxi demand prediction @cite_10 , financial time-series prediction @cite_21 @cite_25 . Traffic speed prediction is a very similar task with flood prediction since both of them relies on changes in connected points in the network.
@cite_26 @cite_4 @cite_21 @cite_0 @cite_10 @cite_25
2579495707 2603648311 2553942547 1544613517
This paper proposes a convolutional neural network (CNN)-based method that learns traffic as images and predicts large-scale, network-wide traffic speed with a high accuracy. Spatiotemporal traffic dynamics are converted to images describing the time and space relations of traffic flow via a two-dimensional time-space matrix. A CNN is applied to the image following two consecutive steps: abstract traffic feature extraction and network-wide traffic speed prediction. The effectiveness of the proposed method is evaluated by taking two real-world transportation networks, the second ring road and north-east transportation network in Beijing, as examples, and comparing the method with four prevailing algorithms, namely, ordinary least squares, k-nearest neighbors, artificial neural network, and random forest, and three deep learning architectures, namely, stacked autoencoder, recurrent neural network, and long-short-term memory network. The results show that the proposed method outperforms other algorithms by an average accuracy improvement of 42.91 within an acceptable execution time. The CNN can train the model in a reasonable time and, thus, is suitable for large-scale transportation networks. textabstractForecasting financial time series using past observations has been a significant topic of interest. While temporal relationships in the data exist, they are difficult to analyze and predict accurately due to the non-linear trends and noise present in the series. We propose to learn these dependencies by a convolutional neural network. In particular the focus is on multivariate time series forecasting. Effectively, we use multiple financial time series as input in the neural network, thus conditioning the forecast of a time series x(t) on both its own history as well as that of a second (or third) time series y(t). Training a model on multiple stock series allows the network to exploit the correlation structure between these series so that the network can learn the market dynamics in shorter sequences of data. We show that long-term temporal dependencies in and between financial time series can be learned by means of a deep convolutional neural network based on the WaveNet model [2]. The network makes use of dilated convolutions applied to multiple time series so that the receptive field of the network is wide enough to learn both short and long-term dependencies. The architecture includes batch normalization and uses a 1 × k convolution with parametrized skip connections from the input time series as well as the time series we condition on, in this way learning long-term interdependencies in an efficient manner [1]. This improves the forecast, while at the same time limiting the requirement for a long historical price series and reducing the noise. Knowing the strong performance of CNNs on classification problems we show that they can be applied successfully to forecasting financial time series, without the need of large samples of data. We compare the performance of the WaveNet model to a state-of-the-art fully convolutional network (FCN), and an autoregressive model popular in econometrics and show that our model is much better able to learn important dependencies in between financial time series resulting in a more robust and accurate forecast. Abstract Big data from floating cars supply a frequent, ubiquitous sampling of traffic conditions on the road network and provide great opportunities for enhanced short-term traffic predictions based on real-time information on the whole network. Two network-based machine learning models, a Bayesian network and a neural network, are formulated with a double star framework that reflects time and space correlation among traffic variables and because of its modular structure is suitable for an automatic implementation on large road networks. Among different mono-dimensional time-series models, a seasonal autoregressive moving average model (SARMA) is selected for comparison. The time-series model is also used in a hybrid modeling framework to provide the Bayesian network with an a priori estimation of the predicted speed, which is then corrected exploiting the information collected on other links. A large floating car data set on a sub-area of the road network of Rome is used for validation. To account for the variable accuracy of the speed estimated from floating car data, a new error indicator is introduced that relates accuracy of prediction to accuracy of measure. Validation results highlighted that the spatial architecture of the Bayesian network is advantageous in standard conditions, where a priori knowledge is more significant, while mono-dimensional time series revealed to be more valuable in the few cases of non-recurrent congestion conditions observed in the data set. The results obtained suggested introducing a supervisor framework that selects the most suitable prediction depending on the detected traffic regimes. In their goal to effectively manage the use of existing infrastructures, intelligent transportation systems require precise forecasting of near-term traffic volumes to feed real-time analytical models and traffic surveillance tools that alert of network links reaching their capacity. This article proposes a new methodological approach for short-term predictions of time series of volume data at isolated cross sections. The originality in the computational modeling stems from the fit of threshold values used in the stationary wavelet-based denoising process applied on the time series, and from the determination of patterns that characterize the evolution of its samples over a fixed prediction horizon. A self-organizing fuzzy neural network is optimized in its configuration parameters for learning and recognition of these patterns. Four real-world data sets from 3 interstate roads are considered for evaluating the performance of the proposed model. A quantitative comparison made with the results obtained by 4 other relevant prediction models shows a favorable outcome.