Abstract
Artificial Intelligence (AI) can roughly be categorized into two streams, knowledge driven and data driven both of which have their own advantages. Incorporating knowledge into Deep Neural Networks (DNN), that are purely data driven, can potentially improve the overall performance of the system. This paper presents such a fusion scheme, DeepEX, that combines these seemingly parallel streams of AI, for multi-step time-series forecasting problems. DeepEX achieves this in a way that merges best of both worlds along with a reduction in the amount of data required to train these models. This direction has been explored in the past for single step forecasting by opting for a residual learning scheme. We analyze the shortcomings of this simple residual learning scheme and enable DeepEX to not only avoid these shortcomings but also scale to multi-step prediction problems. DeepEX is tested on two commonly used time series forecasting datasets, CIF2016 and NN5, where it achieves competitive results even when trained on a reduced set of training examples. Incorporating external knowledge to reduce network’s reliance on large amount of accurately labeled data will prove to be extremely effective in training of neural networks for real-world applications where the dataset sizes are small and labeling is expensive.
Code available at https://www.github.com/MAchattha4/DeepEX.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
References
Bandara, K., Bergmeir, C., Smyl, S.: Forecasting across time series databases using recurrent neural networks on groups of similar series: a clustering approach. arXiv preprint arXiv:1710.03222 (2017)
Bergmeir, C., Hyndman, R.J., Benítez, J.M.: Bagging exponential smoothing methods using STL decomposition and box-cox transformation. Int. J. Forecast. 32(2), 303–312 (2016)
Buda, T.S., Caglayan, B., Assem, H.: DeepAD: a generic framework based on deep learning for time series anomaly detection. In: Phung, D., Tseng, V.S., Webb, G.I., Ho, B., Ganji, M., Rashidi, L. (eds.) PAKDD 2018. LNCS (LNAI), vol. 10937, pp. 577–588. Springer, Cham (2018). https://doi.org/10.1007/978-3-319-93034-3_46
Chattha, M.A., Siddiqui, S.A., Malik, M.I., van Elst, L., Dengel, A., Ahmed, S.: Kinn. arXiv preprint arXiv:1902.05653 (2019)
Columbus, L.: Gartner’s hype cycle for emerging technologies, 2017 adds 5g and deep learning for first time. Forbes/Tech/# CuttingEdge (2017)
Conneau, A., Kiela, D., Schwenk, H., Barrault, L., Bordes, A.: Supervised learning of universal sentence representations from natural language inference data. arXiv preprint arXiv:1705.02364 (2017)
Ghazvininejad, M., et al.: A knowledge-grounded neural conversation model. In: AAAI (2018)
Hinton, G., et al.: Deep neural networks for acoustic modeling in speech recognition: the shared views of four research groups. IEEE Signal Process. Mag. 29(6), 82–97 (2012)
Hu, Z., Ma, X., Liu, Z., Hovy, E., Xing, E.: Harnessing deep neural networks with logic rules. arXiv preprint arXiv:1603.06318 (2016)
Lake, B.M., Salakhutdinov, R., Tenenbaum, J.B.: Human-level concept learning through probabilistic program induction. Science 350(6266), 1332–1338 (2015)
Makridakis, S., Hibon, M.: The M3-Competition: results, conclusions and implications. Int. J. Forecast. 16(4), 451–476 (2000)
Makridakis, S., Spiliotis, E., Assimakopoulos, V.: The M4 Competition: results, findings, conclusion and way forward. Int. J. Forecast. 34(4), 802–808 (2018)
Munir, M., Siddiqui, S.A., Chattha, M.A., Dengel, A., Ahmed, S.: FuseAD: unsupervised anomaly detection in streaming sensors data by fusing statistical and deep learning models. Sensors 19(11), 2451 (2019)
Nelson, M., Hill, T., Remus, W., O’Connor, M.: Time series forecasting using neural networks: should the data be deseasonalized first? Journal of forecasting 18(5), 359–367 (1999)
Silver, D., et al.: Mastering the game of go without human knowledge. Nature 550(7676), 354 (2017)
Taieb, S.B., Bontempi, G., Atiya, A.F., Sorjamaa, A.: A review and comparison of strategies for multi-step ahead time series forecasting based on the NN5 forecasting competition. Expert Syst. Appl. 39(8), 7067–7083 (2012)
Towell, G.G., Shavlik, J.W.: Knowledge-based artificial neural networks. Artif. Intell. 70(1–2), 119–165 (1994)
Tran, S.N., Garcez, A.S.D.: Deep logic networks: inserting and extracting knowledge from deep belief networks. IEEE Trans. Neural Networks Learn. Syst. 29(2), 246–258 (2018)
Ullman, J.D.: Principles of Database and Knowledge-base Systems, vol. 1. Computer Science Press Incorporated, Rockville (1988)
Venugopalan, S., Hendricks, L.A., Mooney, R., Saenko, K.: Improving lstm-based video description with linguistic knowledge mined from text. arXiv preprint arXiv:1604.01729 (2016)
Zoph, B., Vasudevan, V., Shlens, J., Le, Q.V.: Learning transferable architectures for scalable image recognition. In: (CVPR), June 2018
Author information
Authors and Affiliations
Corresponding authors
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2019 Springer Nature Switzerland AG
About this paper
Cite this paper
Chattha, M.A. et al. (2019). DeepEX: Bridging the Gap Between Knowledge and Data Driven Techniques for Time Series Forecasting. In: Tetko, I., Kůrková, V., Karpov, P., Theis, F. (eds) Artificial Neural Networks and Machine Learning – ICANN 2019: Deep Learning. ICANN 2019. Lecture Notes in Computer Science(), vol 11728. Springer, Cham. https://doi.org/10.1007/978-3-030-30484-3_51
Download citation
DOI: https://doi.org/10.1007/978-3-030-30484-3_51
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-030-30483-6
Online ISBN: 978-3-030-30484-3
eBook Packages: Computer ScienceComputer Science (R0)