Dealing with noisy time series is a crucial task in many data-driven real-time applications. Due to the inaccuracies in data acquisition, time series suffer from noise and instability which leads to inaccurate forecasting results. Therefore, in order to improve the performance of time series forecasting, an important pre-processing step is the denoising of data before performing any action. In this research, we will propose various approaches to tackle the noisy time series in forecasting applications. For this purpose, we use different machine learning methods and information theoretical approaches to develop online denoising algorithms. In this dissertation, we propose four categories of time series denoising methods that can be used in different situations, depending on the noise and time series properties. In the first category, a seasonal regression technique is proposed for the denoising of time series with seasonal behavior. In the second category, multiple discrete universal denoisers are developed that can be used for the online denoising of discrete value time series. In the third category, we develop a noisy channel reversal model based on the similarities between time series forecasting and data communication and use that model to deploy an out-of-band noise filtering in forecasting applications. The last category of the proposed methods is deep-learning based denoisers. We use information theoretic concepts to analyze a general feed-forward deep neural network and to prove theoretical bounds for deep neural networks behavior. Furthermore, we propose a denoising deep neural network method for the online denoising of time series. Real-world and synthetic time series are used for numerical experiments and performance evaluations. Experimental results show that the proposed methods can efficiently denoise the time series and improve their quality. / Ph. D.
| Identifer | oai:union.ndltd.org:VTETD/oai:vtechworks.lib.vt.edu:10919/72907 |
| Date | 08 September 2016 |
| Creators | Khadivi, Pejman |
| Contributors | Computer Science, Ramakrishnan, Naren, Yao, Danfeng (Daphne), Marathe, Madhav Vishnu, Tandon, Ravi, Prakash, B. Aditya |
| Publisher | Virginia Tech |
| Source Sets | Virginia Tech Theses and Dissertation |
| Detected Language | English |
| Type | Dissertation |
| Format | ETD, application/pdf |
| Rights | In Copyright, http://rightsstatements.org/vocab/InC/1.0/ |
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