A deep learning approach for forecasting non-stationary big remote sensing time series

被引:0
|
作者
Manel Rhif
Ali Ben Abbes
Beatriz Martinez
Imed Riadh Farah
机构
[1] Ecole Nationale des Sciences de l’Informatique,Laboratoire RIADI
[2] Universitat de Valencia,Departament de Física de la Terra i Termodinàmica
来源
关键词
Remote sensing; Vegetation; Non-stationary time series; Big data; Deep learning; Wavelet transform;
D O I
暂无
中图分类号
学科分类号
摘要
Remote sensing (RS) data are undergoing an explosive growth. In fact, RS data are regarded as RS big data which generates several challenges such as data storage, analysis, applications, and methodologies. In this paper, a suitable method to forecast the Normalized Difference Vegetation Index (NDVI) time series (TS) from RS big data is introduced. In fact, we propose a non-stationary NDVI TS forecasting model by combining big data system, wavelet transform (WT), long short-term memory (LSTM) neural network. In the first step, the MapReduce algorithm was investigated for RS data storage and NDVI TS extraction. Then, the WT was used to decompose the TS into different components. Finally, LSTM was used for NDVI TS forecasting. Additionally, we have compared the forecasting results using only LSTM, recurrent neural network (RNN), and WT-RNN. Our results show that the proposed methodology using WT-LSTM model provides us an efficient method for forecasting NDVI TS in terms of root mean square error (RMSE) and Pearson correlation coefficient (R). Finally, we have evaluated the performance of the big data model.
引用
收藏
相关论文
共 50 条
  • [21] Univariate Time Series Models for Forecasting Stationary and Non-stationary Data: A Brief Review
    Momin, Bashirahamad
    Chavan, Gaurav
    INFORMATION AND COMMUNICATION TECHNOLOGY FOR INTELLIGENT SYSTEMS (ICTIS 2017) - VOL 2, 2018, 84 : 219 - 226
  • [22] Advancing Electric Load Forecasting: Leveraging Federated Learning for Distributed, Non-Stationary, and Discontinuous Time Series
    Richter, Lucas
    Lenk, Steve
    Bretschneider, Peter
    SMART CITIES, 2024, 7 (04): : 2065 - 2093
  • [23] Identification and Analysis of Non-Stationary Time Series Signals Based on Data Preprocessing and Deep Learning
    Duan, Li
    Cai, Jianxian
    Liang, Juan
    Chen, Danqi
    Sun, Xiaoye
    TRAITEMENT DU SIGNAL, 2022, 39 (05) : 1703 - 1709
  • [24] Classification of non-stationary time series
    Krzemieniewska, Karolina
    Eckley, Idris A.
    Fearnhead, Paul
    STAT, 2014, 3 (01): : 144 - 157
  • [25] Discrepancy-Based Theory and Algorithms for Forecasting Non-Stationary Time Series
    Vitaly Kuznetsov
    Mehryar Mohri
    Annals of Mathematics and Artificial Intelligence, 2020, 88 : 367 - 399
  • [26] Time series forecasting for nonlinear and non-stationary processes: a review and comparative study
    Cheng, Changqing
    Sa-Ngasoongsong, Akkarapol
    Beyca, Omer
    Trung Le
    Yang, Hui
    Kong, Zhenyu
    Bukkapatnam, Satish T. S.
    IIE TRANSACTIONS, 2015, 47 (10) : 1053 - 1071
  • [27] Wavelet Volterra Coupled Models for forecasting of nonlinear and non-stationary time series
    Maheswaran, R.
    Khosa, Rakesh
    NEUROCOMPUTING, 2015, 149 : 1074 - 1084
  • [28] Discrepancy-Based Theory and Algorithms for Forecasting Non-Stationary Time Series
    Kuznetsov, Vitaly
    Mohri, Mehryar
    ANNALS OF MATHEMATICS AND ARTIFICIAL INTELLIGENCE, 2020, 88 (04) : 367 - 399
  • [29] The Study of a New Method for Forecasting Non-stationary Series
    陈萍
    HighTechnologyLetters, 2002, (02) : 47 - 50
  • [30] Exact smoothing for stationary and non-stationary time series
    Casals, J
    Jerez, M
    Sotoca, S
    INTERNATIONAL JOURNAL OF FORECASTING, 2000, 16 (01) : 59 - 69