1.2MEOct 13, 2023
A novel decomposed-ensemble time series forecasting framework: capturing underlying volatility informationZhengtao Gui, Haoyuan Li, Sijie Xu et al.
Time series forecasting represents a significant and challenging task across various fields. Recently, methods based on mode decomposition have dominated the forecasting of complex time series because of the advantages of capturing local characteristics and extracting intrinsic modes from data. Unfortunately, most models fail to capture the implied volatilities that contain significant information. To enhance the prediction of contemporary diverse and complex time series, we propose a novel time series forecasting paradigm that integrates decomposition with the capability to capture the underlying fluctuation information of the series. In our methodology, we implement the Variational Mode Decomposition algorithm to decompose the time series into K distinct sub-modes. Following this decomposition, we apply the Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model to extract the volatility information in these sub-modes. Subsequently, both the numerical data and the volatility information for each sub-mode are harnessed to train a neural network. This network is adept at predicting the information of the sub-modes, and we aggregate the predictions of all sub-modes to generate the final output. By integrating econometric and artificial intelligence methods, and taking into account both the numerical and volatility information of the time series, our proposed framework demonstrates superior performance in time series forecasting, as evidenced by the significant decrease in MSE, RMSE, and MAPE in our comparative experimental results.
6.3IVMar 9, 2024
UDCR: Unsupervised Aortic DSA/CTA Rigid Registration Using Deep Reinforcement Learning and Overlap Degree CalculationWentao Liu, Bowen Liang, Weijin Xu et al.
The rigid registration of aortic Digital Subtraction Angiography (DSA) and Computed Tomography Angiography (CTA) can provide 3D anatomical details of the vasculature for the interventional surgical treatment of conditions such as aortic dissection and aortic aneurysms, holding significant value for clinical research. However, the current methods for 2D/3D image registration are dependent on manual annotations or synthetic data, as well as the extraction of landmarks, which is not suitable for cross-modal registration of aortic DSA/CTA. In this paper, we propose an unsupervised method, UDCR, for aortic DSA/CTA rigid registration based on deep reinforcement learning. Leveraging the imaging principles and characteristics of DSA and CTA, we have constructed a cross-dimensional registration environment based on spatial transformations. Specifically, we propose an overlap degree calculation reward function that measures the intensity difference between the foreground and background, aimed at assessing the accuracy of registration between segmentation maps and DSA images. This method is highly flexible, allowing for the loading of pre-trained models to perform registration directly or to seek the optimal spatial transformation parameters through online learning. We manually annotated 61 pairs of aortic DSA/CTA for algorithm evaluation. The results indicate that the proposed UDCR achieved a Mean Absolute Error (MAE) of 2.85 mm in translation and 4.35° in rotation, showing significant potential for clinical applications.