Tag: ARIMA

Time Series Prediction : 3 types

Posted on by lechuck park

with a Claude’s help
This image provides an overview of different time series prediction methods, including their characteristics and applications. The key points are:

ARIMA (Autoregressive Integrated Moving Average):

  • Suitable for linear, stable datasets where interpretability is important
  • Can be used for short-term stock price prediction and monthly energy consumption forecasting

Prophet:

  • A quick and simple forecasting method with clear seasonality and trend
  • Suitable for social media traffic and retail sales predictions

LSTM (Long Short-Term Memory):

  • Suitable for dealing with nonlinear, complex, large-scale, feature-rich datasets
  • Can be used for sensor data anomaly detection, weather forecasting, and long-term financial market prediction

Application in a data center context:

  • ARIMA: Can be used to predict short-term changes in server room temperature and power consumption
  • Prophet: Can be used to forecast daily, weekly, and monthly power usage patterns
  • LSTM: Can be used to analyze complex sensor data patterns and make long-term predictions

Utilizing these prediction models can contribute to energy efficiency improvements and proactive maintenance in data centers. When selecting a prediction method, one should consider the characteristics of the data and the specific forecasting requirements.

Prediction & Detection

Posted on by lechuck park

From Claude with some prompting
This image illustrates a Prediction and Detection system for time series data. Let me break down the key components:

  1. Left Large Box (Learning and Prediction Section):
  • Blue line: Actual Temperature data
  • Red dotted line: Predicted Temperature data
  • Uses time series prediction models like LSTM, ARIMA, and Prophet for learning
  1. Top Right (Threshold-based Anomaly Detection):
  • “Abnormal Detection with Threshold”
  • Detects abnormal temperature changes based on threshold values
  • The area marked with a red circle shows where values exceed the threshold
  • Includes “Warning” and “Critical” threshold levels
  1. Bottom Right (Pattern-based Anomaly Detection):
  • “Anomaly Detection with Predict-Pattern”
  • Compares predicted patterns with actual data to detect anomalies
  • The area marked with a green circle shows where actual data deviates from the predicted pattern

The system detects anomalies in two ways:

  1. When values exceed predetermined thresholds
  2. When actual data significantly deviates from predicted patterns

This type of system is particularly useful in:

  • Industrial monitoring
  • Equipment maintenance
  • Early warning systems
  • Quality control
  • System health monitoring

The combination of prediction and dual detection methods (threshold and pattern-based) provides a robust approach to identifying potential issues before they become critical problems.

ARIMA

Posted on by lechuck park

From Claude with some prompting
The image depicts the Autoregressive Integrated Moving Average (ARIMA) Integrated Moving Average Model, which is a time series forecasting technique.

The main components are:

  1. AR (Autoregressive):
    • This component models the past pattern in the data.
    • It performs regression analysis on the historical data.
  2. I (Integrated):
    • This component handles the non-stationarity in the time series data.
    • It applies differencing to make the data stationary.
  3. MA (Moving Average):
    • This component uses the past error terms to calculate the current forecast.
    • It applies a moving average to the error terms.

The flow of the model is as follows:

  1. Past Pattern: The historical data patterns are analyzed.
  2. Regression: The past patterns are used to perform regression analysis.
  3. Difference: The non-stationary data is made stationary through differencing.
  4. Applying Weights + Sliding Window: The regression analysis and differencing are combined, with a sliding window used to update the model.
  5. Prediction: The model generates forecasts based on the previous steps.
  6. Stabilization: The forecasts are stabilized and smoothed.
  7. Remove error: The model removes any remaining error from the forecasts, bringing them closer to the true average.

The diagram also includes visual representations of the forecast output, showing both upward and downward trends.

Overall, this ARIMA model integrates autoregressive, differencing, and moving average components to provide accurate time series forecasts while handling non-stationarity in the data.