Now showing 1 - 10 of 18
  • Publication
    A New Method for Generalizing Burr and Related Distributions
    (2022) ;
    Das, Suchismita
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    Chattopadhyay, Swarup
    A new method has been proposed to generalize Burr-XII distribution, also called Burr distribution, by adding an extra parameter to an existing Burr distribution for more flexibility. In this method, the exponent of the Burr distribution is modeled using a nonlinear function of the data and one additional parameter. The models of this newly introduced generalized Burr family can significantly increase the flexibility of the former Burr distribution with respect to the density and hazard rate shapes. Families expanded using the method proposed here is heavy-tailed and belongs to the maximum domain of attractions of the Frechet distribution. The method is further applied to yield three-parameter classical Pareto and generalized exponentiated distributions which shows the broader application of the proposed idea of generalization. A relevant model of the new generalized Burr family has been considered in detail, with particular emphasis on the hazard functions, stochastic orders, estimation procedures, and testing methods are derived. Finally, as empirical evidence, the new distribution is applied to the analysis of large-scale heavy-tailed network data and compared with other commonly used distributions available for fitting degree distributions of networks. Experimental results suggest that the proposed Burr distribution with nonlinear exponent better fits the large-scale heavy-tailed networks better than the popularly used Marhsall-Olkin generalization of Burr and exponentiated Burr distributions.
    Scopus© Citations 2  42  45
  • Publication
    An ensemble neural network approach to forecast Dengue outbreak based on climatic condition
    (2023)
    Panja, Madhurima
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    Nadim. Sk Shahid
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    Ghosh, Indrajit
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    Kumar, Uttam
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    Liu, Nan
    Dengue fever is a virulent disease spreading over 100 tropical and subtropical countries in Africa, the Americas, and Asia. This arboviral disease affects around 400 million people globally, severely distressing the healthcare systems. The unavailability of a specific drug and ready-to-use vaccine makes the situation worse. Hence, policymakers must rely on early warning systems to control intervention-related decisions. Forecasts routinely provide critical information for dangerous epidemic events. However, the available forecasting models (e.g., weather-driven mechanistic, statistical time series, and machine learning models) lack a clear understanding of different components to improve prediction accuracy and often provide unstable and unreliable forecasts. This study proposes an ensemble wavelet neural network with exogenous factor(s) (XEWNet) model that can produce reliable estimates for dengue outbreak prediction for three geographical regions, namely San Juan, Iquitos, and Ahmedabad. The proposed XEWNet model is flexible and can easily incorporate exogenous climate variable(s) confirmed by statistical causality tests in its scalable framework. The proposed model is an integrated approach that uses wavelet transformation into an ensemble neural network framework that helps in generating more reliable long-term forecasts. The proposed XEWNet allows complex non-linear relationships between the dengue incidence cases and rainfall; however, mathematically interpretable, fast in execution, and easily comprehensible. The proposal's competitiveness is measured using computational experiments based on various statistical metrics and several statistical comparison tests. In comparison with statistical, machine learning, and deep learning methods, our proposed XEWNet performs better in 75% of the cases for short-term and long-term forecasting of dengue incidence.
    Scopus© Citations 12  32
  • Publication
    Bayesian neural tree models for nonparametric regression
    (2023) ;
    Kamat, Gauri
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    Chakraborty, Ashis Kumar
    Summary Frequentist and Bayesian methods differ in many aspects but share some basic optimal properties. In real-life prediction problems, situations exist in which a model based on one of the above paradigms is preferable depending on some subjective criteria. Nonparametric classification and regression techniques, such as decision trees and neural networks, have both frequentist (classification and regression trees (CARTs) and artificial neural networks) as well as Bayesian counterparts (Bayesian CART and Bayesian neural networks) to learning from data. In this paper, we present two hybrid models combining the Bayesian and frequentist versions of CART and neural networks, which we call the Bayesian neural tree (BNT) models. BNT models can simultaneously perform feature selection and prediction, are highly flexible, and generalise well in settings with limited training observations. We study the statistical consistency of the proposed approaches and derive the optimal value of a vital model parameter. The excellent performance of the newly proposed BNT models is shown using simulation studies. We also provide some illustrative examples using a wide variety of standard regression datasets from a public available machine learning repository to show the superiority of the proposed models in comparison to popularly used Bayesian CART and Bayesian neural network models.
      16
  • Publication
    Deploying model obfuscation: towards the privacy of decision-making models on shared platforms
    (2024)
    Sadhukhan, Payel
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    Sengupta, Kausik
    The automation of the industrial paradigms characterizes the era of Industry 4.0. The implementation nuances involve data and model sharing among allies and partners working on the same domain. Privacy and security of data and models are fundamental necessities that must be satisfied for this protocol's proper functioning. To this end, we propose a conceptual and algorithmic framework of a model obfuscation scheme. It is built upon the extant data obfuscation paradigm. The future work lies with the implementation and establishment of its viability. This research is expected to develop into deployable model obfuscation technique which practitioners from the industrial domain can adopt.
      24  2
  • Publication
    Do we really need Foundation Models for multi-step-ahead Epidemic Forecasting?
    (2024)
    Dey, Mrinmoy
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    Chakrabartty, Aprameyo
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    Sarkar, Dhruv
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    The emergence of Foundation Models has radically transformed the Deep Learning scene and also accelerated its adoption in other domains. In particular, Large Language Models (LLMs) are being used in many time series forecasting tasks including Epidemic Forecasting. While the adoption of a new technology is generally a good sign, we must be scientific in analysing the benefits of doing so. We try two LLMs used in time series forecasting and show that on average, they perform almost similar or marginally better to the very popular classical statistical method ARIMA when applied to epidemic forecasting. We have performed extensive experiments on many Epidemic Forecasting datasets and thoroughly validated our conclusion that we need Foundation Models like LLMs for Epidemic Forecasting for the growth of the field even if the benefits are not proportionate to the costs immediately.
  • Publication
    Epicasting: An Ensemble Wavelet Neural Network for forecasting epidemics
    (2023)
    Panja, Madhurima
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    Kumar, Uttam
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    Liu, Nan
    Infectious diseases remain among the top contributors to human illness and death worldwide, among which many diseases produce epidemic waves of infection. The lack of specific drugs and ready-to-use vaccines to prevent most of these epidemics worsens the situation. These force public health officials and policymakers to rely on early warning systems generated by accurate and reliable epidemic forecasters. Accurate forecasts of epidemics can assist stakeholders in tailoring countermeasures, such as vaccination campaigns, staff scheduling, and resource allocation, to the situation at hand, which could translate to reductions in the impact of a disease. Unfortunately, most of these past epidemics exhibit nonlinear and non-stationary characteristics due to their spreading fluctuations based on seasonal-dependent variability and the nature of these epidemics. We analyze various epidemic time series datasets using a maximal overlap discrete wavelet transform (MODWT) based autoregressive neural network and call it Ensemble Wavelet Neural Network (EWNet) model. MODWT techniques effectively characterize non-stationary behavior and seasonal dependencies in the epidemic time series and improve the nonlinear forecasting scheme of the autoregressive neural network in the proposed ensemble wavelet network framework. From a nonlinear time series viewpoint, we explore the asymptotic stationarity of the proposed EWNet model to show the asymptotic behavior of the associated Markov Chain. We also theoretically investigate the effect of learning stability and the choice of hidden neurons in the proposal. From a practical perspective, we compare our proposed EWNet framework with twenty-two statistical, machine learning, and deep learning models for fifteen real-world epidemic datasets with three test horizons using four key performance indicators. Experimental results show that the proposed EWNet is highly competitive compared to the state-of-the-art epidemic forecasting methods.
      14Scopus© Citations 7
  • Publication
    Forecasting CPI inflation under economic policy and geopolitical uncertainties
    (2024)
    Sengupta, Shovon
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    Singh, Sunny Kumar
    Forecasting consumer price index (CPI) inflation is of paramount importance for both academics and policymakers at central banks. This study introduces the filtered ensemble wavelet neural network (FEWNet) to forecast CPI inflation, tested in BRIC countries. FEWNet decomposes inflation data into high- and low-frequency components using wavelet transforms, and incorporates additional economic factors, such as economic policy uncertainty and geopolitical risk, to enhance forecast accuracy. These wavelet-transformed series and filtered exogenous variables are input into downstream autoregressive neural networks, producing the final ensemble forecast. Theoretically, we demonstrate that FEWNet reduces empirical risk compared to fully connected autoregressive neural networks. Empirically, FEWNet outperforms other forecasting methods and effectively estimates prediction uncertainty, due to its ability to capture non-linearities and long-range dependencies through its adaptable architecture. Consequently, FEWNet emerges as a valuable tool for central banks to manage inflation and enhance monetary policy decisions.
      15  1
  • Publication
    Knowing the class distinguishing abilities of the features, to build better decision-making models
    (2024)
    Sadhukhan, Payel
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    Sengupta, Kausik
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    Palit, Sarbani
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    Explainability allows end-users to have a transparent and humane reckoning of an ML scheme's capability and utility. ML model's modus opernadi can be explained via the features which trained it. To this end, we found no work explaining the features' importance based on their class-distinguishing abilities. In a given dataset, a feature is not equally good at distinguishing between the data points' possible categorizations (or classes). This work explains the features based on their class or category-distinguishing capabilities. We estimate the variables' class-distinguishing capabilities (scores) for pair-wise class combinations, utilize them in a missing feature context, and propose a novel decision-making protocol. A key novelty of this work lies in the refusal to render a decision option when the missing feature (of the test point) has a high class-distinguishing potential for the likely classes. Two real-world datasets are used empirically to validate the explainability of our scheme.
      14  1
  • Publication
    Knowledge-based Deep Learning for Modeling Chaotic Systems
    (2022)
    Elabid, Zakaria
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    Deep Learning has received increased attention due to its unbeatable success in many fields, such as computer vision, natural language processing, recommendation systems, and most recently in simulating multiphysics problems and predicting nonlinear dynamical systems. However, modeling and forecasting the dynamics of chaotic systems remains an open research problem since training deep learning models requires big data, which is not always available in many cases. Such deep learners can be trained from additional information obtained from simulated results and by enforcing the physical laws of the chaotic systems. This paper considers extreme events and their dynamics and proposes elegant models based on deep neural networks, called knowledge-based deep learning (KDL). Our proposed KDL can learn the complex patterns governing chaotic systems by jointly training on real and simulated data directly from the dynamics and their differential equations. This knowledge is transferred to model and forecast real-world chaotic events exhibiting extreme behavior. We validate the efficiency of our model by assessing it on three real-world benchmark datasets: El Niño sea surface temperature, San Juan Dengue viral infection, and Bjørnøya daily precipitation, all governed by extreme events' dynamics. Using prior knowledge of extreme events and physics-based loss functions to lead the neural network learning, we ensure physically consistent, generalizable, and accurate forecasting, even in a small data regime. Index Terms-Chaotic systems, long short-term memory, deep learning, extreme event modeling.
      36  3
  • Publication
    Optimized ensemble deep learning framework for scalable forecasting of dynamics containing extreme events
    (2021)
    Ray, Arnob
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    Ghosh, Dibakar
    The remarkable flexibility and adaptability of both deep learning models and ensemble methods have led to the proliferation for their application in understanding many physical phenomena. Traditionally, these two techniques have largely been treated as independent methodologies in practical applications. This study develops an optimized ensemble deep learning framework wherein these two machine learning techniques are jointly used to achieve synergistic improvements in model accuracy, stability, scalability, and reproducibility, prompting a new wave of applications in the forecasting of dynamics. Unpredictability is considered one of the key features of chaotic dynamics; therefore, forecasting such dynamics of nonlinear systems is a relevant issue in the scientific community. It becomes more challenging when the prediction of extreme events is the focus issue for us. In this circumstance, the proposed optimized ensemble deep learning (OEDL) model based on a best convex combination of feed-forward neural networks, reservoir computing, and long short-term memory can play a key role in advancing predictions of dynamics consisting of extreme events. The combined framework can generate the best out-of-sample performance than the individual deep learners and standard ensemble framework for both numerically simulated and real-world data sets. We exhibit the outstanding performance of the OEDL framework for forecasting extreme events generated from a Liénard-type system, prediction of COVID-19 cases in Brazil, dengue cases in San Juan, and sea surface temperature in the Niño 3.4 region.
    Scopus© Citations 19  40  4