Πρόβλεψη περιβαλλοντικών χρονοσειρών με ακραίες τιμές με την χρήση μεθόδων βαθιάς μάθησης και κλασικών στατιστικών μοντέλων

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Χρονοσειρές ; Πρόβλεψη χρονοσειρών ; Ακραίες τιμές ; Βαθιά μάθησηAbstract
This thesis focuses on the forecasting of environmental time series using both traditional
statistical models and modern deep learning techniques. The objective is the comparative
evaluation of these methods in terms of their ability to capture the fundamental
characteristics of time series (trend, seasonality, variability) as well as to predict extreme
events, which are of critical importance for environmental applications. To this end, three
different datasets were employed: maximum monthly temperatures in Hong Kong, monthly
seismic intensities in California, and monthly rainfall in Sydney.
Within the scope of this study, traditional models (ARIMA, SARIMA), neural networks (CNN,
GRU), and more specialized approaches (DAN, Reweight-EVT, Reweight-META) were
applied. The performance of the models was assessed using error metrics (RMSE, MAE) as
well as through qualitative analysis of the predictions. The results showed that linear models
perform adequately in series with strong seasonality but fall short in datasets with high
variability and extreme values. Neural networks proved superior in capturing non-linear
patterns, with CNNs providing better accuracy in peak values and GRUs offering more
stable forecasts. The specialized models further improved performance, with
Reweight-META demonstrating the most adaptive behavior in predicting extreme events.
Overall, the study highlights that the integration of deep learning techniques, and particularly
reweighting-based methods, can enhance the accuracy and practical utility of environmental
time series forecasting models, offering valuable tools for the study and management of rare
but critical phenomena.


