Search results for: clinical prediction models

Authors: Mohammad Zavid Parvez, Manoranjan Paul

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Epilepsy is a common neurological disorders characterized by sudden recurrent seizures. Electroencephalogram (EEG) is widely used to diagnose possible epileptic seizure. Many research works have been devoted to predict epileptic seizure by analyzing EEG signal. Seizure prediction by analyzing EEG signals are challenging task due to variations of brain signals of different patients. In this paper, we propose a new approach for feature extraction based on phase correlation in EEG signals. In phase correlation, we calculate relative change between two consecutive segments of an EEG signal and then combine the changes with neighboring signals to extract features. These features are then used to classify preictal/ictal and interictal EEG signals for seizure prediction. Experiment results show that the proposed method carries good prediction rate with greater consistence for the benchmark data set in different brain locations compared to the existing state-of-the-art methods.

Keywords: EEG, epilepsy, phase correlation, seizure

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Authors: Diana Vieira Figueiredo, Rita Ramos Miguel, Maria do Céu Salvador, Luiza Nobre-Lima, Daniel RIjo, Paula Vagos

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Social Anxiety Disorder (SAD) is characterized by a marked and persistent fear of social and/or performance situations in which one may be exposed to the scrutiny of others.  SAD has its usual onset and is highly prevalent during adolescence; if left untreated, it often has a chronic and unremitting course. So, it seems important to understand the psychological processes that might predict the development of SAD. One of these processes may be self-compassion, which has been found to be associated with social anxiety in both adults and adolescents. Self-compassion involves three main components, each with a positive (compassionate behavior) and negative (uncompassionate behavior) pole – self-kindness versus self-judgment, common humanity versus isolation, and mindfulness versus over-identification. The negative indicators of self-compassion (self-judgement, isolation, and over-identification) were found to be more strongly linked to mental health problems than the positive indicators (self-kindness, common humanity, and mindfulness). Additionally, negative associations were found between the positive indicators of self-compassion (self-kindness, common humanity, mindfulness) and psychopathology. The current study aimed to investigate the role of self-kindness, self-judgment, common humanity, isolation, mindfulness, and over-identification in the likelihood of an adolescent presenting SAD by comparing groups of normative and socially anxious adolescents. The sample consisted of 32 adolescents (Mage = 15.88, SD = .833) of which 23 were girls. Adolescents were assessed through a clinical structured interview that led 17 to be assigned to the clinical group (presenting a primary diagnosis of SAD) and 15 to be assigned to the non-clinical group (presenting no clinical diagnosis). Variables under study were measured through the Self-Compassion Scale for adolescents (SCS-A), which assesses the six indicators of self-compassion presented above. Six separate models were tested, each with one of the subscales of the SCS-A as the independent variable and with the group (clinical versus non-clinical) as the dependent variable. The models considering isolation, over-identification, self-judgement, and self-kindness fitted the data and accurately predicted group belonging for between 75% to 84.4% of cases. Results indicated that the log of the odds of an adolescent presenting SAD was positively related to isolation, over-identification, and self-judgement and negatively associated with self-kindness. Findings provide support for the idea that decreased self-compassion may place adolescents at increased risk for experiencing clinical levels of social anxiety: on the one hand, adolescents with higher levels of isolation, over-identification, and self-judgement seem to be more prone to the development of psychopathological levels of social anxiety; on the other hand, self-kindness may play a protective role in the development of SAD in this developmental phase. So, if focusing on social feared consequences and perceiving to be different from others may be distinctive features of SAD, developing self-kindness may be the antidote to promote diminished levels of social anxiety and more.

Keywords: adolescents, social anxiety disorder, self-compassion, diagnosis odds-ration

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Authors: James Ladzekpo

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Background: The urgent need to identify new pharmacological targets for diabetes treatment and prevention has been amplified by the disease's extensive impact on individuals and healthcare systems. A deeper insight into the biological underpinnings of diabetes is crucial for the creation of therapeutic strategies aimed at these biological processes. Current predictive models based on genetic variations fall short of accurately forecasting diabetes. Objectives: Our study aims to pinpoint key epigenetic factors that predispose individuals to diabetes. These factors will inform the development of an advanced predictive model that estimates diabetes risk from genetic profiles, utilizing state-of-the-art statistical and data mining methods. Methodology: We have implemented a recursive feature elimination with cross-validation using the support vector machine (SVM) approach for refined feature selection. Building on this, we developed six machine learning models, including logistic regression, k-Nearest Neighbors (k-NN), Naive Bayes, Random Forest, Gradient Boosting, and Multilayer Perceptron Neural Network, to evaluate their performance. Findings: The Gradient Boosting Classifier excelled, achieving a median recall of 92.17% and outstanding metrics such as area under the receiver operating characteristics curve (AUC) with a median of 68%, alongside median accuracy and precision scores of 76%. Through our machine learning analysis, we identified 31 genes significantly associated with diabetes traits, highlighting their potential as biomarkers and targets for diabetes management strategies. Conclusion: Particularly noteworthy were the Gradient Boosting Classifier and Multilayer Perceptron Neural Network, which demonstrated potential in diabetes outcome prediction. We recommend future investigations to incorporate larger cohorts and a wider array of predictive variables to enhance the models' predictive capabilities.

Keywords: diabetes, machine learning, prediction, biomarkers

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Authors: A. K. M. Kamrul Islam, Abdelhamid Bouchachia, Suang Cang, Hongnian Yu

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Forecasting model has a great impact in terms of prediction and continues to do so into the future. Although many forecasting models have been studied in recent years, most researchers focus on different forecasting methods based on fuzzy time series to solve forecasting problems. The forecasted models accuracy fully depends on the two terms that are the length of the interval in the universe of discourse and the content of the forecast rules. Moreover, a hybrid forecasting method can be an effective and efficient way to improve forecasts rather than an individual forecasting model. There are different hybrids forecasting models which combined fuzzy time series with evolutionary algorithms, but the performances are not quite satisfactory. In this paper, we proposed a hybrid forecasting model which deals with the first order as well as high order fuzzy time series and particle swarm optimization to improve the forecasted accuracy. The proposed method used the historical enrollments of the University of Alabama as dataset in the forecasting process. Firstly, we considered an automatic clustering algorithm to calculate the appropriate interval for the historical enrollments. Then particle swarm optimization and fuzzy time series are combined that shows better forecasting accuracy than other existing forecasting models.

Keywords: fuzzy time series (fts), particle swarm optimization, clustering algorithm, hybrid forecasting model

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Authors: Pallavi Mane, Nikita Mankar, Shraddha Mazire, Rasika Pashankar

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Content sharing sites are very useful in sharing information and images. However, with the increasing demand of content sharing sites privacy and security concern have also increased. There is need to develop a tool for controlling user access to their shared content. Therefore, we are developing an Adaptive Privacy Policy Prediction (A3P) system which is helpful for users to create privacy settings for their images. We propose the two-level framework which assigns the best available privacy policy for the users images according to users available histories on the site.

Keywords: online information services, prediction, security and protection, web based services

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Authors: M. Heydari Vini

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There is a complicated relation between effective input parameters of cold rolling and output rolling force and exit thickness of strips.in many mathematical models, the effect of some rolling parameters have been ignored and the outputs have not a desirable accuracy. In the other hand, there is a special relation among input thickness of strips,the width of the strips,rolling speeds,mandrill tensions and the required exit thickness of strips with rolling force and the real exit thickness of the rolled strip. First of all, in this paper the effective parameters of cold rolling process modeled using an artificial neural network according to the optimum network achieved by using a written program in MATLAB,it has been shown that the prediction of rolling stand parameters with different properties and new dimensions attained from prior rolled strips by an artificial neural network is applicable.

Keywords: cold rolling, artificial neural networks, rolling force, real rolled thickness of strips

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Authors: Said Alshukri, Mazhar Hussain Malik

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Green hydrogen is hydrogen produced using renewable energy sources. In the last few years, Oman aimed to reduce its dependency on fossil fuels. Recently, the hydrogen economy has become a global trend, and many countries have started to investigate the feasibility of implementing this sector. Oman created an alliance to establish the policy and rules for this sector. With motivation coming from both global and local interest in green hydrogen, this paper investigates the potential of producing hydrogen from wind and solar energies in three different locations in Oman, namely Duqm, Salalah, and Sohar. By using machine learning-based software “WEKA” and local metrological data, the project was designed to figure out which location has the highest wind and solar energy potential. First, various supervised models were tested to obtain their prediction accuracy, and it was found that the Random Forest (RF) model has the best prediction performance. The RF model was applied to 2021 metrological data for each location, and the results indicated that Duqm has the highest wind and solar energy potential. The system of one wind turbine in Duqm can produce 8335 MWh/year, which could be utilized in the water electrolysis process to produce 88847 kg of hydrogen mass, while a solar system consisting of 2820 solar cells is estimated to produce 1666.223 MWh/ year which is capable of producing 177591 kg of hydrogen mass.

Keywords: green hydrogen, machine learning, wind and solar energies, WEKA, supervised models, random forest

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Authors: Shani Brathwaite, Deborah Villarroel-Lamb

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Wave run-up may be defined as the time-varying position of the landward extent of the water’s edge, measured vertically from the mean water level position. The hydrodynamics of the swash zone and the accurate prediction of maximum wave run-up, play a critical role in the study of coastal engineering. The understanding of these processes is necessary for the modeling of sediment transport, beach recovery and the design and maintenance of coastal engineering structures. However, due to the complex nature of the swash zone, there remains a lack of detailed knowledge in this area. Particularly, there has been found to be insufficient consideration of bed porosity and ultimately infiltration/exfiltration processes, in the development of wave run-up models. Theoretically, there should be an inverse relationship between maximum wave run-up and beach porosity. The greater the rate of infiltration during an event, associated with a larger bed porosity, the lower the magnitude of the maximum wave run-up. Additionally, most models have been developed using data collected on North American or Australian beaches and may have limitations when used for operational forecasting in Trinidad. This paper aims to assess the influence and significance of infiltration and exfiltration processes on wave run-up magnitudes within the swash zone. It also seeks to pay particular attention to how well various empirical formulae can predict maximum run-up on contrasting beaches in Trinidad. Traditional surveying techniques will be used to collect wave run-up and cross-sectional data on various beaches. Wave data from wave gauges and wave models will be used as well as porosity measurements collected using a double ring infiltrometer. The relationship between maximum wave run-up and differing physical parameters will be investigated using correlation analyses. These physical parameters comprise wave and beach characteristics such as wave height, wave direction, period, beach slope, the magnitude of wave setup, and beach porosity. Most parameterizations to determine the maximum wave run-up are described using differing parameters and do not always have a good predictive capability. This study seeks to improve the formulation of wave run-up by using the aforementioned parameters to generate a formulation with a special focus on the influence of infiltration/exfiltration processes. This will further contribute to the improvement of the prediction of sediment transport, beach recovery and design of coastal engineering structures in Trinidad.

Keywords: beach porosity, empirical models, infiltration, swash, wave run-up

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Authors: Noha Nagy, Hoda Mokhtar, Mohamed El Sherkawi

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The popularity of workflow delegation models and the increasing number of workflow provenance-aware systems motivate the need for finding more strict delegation models. Such models combine different approaches for enhanced security and respecting workflow privacy. Although modern enterprises seek conformance to workflow constraints to ensure correctness of their work, these constraints pose a threat to security, because these constraints can be good seeds for attacking privacy even in secure models. This paper introduces a comprehensive Workflow Delegation Model (WFDM) that utilizes provenance and workflow constraints to prevent malicious delegate from attacking workflow privacy as well as extending the delegation functionalities. In addition, we argue the need for exploiting workflow constraints to improve workflow security models.

Keywords: workflow delegation models, secure workflow, workflow privacy, workflow provenance

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Authors: Mahesh K. Chudasama, Harit K. Raval

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3-roller conical bending process is widely used in the industries for manufacturing of conical sections and shells. It involves static as well dynamic bending stages. Analytical models for prediction of bending force during static as well as dynamic bending stage are available in the literature. In this paper, bending forces required for static bending stage and dynamic bending stages have been compared using the analytical models. It is concluded that force required for dynamic bending is very less as compared to the bending force required during the static bending stage.

Keywords: analytical modeling, cone frustum, dynamic bending, static bending

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Authors: Uduak Umoh, Imo Eyoh, Emmauel Nyoho

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This paper compares fuzzy-machine learning algorithms such as Support Vector Machine (SVM), and K-Nearest Neighbor (KNN) for the predicting cases of fire outbreak. The paper uses the fire outbreak dataset with three features (Temperature, Smoke, and Flame). The data is pre-processed using Interval Type-2 Fuzzy Logic (IT2FL) algorithm. Min-Max Normalization and Principal Component Analysis (PCA) are used to predict feature labels in the dataset, normalize the dataset, and select relevant features respectively. The output of the pre-processing is a dataset with two principal components (PC1 and PC2). The pre-processed dataset is then used in the training of the aforementioned machine learning models. K-fold (with K=10) cross-validation method is used to evaluate the performance of the models using the matrices – ROC (Receiver Operating Curve), Specificity, and Sensitivity. The model is also tested with 20% of the dataset. The validation result shows KNN is the better model for fire outbreak detection with an ROC value of 0.99878, followed by SVM with an ROC value of 0.99753.

Keywords: Machine Learning Algorithms , Interval Type-2 Fuzzy Logic, Fire Outbreak, Support Vector Machine, K-Nearest Neighbour, Principal Component Analysis

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Authors: Elfatih M. Abdel-Rahman, Tobias Landmann, Richard Kyalo, George Ong’amo, Bruno Le Ru

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Maize (Zea mays L.) is a major staple food crop in Africa, particularly in the eastern region of the continent. The maize growing area in Africa spans over 25 million ha and 84% of rural households in Africa cultivate maize mainly as a means to generate food and income. Average maize yields in Sub Saharan Africa are 1.4 t/ha as compared to global average of 2.5–3.9 t/ha due to biotic and abiotic constraints. Amongst the biotic production constraints in Africa, stem borers are the most injurious. In East Africa, yield losses due to stem borers are currently estimated between 12% to 40% of the total production. The objective of the present study was therefore to predict stem borer larvae density in maize fields using RapidEye reflectance data and generalized linear models (GLMs). RapidEye images were captured for a test site in Kenya (Machakos) in January and in February 2015. Stem borer larva numbers were modeled using GLMs assuming Poisson (Po) and negative binomial (NB) distributions with error with log arithmetic link. Root mean square error (RMSE) and ratio prediction to deviation (RPD) statistics were employed to assess the models performance using a leave one-out cross-validation approach. Results showed that NB models outperformed Po ones in all study sites. RMSE and RPD ranged between 0.95 and 2.70, and between 2.39 and 6.81, respectively. Overall, all models performed similar when used the January and the February image data. We conclude that reflectance data from RapidEye data can be used to estimate stem borer larvae density. The developed models could to improve decision making regarding controlling maize stem borers using various integrated pest management (IPM) protocols.

Keywords: maize, stem borers, density, RapidEye, GLM

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Authors: Surita Maini, Sanjay Dhanka

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Machine learning (ML) involves developing algorithms and statistical models that enable computers to learn and make predictions or decisions based on data without being explicitly programmed. Because of its unlimited abilities ML is gaining popularity in medical sectors; Medical Imaging, Electronic Health Records, Genomic Data Analysis, Wearable Devices, Disease Outbreak Prediction, Disease Diagnosis, etc. In the last few decades, many researchers have tried to diagnose Breast Cancer (BC) using ML, because early detection of any disease can save millions of lives. Working in this direction, the authors have proposed a hybrid ML technique RBF SVM, to predict the BC in earlier the stage. The proposed method is implemented on the Breast Cancer UCI ML dataset with 569 instances and 32 attributes. The authors recorded performance metrics of the proposed model i.e., Accuracy 98.24%, Sensitivity 98.67%, Specificity 97.43%, F1 Score 98.67%, Precision 98.67%, and run time 0.044769 seconds. The proposed method is validated by K-Fold cross-validation.

Keywords: breast cancer, support vector classifier, machine learning, hyper parameter tunning

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Authors: Jimeng Shi, Mahek Jain, Giri Narasimhan

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Time Series Forecasting (TSF) is used to predict the target variables at a future time point based on the learning from previous time points. To keep the problem tractable, learning methods use data from a fixed-length window in the past as an explicit input. In this paper, we study how the performance of predictive models changes as a function of different look-back window sizes and different amounts of time to predict the future. We also consider the performance of the recent attention-based Transformer models, which have had good success in the image processing and natural language processing domains. In all, we compare four different deep learning methods (RNN, LSTM, GRU, and Transformer) along with a baseline method. The dataset (hourly) we used is the Beijing Air Quality Dataset from the UCI website, which includes a multivariate time series of many factors measured on an hourly basis for a period of 5 years (2010-14). For each model, we also report on the relationship between the performance and the look-back window sizes and the number of predicted time points into the future. Our experiments suggest that Transformer models have the best performance with the lowest Mean Average Errors (MAE = 14.599, 23.273) and Root Mean Square Errors (RSME = 23.573, 38.131) for most of our single-step and multi-steps predictions. The best size for the look-back window to predict 1 hour into the future appears to be one day, while 2 or 4 days perform the best to predict 3 hours into the future.

Keywords: air quality prediction, deep learning algorithms, time series forecasting, look-back window

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Authors: Selim M. Khan

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Indoor air quality is strongly influenced by the presence of radioactive radon (222Rn) gas. Indeed, exposure to high 222Rn concentrations is unequivocally linked to DNA damage and lung cancer and is a worsening issue in North American and European built environments, having increased over time within newer housing stocks as a function of as yet unclear variables. Indoor air radon concentration can be influenced by a wide range of environmental, structural, and behavioral factors. As some of these factors are quantitative while others are qualitative, no single statistical model can determine indoor radon level precisely while simultaneously considering all these variables across a complex and highly diverse dataset. The ability of AI- machine (deep) learning to simultaneously analyze multiple quantitative and qualitative features makes it suitable to predict radon with a high degree of precision. Using Canadian and Swedish long-term indoor air radon exposure data, we are using artificial deep neural network models with random weights and polynomial statistical models in MATLAB to assess and predict radon health risk to human as a function of geospatial, human behavioral, and built environmental metrics. Our initial artificial neural network with random weights model run by sigmoid activation tested different combinations of variables and showed the highest prediction accuracy (>96%) within the reasonable iterations. Here, we present details of these emerging methods and discuss strengths and weaknesses compared to the traditional artificial neural network and statistical methods commonly used to predict indoor air quality in different countries. We propose an artificial deep neural network with random weights as a highly effective method for assessing and predicting indoor radon.

Keywords: radon, radiation protection, lung cancer, aI-machine deep learnng, risk assessment, risk prediction, Europe, North America

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Authors: Shogo Kato, Daisuke Okamoto, Satoko Tsuru, Yoshinori Iizuka, Ryoko Shimono

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Healthcare safety has been perceived important. It is essential to prevent troubles in healthcare processes for healthcare safety. Trouble prevention is based on trouble prediction using accumulated knowledge on processes, troubles, and countermeasures. However, information on troubles has not been accumulated in hospitals in the appropriate structure, and it has not been utilized effectively to prevent troubles. In the previous study, though a detailed knowledge acquisition process for trouble prediction was proposed, the knowledgebase for countermeasures was not involved. In this paper, we aim to propose the structure of the knowledgebase for countermeasures in the knowledge acquisition process for trouble prediction in healthcare process. We first design the structure of countermeasures and propose the knowledge representation form on countermeasures. Then, we evaluate the validity of the proposal, by applying it into an actual hospital.

Keywords: trouble prevention, knowledge structure, structured knowledge, reusable knowledge

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Authors: Sun-Young Jang, Sung-Ah Kim, Dongyoun Shin

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The Intelligent transportation system is essential to build smarter cities. Machine learning based transportation prediction could be highly promising approach by delivering invisible aspect visible. In this context, this research aims to make a prototype model that predicts transportation network by using big data and machine learning technology. In detail, among urban transportation systems this research chooses bus system.  The research problem that existing headway model cannot response dynamic transportation conditions. Thus, bus delay problem is often occurred. To overcome this problem, a prediction model is presented to fine patterns of bus delay by using a machine learning implementing the following data sets; traffics, weathers, and bus statues. This research presents a flexible headway model to predict bus delay and analyze the result. The prototyping model is composed by real-time data of buses. The data are gathered through public data portals and real time Application Program Interface (API) by the government. These data are fundamental resources to organize interval pattern models of bus operations as traffic environment factors (road speeds, station conditions, weathers, and bus information of operating in real-time). The prototyping model is designed by the machine learning tool (RapidMiner Studio) and conducted tests for bus delays prediction. This research presents experiments to increase prediction accuracy for bus headway by analyzing the urban big data. The big data analysis is important to predict the future and to find correlations by processing huge amount of data. Therefore, based on the analysis method, this research represents an effective use of the machine learning and urban big data to understand urban dynamics.

Keywords: big data, machine learning, smart city, social cost, transportation network

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Authors: Oluwaponmile David Alao

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Due to an increase in the death rate as a result of heart attack. There is need to develop a system that can be useful in the diagnosis of the disease at the medical centre. This system will help in preventing misdiagnosis that may occur from the medical practitioner or the physicians. In this research work, heart disease dataset obtained from UCI repository has been used to develop an intelligent prediction diagnosis system. The system is modeled on a feedforwad neural network and trained with back propagation neural network. A recognition rate of 86% is obtained from the testing of the network.

Keywords: heart disease, artificial neural network, diagnosis, prediction system

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Authors: Mohamed Arbi Khlifi, Badr M. Alshammari

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This paper discusses the general methods to saturation in the steady-state, two axis (d & q) frame models of synchronous machines. In particular, the important role of the magnetic coupling between the d-q axes (cross-magnetizing phenomenon), is demonstrated. For that purpose, distinct methods of saturation modeling of dumper synchronous machine with cross-saturation are identified, and detailed models synthesis in d-q axes. A number of models are given in the final developed form. The procedure and the novel models are verified by a critical application to prove the validity of the method and the equivalence between all developed models is reported. Advantages of some of the models over the existing ones and their applicability are discussed.

Keywords: cross-magnetizing, models synthesis, synchronous machine, saturated modeling, state-space vectors

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Authors: Vikrant Gupta, Amrit Goswami

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The fixed income market forms the basis of the modern financial market. All other assets in financial markets derive their value from the bond market. Owing to its over-the-counter nature, corporate bonds have relatively less data publicly available and thus is researched upon far less compared to Equities. Bond price prediction is a complex financial time series forecasting problem and is considered very crucial in the domain of finance. The bond prices are highly volatile and full of noise which makes it very difficult for traditional statistical time-series models to capture the complexity in series patterns which leads to inefficient forecasts. To overcome the inefficiencies of statistical models, various machine learning techniques were initially used in the literature for more accurate forecasting of time-series. However, simple machine learning methods such as linear regression, support vectors, random forests fail to provide efficient results when tested on highly complex sequences such as stock prices and bond prices. hence to capture these intricate sequence patterns, various deep learning-based methodologies have been discussed in the literature. In this study, a recurrent neural network-based deep learning model using long short term networks for prediction of corporate bond prices has been discussed. Long Short Term networks (LSTM) have been widely used in the literature for various sequence learning tasks in various domains such as machine translation, speech recognition, etc. In recent years, various studies have discussed the effectiveness of LSTMs in forecasting complex time-series sequences and have shown promising results when compared to other methodologies. LSTMs are a special kind of recurrent neural networks which are capable of learning long term dependencies due to its memory function which traditional neural networks fail to capture. In this study, a simple LSTM, Stacked LSTM and a Masked LSTM based model has been discussed with respect to varying input sequences (three days, seven days and 14 days). In order to facilitate faster learning and to gradually decompose the complexity of bond price sequence, an Empirical Mode Decomposition (EMD) has been used, which has resulted in accuracy improvement of the standalone LSTM model. With a variety of Technical Indicators and EMD decomposed time series, Masked LSTM outperformed the other two counterparts in terms of prediction accuracy. To benchmark the proposed model, the results have been compared with traditional time series models (ARIMA), shallow neural networks and above discussed three different LSTM models. In summary, our results show that the use of LSTM models provide more accurate results and should be explored more within the asset management industry.

Keywords: bond prices, long short-term memory, time series forecasting, empirical mode decomposition

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Authors: Shahram Jamali, Samira Hamed

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One of the open issues in Random Early Detection (RED) algorithm is how to set its parameters to reach high performance for the dynamic conditions of the network. Although original RED uses fixed values for its parameters, this paper follows a model-based approach to upgrade performance of the RED algorithm. It models the routers queue behavior by using the Markov model and uses this model to predict future conditions of the queue. This prediction helps the proposed algorithm to make some tunings over RED's parameters and provide efficiency and better performance. Widespread packet level simulations confirm that the proposed algorithm, called Markov-RED, outperforms RED and FARED in terms of queue stability, bottleneck utilization and dropped packets count.

Keywords: active queue management, RED, Markov model, random early detection algorithm

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Authors: Sofia Stoica

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In this paper, we use historical data to predict the stock price of a tech company. To this end, we use a dataset consisting of the stock prices in the past five years of ten major tech companies – Adobe, Amazon, Apple, Facebook, Google, Microsoft, Netflix, Oracle, Salesforce, and Tesla. We experimented with a variety of models– a linear regressor model, K nearest Neighbors (KNN), a sequential neural network – and algorithms - Multiplicative Weight Update, and AdaBoost. We found that the sequential neural network performed the best, with a testing error of 0.18%. Interestingly, the linear model performed the second best with a testing error of 0.73%. These results show that using historical data is enough to obtain high accuracies, and a simple algorithm like linear regression has a performance similar to more sophisticated models while taking less time and resources to implement.

Keywords: finance, machine learning, opening price, stock market

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Authors: Rami El-Hajj Mohamad, Mahmoud Skafi, Ali Massoud Haidar

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Several meteorological parameters were used for the prediction of monthly average daily global solar radiation on horizontal using recurrent neural networks (RNNs). Climatological data and measures, mainly air temperature, humidity, sunshine duration, and wind speed between 1995 and 2007 were used to design and validate a feed forward and recurrent neural network based prediction systems. In this paper we present our reference system based on a feed-forward multilayer perceptron (MLP) as well as the proposed approach based on an RNN model. The obtained results were promising and comparable to those obtained by other existing empirical and neural models. The experimental results showed the advantage of RNNs over simple MLPs when we deal with time series solar radiation predictions based on daily climatological data.

Keywords: recurrent neural networks, global solar radiation, multi-layer perceptron, gradient, root mean square error

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Authors: JingWei Yu, Hong Yang Yu

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At present, the increasingly serious air pollution in various cities of China has made people pay more attention to the air quality index(hereinafter referred to as AQI) of their living areas. To face this situation, it is of great significance to predict air pollution in heavily polluted areas. In this paper, based on the time series model of LSTM, a spatiotemporal prediction model of PM2.5 concentration in Mianyang, Sichuan Province, is established. The model fully considers the temporal variability and spatial distribution characteristics of PM2.5 concentration. The spatial correlation of air quality at different locations is based on the Air quality status of other nearby monitoring stations, including AQI and meteorological data to predict the air quality of a monitoring station. The experimental results show that the method has good prediction accuracy that the fitting degree with the actual measured data reaches more than 0.7, which can be applied to the modeling and prediction of the spatial and temporal distribution of regional PM2.5 concentration.

Keywords: LSTM, PM2.5, neural networks, spatio-temporal prediction

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Authors: Ahmed G. Mahgoub, Dahlia H. Hafez, Mostafa A. Abu Kiefa

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The Cone Penetration Test (CPT) is a common in-situ test which generally investigates a much greater volume of soil more quickly than possible from sampling and laboratory tests. Therefore, it has the potential to realize both cost savings and assessment of soil properties rapidly and continuously. The principle objective of this paper is to demonstrate the feasibility and efficiency of using artificial neural networks (ANNs) to predict the soil angle of internal friction (Φ) and the soil modulus of elasticity (E) from CPT results considering the uncertainties and non-linearities of the soil. In addition, ANNs are used to study the influence of different parameters and recommend which parameters should be included as input parameters to improve the prediction. Neural networks discover relationships in the input data sets through the iterative presentation of the data and intrinsic mapping characteristics of neural topologies. General Regression Neural Network (GRNN) is one of the powerful neural network architectures which is utilized in this study. A large amount of field and experimental data including CPT results, plate load tests, direct shear box, grain size distribution and calculated data of overburden pressure was obtained from a large project in the United Arab Emirates. This data was used for the training and the validation of the neural network. A comparison was made between the obtained results from the ANN's approach, and some common traditional correlations that predict Φ and E from CPT results with respect to the actual results of the collected data. The results show that the ANN is a very powerful tool. Very good agreement was obtained between estimated results from ANN and actual measured results with comparison to other correlations available in the literature. The study recommends some easily available parameters that should be included in the estimation of the soil properties to improve the prediction models. It is shown that the use of friction ration in the estimation of Φ and the use of fines content in the estimation of E considerable improve the prediction models.

Keywords: angle of internal friction, cone penetrating test, general regression neural network, soil modulus of elasticity

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Authors: Golnush Masghati-Amoli, Paul Chin

Abstract:

Over the past recent years, with the rapid increases in data availability and computing power, Machine Learning (ML) techniques have been called on in a range of different industries for their strong predictive capability. However, the use of Machine Learning in commercial banking has been limited due to a special challenge imposed by numerous regulations that require lenders to be able to explain their analytic models, not only to regulators but often to consumers. In other words, although Machine Leaning techniques enable better prediction with a higher level of accuracy, in comparison with other industries, they are adopted less frequently in commercial banking especially for scoring purposes. This is due to the fact that Machine Learning techniques are often considered as a black box and fail to provide information on why a certain risk score is given to a customer. In order to bridge this gap between the explain-ability and performance of Machine Learning techniques, a Hybrid Model is developed at Dun and Bradstreet that is focused on blending Machine Learning algorithms with traditional approaches such as scorecards. The Hybrid Model maximizes efficiency of traditional scorecards by merging its practical benefits, such as explain-ability and the ability to input domain knowledge, with the deep insights of Machine Learning techniques which can uncover patterns scorecard approaches cannot. First, through development of Machine Learning models, engineered features and latent variables and feature interactions that demonstrate high information value in the prediction of customer risk are identified. Then, these features are employed to introduce observed non-linear relationships between the explanatory and dependent variables into traditional scorecards. Moreover, instead of directly computing the Weight of Evidence (WoE) from good and bad data points, the Hybrid Model tries to match the score distribution generated by a Machine Learning algorithm, which ends up providing an estimate of the WoE for each bin. This capability helps to build powerful scorecards with sparse cases that cannot be achieved with traditional approaches. The proposed Hybrid Model is tested on different portfolios where a significant gap is observed between the performance of traditional scorecards and Machine Learning models. The result of analysis shows that Hybrid Model can improve the performance of traditional scorecards by introducing non-linear relationships between explanatory and target variables from Machine Learning models into traditional scorecards. Also, it is observed that in some scenarios the Hybrid Model can be almost as predictive as the Machine Learning techniques while being as transparent as traditional scorecards. Therefore, it is concluded that, with the use of Hybrid Model, Machine Learning algorithms can be used in the commercial banking industry without being concerned with difficulties in explaining the models for regulatory purposes.

Keywords: machine learning algorithms, scorecard, commercial banking, consumer risk, feature engineering

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Authors: Sadaf Sahar, Usman Qamar, Sadaf Ayaz

Abstract:

In the software development lifecycle, the quality prediction techniques hold a prime importance in order to minimize future design errors and expensive maintenance. There are many techniques proposed by various researchers, but with the increasing complexity of the software lifecycle model, it is crucial to develop a flexible system which can cater for the factors which in result have an impact on the quality of the end product. These factors include properties of the software development process and the product along with its operation conditions. In this paper, a neural network (perceptron) based software quality prediction technique is proposed. Using this technique, the stakeholders can predict the quality of the resulting software during the early phases of the lifecycle saving time and resources on future elimination of design errors and costly maintenance. This technique can be brought into practical use using successful training.

Keywords: software quality, fuzzy logic, perception, prediction

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Authors: John Allard, Alex Rich, Iris Aguilar, Zachary Dodds

Abstract:

With this paper we present several experiences deploying novel, low-cost resources for computing with 3D spatial models. Certainly, computing with 3D models undergirds some of our field’s most important contributions to the human experience. Most often, those are contrived artifacts. This work extends that tradition by focusing on novel resources that deliver uncontrived models of a system’s current surroundings. Atop this new capability, we present several projects investigating the student-accessibility of the computational tools for reasoning about the 3D space around us. We conclude that, with current scaffolding, real-world 3D models are now an accessible and viable foundation for creative computational work.

Keywords: 3D vision, matterport model, real-world 3D models, mathematical and computational methods

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Authors: Victor Bodell, Lukas Ekstrom, Somayeh Aghanavesi

Abstract:

Fuel consumption (FC) is one of the key factors in determining expenses of operating a heavy-duty vehicle. A customer may therefore request an estimate of the FC of a desired vehicle. The modular design of heavy-duty vehicles allows their construction by specifying the building blocks, such as gear box, engine and chassis type. If the combination of building blocks is unprecedented, it is unfeasible to measure the FC, since this would first r equire the construction of the vehicle. This paper proposes a machine learning approach to predict FC. This study uses around 40,000 vehicles specific and o perational e nvironmental c onditions i nformation, such as road slopes and driver profiles. A ll v ehicles h ave d iesel engines and a mileage of more than 20,000 km. The data is used to investigate the accuracy of machine learning algorithms Linear regression (LR), K-nearest neighbor (KNN) and Artificial n eural n etworks (ANN) in predicting fuel consumption for heavy-duty vehicles. Performance of the algorithms is evaluated by reporting the prediction error on both simulated data and operational measurements. The performance of the algorithms is compared using nested cross-validation and statistical hypothesis testing. The statistical evaluation procedure finds that ANNs have the lowest prediction error compared to LR and KNN in estimating fuel consumption on both simulated and operational data. The models have a mean relative prediction error of 0.3% on simulated data, and 4.2% on operational data.

Keywords: artificial neural networks, fuel consumption, friedman test, machine learning, statistical hypothesis testing

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Authors: Theoktisti Makridou, Konstantinos Tsaprailis, George Arvanitakis, Charalampos Kontoes

Abstract:

In the literature, the data-driven approaches for mosquito abundance prediction relaying on supervised machine learning models that get trained with historical in-situ measurements. The counterpart of this approach is once the model gets trained on pointlevel (specific x,y coordinates) measurements, the predictions of the model refer again to point-level. These point-level predictions reduce the applicability of those solutions once a lot of early warning and mitigation actions applications need predictions for an area level, such as a municipality, village, etc... In this study, we apply a data-driven predictive model, which relies on public-open satellite Earth Observation and geospatial data and gets trained with historical point-level in-Situ measurements of mosquito abundance. Then we propose a methodology to extract information from a point-level predictive model to a broader area-level prediction. Our methodology relies on the randomly spatial sampling of the area of interest (similar to the Poisson hardcore process), obtaining the EO and geomorphological information for each sample, doing the point-wise prediction for each sample, and aggregating the predictions to represent the average mosquito abundance of the area. We quantify the performance of the transformation from the pointlevel to the area-level predictions, and we analyze it in order to understand which parameters have a positive or negative impact on it. The goal of this study is to propose a methodology that predicts the mosquito abundance of a given area by relying on point-level prediction and to provide qualitative insights regarding the expected performance of the area-level prediction. We applied our methodology to historical data (of Culex pipiens) of two areas of interest (Veneto region of Italy and Central Macedonia of Greece). In both cases, the results were consistent. The mean mosquito abundance of a given area can be estimated with similar accuracy to the point-level predictor, sometimes even better. The density of the samples that we use to represent one area has a positive effect on the performance in contrast to the actual number of sampling points which is not informative at all regarding the performance without the size of the area. Additionally, we saw that the distance between the sampling points and the real in-situ measurements that were used for training did not strongly affect the performance.

Keywords: mosquito abundance, supervised machine learning, culex pipiens, spatial sampling, west nile virus, earth observation data

Procedia PDF Downloads 112