Search results for: return prediction
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3148

Search results for: return prediction

2698 Traffic Analysis and Prediction Using Closed-Circuit Television Systems

Authors: Aragorn Joaquin Pineda Dela Cruz

Abstract:

Road traffic congestion is continually deteriorating in Hong Kong. The largest contributing factor is the increase in vehicle fleet size, resulting in higher competition over the utilisation of road space. This study proposes a project that can process closed-circuit television images and videos to provide real-time traffic detection and prediction capabilities. Specifically, a deep-learning model involving computer vision techniques for video and image-based vehicle counting, then a separate model to detect and predict traffic congestion levels based on said data. State-of-the-art object detection models such as You Only Look Once and Faster Region-based Convolutional Neural Networks are tested and compared on closed-circuit television data from various major roads in Hong Kong. It is then used for training in long short-term memory networks to be able to predict traffic conditions in the near future, in an effort to provide more precise and quicker overviews of current and future traffic conditions relative to current solutions such as navigation apps.

Keywords: intelligent transportation system, vehicle detection, traffic analysis, deep learning, machine learning, computer vision, traffic prediction

Procedia PDF Downloads 101
2697 Behind Fuzzy Regression Approach: An Exploration Study

Authors: Lavinia B. Dulla

Abstract:

The exploration study of the fuzzy regression approach attempts to present that fuzzy regression can be used as a possible alternative to classical regression. It likewise seeks to assess the differences and characteristics of simple linear regression and fuzzy regression using the width of prediction interval, mean absolute deviation, and variance of residuals. Based on the simple linear regression model, the fuzzy regression approach is worth considering as an alternative to simple linear regression when the sample size is between 10 and 20. As the sample size increases, the fuzzy regression approach is not applicable to use since the assumption regarding large sample size is already operating within the framework of simple linear regression. Nonetheless, it can be suggested for a practical alternative when decisions often have to be made on the basis of small data.

Keywords: fuzzy regression approach, minimum fuzziness criterion, interval regression, prediction interval

Procedia PDF Downloads 293
2696 Wind Power Forecasting Using Echo State Networks Optimized by Big Bang-Big Crunch Algorithm

Authors: Amir Hossein Hejazi, Nima Amjady

Abstract:

In recent years, due to environmental issues traditional energy sources had been replaced by renewable ones. Wind energy as the fastest growing renewable energy shares a considerable percent of energy in power electricity markets. With this fast growth of wind energy worldwide, owners and operators of wind farms, transmission system operators, and energy traders need reliable and secure forecasts of wind energy production. In this paper, a new forecasting strategy is proposed for short-term wind power prediction based on Echo State Networks (ESN). The forecast engine utilizes state-of-the-art training process including dynamical reservoir with high capability to learn complex dynamics of wind power or wind vector signals. The study becomes more interesting by incorporating prediction of wind direction into forecast strategy. The Big Bang-Big Crunch (BB-BC) evolutionary optimization algorithm is adopted for adjusting free parameters of ESN-based forecaster. The proposed method is tested by real-world hourly data to show the efficiency of the forecasting engine for prediction of both wind vector and wind power output of aggregated wind power production.

Keywords: wind power forecasting, echo state network, big bang-big crunch, evolutionary optimization algorithm

Procedia PDF Downloads 570
2695 Injury Prediction for Soccer Players Using Machine Learning

Authors: Amiel Satvedi, Richard Pyne

Abstract:

Injuries in professional sports occur on a regular basis. Some may be minor, while others can cause huge impact on a player's career and earning potential. In soccer, there is a high risk of players picking up injuries during game time. This research work seeks to help soccer players reduce the risk of getting injured by predicting the likelihood of injury while playing in the near future and then providing recommendations for intervention. The injury prediction tool will use a soccer player's number of minutes played on the field, number of appearances, distance covered and performance data for the current and previous seasons as variables to conduct statistical analysis and provide injury predictive results using a machine learning linear regression model.

Keywords: injury predictor, soccer injury prevention, machine learning in soccer, big data in soccer

Procedia PDF Downloads 176
2694 Corporate Governance Attributes and Financial Performance in Malaysian Listed Companies

Authors: Idris Adamu Alhaji, Wan Fauziahbt Wan Yusoff

Abstract:

This study was conducted to identify the relationship between Corporate Governance attributes and Firm Performance, various studies, had been carried out mostly in developed countries, in order to identify the relationship between corporate governance attributes and firm performance. Since, the value creation of corporate governance can be measured through the firm performance, corporate governance act as a mechanism to align management's goals with the stakeholders especially to increase firm performance. Despite extensive study of corporate governance there is still an inconsistence relationship between corporate governance attributes and firm performance. Therefore, the aim of this paper is to identify the relationship between corporate governance attributes and firm performance. Five corporate governance element were used as independent variables which include: Independent director, board size, audit committee, leadership structure and board meeting. Meanwhile, the dependent variables are two firm performance measurements; return on equity (ROE) and earning per share (EPS). This study uses quantitative approaches whereby data were gathered from secondary source data were collected from Annual Reports of the companies, online journals etc. This study revealed that, there is a significant relationship between corporate governance attributes and firm performance. Therefore, the results show that good corporate governance practice influence firm performance. Finally, it's hoped that this study provides current corporate governance scenario in Malaysia that can be used to enhance the development of corporate governance of the country.

Keywords: corporate governance, return on equity, earning per share, financial performance

Procedia PDF Downloads 462
2693 Integration of Big Data to Predict Transportation for Smart Cities

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

Abstract:

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

Procedia PDF Downloads 253
2692 Capnography for Detection of Return of Spontaneous Circulation Pseudo-Pea

Authors: Yiyuan David Hu, Alex Lindqwister, Samuel B. Klein, Karen Moodie, Norman A. Paradis

Abstract:

Introduction: Pseudo-Pulseless Electrical Activity (p-PEA) is a lifeless form of profound cardiac shock characterized by measurable cardiac mechanical activity without clinically detectable pulses. Patients in pseudo-PEA carry different prognoses than those in true PEA and may require different therapies. End-tidal carbon dioxide (ET-CO2) is a reliable indicator of the return of spontaneous circulation (ROSC) in ventricular fibrillation and true-PEA but has not been studied p-PEA. Hypothesis: ET-CO2 can be used as an independent indicator of ROSC in p-PEA resuscitation. Methods: 30kg female swine (N = 14) under intravenous anesthesia were instrumented with aortic and right atrial micromanometer pressure. ECG and ET-CO2 were measured continuously. p-PEA was induced by ventilation with 6% oxygen in 94% nitrogen and was defined as a systolic Ao less than 40 mmHg. The statistical relationships between ET-CO2 and ROSC are reported. Results: ET-CO2 during resuscitation strongly correlated with ROSC (Figure 1). Mean ET-CO2 during p-PEA was 28.4 ± 8.4, while mean ET-CO2 in ROSC for 100% O2 cohort was 42.2 ± 12.6 (p < 0.0001), mean ET-CO2 in ROSC for 100% O2 + CPR was 33.0 ± 15.4 (p < 0.0001). Analysis of slope was limited to one minute of resuscitation data to capture local linearity; assessment began 10 seconds after resuscitation started to allow the ventilator to mix 100% O2. Pigs who would recover with 100% O2 had a slope of 0.023 ± 0.001, oxygen + CPR had a slope of 0.018 ± 0.002, and oxygen + CPR + epinephrine had a slope of 0.0050 ± 0.0009. Conclusions: During resuscitation from porcine hypoxic p-PEA, a rise in ET-CO2 is indicative of ROSC.

Keywords: ET-CO2, resuscitation, capnography, pseudo-PEA

Procedia PDF Downloads 185
2691 Assessment of the Impact of CSR on the Business Performance of Australian Banks

Authors: Montoya C.A., Erina J., Erina I.

Abstract:

The purpose of this research is to assess the performance and impact of CSR on business in the banking sector in Australia by applying the financial indicators of 20 ASX banks for the period from 2016-2017. The authors carried out CSR assessment in several stages of research: 1) gathering the nonfinancial and financial indicators of 20 ASX listed banks (available were only 16) from the annual reports of Australian banks for 2016 and 2017; 2) calculation of bank performance indicators using such financial indicators as return on assets (ROA), return on equity (ROE), efficiency ratio and net interest margin; 3) analysis of financial data using cross-sectional regression and answers to the research questions. Based on the obtained research results, the authors obtained answers to the initially raised research questions and came to a conclusion that Q1 - Insignificant positive coefficient result - slight positive relationship between CSR disclosure and business performance 2016; Q2 - Insignificant negative coefficient result - slight negative relationship between CSR disclosure and business performance 2017; Q3 - Insignificant positive coefficient result - slight positive relationship between CSR disclosure and business performance.

Keywords: Australia, banks, business performance, CSR

Procedia PDF Downloads 68
2690 The Quest for Identity among African Americans: Life History of Imahkus Nzinga

Authors: Felicia Masenu

Abstract:

Identity formation remains central to diaspora populations as they are known to have multiple attachments to places, including the 'ancestral homeland.' This paper emphasizes the potency of the ancestral homeland in the imagination of diaspora populations and a 'yearning' for an eventual return. This has led to the repatriation and visits of many Diasporan Africans to Africa. What have also been highlighted are the motivations, experiences, and challenges associated with the return of African Americans to Africa, as well as some of the idealistic expectations that Diasporan Africans have regarding the ancestral homeland. When Diasporan Africans visit Africa, they are faced with different kinds of situations that are challenging. Yet, the number of visits to Africa by Diasporan Africans, particularly, African Americans, keep increasing. This paper draws on the life history of Imahkus Nzinga, an African American who repatriated to Ghana in the 1990s, as a case study of African Americans’ relentless quest to pursue the ancestral homeland, despite the challenges involved. The paper argues that the quest for identity construction remains the overriding motivation for African Americans in their decision to repatriate to Africa, and discusses how in this case, Imahkus Nzinga attempts to reconcile what is called in this paper 'identity struggle.'

Keywords: African Americans, Diaspora, identity formation, identity struggle, repatriation

Procedia PDF Downloads 324
2689 Development of Deep Neural Network-Based Strain Values Prediction Models for Full-Scale Reinforced Concrete Frames Using Highly Flexible Sensing Sheets

Authors: Hui Zhang, Sherif Beskhyroun

Abstract:

Structural Health monitoring systems (SHM) are commonly used to identify and assess structural damage. In terms of damage detection, SHM needs to periodically collect data from sensors placed in the structure as damage-sensitive features. This includes abnormal changes caused by the strain field and abnormal symptoms of the structure, such as damage and deterioration. Currently, deploying sensors on a large scale in a building structure is a challenge. In this study, a highly stretchable strain sensors are used in this study to collect data sets of strain generated on the surface of full-size reinforced concrete (RC) frames under extreme cyclic load application. This sensing sheet can be switched freely between the test bending strain and the axial strain to achieve two different configurations. On this basis, the deep neural network prediction model of the frame beam and frame column is established. The training results show that the method can accurately predict the strain value and has good generalization ability. The two deep neural network prediction models will also be deployed in the SHM system in the future as part of the intelligent strain sensor system.

Keywords: strain sensing sheets, deep neural networks, strain measurement, SHM system, RC frames

Procedia PDF Downloads 92
2688 Negotiating Strangeness: Narratives of Forced Return Migration and the Construction of Identities

Authors: Cheryl-Ann Sarita Boodram

Abstract:

Historically, the movement of people has been the subject of socio-political and economic regulatory policies which congeal to regulate human mobility and establish geopolitical and spatial identities and borderlands. As migratory practices evolved, so too has the problematization associated with movement, migration and citizenship. The emerging trends have led to active development of immigration technology governing human mobility and the naming of migratory practices. One such named phenomenon is ‘deportation’ or the forced removal of individuals from their adopted country. Deportation, has gained much attention within the human mobility landscape in the past twenty years following the September 2001 terrorist attack on the World Trade Centre in New York. In a reactionary move, several metropolitan countries, including Canada and the United Kingdom enacted or reviewed immigration laws which further enabled the removal of foreign born criminals to the land of their birth in the global south. Existing studies fall short of understanding the multiple textures of the forced returned migration experiences and the social injustices resulting from deportation displacement. This study brings together indigenous research methodologies through the use of participatory action research and social work with returned migrants in Trinidad and Tobago to uncover the experiences of displacement of deported nationals. The study explores the experiences of negotiating life as a ‘stranger’ and how return has influenced the construction of identities of returned nationals. Findings from this study reveal that deportation has led to inequalities and facilitated ‘othering’ of this group within their own country of birth. The study further highlighted that deportation leads to circuits of dispossession, and perpetuates inequalities. This study provides original insights into the way returned migrants negotiate, map and embody ‘strangeness’ and manage their return to a soil they consider unfamiliar and alien.

Keywords: stranger, alien geographies, displacement, deportation, negotiating strangeness, identity, otherness, alien landscapes

Procedia PDF Downloads 501
2687 Using Machine Learning as an Alternative for Predicting Exchange Rates

Authors: Pedro Paulo Galindo Francisco, Eli Dhadad Junior

Abstract:

This study addresses the Meese-Rogoff Puzzle by introducing the latest machine learning techniques as alternatives for predicting the exchange rates. Using RMSE as a comparison metric, Meese and Rogoff discovered that economic models are unable to outperform the random walk model as short-term exchange rate predictors. Decades after this study, no statistical prediction technique has proven effective in overcoming this obstacle; although there were positive results, they did not apply to all currencies and defined periods. Recent advancements in artificial intelligence technologies have paved the way for a new approach to exchange rate prediction. Leveraging this technology, we applied five machine learning techniques to attempt to overcome the Meese-Rogoff puzzle. We considered daily data for the real, yen, British pound, euro, and Chinese yuan against the US dollar over a time horizon from 2010 to 2023. Our results showed that none of the presented techniques were able to produce an RMSE lower than the Random Walk model. However, the performance of some models, particularly LSTM and N-BEATS were able to outperform the ARIMA model. The results also suggest that machine learning models have untapped potential and could represent an effective long-term possibility for overcoming the Meese-Rogoff puzzle.

Keywords: exchage rate, prediction, machine learning, deep learning

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2686 Energy Loss Reduction in Oil Refineries through Flare Gas Recovery Approaches

Authors: Majid Amidpour, Parisa Karimi, Marzieh Joda

Abstract:

For the last few years, release of burned undesirable by-products has become a challenging issue in oil industries. Flaring, as one of the main sources of air contamination, involves detrimental and long-lasting effects on human health and is considered a substantial reason for energy losses worldwide. This research involves studying the implications of two main flare gas recovery methods at three oil refineries, all in Iran as the case I, case II, and case III in which the production capacities are increasing respectively. In the proposed methods, flare gases are converted into more valuable products, before combustion by the flare networks. The first approach involves collecting, compressing and converting the flare gas to smokeless fuel which can be used in the fuel gas system of the refineries. The other scenario includes utilizing the flare gas as a feed into liquefied petroleum gas (LPG) production unit already established in the refineries. The processes of these scenarios are simulated, and the capital investment is calculated for each procedure. The cumulative profits of the scenarios are evaluated using Net Present Value method. Furthermore, the sensitivity analysis based on total propane and butane mole fraction is carried out to make a rational comparison for LPG production approach, and the results are illustrated for different mole fractions of propane and butane. As the mole fraction of propane and butane contained in LPG differs in summer and winter seasons, the results corresponding to LPG scenario are demonstrated for each season. The results of the simulations show that cumulative profit in fuel gas production scenario and LPG production rate increase with the capacity of the refineries. Moreover, the investment return time in LPG production method experiences a decline, followed by a rising trend with an increase in C3 and C4 content. The minimum value of time return occurs at propane and butane sum concentration values of 0.7, 0.6, and 0.7 in case I, II, and III, respectively. Based on comparison of the time of investment return and cumulative profit, fuel gas production is the superior scenario for three case studies.

Keywords: flare gas reduction, liquefied petroleum gas, fuel gas, net present value method, sensitivity analysis

Procedia PDF Downloads 155
2685 Algorithm and Software Based on Multilayer Perceptron Neural Networks for Estimating Channel Use in the Spectral Decision Stage in Cognitive Radio Networks

Authors: Danilo López, Johana Hernández, Edwin Rivas

Abstract:

The use of the Multilayer Perceptron Neural Networks (MLPNN) technique is presented to estimate the future state of use of a licensed channel by primary users (PUs); this will be useful at the spectral decision stage in cognitive radio networks (CRN) to determine approximately in which time instants of future may secondary users (SUs) opportunistically use the spectral bandwidth to send data through the primary wireless network. To validate the results, sequences of occupancy data of channel were generated by simulation. The results show that the prediction percentage is greater than 60% in some of the tests carried out.

Keywords: cognitive radio, neural network, prediction, primary user

Procedia PDF Downloads 366
2684 Metabolic Predictive Model for PMV Control Based on Deep Learning

Authors: Eunji Choi, Borang Park, Youngjae Choi, Jinwoo Moon

Abstract:

In this study, a predictive model for estimating the metabolism (MET) of human body was developed for the optimal control of indoor thermal environment. Human body images for indoor activities and human body joint coordinated values were collected as data sets, which are used in predictive model. A deep learning algorithm was used in an initial model, and its number of hidden layers and hidden neurons were optimized. Lastly, the model prediction performance was analyzed after the model being trained through collected data. In conclusion, the possibility of MET prediction was confirmed, and the direction of the future study was proposed as developing various data and the predictive model.

Keywords: deep learning, indoor quality, metabolism, predictive model

Procedia PDF Downloads 251
2683 The Other Dreamers: A Study of the Relationship between Returned Migration and Entrepreneurship

Authors: Pascual García, Francisco Ochoa, Jessica Ordoñez

Abstract:

The links between migration and development have been widely written and analyzed from different perspectives. However, the nexus between entrepreneurship and migration is of recent interest. The different studies related to this have focused on the ventures of ethnic enclaves, or on transnational businesses, which link the community of origin and destination. Beyond this perspective, this work analyzes the return migration, (a few studies until now, but forming part of a theoretical body of migration). As a result of the European crisis started between 2007-2008. Many Ecuadorians who lived in Europe, decided to return to their place of origin. The rise of the price of the oil and commodities presented a better panorama in Ecuador than in Europe. Faced with the magnitude of returnees, the opportunities for entrepreneurship in Ecuador increased (Accumulation of human capital, social capital, learned skills and capital). Thus there is an interest in the possibility of returned migrants in the country to start a business in their place of origin. The following study is the result of this. A survey of 110 returned migrants was carried out in the south of Ecuador and, using a Probit econometric model, we determined that the variables specified as geographic area, sex, education level are not significant, so they are not determinant when undertaking. However, time abroad and skills learned, if they were significant at the time of the decision to start a business.

Keywords: entrepreneurship, development, migration, returned migration

Procedia PDF Downloads 207
2682 Probabilistic-Based Design of Bridges under Multiple Hazards: Floods and Earthquakes

Authors: Kuo-Wei Liao, Jessica Gitomarsono

Abstract:

Bridge reliability against natural hazards such as floods or earthquakes is an interdisciplinary problem that involves a wide range of knowledge. Moreover, due to the global climate change, engineers have to design a structure against the multi-hazard threats. Currently, few of the practical design guideline has included such concept. The bridge foundation in Taiwan often does not have a uniform width. However, few of the researches have focused on safety evaluation of a bridge with a complex pier. Investigation of the scouring depth under such situation is very important. Thus, this study first focuses on investigating and improving the scour prediction formula for a bridge with complicated foundation via experiments and artificial intelligence. Secondly, a probabilistic design procedure is proposed using the established prediction formula for practical engineers under the multi-hazard attacks.

Keywords: bridge, reliability, multi-hazards, scour

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2681 Machine Learning Development Audit Framework: Assessment and Inspection of Risk and Quality of Data, Model and Development Process

Authors: Jan Stodt, Christoph Reich

Abstract:

The usage of machine learning models for prediction is growing rapidly and proof that the intended requirements are met is essential. Audits are a proven method to determine whether requirements or guidelines are met. However, machine learning models have intrinsic characteristics, such as the quality of training data, that make it difficult to demonstrate the required behavior and make audits more challenging. This paper describes an ML audit framework that evaluates and reviews the risks of machine learning applications, the quality of the training data, and the machine learning model. We evaluate and demonstrate the functionality of the proposed framework by auditing an steel plate fault prediction model.

Keywords: audit, machine learning, assessment, metrics

Procedia PDF Downloads 263
2680 Measuring the Unmeasurable: A Project of High Risk Families Prediction and Management

Authors: Peifang Hsieh

Abstract:

The prevention of child abuse has aroused serious concerns in Taiwan because of the disparity between the increasing amount of reported child abuse cases that doubled over the past decade and the scarcity of social workers. New Taipei city, with the most population in Taiwan and over 70% of its 4 million citizens are migrant families in which the needs of children can be easily neglected due to insufficient support from relatives and communities, sees urgency for a social support system, by preemptively identifying and outreaching high-risk families of child abuse, so as to offer timely assistance and preventive measure to safeguard the welfare of the children. Big data analysis is the inspiration. As it was clear that high-risk families of child abuse have certain characteristics in common, New Taipei city decides to consolidate detailed background information data from departments of social affairs, education, labor, and health (for example considering status of parents’ employment, health, and if they are imprisoned, fugitives or under substance abuse), to cross-reference for accurate and prompt identification of the high-risk families in need. 'The Service Center for High-Risk Families' (SCHF) was established to integrate data cross-departmentally. By utilizing the machine learning 'random forest method' to build a risk prediction model which can early detect families that may very likely to have child abuse occurrence, the SCHF marks high-risk families red, yellow, or green to indicate the urgency for intervention, so as to those families concerned can be provided timely services. The accuracy and recall rates of the above model were 80% and 65%. This prediction model can not only improve the child abuse prevention process by helping social workers differentiate the risk level of newly reported cases, which may further reduce their major workload significantly but also can be referenced for future policy-making.

Keywords: child abuse, high-risk families, big data analysis, risk prediction model

Procedia PDF Downloads 131
2679 Non-Destructive Prediction System Using near Infrared Spectroscopy for Crude Palm Oil

Authors: Siti Nurhidayah Naqiah Abdull Rani, Herlina Abdul Rahim

Abstract:

Near infrared (NIR) spectroscopy has always been of great interest in the food and agriculture industries. The development of predictive models has facilitated the estimation process in recent years. In this research, 176 crude palm oil (CPO) samples acquired from Felda Johor Bulker Sdn Bhd were studied. A FOSS NIRSystem was used to tak e absorbance measurements from the sample. The wavelength range for the spectral measurement is taken at 1600nm to 1900nm. Partial Least Square Regression (PLSR) prediction model with 50 optimal number of principal components was implemented to study the relationship between the measured Free Fatty Acid (FFA) values and the measured spectral absorption. PLSR showed predictive ability of FFA values with correlative coefficient (R) of 0.9808 for the training set and 0.9684 for the testing set.

Keywords: palm oil, fatty acid, NIRS, PLSR

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2678 Lexicon-Based Sentiment Analysis for Stock Movement Prediction

Authors: Zane Turner, Kevin Labille, Susan Gauch

Abstract:

Sentiment analysis is a broad and expanding field that aims to extract and classify opinions from textual data. Lexicon-based approaches are based on the use of a sentiment lexicon, i.e., a list of words each mapped to a sentiment score, to rate the sentiment of a text chunk. Our work focuses on predicting stock price change using a sentiment lexicon built from financial conference call logs. We present a method to generate a sentiment lexicon based upon an existing probabilistic approach. By using a domain-specific lexicon, we outperform traditional techniques and demonstrate that domain-specific sentiment lexicons provide higher accuracy than generic sentiment lexicons when predicting stock price change.

Keywords: computational finance, sentiment analysis, sentiment lexicon, stock movement prediction

Procedia PDF Downloads 123
2677 Lexicon-Based Sentiment Analysis for Stock Movement Prediction

Authors: Zane Turner, Kevin Labille, Susan Gauch

Abstract:

Sentiment analysis is a broad and expanding field that aims to extract and classify opinions from textual data. Lexicon-based approaches are based on the use of a sentiment lexicon, i.e., a list of words each mapped to a sentiment score, to rate the sentiment of a text chunk. Our work focuses on predicting stock price change using a sentiment lexicon built from financial conference call logs. We introduce a method to generate a sentiment lexicon based upon an existing probabilistic approach. By using a domain-specific lexicon, we outperform traditional techniques and demonstrate that domain-specific sentiment lexicons provide higher accuracy than generic sentiment lexicons when predicting stock price change.

Keywords: computational finance, sentiment analysis, sentiment lexicon, stock movement prediction

Procedia PDF Downloads 168
2676 Estimating Cyclone Intensity Using INSAT-3D IR Images Based on Convolution Neural Network Model

Authors: Divvela Vishnu Sai Kumar, Deepak Arora, Sheenu Rizvi

Abstract:

Forecasting a cyclone through satellite images consists of the estimation of the intensity of the cyclone and predicting it before a cyclone comes. This research work can help people to take safety measures before the cyclone comes. The prediction of the intensity of a cyclone is very important to save lives and minimize the damage caused by cyclones. These cyclones are very costliest natural disasters that cause a lot of damage globally due to a lot of hazards. Authors have proposed five different CNN (Convolutional Neural Network) models that estimate the intensity of cyclones through INSAT-3D IR images. There are a lot of techniques that are used to estimate the intensity; the best model proposed by authors estimates intensity with a root mean squared error (RMSE) of 10.02 kts.

Keywords: estimating cyclone intensity, deep learning, convolution neural network, prediction models

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2675 Application of EEG Wavelet Power to Prediction of Antidepressant Treatment Response

Authors: Dorota Witkowska, Paweł Gosek, Lukasz Swiecicki, Wojciech Jernajczyk, Bruce J. West, Miroslaw Latka

Abstract:

In clinical practice, the selection of an antidepressant often degrades to lengthy trial-and-error. In this work we employ a normalized wavelet power of alpha waves as a biomarker of antidepressant treatment response. This novel EEG metric takes into account both non-stationarity and intersubject variability of alpha waves. We recorded resting, 19-channel EEG (closed eyes) in 22 inpatients suffering from unipolar (UD, n=10) or bipolar (BD, n=12) depression. The EEG measurement was done at the end of the short washout period which followed previously unsuccessful pharmacotherapy. The normalized alpha wavelet power of 11 responders was markedly different than that of 11 nonresponders at several, mostly temporoparietal sites. Using the prediction of treatment response based on the normalized alpha wavelet power, we achieved 81.8% sensitivity and 81.8% specificity for channel T4.

Keywords: alpha waves, antidepressant, treatment outcome, wavelet

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2674 Economies of Scale of Worker's Continuing Professional Development in Selected Universities in South- South, Nigeria

Authors: Jonathan E. Oghenekohwo

Abstract:

The return to scale constitutes a significant investment index in the determination of the quantum of resources that is deployed in investment decision on worker’s continuing professional development. Such investment decision is always predicted on the expected outcomes to the individual, institution and the society in context. Several investments in the development of human capacity on the job have been made, but the return to the scale of such seems not to have been correlated positively with the quantum of resources invested in terms of productivity and performance among workers in many universities. This paper thus found out that, despite the commitment and policy instrument to avail workers the right of continuing professional development, the multiplier effects are not evident in diligence, commitment, honesty, dedication, productivity and improved performance on the job among most administrative staff in Nigerian Universities This author, therefore concludes that, given the policy on the right of workers to get trained on-the job, the outcomes of such training must reflect on the overall performance indices, otherwise, institutions should carry out a forensic analysis of the types of continuing professional development programmes that workers participate in, whether or not, they are consistent with the vision and mission of the institutions in terms of economies of scale of workers professional development to the individual, institution and the nation in context.

Keywords: continuing, professional development, economies of scale, worker’s education, administrative staff

Procedia PDF Downloads 322
2673 Asset Pricing Model: A Quality Paradigm

Authors: Urmi Khatri

Abstract:

Capital asset pricing model (CAPM) draws a direct relationship between the risk and the expected rate of return. There was a criticism on the beta and the assumptions of CAPM, as they are not applicable in the real world. Fama French Three Factor Model and Fama French Five Factor Model have given different factors, which have an impact on the return of any asset like size, value, investment and profitability. This study proposes to see Capital Asset pricing Model through the lenses of the quality aspect. In the study, the six factors are studied. The Fama French Five Factor Model and addition of the quality dimension are studied. Here, Graham’s seven quality and quantity criteria are measured to determine the score of the sample firms. Thus, this study tries to check the model fit. The beta coefficient of the quality dimension and the R square value is seen to determine validity of the proposed model. The sample is drawn from the firms listed on Indian Stock Exchange (BSE). For the study, only nonfinancial firms are been selected. The time period of the study is from January 1999 to December 2019. Hence, the primary objective of the study is to check how robust the model becomes after giving the quality dimension to the capital asset pricing model in addition to the size, value, profitability and investment.

Keywords: asset pricing model, CAPM, Graham’s score, G-score, multifactor model, quality

Procedia PDF Downloads 152
2672 Reliability Assessment of Various Empirical Formulas for Prediction of Scour Hole Depth (Plunge Pool) Using a Comprehensive Physical Model

Authors: Majid Galoie, Khodadad Safavi, Abdolreza Karami Nejad, Reza Roshan

Abstract:

In this study, a comprehensive scouring model has been developed in order to evaluate the accuracy of various empirical relationships which were suggested for prediction of scour hole depth in plunge pools by Martins, Mason, Chian and Veronese. For this reason, scour hole depths caused by free falling jets from a flip bucket to a plunge pool were investigated. In this study various discharges, angles, scouring times, etc. have been considered. The final results demonstrated that the all mentioned empirical formulas, except Mason formula, were reasonably agreement with the experimental data.

Keywords: scour hole depth, plunge pool, physical model, reliability assessment

Procedia PDF Downloads 530
2671 Neural Network Based Path Loss Prediction for Global System for Mobile Communication in an Urban Environment

Authors: Danladi Ali

Abstract:

In this paper, we measured GSM signal strength in the Dnepropetrovsk city in order to predict path loss in study area using nonlinear autoregressive neural network prediction and we also, used neural network clustering to determine average GSM signal strength receive at the study area. The nonlinear auto-regressive neural network predicted that the GSM signal is attenuated with the mean square error (MSE) of 2.6748dB, this attenuation value is used to modify the COST 231 Hata and the Okumura-Hata models. The neural network clustering revealed that -75dB to -95dB is received more frequently. This means that the signal strength received at the study is mostly weak signal

Keywords: one-dimensional multilevel wavelets, path loss, GSM signal strength, propagation, urban environment and model

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2670 Movie Genre Preference Prediction Using Machine Learning for Customer-Based Information

Authors: Haifeng Wang, Haili Zhang

Abstract:

Most movie recommendation systems have been developed for customers to find items of interest. This work introduces a predictive model usable by small and medium-sized enterprises (SMEs) who are in need of a data-based and analytical approach to stock proper movies for local audiences and retain more customers. We used classification models to extract features from thousands of customers’ demographic, behavioral and social information to predict their movie genre preference. In the implementation, a Gaussian kernel support vector machine (SVM) classification model and a logistic regression model were established to extract features from sample data and their test error-in-sample were compared. Comparison of error-out-sample was also made under different Vapnik–Chervonenkis (VC) dimensions in the machine learning algorithm to find and prevent overfitting. Gaussian kernel SVM prediction model can correctly predict movie genre preferences in 85% of positive cases. The accuracy of the algorithm increased to 93% with a smaller VC dimension and less overfitting. These findings advance our understanding of how to use machine learning approach to predict customers’ preferences with a small data set and design prediction tools for these enterprises.

Keywords: computational social science, movie preference, machine learning, SVM

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2669 Hybrid Renewable Energy System Development Towards Autonomous Operation: The Deployment Potential in Greece

Authors: Afroditi Zamanidou, Dionysios Giannakopoulos, Konstantinos Manolitsis

Abstract:

A notable amount of electrical energy demand in many countries worldwide is used to cover public energy demand for road, square and other public spaces’ lighting. Renewable energy can contribute in a significant way to the electrical energy demand coverage for public lighting. This paper focuses on the sizing and design of a hybrid energy system (HES) exploiting the solar-wind energy potential to meet the electrical energy needs of lighting roads, squares and other public spaces. Moreover, the proposed HES provides coverage of the electrical energy demand for a Wi-Fi hotspot and a charging hotspot for the end-users. Alongside the sizing of the energy production system of the proposed HES, in order to ensure a reliable supply without interruptions, a storage system is added and sized. Multiple scenarios of energy consumption are assumed and applied in order to optimize the sizing of the energy production system and the energy storage system. A database with meteorological prediction data for 51 areas in Greece is developed in order to assess the possible deployment of the proposed HES. Since there are detailed meteorological prediction data for all 51 areas under investigation, the use of these data is evaluated, comparing them to real meteorological data. The meteorological prediction data are exploited to form three hourly production profiles for each area for every month of the year; minimum, average and maximum energy production. The energy production profiles are combined with the energy consumption scenarios and the sizing results of the energy production system and the energy storage system are extracted and presented for every area. Finally, the economic performance of the proposed HES in terms of Levelized cost of energy is estimated by calculating and assessing construction, operation and maintenance costs.

Keywords: energy production system sizing, Greece’s deployment potential, meteorological prediction data, wind-solar hybrid energy system, levelized cost of energy

Procedia PDF Downloads 148