Search results for: predicting models

Authors: Abdulla D. Alblooshi

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The stock market is a representation of human behavior and psychology, such as fear, greed, and discipline. Those are manifested in the form of price movements during the trading sessions. Therefore, predicting the stock movement and prices is a challenging effort. However, those trading sessions produce a large amount of data that can be utilized to train an AI agent for the purpose of predicting the stock movement. Predicting the stock market price action will be advantageous. In this paper, the stock movement data of three DFM listed stocks are studied using historical price movements and technical indicators value and used to train an agent using KNN and SVM methods to predict the future price movement. MATLAB Toolbox and a simple script is written to process and classify the information and output the prediction. It will also compare the different learning methods and parameters s using metrics like RMSE, MAE, and R².

Keywords: KNN, ANN, style, SVM, stocks, technical indicators, RSI, MACD, moving averages, RMSE, MAE

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Authors: S. J. Matlan, M. Mukhlisin, M. R. Taha

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Characterization of the engineering behavior of unsaturated soil is dependent on the soil-water characteristic curve (SWCC), a graphical representation of the relationship between water content or degree of saturation and soil suction. A reasonable description of the SWCC is thus important for the accurate prediction of unsaturated soil parameters. The measurement procedures for determining the SWCC, however, are difficult, expensive, and time-consuming. During the past few decades, researchers have laid a major focus on developing empirical equations for predicting the SWCC, with a large number of empirical models suggested. One of the most crucial questions is how precisely existing equations can represent the SWCC. As different models have different ranges of capability, it is essential to evaluate the precision of the SWCC models used for each particular soil type for better SWCC estimation. It is expected that better estimation of SWCC would be achieved via a thorough statistical analysis of its distribution within a particular soil class. With this in view, a statistical analysis was conducted in order to evaluate the reliability of the SWCC prediction models against laboratory measurement. Optimization techniques were used to obtain the best-fit of the model parameters in four forms of SWCC equation, using laboratory data for relatively coarse-textured (i.e., sandy) soil. The four most prominent SWCCs were evaluated and computed for each sample. The result shows that the Brooks and Corey model is the most consistent in describing the SWCC for sand soil type. The Brooks and Corey model prediction also exhibit compatibility with samples ranging from low to high soil water content in which subjected to the samples that evaluated in this study.

Keywords: soil-water characteristic curve (SWCC), statistical analysis, unsaturated soil, geotechnical engineering

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Authors: Chau-Kuang Chen, John Hughes, Jr., A. Dexter Samuels

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The prediction models for the United States Medical Licensure Examination (USMLE) Steps 1 and 2 performances were constructed by the Monte Carlo simulation modeling approach via linear regression. The purpose of this study was to build robust simulation models to accurately identify the most important predictors and yield the valid range estimations of the Steps 1 and 2 scores. The application of simulation modeling approach was deemed an effective way in predicting student performances on licensure examinations. Also, sensitivity analysis (a/k/a what-if analysis) in the simulation models was used to predict the magnitudes of Steps 1 and 2 affected by changes in the National Board of Medical Examiners (NBME) Basic Science Subject Board scores. In addition, the study results indicated that the Medical College Admission Test (MCAT) Verbal Reasoning score and Step 1 score were significant predictors of the Step 2 performance. Hence, institutions could screen qualified student applicants for interviews and document the effectiveness of basic science education program based on the simulation results.

Keywords: prediction model, sensitivity analysis, simulation method, USMLE

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Authors: Marzieh Karimihaghighi, Carlos Castillo

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This work studies how Machine Learning (ML) may be used to increase the effectiveness of a criminal recidivism risk assessment tool, RisCanvi. The two key dimensions of this analysis are predictive accuracy and algorithmic fairness. ML-based prediction models obtained in this study are more accurate at predicting criminal recidivism than the manually-created formula used in RisCanvi, achieving an AUC of 0.76 and 0.73 in predicting violent and general recidivism respectively. However, the improvements are small, and it is noticed that algorithmic discrimination can easily be introduced between groups such as national vs foreigner, or young vs old. It is described how effectiveness and algorithmic fairness objectives can be balanced, applying a method in which a single error disparity in terms of generalized false positive rate is minimized, while calibration is maintained across groups. Obtained results show that this bias mitigation procedure can substantially reduce generalized false positive rate disparities across multiple groups. Based on these results, it is proposed that ML-based criminal recidivism risk prediction should not be introduced without applying algorithmic bias mitigation procedures.

Keywords: algorithmic fairness, criminal risk assessment, equalized odds, recidivism

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Authors: Zunaira Zaman, David Bohannon

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This study explores the application of machine learning (ML) for detecting security vulnerabilities in source code. The research aims to assist organizations with large application portfolios and limited security testing capabilities in prioritizing security activities. ML-based approaches offer benefits such as increased confidence scores, false positives and negatives tuning, and automated feedback. The initial approach using natural language processing techniques to extract features achieved 86% accuracy during the training phase but suffered from overfitting and performed poorly on unseen datasets during testing. To address these issues, the study proposes using the abstract syntax tree (AST) for Java and C++ codebases to capture code semantics and structure and generate path-context representations for each function. The Code2Vec model architecture is used to learn distributed representations of source code snippets for training a machine-learning classifier for vulnerability prediction. The study evaluates the performance of the proposed methodology using two datasets and compares the results with existing approaches. The Devign dataset yielded 60% accuracy in predicting vulnerable code snippets and helped resist overfitting, while the Juliet Test Suite predicted specific vulnerabilities such as OS-Command Injection, Cryptographic, and Cross-Site Scripting vulnerabilities. The Code2Vec model achieved 75% accuracy and a 98% recall rate in predicting OS-Command Injection vulnerabilities. The study concludes that even partial AST representations of source code can be useful for vulnerability prediction. The approach has the potential for automated intelligent analysis of source code, including vulnerability prediction on unseen source code. State-of-the-art models using natural language processing techniques and CNN models with ensemble modelling techniques did not generalize well on unseen data and faced overfitting issues. However, predicting vulnerabilities in source code using machine learning poses challenges such as high dimensionality and complexity of source code, imbalanced datasets, and identifying specific types of vulnerabilities. Future work will address these challenges and expand the scope of the research.

Keywords: code embeddings, neural networks, natural language processing, OS command injection, software security, code properties

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Authors: M. Karimpour, L. Hitihamillage, N. Elkhoury, S. Moridpour, R. Hesami

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Rail transport authorities around the world have been facing a significant challenge when predicting rail infrastructure maintenance work for a long period of time. Generally, maintenance monitoring and prediction is conducted manually. With the restrictions in economy, the rail transport authorities are in pursuit of improved modern methods, which can provide precise prediction of rail maintenance time and location. The expectation from such a method is to develop models to minimize the human error that is strongly related to manual prediction. Such models will help them in understanding how the track degradation occurs overtime under the change in different conditions (e.g. rail load, rail type, rail profile). They need a well-structured technique to identify the precise time that rail tracks fail in order to minimize the maintenance cost/time and secure the vehicles. The rail track characteristics that have been collected over the years will be used in developing rail track degradation prediction models. Since these data have been collected in large volumes and the data collection is done both electronically and manually, it is possible to have some errors. Sometimes these errors make it impossible to use them in prediction model development. This is one of the major drawbacks in rail track degradation prediction. An accurate model can play a key role in the estimation of the long-term behavior of rail tracks. Accurate models increase the track safety and decrease the cost of maintenance in long term. In this research, a short review of rail track degradation prediction models has been discussed before estimating rail track degradation for the curve sections of Melbourne tram track system using Adaptive Network-based Fuzzy Inference System (ANFIS) model.

Keywords: ANFIS, MGT, prediction modeling, rail track degradation

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Authors: Fernanda Bravo Cornejo, Camilo Cerda Sarabia, Belén Díaz Díaz, Diego Santibañez Oyarce, Esteban Gómez Terán, Hugo Osses Prado, Raúl Caulier-Cisterna, Jorge Vergara-Quezada, Ana Moya-Beltrán

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Streptococcus pyogenes is a gram-positive bacteria involved in a wide range of diseases and is a major-human-specific bacterial pathogen. In Chile, this year the 'Ministerio de Salud' declared an alert due to the increase in strains throughout the year. This increase can be attributed to the multitude of factors including antimicrobial resistance (AMR) and Virulence Factors (VF). Understanding these VF and AMR is crucial for developing effective strategies and improving public health responses. Moreover, experimental identification and characterization of these pathogenic mechanisms are labor-intensive and time-consuming. Therefore, new computational methods are required to provide robust techniques for accelerating this identification. Advances in Machine Learning (ML) algorithms represent the opportunity to refine and accelerate the discovery of VF associated with Streptococcus pyogenes. In this work, we evaluate the accuracy of various machine learning models in predicting the virulence factors and antimicrobial resistance of Streptococcus pyogenes, with the objective of providing new methods for identifying the pathogenic mechanisms of this organism.Our comprehensive approach involved the download of 32,798 genbank files of S. pyogenes from NCBI dataset, coupled with the incorporation of data from Virulence Factor Database (VFDB) and Antibiotic Resistance Database (CARD) which contains sequences of AMR gene sequence and resistance profiles. These datasets provided labeled examples of both virulent and non-virulent genes, enabling a robust foundation for feature extraction and model training. We employed preprocessing, characterization and feature extraction techniques on primary nucleotide/amino acid sequences and selected the optimal more for model training. The feature set was constructed using sequence-based descriptors (e.g., k-mers and One-hot encoding), and functional annotations based on database prediction. The ML models compared are logistic regression, decision trees, support vector machines, neural networks among others. The results of this work show some differences in accuracy between the algorithms, these differences allow us to identify different aspects that represent unique opportunities for a more precise and efficient characterization and identification of VF and AMR. This comparative analysis underscores the value of integrating machine learning techniques in predicting S. pyogenes virulence and AMR, offering potential pathways for more effective diagnostic and therapeutic strategies. Future work will focus on incorporating additional omics data, such as transcriptomics, and exploring advanced deep learning models to further enhance predictive capabilities.

Keywords: antibiotic resistance, streptococcus pyogenes, virulence factors., machine learning

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Authors: Yasmeen Bassas, Sandra Kuebler, Allen Riddell

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Native language identification is one of the growing subfields in natural language processing (NLP). The task of native language identification (NLI) is mainly concerned with predicting the native language of an author’s writing in a second language. In this paper, we investigate the performance of two types of features; content-based features vs. content independent features, when they are evaluated on a different corpus (using social media data “Reddit”). In this NLI task, the predefined models are trained on one corpus (TOEFL), and then the trained models are evaluated on different data using an external corpus (Reddit). Three classifiers are used in this task; the baseline, linear SVM, and logistic regression. Results show that content-based features are more accurate and robust than content independent ones when tested within the corpus and across corpus.

Keywords: NLI, NLP, content-based features, content independent features, social media corpus, ML

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Authors: Xingyu Gao, Qiang Wu

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Patents play a crucial role in protecting innovation and intellectual property. Early prediction of the impact of artificial intelligence (AI) patents helps researchers and companies allocate resources and make better decisions. Understanding the key factors that influence patent impact can assist researchers in gaining a better understanding of the evolution of AI technology and innovation trends. Therefore, identifying highly impactful patents early and providing support for them holds immeasurable value in accelerating technological progress, reducing research and development costs, and mitigating market positioning risks. Despite the extensive research on AI patents, accurately predicting their early impact remains a challenge. Traditional methods often consider only single factors or simple combinations, failing to comprehensively and accurately reflect the actual impact of patents. This paper utilized the artificial intelligence patent database from the United States Patent and Trademark Office and the Len.org patent retrieval platform to obtain specific information on 35,708 AI patents. Using six machine learning models, namely Multiple Linear Regression, Random Forest Regression, XGBoost Regression, LightGBM Regression, Support Vector Machine Regression, and K-Nearest Neighbors Regression, and using early indicators of patents as features, the paper comprehensively predicted the impact of patents from three aspects: technical, social, and economic. These aspects include the technical leadership of patents, the number of citations they receive, and their shared value. The SHAP (Shapley Additive exPlanations) metric was used to explain the predictions of the best model, quantifying the contribution of each feature to the model's predictions. The experimental results on the AI patent dataset indicate that, for all three target variables, LightGBM regression shows the best predictive performance. Specifically, patent novelty has the greatest impact on predicting the technical impact of patents and has a positive effect. Additionally, the number of owners, the number of backward citations, and the number of independent claims are all crucial and have a positive influence on predicting technical impact. In predicting the social impact of patents, the number of applicants is considered the most critical input variable, but it has a negative impact on social impact. At the same time, the number of independent claims, the number of owners, and the number of backward citations are also important predictive factors, and they have a positive effect on social impact. For predicting the economic impact of patents, the number of independent claims is considered the most important factor and has a positive impact on economic impact. The number of owners, the number of sibling countries or regions, and the size of the extended patent family also have a positive influence on economic impact. The study primarily relies on data from the United States Patent and Trademark Office for artificial intelligence patents. Future research could consider more comprehensive data sources, including artificial intelligence patent data, from a global perspective. While the study takes into account various factors, there may still be other important features not considered. In the future, factors such as patent implementation and market applications may be considered as they could have an impact on the influence of patents.

Keywords: patent influence, interpretable machine learning, predictive models, SHAP

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Authors: Sittampalam Manoharan, Gary Chai, Sanaul Chowdhury, Andrew Golding

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The primary objective of this paper is to present a simplified approach to develop the structural deterioration model using traffic speed deflectometer data for flexible pavements. Maintaining assets to meet functional performance is not economical or sustainable in the long terms, and it would end up needing much more investments for road agencies and extra costs for road users. Performance models have to be included for structural and functional predicting capabilities, in order to assess the needs, and the time frame of those needs. As such structural modelling plays a vital role in the prediction of pavement performance. A structural condition is important for the prediction of remaining life and overall health of a road network and also major influence on the valuation of road pavement. Therefore, the structural deterioration model is a critical input into pavement management system for predicting pavement rehabilitation needs accurately. The Traffic Speed Deflectometer (TSD) is a vehicle-mounted Doppler laser system that is capable of continuously measuring the structural bearing capacity of a pavement whilst moving at traffic speeds. The device’s high accuracy, high speed, and continuous deflection profiles are useful for network-level applications such as predicting road rehabilitations needs and remaining structural service life. The methodology adopted in this model by utilizing time series TSD maximum deflection (D0) data in conjunction with rutting, rutting progression, pavement age, subgrade strength and equivalent standard axle (ESA) data. Then, regression analyses were undertaken to establish a correlation equation of structural deterioration as a function of rutting, pavement age, seal age and equivalent standard axle (ESA). This study developed a simple structural deterioration model which will enable to incorporate available TSD structural data in pavement management system for developing network-level pavement investment strategies. Therefore, the available funding can be used effectively to minimize the whole –of- life cost of the road asset and also improve pavement performance. This study will contribute to narrowing the knowledge gap in structural data usage in network level investment analysis and provide a simple methodology to use structural data effectively in investment decision-making process for road agencies to manage aging road assets.

Keywords: adjusted structural number (SNP), maximum deflection (D0), equant standard axle (ESA), traffic speed deflectometer (TSD)

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Authors: Y. Tiamaz, N. Souissi

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The purpose of this paper is to present a classification of Lean models which aims to capture all the concepts related to this approach and thus facilitate its implementation. This classification allows the identification of the most relevant models according to several dimensions. From this perspective, we present a review and an analysis of Lean models literature and we propose dimensions for the classification of the current proposals while respecting among others the axes of the Lean approach, the maturity of the models as well as their application domains. This classification allowed us to conclude that researchers essentially consider the Lean approach as a toolbox also they design their models to solve problems related to a specific environment. Since Lean approach is no longer intended only for the automotive sector where it was invented, but to all fields (IT, Hospital, ...), we consider that this approach requires a generic model that is capable of being implemented in all areas.

Keywords: lean approach, lean models, classification, dimensions, holistic view

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Authors: Shamsulhaq Amin

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Unbound granular materials (UGMs) are pivotal in ensuring long-term quality, especially in the layers under the surface of flexible pavements and other constructions. This study seeks to better understand the behavior of the UGMs by looking at popular models for predicting lasting deformation under various levels of stresses and load cycles. These models focus on variables such as the number of load cycles, stress levels, and features specific to materials and were evaluated on the basis of their ability to accurately predict outcomes. The study showed that these factors play a crucial role in how well the models work. Therefore, the research highlights the need to look at a wide range of stress situations to more accurately predict how much the UGMs bend or shift. The research looked at important factors, like how permanent deformation relates to the number of times a load is applied, how quickly this phenomenon happens, and the shakedown effect, in two different types of UGMs: granite and limestone. A detailed study was done over 100,000 load cycles, which provided deep insights into how these materials behave. In this study, a number of factors, such as the level of stress applied, the number of load cycles, the density of the material, and the moisture present were seen as the main factors affecting permanent deformation. It is vital to fully understand these elements for better designing pavements that last long and handle wear and tear. A series of laboratory tests were performed to evaluate the mechanical properties of materials and acquire model parameters. The testing included gradation tests, CBR tests, and Repeated load triaxial tests. The repeated load triaxial tests were crucial for studying the significant components that affect deformation. This test involved applying various stress levels to estimate model parameters. In addition, certain model parameters were established by regression analysis, and optimization was conducted to improve outcomes. Afterward, the material parameters that were acquired were used to construct graphs for each model. The graphs were subsequently compared to the outcomes obtained from the repeated load triaxial testing. Additionally, the models were evaluated to determine if they demonstrated the two inherent deformation behaviors of materials when subjected to repetitive load: the initial phase, post-compaction, and the second phase volumetric changes. In this study, using log-log graphs was key to making the complex data easier to understand. This method made the analysis clearer and helped make the findings easier to interpret, adding both precision and depth to the research. This research provides important insight into picking the right models for predicting how these materials will act under expected stress and load conditions. Moreover, it offers crucial information regarding the effect of load cycle and permanent deformation as well as the shakedown effect on granite and limestone UGMs.

Keywords: permanent deformation, unbound granular materials, load cycles, stress level

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Authors: Amin Nezarat, Naeime Seifadini

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Trip mode selection is a behavioral characteristic of passengers with immense importance for travel demand analysis, transportation planning, and traffic management. Identification of trip mode distribution will allow transportation authorities to adopt appropriate strategies to reduce travel time, traffic and air pollution. The majority of existing trip mode inference models operate based on human selected features and traditional machine learning algorithms. However, human selected features are sensitive to changes in traffic and environmental conditions and susceptible to personal biases, which can make them inefficient. One way to overcome these problems is to use neural networks capable of extracting high-level features from raw input. In this study, the convolutional neural network (CNN) architecture is used to predict the trip mode distribution based on raw GPS trajectory data. The key innovation of this paper is the design of the layout of the input layer of CNN as well as normalization operation, in a way that is not only compatible with the CNN architecture but can also represent the fundamental features of motion including speed, acceleration, jerk, and Bearing rate. The highest prediction accuracy achieved with the proposed configuration for the convolutional neural network with batch normalization is 85.26%.

Keywords: predicting, deep learning, neural network, urban trip

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Authors: Rajai Al-Rousan

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This paper presents a proposed analytical model for predicting the shear strength of reinforced concrete beams strengthened with CFRP composites as external reinforcement. The proposed analytical model can predict the shear contribution of CFRP composites of RC beams with an acceptable coefficient of correlation with the tested results. Based on the comparison of the proposed model with the published well-known models (ACI model, Triantafillou model, and Colotti model), the ACI model had a wider range of 0.16 to 10.08 for the ratio between tested and predicted ultimate shears at failure. Also, an acceptable range of 0.27 to 2.78 for the ratio between tested and predicted ultimate shears by the Triantafillou model. Finally, the best prediction (the ratio between the tested and predicted ones) of the ultimate shear capacity is observed by using Colotti model with a range of 0.20 to 1.78. Thus, the contribution of the CFRP composites as external reinforcement can be predicted with high accuracy by using the proposed analytical model.

Keywords: predicting, shear capacity, reinforced concrete, beams, strengthened, externally, CFRP composites

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Authors: Chisomo Patrick Kumbuyo, Katsuyuki Shimizu, Hiroshi Yasuda, Yoshinobu Kitamura

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This study deals with a way of predicting Malawi rainfall from global sea surface temperature (SST) using a simple multiple regression model. Monthly rainfall data from nine stations in Malawi grouped into two zones on the basis of inter-station rainfall correlations were used in the study. Zone 1 consisted of Karonga and Nkhatabay stations, located in northern Malawi; and Zone 2 consisted of Bolero, located in northern Malawi; Kasungu, Dedza, Salima, located in central Malawi; Mangochi, Makoka and Ngabu stations located in southern Malawi. Links between Malawi rainfall and SST based on statistical correlations were evaluated and significant results selected as predictors for the regression models. The predictors for Zone 1 model were identified from the Atlantic, Indian and Pacific oceans while those for Zone 2 were identified from the Pacific Ocean. The correlation between the fit of predicted and observed rainfall values of the models were satisfactory with r=0.81 and 0.54 for Zone 1 and 2 respectively (significant at less than 99.99%). The results of the models are in agreement with other findings that suggest that SST anomalies in the Atlantic, Indian and Pacific oceans have an influence on the rainfall patterns of Southern Africa.

Keywords: Malawi rainfall, forecast model, predictors, SST

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Authors: Darren Zou

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Forecasting the stock market is a very challenging task. Various economic indicators such as GDP, exchange rates, interest rates, and unemployment have a substantial impact on the stock market. Time series models are the traditional methods used to predict stock market changes. In this paper, a machine learning method, Bayesian Additive Regression Tree (BART) is used in predicting stock market indexes based on multiple economic indicators. BART can be used to model heterogeneous treatment effects, and thereby works well when models are misspecified. It also has the capability to handle non-linear main effects and multi-way interactions without much input from financial analysts. In this research, BART is proposed to provide a reliable prediction on day-to-day stock market activities. By comparing the analysis results from BART and with time series method, BART can perform well and has better prediction capability than the traditional methods.

Keywords: BART, Bayesian, predict, stock

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Authors: Shu-Yu Chung, Ying-Fang Wang, Shih-Min Wang

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To conduct long-term exposure assessments are important for workers exposed to chemicals with chronic effects. However, it usually encounters with several constrains, including cost, workers' willingness, and interference to work practice, etc., leading to inadequate long-term exposure data in the real world. In this study, an integrated approach was developed for conducting long-term exposure assessment for welding workers in a shipbuilding factory. A laboratory study was conducted to yield the fume generation rates under various operating conditions. The results and the measured environmental conditions were applied to the near field/far field (NF/FF) model for predicting long term fume exposures via the Monte Carlo simulation. Then, the predicted long-term concentrations were used to determine the prior distribution in Bayesian decision analysis (BDA). Finally, the resultant posterior distributions were used to assess the long-term exposure and serve as basis for initiating control strategies for shipbuilding workers. Results show that the NF/FF model was a suitable for predicting the exposures of metal contents containing in welding fume. The resultant posterior distributions could effectively assess the long-term exposures of shipbuilding welders. Welders' long-term Fe, Mn and Pb exposures were found with high possibilities to exceed the action level indicating preventive measures should be taken for reducing welders' exposures immediately. Though the resultant posterior distribution can only be regarded as the best solution based on the currently available predicting and monitoring data, the proposed integrated approach can be regarded as a possible solution for conducting long term exposure assessment in the field.

Keywords: Bayesian decision analysis, exposure assessment, near field and far field model, shipbuilding industry, welding fume

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Authors: Z. Sadeghi, M. R. Omidkhah, M. E. Masoomi

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The purpose of this paper is to examine gas transport behavior of mixed matrix membranes (MMMs) combined with porous particles. Main existing models are categorized in two main groups; two-phase (ideal contact) and three-phase (non-ideal contact). A new coefficient, J, was obtained to express equations for estimating effect of the particle porosity in two-phase and three-phase models. Modified models evaluates with existing models and experimental data using Matlab software. Comparison of gas permeability of proposed modified models with existing models in different MMMs shows a better prediction of gas permeability in MMMs.

Keywords: mixed matrix membrane, permeation models, porous particles, porosity

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Authors: Zhijie Li, Wenhui Peng, Zelong Yuan, Jianchun Wang

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Turbulence is a complex phenomenon that plays a crucial role in various fields, such as engineering, atmospheric science, and fluid dynamics. Predicting and understanding its behavior over long time scales have been challenging tasks. Traditional methods, such as large-eddy simulation (LES), have provided valuable insights but are computationally expensive. In the past few years, machine learning methods have experienced rapid development, leading to significant improvements in computational speed. However, ensuring stable and accurate long-term predictions remains a challenging task for these methods. In this study, we introduce the implicit U-net enhanced Fourier neural operator (IU-FNO) as a solution for stable and efficient long-term predictions of the nonlinear dynamics in three-dimensional (3D) turbulence. The IU-FNO model combines implicit re-current Fourier layers to deepen the network and incorporates the U-Net architecture to accurately capture small-scale flow structures. We evaluate the performance of the IU-FNO model through extensive large-eddy simulations of three types of 3D turbulence: forced homogeneous isotropic turbulence (HIT), temporally evolving turbulent mixing layer, and decaying homogeneous isotropic turbulence. The results demonstrate that the IU-FNO model outperforms other FNO-based models, including vanilla FNO, implicit FNO (IFNO), and U-net enhanced FNO (U-FNO), as well as the dynamic Smagorinsky model (DSM), in predicting various turbulence statistics. Specifically, the IU-FNO model exhibits improved accuracy in predicting the velocity spectrum, probability density functions (PDFs) of vorticity and velocity increments, and instantaneous spatial structures of the flow field. Furthermore, the IU-FNO model addresses the stability issues encountered in long-term predictions, which were limitations of previous FNO models. In addition to its superior performance, the IU-FNO model offers faster computational speed compared to traditional large-eddy simulations using the DSM model. It also demonstrates generalization capabilities to higher Taylor-Reynolds numbers and unseen flow regimes, such as decaying turbulence. Overall, the IU-FNO model presents a promising approach for long-term dynamics prediction in 3D turbulence, providing improved accuracy, stability, and computational efficiency compared to existing methods.

Keywords: data-driven, Fourier neural operator, large eddy simulation, fluid dynamics

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Authors: Allen A. Espinosa, Arlyne C. Marasigan, Janir T. Datukan

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The study explored how students visualize the states and classifications of matter using scientific models. It also identified misconceptions of students in using scientific models. In general, high percentage of students was able to use scientific models correctly and only a little misconception was identified. From the result of the study, a teaching framework was formulated wherein scientific models should be employed in classroom instruction to visualize abstract concepts in chemistry and for better conceptual understanding.

Keywords: visual conception, scientific models, mental models, states of matter, classification of matter

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Authors: Shay Kee Tan, Kok Haur Ng, Jennifer So-Kuen Chan

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This paper extends the conditional autoregressive range (CARR) model to multivariate CARR (MCARR) model and further to the two-stage MCARR-return model to model and forecast volatilities, correlations and returns of multiple financial assets. The first stage model fits the scaled realised Parkinson volatility measures using individual series and their pairwise sums of indices to the MCARR model to obtain in-sample estimates and forecasts of volatilities for these individual and pairwise sum series. Then covariances are calculated to construct the fitted variance-covariance matrix of returns which are imputed into the stage-two return model to capture the heteroskedasticity of assets’ returns. We investigate different choices of mean functions to describe the volatility dynamics. Empirical applications are based on the Standard and Poor 500, Dow Jones Industrial Average and Dow Jones United States Financial Service Indices. Results show that the stage-one MCARR models using asymmetric mean functions give better in-sample model fits than those based on symmetric mean functions. They also provide better out-of-sample volatility forecasts than those using CARR models based on two robust loss functions with the scaled realised open-to-close volatility measure as the proxy for the unobserved true volatility. We also find that the stage-two return models with constant means and multivariate Student-t errors give better in-sample fits than the Baba, Engle, Kraft, and Kroner type of generalized autoregressive conditional heteroskedasticity (BEKK-GARCH) models. The estimates and forecasts of value-at-risk (VaR) and conditional VaR based on the best MCARR-return models for each asset are provided and tested using Kupiec test to confirm the accuracy of the VaR forecasts.

Keywords: range-based volatility, correlation, multivariate CARR-return model, value-at-risk, conditional value-at-risk

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Authors: Bitewulign Mekonnen

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Context: This scientific paper focuses on the use of near-infrared (NIR) spectroscopy to determine glucose concentration in aqueous solutions accurately and rapidly. The study compares six different machine learning methods for predicting glucose concentration and also explores the development of a deep learning model for classifying NIR spectra. The objective is to optimize the detection model and improve the accuracy of glucose prediction. This research is important because it provides a comprehensive analysis of various machine-learning techniques for estimating aqueous glucose concentrations. Research Aim: The aim of this study is to compare and evaluate different machine-learning methods for predicting glucose concentration from NIR spectra. Additionally, the study aims to develop and assess a deep-learning model for classifying NIR spectra. Methodology: The research methodology involves the use of machine learning and deep learning techniques. Six machine learning regression models, including support vector machine regression, partial least squares regression, extra tree regression, random forest regression, extreme gradient boosting, and principal component analysis-neural network, are employed to predict glucose concentration. The NIR spectra data is randomly divided into train and test sets, and the process is repeated ten times to increase generalization ability. In addition, a convolutional neural network is developed for classifying NIR spectra. Findings: The study reveals that the SVMR, ETR, and PCA-NN models exhibit excellent performance in predicting glucose concentration, with correlation coefficients (R) > 0.99 and determination coefficients (R²)> 0.985. The deep learning model achieves high macro-averaging scores for precision, recall, and F1-measure. These findings demonstrate the effectiveness of machine learning and deep learning methods in optimizing the detection model and improving glucose prediction accuracy. Theoretical Importance: This research contributes to the field by providing a comprehensive analysis of various machine-learning techniques for estimating glucose concentrations from NIR spectra. It also explores the use of deep learning for the classification of indistinguishable NIR spectra. The findings highlight the potential of machine learning and deep learning in enhancing the prediction accuracy of glucose-relevant features. Data Collection and Analysis Procedures: The NIR spectra and corresponding references for glucose concentration are measured in increments of 20 mg/dl. The data is randomly divided into train and test sets, and the models are evaluated using regression analysis and classification metrics. The performance of each model is assessed based on correlation coefficients, determination coefficients, precision, recall, and F1-measure. Question Addressed: The study addresses the question of whether machine learning and deep learning methods can optimize the detection model and improve the accuracy of glucose prediction from NIR spectra. Conclusion: The research demonstrates that machine learning and deep learning methods can effectively predict glucose concentration from NIR spectra. The SVMR, ETR, and PCA-NN models exhibit superior performance, while the deep learning model achieves high classification scores. These findings suggest that machine learning and deep learning techniques can be used to improve the prediction accuracy of glucose-relevant features. Further research is needed to explore their clinical utility in analyzing complex matrices, such as blood glucose levels.

Keywords: machine learning, signal processing, near-infrared spectroscopy, support vector machine, neural network

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Authors: Riznaldi Akbar

Abstract:

In this study, we compared the performance of the Artificial Neural Network (ANN) model with back-propagation algorithm in correctly predicting in-sample and out-of-sample external debt crisis in Indonesia. We found that exchange rate, foreign reserves, and exports are the major determinants to experiencing external debt crisis. The ANN in-sample performance provides relatively superior results. The ANN model is able to classify correctly crisis of 89.12 per cent with reasonably low false alarms of 7.01 per cent. In out-of-sample, the prediction performance fairly deteriorates compared to their in-sample performances. It could be explained as the ANN model tends to over-fit the data in the in-sample, but it could not fit the out-of-sample very well. The 10-fold cross-validation has been used to improve the out-of-sample prediction accuracy. The results also offer policy implications. The out-of-sample performance could be very sensitive to the size of the samples, as it could yield a higher total misclassification error and lower prediction accuracy. The ANN model could be used to identify past crisis episodes with some accuracy, but predicting crisis outside the estimation sample is much more challenging because of the presence of uncertainty.

Keywords: debt crisis, external debt, artificial neural network, ANN

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Authors: Hyun-Woo Cho

Abstract:

Detection of incipient abnormal events in production processes is important to improve safety and reliability of manufacturing operations and reduce losses caused by failures. The construction of calibration models for predicting faulty conditions is quite essential in making decisions on when to perform preventive maintenance. This paper presents a multivariate calibration monitoring approach based on the statistical analysis of process measurement data. The calibration model is used to predict faulty conditions from historical reference data. This approach utilizes variable selection techniques, and the predictive performance of several prediction methods are evaluated using real data. The results shows that the calibration model based on supervised probabilistic model yielded best performance in this work. By adopting a proper variable selection scheme in calibration models, the prediction performance can be improved by excluding non-informative variables from their model building steps.

Keywords: calibration model, monitoring, quality improvement, feature selection

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Authors: Pranav Gunhal

Abstract:

This paper presents an analysis of sentiment on Twitter towards the Karnataka elections held in 2023, utilizing transformer-based models specifically designed for sentiment analysis in Indic languages. Through an innovative data collection approach involving a combination of novel methods of data augmentation, online data preceding the election was analyzed. The study focuses on sentiment classification, effectively distinguishing between positive, negative, and neutral posts while specifically targeting the sentiment regarding the loss of the Bharatiya Janata Party (BJP) or the win of the Indian National Congress (INC). Leveraging high-performing transformer architectures, specifically IndicBERT, coupled with specifically fine-tuned hyperparameters, the AI models employed in this study achieved remarkable accuracy in predicting the INC’s victory in the election. The findings shed new light on the potential of cutting-edge transformer-based models in capturing and analyzing sentiment dynamics within the Indian political landscape. The implications of this research are far-reaching, providing invaluable insights to political parties for informed decision-making and strategic planning in preparation for the forthcoming 2024 Lok Sabha elections in the nation.

Keywords: sentiment analysis, twitter, Karnataka elections, congress, BJP, transformers, Indic languages, AI, novel architectures, IndicBERT, lok sabha elections

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Authors: Noha Nagy, Hoda Mokhtar, Mohamed El Sherkawi

Abstract:

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: Haidy S. Ghali, Engy Serag, A. Samer Ezeldin

Abstract:

Copper is an essential raw material used in the construction industry. During the year 2021 and the first half of 2022, the global market suffered from a significant fluctuation in copper raw material prices due to the aftermath of both the COVID-19 pandemic and the Russia-Ukraine war, which exposed its consumers to an unexpected financial risk. Thereto, this paper aims to develop two ANN-LSTM price prediction models, using Python, that can forecast the average monthly copper prices traded in the London Metal Exchange; the first model is a multivariate model that forecasts the copper price of the next 1-month and the second is a univariate model that predicts the copper prices of the upcoming three months. Historical data of average monthly London Metal Exchange copper prices are collected from January 2009 till July 2022, and potential external factors are identified and employed in the multivariate model. These factors lie under three main categories: energy prices and economic indicators of the three major exporting countries of copper, depending on the data availability. Before developing the LSTM models, the collected external parameters are analyzed with respect to the copper prices using correlation and multicollinearity tests in R software; then, the parameters are further screened to select the parameters that influence the copper prices. Then, the two LSTM models are developed, and the dataset is divided into training, validation, and testing sets. The results show that the performance of the 3-Month prediction model is better than the 1-Month prediction model, but still, both models can act as predicting tools for diverse economic situations.

Keywords: copper prices, prediction model, neural network, time series forecasting

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Authors: Li Yu, Chenlu Jiao, Hongrun Xin, Yan Wang, Kaiyang Wang

Abstract:

In order to study the impact of various factors on the housing price, we propose to build different prediction models based on deep learning to determine the existing data of the real estate in order to more accurately predict the housing price or its changing trend in the future. Considering that the factors which affect the housing price vary widely, the proposed prediction models include two categories. The first one is based on multiple characteristic factors of the real estate. We built Convolution Neural Network (CNN) prediction model and Long Short-Term Memory (LSTM) neural network prediction model based on deep learning, and logical regression model was implemented to make a comparison between these three models. Another prediction model is time series model. Based on deep learning, we proposed an LSTM-1 model purely regard to time series, then implementing and comparing the LSTM model and the Auto-Regressive and Moving Average (ARMA) model. In this paper, comprehensive study of the second-hand housing price in Beijing has been conducted from three aspects: crawling and analyzing, housing price predicting, and the result comparing. Ultimately the best model program was produced, which is of great significance to evaluation and prediction of the housing price in the real estate industry.

Keywords: deep learning, convolutional neural network, LSTM, housing prediction

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Authors: Gayathri Sadanala, Shibam Pokhrel, Owen Murphy

Abstract:

In the ever-evolving landscape of education, Virtual Reality (VR) environments offer a promising avenue for enhancing student engagement and learning experiences. However, understanding and predicting student behavior within these immersive settings remain challenging tasks. This paper presents a comprehensive study on the predictive modeling of student behavior in VR using machine learning techniques. We introduce a rich data set capturing student interactions, movements, and progress within a VR orientation program. The dataset is divided into training and testing sets, allowing us to develop and evaluate predictive models for various aspects of student behavior, including engagement levels, task completion, and performance. Our machine learning approach leverages a combination of feature engineering and model selection to reveal hidden patterns in the data. We employ regression and classification models to predict student outcomes, and the results showcase promising accuracy in forecasting behavior within VR environments. Furthermore, we demonstrate the practical implications of our predictive models for personalized VR-based learning experiences and early intervention strategies. By uncovering the intricate relationship between student behavior and VR interactions, we provide valuable insights for educators, designers, and developers seeking to optimize virtual learning environments.

Keywords: interaction, machine learning, predictive modeling, virtual reality

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Authors: Mohamed Arbi Khlifi, Badr M. Alshammari

Abstract:

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

Procedia PDF Downloads 454