Search results for: Ornstein-Uhlenbeck type models
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 12966

Search results for: Ornstein-Uhlenbeck type models

6 Revolutionizing Financial Forecasts: Enhancing Predictions with Graph Convolutional Networks (GCN) - Long Short-Term Memory (LSTM) Fusion

Authors: Ali Kazemi

Abstract:

Those within the volatile and interconnected international economic markets, appropriately predicting market trends, hold substantial fees for traders and financial establishments. Traditional device mastering strategies have made full-size strides in forecasting marketplace movements; however, monetary data's complicated and networked nature calls for extra sophisticated processes. This observation offers a groundbreaking method for monetary marketplace prediction that leverages the synergistic capability of Graph Convolutional Networks (GCNs) and Long Short-Term Memory (LSTM) networks. Our suggested algorithm is meticulously designed to forecast the traits of inventory market indices and cryptocurrency costs, utilizing a comprehensive dataset spanning from January 1, 2015, to December 31, 2023. This era, marked by sizable volatility and transformation in financial markets, affords a solid basis for schooling and checking out our predictive version. Our algorithm integrates diverse facts to construct a dynamic economic graph that correctly reflects market intricacies. We meticulously collect opening, closing, and high and low costs daily for key inventory marketplace indices (e.g., S&P 500, NASDAQ) and widespread cryptocurrencies (e.g., Bitcoin, Ethereum), ensuring a holistic view of marketplace traits. Daily trading volumes are also incorporated to seize marketplace pastime and liquidity, providing critical insights into the market's shopping for and selling dynamics. Furthermore, recognizing the profound influence of the monetary surroundings on financial markets, we integrate critical macroeconomic signs with hobby fees, inflation rates, GDP increase, and unemployment costs into our model. Our GCN algorithm is adept at learning the relational patterns amongst specific financial devices represented as nodes in a comprehensive market graph. Edges in this graph encapsulate the relationships based totally on co-movement styles and sentiment correlations, enabling our version to grasp the complicated community of influences governing marketplace moves. Complementing this, our LSTM algorithm is trained on sequences of the spatial-temporal illustration discovered through the GCN, enriched with historic fee and extent records. This lets the LSTM seize and expect temporal marketplace developments accurately. Inside the complete assessment of our GCN-LSTM algorithm across the inventory marketplace and cryptocurrency datasets, the version confirmed advanced predictive accuracy and profitability compared to conventional and opportunity machine learning to know benchmarks. Specifically, the model performed a Mean Absolute Error (MAE) of 0.85%, indicating high precision in predicting day-by-day charge movements. The RMSE was recorded at 1.2%, underscoring the model's effectiveness in minimizing tremendous prediction mistakes, which is vital in volatile markets. Furthermore, when assessing the model's predictive performance on directional market movements, it achieved an accuracy rate of 78%, significantly outperforming the benchmark models, averaging an accuracy of 65%. This high degree of accuracy is instrumental for techniques that predict the course of price moves. This study showcases the efficacy of mixing graph-based totally and sequential deep learning knowledge in economic marketplace prediction and highlights the fee of a comprehensive, records-pushed evaluation framework. Our findings promise to revolutionize investment techniques and hazard management practices, offering investors and economic analysts a powerful device to navigate the complexities of cutting-edge economic markets.

Keywords: financial market prediction, graph convolutional networks (GCNs), long short-term memory (LSTM), cryptocurrency forecasting

Procedia PDF Downloads 66
5 Times2D: A Time-Frequency Method for Time Series Forecasting

Authors: Reza Nematirad, Anil Pahwa, Balasubramaniam Natarajan

Abstract:

Time series data consist of successive data points collected over a period of time. Accurate prediction of future values is essential for informed decision-making in several real-world applications, including electricity load demand forecasting, lifetime estimation of industrial machinery, traffic planning, weather prediction, and the stock market. Due to their critical relevance and wide application, there has been considerable interest in time series forecasting in recent years. However, the proliferation of sensors and IoT devices, real-time monitoring systems, and high-frequency trading data introduce significant intricate temporal variations, rapid changes, noise, and non-linearities, making time series forecasting more challenging. Classical methods such as Autoregressive integrated moving average (ARIMA) and Exponential Smoothing aim to extract pre-defined temporal variations, such as trends and seasonality. While these methods are effective for capturing well-defined seasonal patterns and trends, they often struggle with more complex, non-linear patterns present in real-world time series data. In recent years, deep learning has made significant contributions to time series forecasting. Recurrent Neural Networks (RNNs) and their variants, such as Long short-term memory (LSTMs) and Gated Recurrent Units (GRUs), have been widely adopted for modeling sequential data. However, they often suffer from the locality, making it difficult to capture local trends and rapid fluctuations. Convolutional Neural Networks (CNNs), particularly Temporal Convolutional Networks (TCNs), leverage convolutional layers to capture temporal dependencies by applying convolutional filters along the temporal dimension. Despite their advantages, TCNs struggle with capturing relationships between distant time points due to the locality of one-dimensional convolution kernels. Transformers have revolutionized time series forecasting with their powerful attention mechanisms, effectively capturing long-term dependencies and relationships between distant time points. However, the attention mechanism may struggle to discern dependencies directly from scattered time points due to intricate temporal patterns. Lastly, Multi-Layer Perceptrons (MLPs) have also been employed, with models like N-BEATS and LightTS demonstrating success. Despite this, MLPs often face high volatility and computational complexity challenges in long-horizon forecasting. To address intricate temporal variations in time series data, this study introduces Times2D, a novel framework that parallelly integrates 2D spectrogram and derivative heatmap techniques. The spectrogram focuses on the frequency domain, capturing periodicity, while the derivative patterns emphasize the time domain, highlighting sharp fluctuations and turning points. This 2D transformation enables the utilization of powerful computer vision techniques to capture various intricate temporal variations. To evaluate the performance of Times2D, extensive experiments were conducted on standard time series datasets and compared with various state-of-the-art algorithms, including DLinear (2023), TimesNet (2023), Non-stationary Transformer (2022), PatchTST (2023), N-HiTS (2023), Crossformer (2023), MICN (2023), LightTS (2022), FEDformer (2022), FiLM (2022), SCINet (2022a), Autoformer (2021), and Informer (2021) under the same modeling conditions. The initial results demonstrated that Times2D achieves consistent state-of-the-art performance in both short-term and long-term forecasting tasks. Furthermore, the generality of the Times2D framework allows it to be applied to various tasks such as time series imputation, clustering, classification, and anomaly detection, offering potential benefits in any domain that involves sequential data analysis.

Keywords: derivative patterns, spectrogram, time series forecasting, times2D, 2D representation

Procedia PDF Downloads 43
4 Innovative Practices That Have Significantly Scaled up Depot Medroxy Progesterone Acetate-SC Self-Inject Services

Authors: Oluwaseun Adeleke, Samuel O. Ikani, Fidelis Edet, Anthony Nwala, Mopelola Raji, Simeon Christian Chukwu

Abstract:

Background The Delivering Innovations in Selfcare (DISC) project promotes universal access to quality selfcare services beginning with subcutaneous depot medroxy progesterone acetate (DMPA-SC) contraceptive self-injection (SI) option. Self-inject (SI) offers women a highly effective and convenient option that saves them frequent trips to providers. Its increased use has the potential to improve the efficiency of an overstretched healthcare system by reducing provider workloads. State Social and Behavioral Change Communications (SBCC) Officers lead project demand creation and service delivery innovations that have resulted in significant increases in SI uptake among women who opt for injectables. Strategies Service Delivery Innovations The implementation of the "Moment of Truth (MoT)" innovation helped providers overcome biases and address client fear and reluctance to self-inject. Bi-annual program audits and supportive mentoring visits helped providers retain their competence and motivation. Proper documentation, tracking, and replenishment of commodities were ensured through effective engagement with State Logistics Units. The project supported existing state monitoring and evaluation structures to effectively record and report subcutaneous depot medroxy progesterone acetate (DMPA-SC) service utilization. Demand creation Innovations SBCC Officers provide oversight, routinely evaluate performance, trains, and provides feedback for the demand creation activities implemented by community mobilizers (CMs). The scope and intensity of training given to CMs affect the outcome of their work. The project operates a demand creation model that uses a schedule to inform the conduct of interpersonal and group events. Health education sessions are specifically designed to counter misinformation, address questions and concerns, and educate target audience in an informed choice context. The project mapped facilities and their catchment areas and enlisted the support of identified influencers and gatekeepers to enlist their buy-in prior to entry. Each mobilization event began with pre-mobilization sensitization activities, particularly targeting male groups. Context-specific interventions were informed by the religious, traditional, and cultural peculiarities of target communities. Mobilizers also support clients to engage with and navigate online digital Family Planning (FP) online portals such as DiscoverYourPower website, Facebook page, digital companion (chat bot), interactive voice response (IVR), radio and television (TV) messaging. This improves compliance and provides linkages to nearby facilities. Results The project recorded 136,950 self-injection (SI) visits and a self-injection (SI) proportion rate that increased from 13 percent before the implementation of interventions in 2021 to 62 percent currently. The project cost-effectively demonstrated catalytic impact by leveraging state and partner resources, institutional platforms, and geographic scope to scale up interventions. The project also cost effectively demonstrated catalytic impact by leveraging on the state and partner resources, institutional platforms, and geographic scope to sustainably scale-up these strategies. Conclusion Using evidence-informed iterations of service delivery and demand creation models have been useful to significantly drive self-injection (SI) uptake. It will be useful to consider this implementation model during program design. Contemplation should also be given to systematic and strategic execution of strategies to optimize impact.

Keywords: family planning, contraception, DMPA-SC, self-care, self-injection, innovation, service delivery, demand creation.

Procedia PDF Downloads 75
3 Enhancing Disaster Resilience: Advanced Natural Hazard Assessment and Monitoring

Authors: Mariza Kaskara, Stella Girtsou, Maria Prodromou, Alexia Tsouni, Christodoulos Mettas, Stavroula Alatza, Kyriaki Fotiou, Marios Tzouvaras, Charalampos Kontoes, Diofantos Hadjimitsis

Abstract:

Natural hazard assessment and monitoring are crucial in managing the risks associated with fires, floods, and geohazards, particularly in regions prone to these natural disasters, such as Greece and Cyprus. Recent advancements in technology, developed by the BEYOND Center of Excellence of the National Observatory of Athens, have been successfully applied in Greece and are now set to be transferred to Cyprus. The implementation of these advanced technologies in Greece has significantly improved the country's ability to respond to these natural hazards. For wildfire risk assessment, a scalar wildfire occurrence risk index is created based on the predictions of machine learning models. Predicting fire danger is crucial for the sustainable management of forest fires as it provides essential information for designing effective prevention measures and facilitating response planning for potential fire incidents. A reliable forecast of fire danger is a key component of integrated forest fire management and is heavily influenced by various factors that affect fire ignition and spread. The fire risk model is validated by the sensitivity and specificity metric. For flood risk assessment, a multi-faceted approach is employed, including the application of remote sensing techniques, the collection and processing of data from the most recent population and building census, technical studies and field visits, as well as hydrological and hydraulic simulations. All input data are used to create precise flood hazard maps according to various flooding scenarios, detailed flood vulnerability and flood exposure maps, which will finally produce the flood risk map. Critical points are identified, and mitigation measures are proposed for the worst-case scenario, namely, refuge areas are defined, and escape routes are designed. Flood risk maps can assist in raising awareness and save lives. Validation is carried out through historical flood events using remote sensing data and records from the civil protection authorities. For geohazards monitoring (e.g., landslides, subsidence), Synthetic Aperture Radar (SAR) and optical satellite imagery are combined with geomorphological and meteorological data and other landslide/ground deformation contributing factors. To monitor critical infrastructures, including dams, advanced InSAR methodologies are used for identifying surface movements through time. Monitoring these hazards provides valuable information for understanding processes and could lead to early warning systems to protect people and infrastructure. Validation is carried out through both geotechnical expert evaluations and visual inspections. The success of these systems in Greece has paved the way for their transfer to Cyprus to enhance Cyprus's capabilities in natural hazard assessment and monitoring. This transfer is being made through capacity building activities, fostering continuous collaboration between Greek and Cypriot experts. Apart from the knowledge transfer, small demonstration actions are implemented to showcase the effectiveness of these technologies in real-world scenarios. In conclusion, the transfer of advanced natural hazard assessment technologies from Greece to Cyprus represents a significant step forward in enhancing the region's resilience to disasters. EXCELSIOR project funds knowledge exchange, demonstration actions and capacity-building activities and is committed to empower Cyprus with the tools and expertise to effectively manage and mitigate the risks associated with these natural hazards. Acknowledgement:Authors acknowledge the 'EXCELSIOR': ERATOSTHENES: Excellence Research Centre for Earth Surveillance and Space-Based Monitoring of the Environment H2020 Widespread Teaming project.

Keywords: earth observation, monitoring, natural hazards, remote sensing

Procedia PDF Downloads 39
2 Glycyrrhizic Acid Inhibits Lipopolysaccharide-Stimulated Bovine Fibroblast-Like Synoviocyte, Invasion through Suppression of TLR4/NF-κB-Mediated Matrix Metalloproteinase-9 Expression

Authors: Hosein Maghsoudi

Abstract:

Rheumatois arthritis (RA) is progressive inflammatory autoimmune diseases that primarily affect the joints, characterized by synovial hyperplasia and inflammatory cell infiltration, deformed and painful joints, which can lead tissue destruction, functional disability systemic complications, and early dead and socioeconomic costs. The cause of rheumatoid arthritis is unknown, but genetic and environmental factors are contributory and the prognosis is guarded. However, advances in understanding the pathogenesis of the disease have fostered the development of new therapeutics, with improved outcomes. The current treatment strategy, which reflects this progress, is to initiate aggressive therapy soon after diagnosis and to escalate the therapy, guided by an assessment of disease activity, in pursuit of clinical remission. The pathobiology of RA is multifaceted and involves T cells, B cells, fibroblast-like synoviocyte (FLSc) and the complex interaction of many pro-inflammatory cytokine. Novel biologic agents that target tumor necrosis or interlukin (IL)-1 and Il-6, in addition T- and B-cells inhibitors, have resulted in favorable clinical outcomes in patients with RA. Despite this, at least 30% of RA patients are résistance to available therapies, suggesting novel mediators should be identified that can target other disease-specific pathway or cell lineage. Among the inflammatory cell population that might participated in RA pathogenesis, FLSc are crucial in initiaing and driving RA in concert of cartilage and bone by secreting metalloproteinase (MMPs) into the synovial fluid and by direct invasion into extracellular matrix (ECM), further exacerbating joint damage. Invasion of fibroblast-like synoviocytes (FLSc) is critical in the pathogenesis of rheumatoid-arthritis. The metalloproteinase (MMPs) and activator of Toll-like receptor 4 (TLR4)/nuclear factor- κB pthway play a critical role in RA-FLS invasion induced by lipopolysaccharide (LPS). The present study aimed to explore the anti-invasion activity of Glycyrrhizic Acid as a pharmacologically safe phytochemical agent with potent anti-inflammatory properties on IL-1beta and TNF-alpha signalling pathways in Bovine fibroblast-like synoviocyte ex- vitro, on LPS-stimulated bovine FLS migration and invasion as well as MMP expression and explored the upstream signal transduction. Results showed that Glycyrrhizic Acid suppressed LPS-stimulated bovine FLS migration and invasion by inhibition MMP-9 expression and activity. In addition our results revealed that Glycyrrhizic Acid inhibited the transcriptional activity of MMP-9 by suppression the nbinding activity of NF- κB in the MMP-9 promoter pathway. The extract of licorice (Glycyrrhiza glabra L.) has been widely used for many centuries in the traditional Chinese medicine as native anti-allergic agent. Glycyrrhizin (GL), a triterpenoidsaponin, extracted from the roots of licorice is the most effective compound for inflammation and allergic diseases in human body. The biological and pharmacological studies revealed that GL possesses many pharmacological effects, such as anti-inflammatory, anti-viral and liver protective effects, and the biological effects, such as induction of cytokines (interferon-γ and IL-12), chemokines as well as extrathymic T and anti-type 2 T cells. GL is known in the traditional Chinese medicine for its anti-inflammatory effect, which is originally described by Finney in 1959. The mechanism of the GL-induced anti-inflammatory effect is based on different pathways of the GL-induced selective inhibition of the prostaglandin E2 production, the CK-II- mediated activation of both GL-binding lipoxygenas (gbLOX; 17) and PLA2, an anti-thrombin action of GL and production of the reactive oxygen species (ROS; GL exerts liver protection properties by inhibiting PLA2 or by the hydroxyl radical trapping action, leading to the lowering of serum alanine and aspartate transaminase levels. The present study was undertaken to examine the possible mechanism of anti-inflammatory properties GL on IL-1beta and TNF-alpha signalling pathways in bovine fibroblast-like synoviocyte ex-vivo, on LPS-stimulated bovine FLS migration and invasion as well as MMP expression and explored the upstream signal transduction. Our results clearly showed that treatment of bovine fibroblast-like synoviocyte with GL suppressed LPS-induced cell migration and invasion. Furthermore, it revealed that GL inhibited the transcription activity of MMP-9 by suppressing the binding activity of NF-κB in the MM-9 promoter. MMP-9 is an important ECM-degrading enzyme and overexpression of MMPs in important of RA-FLSs. LPS can stimulate bovine FLS to secret MMPs, and this induction is regulated at the transcription and translational levels. In this study, LPS treatment of bovine FLS caused an increase in MMP-2 and MMP-9 levels. The increase in MMP-9 expression and secretion was inhibited by ex- vitro. Furthermore, these effects were mimicked by MMP-9 siRNA. These result therefore indicate the the inhibition of LPS-induced bovine FLS invasion by GL occurs primarily by inhibiting MMP-9 expression and activity. Next we analyzed the functional significance of NF-κB transcription of MMP-9 activation in Bovine FLSs. Results from EMSA showed that GL suppressed LPS-induced NF-κB binding to the MMP-9 promotor, as NF-κB regulates transcriptional activation of multiple inflammatory cytokines, we predicted that GL might target NF-κB to suppress MMP-9 transcription by LPS. Myeloid differentiation-factor 88 (MyD88) and TIR-domain containing adaptor protein (TIRAP) are critical proteins in the LPS-induced NF-κB and apoptotic signaling pathways, GL inhibited the expression of TLR4 and MYD88. These results demonstrated that GL suppress LPS-induced MMP-9 expression through the inhibition of the induced TLR4/NFκB signaling pathway. Taken together, our results provide evidence that GL exerts anti-inflammatory effects by inhibition LPS-induced bovine FLSs migration and invasion, and the mechanisms may involve the suppression of TLR4/NFκB –mediated MMP-9 expression. Although further work is needed to clarify the complicated mechanism of GL-induced anti-invasion of bovine FLSs, GL might be used as a further anti-invasion drug with therapeutic efficacy in the treatment of immune-mediated inflammatory disease such as RA.

Keywords: glycyrrhizic acid, bovine fibroblast-like synoviocyte, tlr4/nf-κb, metalloproteinase-9

Procedia PDF Downloads 391
1 Developing VR-Based Neurorehabilitation Support Tools: A Step-by-Step Approach for Cognitive Rehabilitation and Pain Distraction during Invasive Techniques in Hospital Settings

Authors: Alba Prats-Bisbe, Jaume López-Carballo, David Leno-Colorado, Alberto García Molina, Alicia Romero Marquez, Elena Hernández Pena, Eloy Opisso Salleras, Raimon Jané Campos

Abstract:

Neurological disorders are a leading cause of disability and premature mortality worldwide. Neurorehabilitation (NRHB) is a clinical process aimed at reducing functional impairment, promoting societal participation, and improving the quality of life for affected individuals. Virtual reality (VR) technology is emerging as a promising NRHB support tool. Its immersive nature fosters a strong sense of agency and embodiment, motivating patients to engage in meaningful tasks and increasing adherence to therapy. However, the clinical benefits of VR interventions are challenging to determine due to the high heterogeneity among health applications. This study explores a stepwise development approach for creating VR-based tools to assist individuals with neurological disorders in medical practice, aiming to enhance reproducibility, facilitate comparison, and promote the generalization of findings. Building on previous research, the step-by-step methodology encompasses: Needs Identification– conducting cross-disciplinary meetings to brainstorm problems, solutions, and address barriers. Intervention Definition– target population, set goals, and conceptualize the VR system (equipment and environments). Material Selection and Placement– choose appropriate hardware and software, place the device within the hospital setting, and test equipment. Co-design– collaboratively create VR environments, user interfaces, and data management strategies. Prototyping– develop VR prototypes, conduct user testing, and make iterative redesigns. Usability and Feasibility Assessment– design protocols and conduct trials with stakeholders in the hospital setting. Efficacy Assessment– conduct clinical trials to evaluate outcomes and long-term effects. Cost-Effectiveness Validation– assess reproducibility, sustainability, and balance between costs and benefits. NRHB is complex due to the multifaceted needs of patients and the interdisciplinary healthcare architecture. VR has the potential to support various applications, such as motor skill training, cognitive tasks, pain management, unilateral spatial neglect (diagnosis and treatment), mirror therapy, and ecologically valid activities of daily living. Following this methodology was crucial for launching a VR-based system in a real hospital environment. Collaboration with neuropsychologists lead to develop A) a VR-based tool for cognitive rehabilitation in patients with acquired brain injury (ABI). The system comprises a head-mounted display (HTC Vive Pro Eye) and 7 tasks targeting attention, memory, and executive functions. A desktop application facilitates session configuration, while database records in-game variables. The VR tool's usability and feasibility were demonstrated in proof-of-concept trials with 20 patients, and effectiveness is being tested through a clinical protocol with 12 patients completing 24-session treatment. Another case involved collaboration with nurses and paediatric physiatrists to create B) a VR-based distraction tool during invasive techniques. The goal is to alleviate pain and anxiety associated with botulinum toxin (BTX) injections, blood tests, or intravenous placements. An all-in-one headset (HTC Vive Focus 3) deploys 360º videos to improve the experience for paediatric patients and their families. This study presents a framework for developing clinically relevant and technologically feasible VR-based support tools for hospital settings. Despite differences in patient type, intervention purpose, and VR system, the methodology demonstrates usability, viability, reproducibility and preliminary clinical benefits. It highlights the importance approach centred on clinician and patient needs for any aspect of NRHB within a real hospital setting.

Keywords: neurological disorders, neurorehabilitation, stepwise development approach, virtual reality

Procedia PDF Downloads 34