Search results for: prediction interval

Authors: Shraddha Jain Sharma, Ratnalata Gupta

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Predicting stock movements in the financial market is both difficult and rewarding. Analysts and academics are increasingly using advanced approaches such as machine learning techniques to anticipate stock price patterns, thanks to the expanding capacity of computing and the recent advent of graphics processing units and tensor processing units. Stock market prediction is a type of time series prediction that is incredibly difficult to do since stock prices are influenced by a variety of financial, socioeconomic, and political factors. Furthermore, even minor mistakes in stock market price forecasts can result in significant losses for companies that employ the findings of stock market price prediction for financial analysis and investment. Soft computing techniques are increasingly being employed for stock market prediction due to their better accuracy than traditional statistical methodologies. The proposed research looks at the need for soft computing techniques in stock market prediction, the numerous soft computing approaches that are important to the field, past work in the area with their prominent features, and the significant problems or issue domain that the area involves. For constructing a predictive model, the major focus is on neural networks and fuzzy logic. The stock market is extremely unpredictable, and it is unquestionably tough to correctly predict based on certain characteristics. This study provides a complete overview of the numerous strategies investigated for high accuracy prediction, with a focus on the most important characteristics.

Keywords: stock market prediction, artificial intelligence, artificial neural networks, fuzzy logic, accuracy, deep learning, machine learning, stock price, trading volume

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Authors: S. Channgam, A. Sae-Tang, T. Termsaithong

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In this research, the occurrences of large size events in various system sizes of the Bak-Tang-Wiesenfeld sandpile model are considered. The system sizes (square lattice) of model considered here are 25×25, 50×50, 75×75 and 100×100. The cross-correlation between the ratio of sites containing 3 grain time series and the large size event time series for these 4 system sizes are also analyzed. Moreover, a prediction method of the large-size event for the 50×50 system size is also introduced. Lastly, it can be shown that this prediction method provides a slightly higher efficiency than random predictions.

Keywords: Bak-Tang-Wiesenfeld sandpile model, cross-correlation, avalanches, prediction method

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Authors: Yalçın Bozkurt

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Prediction models were developed for accurate prediction of bodyweight (BW) by using Digital Images of beef cattle body dimensions by Artificial Neural Networks (ANN). For this purpose, the animal data were collected at a private slaughter house and the digital images and the weights of each live animal were taken just before they were slaughtered and the body dimensions such as digital wither height (DJWH), digital body length (DJBL), digital body depth (DJBD), digital hip width (DJHW), digital hip height (DJHH) and digital pin bone length (DJPL) were determined from the images, using the data with 1069 observations for each traits. Then, prediction models were developed by ANN. Digital body measurements were analysed by ANN for body prediction and R2 values of DJBL, DJWH, DJHW, DJBD, DJHH and DJPL were approximately 94.32, 91.31, 80.70, 83.61, 89.45 and 70.56 % respectively. It can be concluded that in management situations where BW cannot be measured it can be predicted accurately by measuring DJBL and DJWH alone or both DJBD and even DJHH and different models may be needed to predict BW in different feeding and environmental conditions and breeds

Keywords: artificial neural networks, bodyweight, cattle, digital body measurements

Procedia PDF Downloads 342

Authors: Naman Solanki, Souraj Mondal

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With the world moving towards online communication, the video datastore has exploded in the past few years. Consequently, it has become crucial to analyse participant’s engagement levels in online communication videos. Engagement prediction of people in videos can be useful in many domains, like education, client meetings, dating, etc. Video-level or frame-level prediction of engagement for a user involves the development of robust models that can capture facial micro-emotions efficiently. For the development of an engagement prediction model, it is necessary to have a widely-accepted standard dataset for engagement analysis. DAiSEE is one of the datasets which consist of in-the-wild data and has a gold standard annotation for engagement prediction. Earlier research done using the DAiSEE dataset involved training and testing standard models like CNN-based models, but the results were not satisfactory according to industry standards. In this paper, a multi-level classification approach has been introduced to create a more robust model for engagement analysis using the DAiSEE dataset. This approach has recorded testing accuracies of 0.638, 0.7728, 0.8195, and 0.866 for predicting boredom level, engagement level, confusion level, and frustration level, respectively.

Keywords: computer vision, engagement prediction, deep learning, multi-level classification

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Authors: Bin Li, Mei Liu

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Arrival time information is a crucial component of advanced public transport system (APTS). The advertisement of arrival time at stops can help reduce the waiting time and anxiety of passengers, and improve the quality of service. In this research, an experiment was conducted to compare the performance on prediction accuracy and precision between the link-based and the path-based historical travel time based model with the automatic vehicle location (AVL) data collected from an actual bus route. The research results show that the path-based model is superior to the link-based model, and achieves the best improvement on peak hours.

Keywords: bus transit, arrival time prediction, link-based, path-based

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Authors: Sohyoung Won, Heebal Kim, Dajeong Lim

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Genomic prediction is an effective way to measure the abilities of livestock for breeding based on genomic estimated breeding values, statistically predicted values from genotype data using best linear unbiased prediction (BLUP). Using haplotypes, clusters of linked single nucleotide polymorphisms (SNPs), as markers instead of individual SNPs can improve the reliability of genomic prediction since the probability of a quantitative trait loci to be in strong linkage disequilibrium (LD) with markers is higher. To efficiently use haplotypes in genomic prediction, finding optimal ways to define haplotypes is needed. In this study, 770K SNP chip data was collected from Hanwoo (Korean cattle) population consisted of 2506 cattle. Haplotypes were first defined in three different ways using 770K SNP chip data: haplotypes were defined based on 1) length of haplotypes (bp), 2) the number of SNPs, and 3) k-medoids clustering by LD. To compare the methods in parallel, haplotypes defined by all methods were set to have comparable sizes; in each method, haplotypes defined to have an average number of 5, 10, 20 or 50 SNPs were tested respectively. A modified GBLUP method using haplotype alleles as predictor variables was implemented for testing the prediction reliability of each haplotype set. Also, conventional genomic BLUP (GBLUP) method, which uses individual SNPs were tested to evaluate the performance of the haplotype sets on genomic prediction. Carcass weight was used as the phenotype for testing. As a result, using haplotypes defined by all three methods showed increased reliability compared to conventional GBLUP. There were not many differences in the reliability between different haplotype defining methods. The reliability of genomic prediction was highest when the average number of SNPs per haplotype was 20 in all three methods, implying that haplotypes including around 20 SNPs can be optimal to use as markers for genomic prediction. When the number of alleles generated by each haplotype defining methods was compared, clustering by LD generated the least number of alleles. Using haplotype alleles for genomic prediction showed better performance, suggesting improved accuracy in genomic selection. The number of predictor variables was decreased when the LD-based method was used while all three haplotype defining methods showed similar performances. This suggests that defining haplotypes based on LD can reduce computational costs and allows efficient prediction. Finding optimal ways to define haplotypes and using the haplotype alleles as markers can provide improved performance and efficiency in genomic prediction.

Keywords: best linear unbiased predictor, genomic prediction, haplotype, linkage disequilibrium

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Authors: Bikis Muhammed, Sehra Sedigh Sarvestani, Ali R. Hurson, Lasanthi Gamage

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Vehicular traffic events have overly complex spatial correlations and temporal interdependencies and are also influenced by environmental events such as weather conditions. To capture these spatial and temporal interdependencies and make more realistic vehicular traffic predictions, graph neural networks (GNN) based traffic prediction models have been extensively utilized due to their capability of capturing non-Euclidean spatial correlation very effectively. However, most of the already existing GNN-based traffic prediction models have some limitations during learning complex and dynamic spatial and temporal patterns due to the following missing factors. First, most GNN-based traffic prediction models have used static distance or sometimes haversine distance mechanisms between spatially separated traffic observations to estimate spatial correlation. Secondly, most GNN-based traffic prediction models have not incorporated environmental events that have a major impact on the normal traffic states. Finally, most of the GNN-based models did not use an attention mechanism to focus on only important traffic observations. The objective of this paper is to study and make real-time vehicular traffic predictions while incorporating the effect of weather conditions. To fill the previously mentioned gaps, our prediction model uses a real-time driving distance between sensors to build a distance matrix or spatial adjacency matrix and capture spatial correlation. In addition, our prediction model considers the effect of six types of weather conditions and has an attention mechanism in both spatial and temporal data aggregation. Our prediction model efficiently captures the spatial and temporal correlation between traffic events, and it relies on the graph attention network (GAT) and Bidirectional bidirectional long short-term memory (Bi-LSTM) plus attention layers and is called GAT-BILSTMA.

Keywords: deep learning, real time prediction, GAT, Bi-LSTM, attention

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Authors: Niharika Verma, Sandeep Santosh

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DOA technique is a localization technique used in the communication field. Various algorithms have been developed for direction of arrival estimation like MUSIC, ROOT MUSIC, etc. These algorithms depend on various parameters like antenna array elements, number of snapshots and various others. Basically the MUSIC spectrum is evaluated and peaks obtained are considered as the angle of arrivals. The angles evaluated using this process depends on the scanning interval chosen. The accuracy of the results obtained depends on the coarseness of the interval chosen. In this paper, golden section search is applied to the MUSIC algorithm and therefore, more accurate results are achieved. Initially the coarse DOA estimations is done using the MUSIC algorithm in the range -90 to 90 degree at the interval of 10 degree. After the peaks obtained then fine DOA estimation is done using golden section search. Also, the partitioning method is applied to estimate the number of signals incident on the antenna array. Dependency of the algorithm on the number of snapshots is also being explained. Hence, the accurate results are being determined using this algorithm.

Keywords: Direction of Arrival (DOA), golden section search, MUSIC, number of snapshots

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Authors: Mohammad Zavid Parvez, Manoranjan Paul

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

Keywords: EEG, epilepsy, phase correlation, seizure

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Authors: M. J. Pourvaghar, M. E. Bahram, M. Sayyah, Sh. Khoshemehry

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Adiponectin is a cytokine secreted by the adipose tissue that functions as an anti-inflammatory, antiathrogenic and anti-diabetic substance. Its density is inversely correlated with body mass index. The purpose of this research was to examine the effect of 12 weeks of high intensity interval training (HIIT) with the level of serum adiponectin and some selected adiposity markers in overweight and fat college students. This was a clinical research in which 24 students with BMI between 25 kg/m² to 30 kg/m². The sample was purposefully selected and then randomly assigned into two groups of experimental (age =22.7±1.5 yr.; weight = 85.8±3.18 kg and height =178.7±3.29 cm) and control (age =23.1±1.1 yr.; weight = 79.1±2.4 kg and height =181.3±4.6 cm), respectively. The experimental group participated in an aerobic exercise program for 12 weeks, three sessions per weeks at a high intensity between 85% to 95% of maximum heart rate (considering the over load principle). Prior and after the termination of exercise protocol, the level of serum adiponectin, BMI, waist to hip ratio, and body fat percentages were calculated. The data were analyzed by using SPSS: PC 16.0 and statistical procedure such as ANCOVA, was used. The results indicated that 12 weeks of intensive interval training led to the increase of serum adiponectin level and decrease of body weight, body fat percent, body mass index and waist to hip ratio (P < 0.05). Based on the results of this research, it may be concluded that participation in intensive interval training for 12 weeks is a non-invasive treatment to increase the adiponectin level while decreasing some of the anthropometric indices associated with obesity or being overweight.

Keywords: adiponectin, cardiovascular, interval, overweight, training

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

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

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

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Authors: Sam Khozama, Ali M. Mayya

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Breast cancer is one of the most common types in women. Early prediction of breast cancer helps physicians detect cancer in its early stages. Big cancer data needs a very powerful tool to analyze and extract predictions. Machine learning and deep learning are two of the most efficient tools for predicting cancer based on textual data. In this study, we developed a fusion model of two machine learning and deep learning models. To obtain the final prediction, Long-Short Term Memory (LSTM) and ensemble learning with hyper parameters optimization are used, and score-level fusion is used. Experiments are done on the Breast Cancer Surveillance Consortium (BCSC) dataset after balancing and grouping the class categories. Five different training scenarios are used, and the tests show that the designed fusion model improved the performance by 3.3% compared to the individual models.

Keywords: machine learning, deep learning, cancer prediction, breast cancer, LSTM, fusion

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Authors: Nagini Sabbineni, Rajini T. V. Kanth, B. V. Kiranmayee

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India’s economy primarily depends on agriculture yield growth and their allied agro industry products. The agriculture yield prediction is the toughest task for agricultural departments across the globe. The agriculture yield depends on various factors. Particularly countries like India, majority of agriculture growth depends on rain water, which is highly unpredictable. Agriculture growth depends on different parameters, namely Water, Nitrogen, Weather, Soil characteristics, Crop rotation, Soil moisture, Surface temperature and Rain water etc. In our paper, lot of Explorative Data Analysis is done and various predictive models were designed. Further various regression models like Linear, Multiple Linear, Non-linear models are tested for the effective prediction or the forecast of the agriculture yield for various crops in Andhra Pradesh and Telangana states.

Keywords: agriculture yield growth, agriculture yield prediction, explorative data analysis, predictive models, regression models

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Authors: Ahmad Saleem

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Ethereum is the second largest crypto currency in blockchain ecosystem. Along with standard transactions, it supports smart contracts and NFT’s. Current research trends are focused on analyzing the overall structure of the network its growth and behavior. Ethereum addresses are anonymous and can be created on fly. The nature of Ethereum network and addresses make it hard to predict their behavior. The activity period of an ethereum address is not much analyzed. Using machine learning we can make early prediction about the disposability of the address. In this paper we analyzed the lifetime of the addresses. We also identified and predicted the disposable addresses using machine learning models and compared the results.

Keywords: blockchain, Ethereum, cryptocurrency, prediction

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Authors: Alebachew Halefom, Navsal Kumar, Arunava Poddar

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The purpose of this work is to specify the parameter values, the base flow index (BFI), and to rank the methods that should be used for base flow separation. Three different digital graphical approaches are chosen and used in this study for the purpose of comparison. The daily time series discharge data were collected from the site for a period of 30 years (1986 up to 2015) and were used to evaluate the algorithms. In order to separate the base flow and the surface runoff, daily recorded streamflow (m³/s) data were used to calibrate procedures and get parameter values for the basin. Additionally, the performance of the model was assessed by the use of the standard error (SE), the coefficient of determination (R²), and the flow duration curve (FDC) and baseflow indexes. The findings indicate that, in general, each strategy can be used worldwide to differentiate base flow; however, the Sliding Interval Method (SIM) performs significantly better than the other two techniques in this basin. The average base flow index was calculated to be 0.72 using the local minimum method, 0.76 using the fixed interval method, and 0.78 using the sliding interval method, respectively.

Keywords: baseflow index, digital graphical methods, streamflow, Emba Madre Watershed

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

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

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

Procedia PDF Downloads 343

Authors: Oluwaponmile David Alao

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

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

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Authors: Hamid Ghasemzadeh- Nava, Maziar Kaveh Baghbadorani, Amin Tamadon

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Considering response of uterus to ecbolic effect of oxytocin near the time of parturition, this study was done for investigating the effect of prophylactic administration of this hormone on duration of fetal membrane retention, time interval to first detectable estrus, time interval to first service, and conception rate at first service in cases of both normal parturition and dystocia. For this reason cows with (n=18) and without (n=18) dystocia assigned randomly to treatment (n=12) or control (n=6) groups and received intramuscular injection of 100 IU of oxytocin or 10 mL of normal saline respectively. Further observations and investigations indicate that duration of fetal retention is significantly shorter in treatment group cows compared to control groups, regardless of having dystocia (P=0.002) or normal spontaneous calving (P=0.001). The same trend exists for conception rate at first service in which cows in treatment groups had significantly higher conception rate (CR) in comparison to cows in control groups with (P=0.0003) or without dystocia (P=0.017). The time interval to first detected heat and first service didn’t show any difference between groups.

Keywords: conception rate, oxytocin, RFM, time to first service

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Authors: Ghada Abo-Zaid

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The main objective of this study was to examine the association between the elevated level of CRP and incidence of hypertension before and after adjusting by age, BMI, gender, SES, smoking, diabetes, cholesterol LDL and cholesterol HDL and to determine whether the association were differ by race. Method: Cross sectional data for participations from age 17 to age 74 years who included in The National Health and Nutrition Examination Survey (NHANES) from 1999 to 2010 were analysed. CRP level was classified into three categories ( > 3mg/L, between 1mg/LL and 3mg/L, and < 3 mg/L). Blood pressure categorization was done using JNC 7 algorithm Hypertension defined as either systolic blood pressure (SBP) of 140 mmHg or more and disystolic blood pressure (DBP) of 90mmHg or greater, otherwise a self-reported prior diagnosis by a physician. Pre-hypertension was defined as (139 > SBP > 120 or 89 > DPB > 80). Multinominal regression model was undertaken to measure the association between CRP level and hypertension. Results: In univariable models, CRP concentrations > 3 mg/L were associated with a 73% greater risk of incident hypertension compared with CRP concentrations < 1 mg/L (Hypertension: odds ratio [OR] = 1.73; 95% confidence interval [CI], 1.50-1.99). Ethnic comparisons showed that American Mexican had the highest risk of incident hypertension (odds ratio [OR] = 2.39; 95% confidence interval [CI], 2.21-2.58).This risk was statistically insignificant, however, either after controlling by other variables (Hypertension: OR = 0.75; 95% CI, 0.52-1.08,), or categorized by race [American Mexican: odds ratio [OR] = 1.58; 95% confidence interval [CI], 0,58-4.26, Other Hispanic: odds ratio [OR] = 0.87; 95% confidence interval [CI], 0.19-4.42, Non-Hispanic white: odds ratio [OR] = 0.90; 95% confidence interval [CI], 0.50-1.59, Non-Hispanic Black: odds ratio [OR] = 0.44; 95% confidence interval [CI], 0.22-0,87]. The same results were found for pre-hypertension, and the Non-Hispanic black showed the highest significant risk for Pre-Hypertension (odds ratio [OR] = 1.60; 95% confidence interval [CI], 1.26-2.03). When CRP concentrations were between 1.0-3.0 mg/L, in an unadjusted models prehypertension was associated with higher likelihood of elevated CRP (OR = 1.37; 95% CI, 1.15-1.62). The same relationship was maintained in Non-Hispanic white, Non-Hispanic black, and other race (Non-Hispanic white: OR = 1.24; 95% CI, 1.03-1.48, Non-Hispanic black: OR = 1.60; 95% CI, 1.27-2.03, other race: OR = 2.50; 95% CI, 1.32-4.74) while the association was insignificant with American Mexican and other Hispanic. In the adjusted model, the relationship between CRP and prehypertension were no longer available. In contrary, Hypertension was not independently associated with elevated CRP, and the results were the same after grouped by race or adjusted by the confounder variables. The same results were obtained when SBP or DBP were on a continuous measure. Conclusions: This study confirmed the existence of an association between hypertension, prehypertension and elevated level of CRP, however this association was no longer available after adjusting by other variables. Ethic group differences were statistically significant at the univariable models, while it disappeared after controlling by other variables.

Keywords: CRP, hypertension, ethnicity, NHANES, blood pressure

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Authors: B. Y. Danjuma, A. Archibong-Eso, Aliyu M. Aliyu, H. Yeung

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In this experimental investigation, a new data for slugging frequency for high viscosity oil-gas flow are reported. Scale experiments were carried out using a mixture of air and mineral oil as the liquid phase in a 17 m long horizontal pipe with 0.0762 ID. The data set was acquired using two high-speed Gamma Densitometers at a data acquisition frequency of 250 Hz over a time interval of 30 seconds. For the range of flow conditions investigated, increase in liquid oil viscosity was observed to strongly influence the slug frequency. A comparison of the present data with prediction models available in the literature revealed huge discrepancies. A new correlation incorporating the effect of viscosity on slug frequency has been proposed for the horizontal flow, which represents the main contribution of this work.

Keywords: gamma densitometer, flow pattern, pressure gradient, slug frequency

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Authors: JingWei Yu, Hong Yang Yu

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

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

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Authors: Sadaf Sahar, Usman Qamar, Sadaf Ayaz

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

Keywords: software quality, fuzzy logic, perception, prediction

Procedia PDF Downloads 285

Authors: Gonzalez Carlos, Martinez Fransisco

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There are various types of analysis that allow us to involve seismic phenomena that cause strong requirements for structures that are designed by society; one of them is a probabilistic analysis which works from prediction equations that have been created based on metadata seismic compiled in different regions. These equations form models that are used to describe the 5% damped pseudo spectra response for the various zones considering some easily known input parameters. The biggest problem for the creation of these models requires data with great robust statistics that support the results, and there are several places where this type of information is not available, for which the use of alternative methodologies helps to achieve adjustments to different models of seismic prediction.

Keywords: GMPM, 5% damped pseudo-response spectra, models of seismic prediction, PSHA

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Authors: Shervin Alaei, Reza Moradi

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Trading in financial markets is subject to risks due to their high volatilities. Here, using an LSTM neural network, and by doing some risk-based feature engineering tasks, we developed a method that can accurately predict trends of the Tehran stock exchange market index from a few days ago. Our test results have shown that the proposed method with an average prediction accuracy of more than 94% is superior to the other common machine learning algorithms. To the best of our knowledge, this is the first work incorporating deep learning and risk factors to accurately predict market trends.

Keywords: deep learning, LSTM, trend prediction, risk management, artificial neural networks

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Authors: Man-Ching Yu

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In Chinese music, pentatonic collection is central in constituting all the harmonic and melodic elements; most of the traditional Chinese musicians particularly emphasize the importance of the smoothness between pentatonic collections when one collection modulates to another collection, articulating the roles of the pentatonic common tones. On the contrary, in post-tonal Chinese music the central features of the pentatonic modulations tend to reflect a larger number of semitonal relationships with a lesser number of common tones. This paper offers an analytical account of the transformations between pentatonic collections that arise in post-tonal Chinese music by adopting the methodology of the Tonnetz, in particular, Dual Interval Space (DIS), to elaborate and reexamine pentatonicism by focusing on the transformations between pentatonic elements, especially semitonal motion and common tones. In the essay, various pentatonic passages will be analyzed by means of DIS for highlighting the transformation of the collections. It will be shown that the pentatonic collections that are in semitonal, third, and augmented fourth relationships exhibit the maximum number of semitonal shifts.

Keywords: tonnetz, pentatonicism, post-tonal Chinese music, dual interval space, transformation

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Authors: Shiva Kumar, G. S. Vijay, Srinivas Pai P., Shrinivasa Rao B. R.

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In the present study RBF neural networks were used for predicting the performance and emission parameters of a biodiesel engine. Engine experiments were carried out in a 4 stroke diesel engine using blends of diesel and Honge methyl ester as the fuel. Performance parameters like BTE, BSEC, Tech and emissions from the engine were measured. These experimental results were used for ANN modeling. RBF center initialization was done by random selection and by using Clustered techniques. Network was trained by using fixed and varying widths for the RBF units. It was observed that RBF results were having a good agreement with the experimental results. Networks trained by using clustering technique gave better results than using random selection of centers in terms of reduced MRE and increased prediction accuracy. The average MRE for the performance parameters was 3.25% with the prediction accuracy of 98% and for emissions it was 10.4% with a prediction accuracy of 80%.

Keywords: radial basis function networks, emissions, performance parameters, fuzzy c means

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Authors: Hossein Gitinavard, Mohammad Hossein Fazel Zarandi

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In the last decades, concerns about the environmental issues lead to professional and academic efforts on green supplier selection problems. In this sake, one of the main issues in evaluating the green supplier selection problems, which could increase the uncertainty, is the preferences of the experts' judgments about the candidate green suppliers. Therefore, preparing an expert system to evaluate the problem based on the historical data and the experts' knowledge can be sensible. This study provides an expert evaluation system to assess the candidate green suppliers under selected criteria in a multi-period approach. In addition, a ranking approach under interval-valued hesitant fuzzy set (IVHFS) environment is proposed to select the most appropriate green supplier in planning horizon. In the proposed ranking approach, the IVHFS and the last aggregation approach are considered to margin the errors and to prevent data loss, respectively. Hence, a comparative analysis is provided based on an illustrative example to show the feasibility of the proposed approach.

Keywords: green supplier selection, expert system, ranking approach, interval-valued hesitant fuzzy setting

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Authors: Tamas Madl

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Sudden cardiac death (SCD) constitutes a large proportion of cardiovascular mortalities, provides little advance warning, and the risk is difficult to recognize based on ubiquitous, low cost medical equipment such as the standard, 12-lead, ten second ECG. Autonomic abnormalities have been shown to be strongly predictive of SCD risk; yet current methods are not trivially applicable to the brevity and low temporal and electrical resolution of standard ECGs. Here, we build horizontal visibility graph representations of very short inter-beat interval time series, and perform unsuper- vised representation learning in order to convert these variable size objects into fixed-length vectors preserving similarity rela- tions. We show that such representations facilitate classification into healthy vs. at-risk patients on two different datasets, the Mul- tiparameter Intelligent Monitoring in Intensive Care II and the PhysioNet Sudden Cardiac Death Holter Database. Our results suggest that graph representation learning of heartbeat interval time series facilitates robust classification even in sequences as short as ten seconds.

Keywords: sudden cardiac death, heart rate variability, ECG analysis, time series classification

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Authors: Mohammadreza Mohebbi, Masoumeh Sanagou

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The ability to predict clinical outcomes is of great importance to physicians and clinicians. A number of different methods have been used in an effort to accurately predict these outcomes. These methods include the development of scoring systems based on multivariate statistical modelling, and models involving the use of classification and regression trees. The process usually consists of two consecutive phases, namely model development and external validation. The model development phase consists of building a multivariate model and evaluating its predictive performance by examining calibration and discrimination, and internal validation. External validation tests the predictive performance of a model by assessing its calibration and discrimination in different but plausibly related patients. A motivate example focuses on prediction modeling using a sample of patients undergone coronary artery bypass graft (CABG) has been used for illustrative purpose and a set of primary considerations for evaluating prediction model studies using specific quality indicators as criteria to help stakeholders evaluate the quality of a prediction model study has been proposed.

Keywords: clinical prediction models, clinical decision rule, prognosis, external validation, model calibration, biostatistics

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Authors: Sumaira Ashraf, Elisabete G.S. Félix, Zélia Serrasqueiro

Abstract:

Traditional financial distress prediction models performed well to predict bankrupt and insolvent firms of the developed markets. Previous studies particularly focused on the predictability of financial distress, financial failure, and bankruptcy of firms. This paper contributes to the literature by extending the definition of financial distress with the inclusion of early warning signs related to quotation of face value, dividend/bonus declaration, annual general meeting, and listing fee. The study used five well-known distress prediction models to see if they have the ability to predict early warning signs of financial distress. Results showed that the predictive ability of the models varies over time and decreases specifically for the sample with early warning signs of financial distress. Furthermore, the study checked the differences in the predictive ability of the models with respect to the financial crisis. The results conclude that the predictive ability of the traditional financial distress prediction models decreases for the firms with early warning signs of financial distress and during the time of financial crisis. The study developed a new model comprising significant variables from the five models and one new variable earning response. This new model outperforms the old distress prediction models before, during and after the financial crisis. Thus, it can be used by researchers, organizations and all other concerned parties to indicate early warning signs for the emerging markets.

Keywords: financial distress, emerging market, prediction models, Z-Score, logit analysis, probit model

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