Search results for: time prediction
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 19117

Search results for: time prediction

19057 Epileptic Seizure Prediction by Exploiting Signal Transitions Phenomena

Authors: Mohammad Zavid Parvez, Manoranjan Paul

Abstract:

A seizure prediction method is proposed by extracting global features using phase correlation between adjacent epochs for detecting relative changes and local features using fluctuation/deviation within an epoch for determining fine changes of different EEG signals. A classifier and a regularization technique are applied for the reduction of false alarms and improvement of the overall prediction accuracy. The experiments show that the proposed method outperforms the state-of-the-art methods and provides high prediction accuracy (i.e., 97.70%) with low false alarm using EEG signals in different brain locations from a benchmark data set.

Keywords: Epilepsy, seizure, phase correlation, fluctuation, deviation.

Procedia PDF Downloads 441
19056 Evaluation of Machine Learning Algorithms and Ensemble Methods for Prediction of Students’ Graduation

Authors: Soha A. Bahanshal, Vaibhav Verdhan, Bayong Kim

Abstract:

Graduation rates at six-year colleges are becoming a more essential indicator for incoming fresh students and for university rankings. Predicting student graduation is extremely beneficial to schools and has a huge potential for targeted intervention. It is important for educational institutions since it enables the development of strategic plans that will assist or improve students' performance in achieving their degrees on time (GOT). A first step and a helping hand in extracting useful information from these data and gaining insights into the prediction of students' progress and performance is offered by machine learning techniques. Data analysis and visualization techniques are applied to understand and interpret the data. The data used for the analysis contains students who have graduated in 6 years in the academic year 2017-2018 for science majors. This analysis can be used to predict the graduation of students in the next academic year. Different Predictive modelings such as logistic regression, decision trees, support vector machines, Random Forest, Naïve Bayes, and KNeighborsClassifier are applied to predict whether a student will graduate. These classifiers were evaluated with k folds of 5. The performance of these classifiers was compared based on accuracy measurement. The results indicated that Ensemble Classifier achieves better accuracy, about 91.12%. This GOT prediction model would hopefully be useful to university administration and academics in developing measures for assisting and boosting students' academic performance and ensuring they graduate on time.

Keywords: prediction, decision trees, machine learning, support vector machine, ensemble model, student graduation, GOT graduate on time

Procedia PDF Downloads 48
19055 Prediction of Scour Profile Caused by Submerged Three-Dimensional Wall Jets

Authors: Abdullah Al Faruque, Ram Balachandar

Abstract:

Series of laboratory tests were carried out to study the extent of scour caused by a three-dimensional wall jets exiting from a square cross-section nozzle and into a non-cohesive sand beds. Previous observations have indicated that the effect of the tailwater depth was significant for densimetric Froude number greater than ten. However, the present results indicate that the cut off value could be lower depending on the value of grain size-to-nozzle width ratio. Numbers of equations are drawn out for a better scaling of numerous scour parameters. Also suggested the empirical prediction of scour to predict the scour centre line profile and plan view of scour profile at any particular time.

Keywords: densimetric froude number, jets, nozzle, sand, scour, tailwater, time

Procedia PDF Downloads 414
19054 An Approach for Pattern Recognition and Prediction of Information Diffusion Model on Twitter

Authors: Amartya Hatua, Trung Nguyen, Andrew Sung

Abstract:

In this paper, we study the information diffusion process on Twitter as a multivariate time series problem. Our model concerns three measures (volume, network influence, and sentiment of tweets) based on 10 features, and we collected 27 million tweets to build our information diffusion time series dataset for analysis. Then, different time series clustering techniques with Dynamic Time Warping (DTW) distance were used to identify different patterns of information diffusion. Finally, we built the information diffusion prediction models for new hashtags which comprise two phrases: The first phrase is recognizing the pattern using k-NN with DTW distance; the second phrase is building the forecasting model using the traditional Autoregressive Integrated Moving Average (ARIMA) model and the non-linear recurrent neural network of Long Short-Term Memory (LSTM). Preliminary results of performance evaluation between different forecasting models show that LSTM with clustering information notably outperforms other models. Therefore, our approach can be applied in real-world applications to analyze and predict the information diffusion characteristics of selected topics or memes (hashtags) in Twitter.

Keywords: ARIMA, DTW, information diffusion, LSTM, RNN, time series clustering, time series forecasting, Twitter

Procedia PDF Downloads 361
19053 A Multilevel Approach for Stroke Prediction Combining Risk Factors and Retinal Images

Authors: Jeena R. S., Sukesh Kumar A.

Abstract:

Stroke is one of the major reasons of adult disability and morbidity in many of the developing countries like India. Early diagnosis of stroke is essential for timely prevention and cure. Various conventional statistical methods and computational intelligent models have been developed for predicting the risk and outcome of stroke. This research work focuses on a multilevel approach for predicting the occurrence of stroke based on various risk factors and invasive techniques like retinal imaging. This risk prediction model can aid in clinical decision making and help patients to have an improved and reliable risk prediction.

Keywords: prediction, retinal imaging, risk factors, stroke

Procedia PDF Downloads 270
19052 Electrical Machine Winding Temperature Estimation Using Stateful Long Short-Term Memory Networks (LSTM) and Truncated Backpropagation Through Time (TBPTT)

Authors: Yujiang Wu

Abstract:

As electrical machine (e-machine) power density re-querulents become more stringent in vehicle electrification, mounting a temperature sensor for e-machine stator windings becomes increasingly difficult. This can lead to higher manufacturing costs, complicated harnesses, and reduced reliability. In this paper, we propose a deep-learning method for predicting electric machine winding temperature, which can either replace the sensor entirely or serve as a backup to the existing sensor. We compare the performance of our method, the stateful long short-term memory networks (LSTM) with truncated backpropagation through time (TBTT), with that of linear regression, as well as stateless LSTM with/without residual connection. Our results demonstrate the strength of combining stateful LSTM and TBTT in tackling nonlinear time series prediction problems with long sequence lengths. Additionally, in industrial applications, high-temperature region prediction accuracy is more important because winding temperature sensing is typically used for derating machine power when the temperature is high. To evaluate the performance of our algorithm, we developed a temperature-stratified MSE. We propose a simple but effective data preprocessing trick to improve the high-temperature region prediction accuracy. Our experimental results demonstrate the effectiveness of our proposed method in accurately predicting winding temperature, particularly in high-temperature regions, while also reducing manufacturing costs and improving reliability.

Keywords: deep learning, electrical machine, functional safety, long short-term memory networks (LSTM), thermal management, time series prediction

Procedia PDF Downloads 59
19051 Loan Repayment Prediction Using Machine Learning: Model Development, Django Web Integration and Cloud Deployment

Authors: Seun Mayowa Sunday

Abstract:

Loan prediction is one of the most significant and recognised fields of research in the banking, insurance, and the financial security industries. Some prediction systems on the market include the construction of static software. However, due to the fact that static software only operates with strictly regulated rules, they cannot aid customers beyond these limitations. Application of many machine learning (ML) techniques are required for loan prediction. Four separate machine learning models, random forest (RF), decision tree (DT), k-nearest neighbour (KNN), and logistic regression, are used to create the loan prediction model. Using the anaconda navigator and the required machine learning (ML) libraries, models are created and evaluated using the appropriate measuring metrics. From the finding, the random forest performs with the highest accuracy of 80.17% which was later implemented into the Django framework. For real-time testing, the web application is deployed on the Alibabacloud which is among the top 4 biggest cloud computing provider. Hence, to the best of our knowledge, this research will serve as the first academic paper which combines the model development and the Django framework, with the deployment into the Alibaba cloud computing application.

Keywords: k-nearest neighbor, random forest, logistic regression, decision tree, django, cloud computing, alibaba cloud

Procedia PDF Downloads 98
19050 Service Life Prediction of Tunnel Structures Subjected to Water Seepage

Authors: Hassan Baji, Chun-Qing Li, Wei Yang

Abstract:

Water seepage is one of the most common causes of damage in tunnel structures, which can cause direct and indirect e.g. reinforcement corrosion and calcium leaching damages. Estimation of water seepage or inflow is one of the main challenges in probabilistic assessment of tunnels. The methodology proposed in this study is an attempt for mathematically modeling the water seepage in tunnel structures and further predicting its service life. Using the time-dependent reliability, water seepage is formulated as a failure mode, which can be used for prediction of service life. Application of the formulated seepage failure mode to a case study tunnel is presented.

Keywords: water seepage, tunnels, time-dependent reliability, service life

Procedia PDF Downloads 451
19049 Time Series Modelling and Prediction of River Runoff: Case Study of Karkheh River, Iran

Authors: Karim Hamidi Machekposhti, Hossein Sedghi, Abdolrasoul Telvari, Hossein Babazadeh

Abstract:

Rainfall and runoff phenomenon is a chaotic and complex outcome of nature which requires sophisticated modelling and simulation methods for explanation and use. Time Series modelling allows runoff data analysis and can be used as forecasting tool. In the paper attempt is made to model river runoff data and predict the future behavioural pattern of river based on annual past observations of annual river runoff. The river runoff analysis and predict are done using ARIMA model. For evaluating the efficiency of prediction to hydrological events such as rainfall, runoff and etc., we use the statistical formulae applicable. The good agreement between predicted and observation river runoff coefficient of determination (R2) display that the ARIMA (4,1,1) is the suitable model for predicting Karkheh River runoff at Iran.

Keywords: time series modelling, ARIMA model, river runoff, Karkheh River, CLS method

Procedia PDF Downloads 309
19048 Epilepsy Seizure Prediction by Effective Connectivity Estimation Using Granger Causality and Directed Transfer Function Analysis of Multi-Channel Electroencephalogram

Authors: Mona Hejazi, Ali Motie Nasrabadi

Abstract:

Epilepsy is a persistent neurological disorder that affects more than 50 million people worldwide. Hence, there is a necessity to introduce an efficient prediction model for making a correct diagnosis of the epileptic seizure and accurate prediction of its type. In this study we consider how the Effective Connectivity (EC) patterns obtained from intracranial Electroencephalographic (EEG) recordings reveal information about the dynamics of the epileptic brain and can be used to predict imminent seizures, as this will enable the patients (and caregivers) to take appropriate precautions. We use this definition because we believe that effective connectivity near seizures begin to change, so we can predict seizures according to this feature. Results are reported on the standard Freiburg EEG dataset which contains data from 21 patients suffering from medically intractable focal epilepsy. Six channels of EEG from each patients are considered and effective connectivity using Directed Transfer Function (DTF) and Granger Causality (GC) methods is estimated. We concentrate on effective connectivity standard deviation over time and feature changes in five brain frequency sub-bands (Alpha, Beta, Theta, Delta, and Gamma) are compared. The performance obtained for the proposed scheme in predicting seizures is: average prediction time is 50 minutes before seizure onset, the maximum sensitivity is approximate ~80% and the false positive rate is 0.33 FP/h. DTF method is more acceptable to predict epileptic seizures and generally we can observe that the greater results are in gamma and beta sub-bands. The research of this paper is significantly helpful for clinical applications, especially for the exploitation of online portable devices.

Keywords: effective connectivity, Granger causality, directed transfer function, epilepsy seizure prediction, EEG

Procedia PDF Downloads 434
19047 Using Probe Person Data for Travel Mode Detection

Authors: Muhammad Awais Shafique, Eiji Hato, Hideki Yaginuma

Abstract:

Recently GPS data is used in a lot of studies to automatically reconstruct travel patterns for trip survey. The aim is to minimize the use of questionnaire surveys and travel diaries so as to reduce their negative effects. In this paper data acquired from GPS and accelerometer embedded in smart phones is utilized to predict the mode of transportation used by the phone carrier. For prediction, Support Vector Machine (SVM) and Adaptive boosting (AdaBoost) are employed. Moreover a unique method to improve the prediction results from these algorithms is also proposed. Results suggest that the prediction accuracy of AdaBoost after improvement is relatively better than the rest.

Keywords: accelerometer, AdaBoost, GPS, mode prediction, support vector machine

Procedia PDF Downloads 324
19046 The Network Relative Model Accuracy (NeRMA) Score: A Method to Quantify the Accuracy of Prediction Models in a Concurrent External Validation

Authors: Carl van Walraven, Meltem Tuna

Abstract:

Background: Network meta-analysis (NMA) quantifies the relative efficacy of 3 or more interventions from studies containing a subgroup of interventions. This study applied the analytical approach of NMA to quantify the relative accuracy of prediction models with distinct inclusion criteria that are evaluated on a common population (‘concurrent external validation’). Methods: We simulated binary events in 5000 patients using a known risk function. We biased the risk function and modified its precision by pre-specified amounts to create 15 prediction models with varying accuracy and distinct patient applicability. Prediction model accuracy was measured using the Scaled Brier Score (SBS). Overall prediction model accuracy was measured using fixed-effects methods that accounted for model applicability patterns. Prediction model accuracy was summarized as the Network Relative Model Accuracy (NeRMA) Score which ranges from -∞ through 0 (accuracy of random guessing) to 1 (accuracy of most accurate model in concurrent external validation). Results: The unbiased prediction model had the highest SBS. The NeRMA score correctly ranked all simulated prediction models by the extent of bias from the known risk function. A SAS macro and R-function was created to implement the NeRMA Score. Conclusions: The NeRMA Score makes it possible to quantify the accuracy of binomial prediction models having distinct inclusion criteria in a concurrent external validation.

Keywords: prediction model accuracy, scaled brier score, fixed effects methods, concurrent external validation

Procedia PDF Downloads 180
19045 Reasons for Non-Applicability of Software Entropy Metrics for Bug Prediction in Android

Authors: Arvinder Kaur, Deepti Chopra

Abstract:

Software Entropy Metrics for bug prediction have been validated on various software systems by different researchers. In our previous research, we have validated that Software Entropy Metrics calculated for Mozilla subsystem’s predict the future bugs reasonably well. In this study, the Software Entropy metrics are calculated for a subsystem of Android and it is noticed that these metrics are not suitable for bug prediction. The results are compared with a subsystem of Mozilla and a comparison is made between the two software systems to determine the reasons why Software Entropy metrics are not applicable for Android.

Keywords: android, bug prediction, mining software repositories, software entropy

Procedia PDF Downloads 552
19044 Development of Fuzzy Logic and Neuro-Fuzzy Surface Roughness Prediction Systems Coupled with Cutting Current in Milling Operation

Authors: Joseph C. Chen, Venkata Mohan Kudapa

Abstract:

Development of two real-time surface roughness (Ra) prediction systems for milling operations was attempted. The systems used not only cutting parameters, such as feed rate and spindle speed, but also the cutting current generated and corrected by a clamp type energy sensor. Two different approaches were developed. First, a fuzzy inference system (FIS), in which the fuzzy logic rules are generated by experts in the milling processes, was used to conduct prediction modeling using current cutting data. Second, a neuro-fuzzy system (ANFIS) was explored. Neuro-fuzzy systems are adaptive techniques in which data are collected on the network, processed, and rules are generated by the system. The inference system then uses these rules to predict Ra as the output. Experimental results showed that the parameters of spindle speed, feed rate, depth of cut, and input current variation could predict Ra. These two systems enable the prediction of Ra during the milling operation with an average of 91.83% and 94.48% accuracy by FIS and ANFIS systems, respectively. Statistically, the ANFIS system provided better prediction accuracy than that of the FIS system.

Keywords: surface roughness, input current, fuzzy logic, neuro-fuzzy, milling operations

Procedia PDF Downloads 116
19043 Useful Lifetime Prediction of Chevron Rubber Spring for Railway Vehicle

Authors: Chang Su Woo, Hyun Sung Park

Abstract:

Useful lifetime evaluation of chevron rubber spring was very important in design procedure to assure the safety and reliability. It is, therefore, necessary to establish a suitable criterion for the replacement period of chevron rubber spring. In this study, we performed characteristic analysis and useful lifetime prediction of chevron rubber spring. Rubber material coefficient was obtained by curve fittings of uni-axial tension, equi bi-axial tension and pure shear test. Computer simulation was executed to predict and evaluate the load capacity and stiffness for chevron rubber spring. In order to useful lifetime prediction of rubber material, we carried out the compression set with heat aging test in an oven at the temperature ranging from 50°C to 100°C during a period 180 days. By using the Arrhenius plot, several useful lifetime prediction equations for rubber material was proposed.

Keywords: chevron rubber spring, material coefficient, finite element analysis, useful lifetime prediction

Procedia PDF Downloads 535
19042 Remaining Useful Life (RUL) Assessment Using Progressive Bearing Degradation Data and ANN Model

Authors: Amit R. Bhende, G. K. Awari

Abstract:

Remaining useful life (RUL) prediction is one of key technologies to realize prognostics and health management that is being widely applied in many industrial systems to ensure high system availability over their life cycles. The present work proposes a data-driven method of RUL prediction based on multiple health state assessment for rolling element bearings. Bearing degradation data at three different conditions from run to failure is used. A RUL prediction model is separately built in each condition. Feed forward back propagation neural network models are developed for prediction modeling.

Keywords: bearing degradation data, remaining useful life (RUL), back propagation, prognosis

Procedia PDF Downloads 408
19041 The Design of a Vehicle Traffic Flow Prediction Model for a Gauteng Freeway Based on an Ensemble of Multi-Layer Perceptron

Authors: Tebogo Emma Makaba, Barnabas Ndlovu Gatsheni

Abstract:

The cities of Johannesburg and Pretoria both located in the Gauteng province are separated by a distance of 58 km. The traffic queues on the Ben Schoeman freeway which connects these two cities can stretch for almost 1.5 km. Vehicle traffic congestion impacts negatively on the business and the commuter’s quality of life. The goal of this paper is to identify variables that influence the flow of traffic and to design a vehicle traffic prediction model, which will predict the traffic flow pattern in advance. The model will unable motorist to be able to make appropriate travel decisions ahead of time. The data used was collected by Mikro’s Traffic Monitoring (MTM). Multi-Layer perceptron (MLP) was used individually to construct the model and the MLP was also combined with Bagging ensemble method to training the data. The cross—validation method was used for evaluating the models. The results obtained from the techniques were compared using predictive and prediction costs. The cost was computed using combination of the loss matrix and the confusion matrix. The predicted models designed shows that the status of the traffic flow on the freeway can be predicted using the following parameters travel time, average speed, traffic volume and day of month. The implications of this work is that commuters will be able to spend less time travelling on the route and spend time with their families. The logistics industry will save more than twice what they are currently spending.

Keywords: bagging ensemble methods, confusion matrix, multi-layer perceptron, vehicle traffic flow

Procedia PDF Downloads 313
19040 Application of Artificial Neural Network to Prediction of Feature Academic Performance of Students

Authors: J. K. Alhassan, C. S. Actsu

Abstract:

This study is on the prediction of feature performance of undergraduate students with Artificial Neural Networks (ANN). With the growing decline in the quality academic performance of undergraduate students, it has become essential to predict the students’ feature academic performance early in their courses of first and second years and to take the necessary precautions using such prediction-based information. The feed forward multilayer neural network model was used to train and develop a network and the test carried out with some of the input variables. A result of 80% accuracy was obtained from the test which was carried out, with an average error of 0.009781.

Keywords: academic performance, artificial neural network, prediction, students

Procedia PDF Downloads 429
19039 Stress Recovery and Durability Prediction of a Vehicular Structure with Random Road Dynamic Simulation

Authors: Jia-Shiun Chen, Quoc-Viet Huynh

Abstract:

This work develops a flexible-body dynamic model of an all-terrain vehicle (ATV), capable of recovering dynamic stresses while the ATV travels on random bumpy roads. The fatigue life of components is forecasted as well. While considering the interaction between dynamic forces and structure deformation, the proposed model achieves a highly accurate structure stress prediction and fatigue life prediction. During the simulation, stress time history of the ATV structure is retrieved for life prediction. Finally, the hot sports of the ATV frame are located, and the frame life for combined road conditions is forecasted, i.e. 25833.6 hr. If the usage of vehicle is eight hours daily, the total vehicle frame life is 8.847 years. Moreover, the reaction force and deformation due to the dynamic motion can be described more accurately by using flexible body dynamics than by using rigid-body dynamics. Based on recommendations made in the product design stage before mass production, the proposed model can significantly lower development and testing costs.

Keywords: flexible-body dynamics, veicle, dynamics, fatigue, durability

Procedia PDF Downloads 365
19038 A Support Vector Machine Learning Prediction Model of Evapotranspiration Using Real-Time Sensor Node Data

Authors: Waqas Ahmed Khan Afridi, Subhas Chandra Mukhopadhyay, Bandita Mainali

Abstract:

The research paper presents a unique approach to evapotranspiration (ET) prediction using a Support Vector Machine (SVM) learning algorithm. The study leverages real-time sensor node data to develop an accurate and adaptable prediction model, addressing the inherent challenges of traditional ET estimation methods. The integration of the SVM algorithm with real-time sensor node data offers great potential to improve spatial and temporal resolution in ET predictions. In the model development, key input features are measured and computed using mathematical equations such as Penman-Monteith (FAO56) and soil water balance (SWB), which include soil-environmental parameters such as; solar radiation (Rs), air temperature (T), atmospheric pressure (P), relative humidity (RH), wind speed (u2), rain (R), deep percolation (DP), soil temperature (ST), and change in soil moisture (∆SM). The one-year field data are split into combinations of three proportions i.e. train, test, and validation sets. While kernel functions with tuning hyperparameters have been used to train and improve the accuracy of the prediction model with multiple iterations. This paper also outlines the existing methods and the machine learning techniques to determine Evapotranspiration, data collection and preprocessing, model construction, and evaluation metrics, highlighting the significance of SVM in advancing the field of ET prediction. The results demonstrate the robustness and high predictability of the developed model on the basis of performance evaluation metrics (R2, RMSE, MAE). The effectiveness of the proposed model in capturing complex relationships within soil and environmental parameters provide insights into its potential applications for water resource management and hydrological ecosystem.

Keywords: evapotranspiration, FAO56, KNIME, machine learning, RStudio, SVM, sensors

Procedia PDF Downloads 33
19037 Masked Candlestick Model: A Pre-Trained Model for Trading Prediction

Authors: Ling Qi, Matloob Khushi, Josiah Poon

Abstract:

This paper introduces a pre-trained Masked Candlestick Model (MCM) for trading time-series data. The pre-trained model is based on three core designs. First, we convert trading price data at each data point as a set of normalized elements and produce embeddings of each element. Second, we generate a masked sequence of such embedded elements as inputs for self-supervised learning. Third, we use the encoder mechanism from the transformer to train the inputs. The masked model learns the contextual relations among the sequence of embedded elements, which can aid downstream classification tasks. To evaluate the performance of the pre-trained model, we fine-tune MCM for three different downstream classification tasks to predict future price trends. The fine-tuned models achieved better accuracy rates for all three tasks than the baseline models. To better analyze the effectiveness of MCM, we test the same architecture for three currency pairs, namely EUR/GBP, AUD/USD, and EUR/JPY. The experimentation results demonstrate MCM’s effectiveness on all three currency pairs and indicate the MCM’s capability for signal extraction from trading data.

Keywords: masked language model, transformer, time series prediction, trading prediction, embedding, transfer learning, self-supervised learning

Procedia PDF Downloads 89
19036 Use of Artificial Intelligence Based Models to Estimate the Use of a Spectral Band in Cognitive Radio

Authors: Danilo López, Edwin Rivas, Fernando Pedraza

Abstract:

Currently, one of the major challenges in wireless networks is the optimal use of radio spectrum, which is managed inefficiently. One of the solutions to existing problem converges in the use of Cognitive Radio (CR), as an essential parameter so that the use of the available licensed spectrum is possible (by secondary users), well above the usage values that are currently detected; thus allowing the opportunistic use of the channel in the absence of primary users (PU). This article presents the results found when estimating or predicting the future use of a spectral transmission band (from the perspective of the PU) for a chaotic type channel arrival behavior. The time series prediction method (which the PU represents) used is ANFIS (Adaptive Neuro Fuzzy Inference System). The results obtained were compared to those delivered by the RNA (Artificial Neural Network) algorithm. The results show better performance in the characterization (modeling and prediction) with the ANFIS methodology.

Keywords: ANFIS, cognitive radio, prediction primary user, RNA

Procedia PDF Downloads 392
19035 Modeling and Shape Prediction for Elastic Kinematic Chains

Authors: Jiun Jeon, Byung-Ju Yi

Abstract:

This paper investigates modeling and shape prediction of elastic kinematic chains such as colonoscopy. 2D and 3D models of elastic kinematic chains are suggested and their behaviors are demonstrated through simulation. To corroborate the effectiveness of those models, experimental work is performed using a magnetic sensor system.

Keywords: elastic kinematic chain, shape prediction, colonoscopy, modeling

Procedia PDF Downloads 565
19034 A Prediction Model Using the Price Cyclicality Function Optimized for Algorithmic Trading in Financial Market

Authors: Cristian Păuna

Abstract:

After the widespread release of electronic trading, automated trading systems have become a significant part of the business intelligence system of any modern financial investment company. An important part of the trades is made completely automatically today by computers using mathematical algorithms. The trading decisions are taken almost instantly by logical models and the orders are sent by low-latency automatic systems. This paper will present a real-time price prediction methodology designed especially for algorithmic trading. Based on the price cyclicality function, the methodology revealed will generate price cyclicality bands to predict the optimal levels for the entries and exits. In order to automate the trading decisions, the cyclicality bands will generate automated trading signals. We have found that the model can be used with good results to predict the changes in market behavior. Using these predictions, the model can automatically adapt the trading signals in real-time to maximize the trading results. The paper will reveal the methodology to optimize and implement this model in automated trading systems. After tests, it is proved that this methodology can be applied with good efficiency in different timeframes. Real trading results will be also displayed and analyzed in order to qualify the methodology and to compare it with other models. As a conclusion, it was found that the price prediction model using the price cyclicality function is a reliable trading methodology for algorithmic trading in the financial market.

Keywords: algorithmic trading, automated trading systems, financial markets, high-frequency trading, price prediction

Procedia PDF Downloads 152
19033 ARIMA-GARCH, A Statistical Modeling for Epileptic Seizure Prediction

Authors: Salman Mohamadi, Seyed Mohammad Ali Tayaranian Hosseini, Hamidreza Amindavar

Abstract:

In this paper, we provide a procedure to analyze and model EEG (electroencephalogram) signal as a time series using ARIMA-GARCH to predict an epileptic attack. The heteroskedasticity of EEG signal is examined through the ARCH or GARCH, (Autore- gressive conditional heteroskedasticity, Generalized autoregressive conditional heteroskedasticity) test. The best ARIMA-GARCH model in AIC sense is utilized to measure the volatility of the EEG from epileptic canine subjects, to forecast the future values of EEG. ARIMA-only model can perform prediction, but the ARCH or GARCH model acting on the residuals of ARIMA attains a con- siderable improved forecast horizon. First, we estimate the best ARIMA model, then different orders of ARCH and GARCH modelings are surveyed to determine the best heteroskedastic model of the residuals of the mentioned ARIMA. Using the simulated conditional variance of selected ARCH or GARCH model, we suggest the procedure to predict the oncoming seizures. The results indicate that GARCH modeling determines the dynamic changes of variance well before the onset of seizure. It can be inferred that the prediction capability comes from the ability of the combined ARIMA-GARCH modeling to cover the heteroskedastic nature of EEG signal changes.

Keywords: epileptic seizure prediction , ARIMA, ARCH and GARCH modeling, heteroskedasticity, EEG

Procedia PDF Downloads 376
19032 Artificial Neural Network and Statistical Method

Authors: Tomas Berhanu Bekele

Abstract:

Traffic congestion is one of the main problems related to transportation in developed as well as developing countries. Traffic control systems are based on the idea of avoiding traffic instabilities and homogenizing traffic flow in such a way that the risk of accidents is minimized and traffic flow is maximized. Lately, Intelligent Transport Systems (ITS) has become an important area of research to solve such road traffic-related issues for making smart decisions. It links people, roads and vehicles together using communication technologies to increase safety and mobility. Moreover, accurate prediction of road traffic is important to manage traffic congestion. The aim of this study is to develop an ANN model for the prediction of traffic flow and to compare the ANN model with the linear regression model of traffic flow predictions. Data extraction was carried out in intervals of 15 minutes from the video player. Video of mixed traffic flow was taken and then counted during office work in order to determine the traffic volume. Vehicles were classified into six categories, namely Car, Motorcycle, Minibus, mid-bus, Bus, and Truck vehicles. The average time taken by each vehicle type to travel the trap length was measured by time displayed on a video screen.

Keywords: intelligent transport system (ITS), traffic flow prediction, artificial neural network (ANN), linear regression

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19031 Strategy Management of Soybean (Glycine max L.) for Dealing with Extreme Climate through the Use of Cropsyst Model

Authors: Aminah Muchdar, Nuraeni, Eddy

Abstract:

The aims of the research are: (1) to verify the cropsyst plant model of experimental data in the field of soybean plants and (2) to predict planting time and potential yield soybean plant with the use of cropsyst model. This research is divided into several stages: (1) first calibration stage which conducted in the field from June until September 2015.(2) application models stage, where the data obtained from calibration in the field will be included in cropsyst models. The required data models are climate data, ground data/soil data,also crop genetic data. The relationship between the obtained result in field with simulation cropsyst model indicated by Efficiency Index (EF) which the value is 0,939.That is showing that cropsyst model is well used. From the calculation result RRMSE which the value is 1,922%.That is showing that comparative fault prediction results from simulation with result obtained in the field is 1,92%. The conclusion has obtained that the prediction of soybean planting time cropsyst based models that have been made valid for use. and the appropriate planting time for planting soybeans mainly on rain-fed land is at the end of the rainy season, in which the above study first planting time (June 2, 2015) which gives the highest production, because at that time there was still some rain. Tanggamus varieties more resistant to slow planting time cause the percentage decrease in the yield of each decade is lower than the average of all varieties.

Keywords: soybean, Cropsyst, calibration, efficiency Index, RRMSE

Procedia PDF Downloads 153
19030 Predicting Match Outcomes in Team Sport via Machine Learning: Evidence from National Basketball Association

Authors: Jacky Liu

Abstract:

This paper develops a team sports outcome prediction system with potential for wide-ranging applications across various disciplines. Despite significant advancements in predictive analytics, existing studies in sports outcome predictions possess considerable limitations, including insufficient feature engineering and underutilization of advanced machine learning techniques, among others. To address these issues, we extend the Sports Cross Industry Standard Process for Data Mining (SRP-CRISP-DM) framework and propose a unique, comprehensive predictive system, using National Basketball Association (NBA) data as an example to test this extended framework. Our approach follows a holistic methodology in feature engineering, employing both Time Series and Non-Time Series Data, as well as conducting Explanatory Data Analysis and Feature Selection. Furthermore, we contribute to the discourse on target variable choice in team sports outcome prediction, asserting that point spread prediction yields higher profits as opposed to game-winner predictions. Using machine learning algorithms, particularly XGBoost, results in a significant improvement in predictive accuracy of team sports outcomes. Applied to point spread betting strategies, it offers an astounding annual return of approximately 900% on an initial investment of $100. Our findings not only contribute to academic literature, but have critical practical implications for sports betting. Our study advances the understanding of team sports outcome prediction a burgeoning are in complex system predictions and pave the way for potential profitability and more informed decision making in sports betting markets.

Keywords: machine learning, team sports, game outcome prediction, sports betting, profits simulation

Procedia PDF Downloads 62
19029 Online Prediction of Nonlinear Signal Processing Problems Based Kernel Adaptive Filtering

Authors: Hamza Nejib, Okba Taouali

Abstract:

This paper presents two of the most knowing kernel adaptive filtering (KAF) approaches, the kernel least mean squares and the kernel recursive least squares, in order to predict a new output of nonlinear signal processing. Both of these methods implement a nonlinear transfer function using kernel methods in a particular space named reproducing kernel Hilbert space (RKHS) where the model is a linear combination of kernel functions applied to transform the observed data from the input space to a high dimensional feature space of vectors, this idea known as the kernel trick. Then KAF is the developing filters in RKHS. We use two nonlinear signal processing problems, Mackey Glass chaotic time series prediction and nonlinear channel equalization to figure the performance of the approaches presented and finally to result which of them is the adapted one.

Keywords: online prediction, KAF, signal processing, RKHS, Kernel methods, KRLS, KLMS

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19028 Spatially Distributed Rainfall Prediction Based on Automated Kriging for Landslide Early Warning Systems

Authors: Ekrem Canli, Thomas Glade

Abstract:

The precise prediction of rainfall in space and time is a key element to most landslide early warning systems. Unfortunately, the spatial variability of rainfall in many early warning applications is often disregarded. A common simplification is to use uniformly distributed rainfall to characterize aerial rainfall intensity. With spatially differentiated rainfall information, real-time comparison with rainfall thresholds or the implementation in process-based approaches might form the basis for improved landslide warnings. This study suggests an automated workflow from the hourly, web-based collection of rain gauge data to the generation of spatially differentiated rainfall predictions based on kriging. Because the application of kriging is usually a labor intensive task, a simplified and consequently automated variogram modeling procedure was applied to up-to-date rainfall data. The entire workflow was carried out purely with open source technology. Validation results, albeit promising, pointed out the challenges that are involved in pure distance based, automated geostatistical interpolation techniques for ever-changing environmental phenomena over short temporal and spatial extent.

Keywords: kriging, landslide early warning system, spatial rainfall prediction, variogram modelling, web scraping

Procedia PDF Downloads 258