Search results for: Accidents Prediction Models (APMs)
3132 Predicting Global Solar Radiation Using Recurrent Neural Networks and Climatological Parameters
Authors: Rami El-Hajj Mohamad, Mahmoud Skafi, Ali Massoud Haidar
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Several meteorological parameters were used for the prediction of monthly average daily global solar radiation on horizontal using recurrent neural networks (RNNs). Climatological data and measures, mainly air temperature, humidity, sunshine duration, and wind speed between 1995 and 2007 were used to design and validate a feed forward and recurrent neural network based prediction systems. In this paper we present our reference system based on a feed-forward multilayer perceptron (MLP) as well as the proposed approach based on an RNN model. The obtained results were promising and comparable to those obtained by other existing empirical and neural models. The experimental results showed the advantage of RNNs over simple MLPs when we deal with time series solar radiation predictions based on daily climatological data.
Keywords: Recurrent Neural Networks, Global Solar Radiation, Multi-layer perceptron, gradient, Root Mean Square Error.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25613131 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
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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 APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4933130 Neural Network Based Approach of Software Maintenance Prediction for Laboratory Information System
Authors: Vuk M. Popovic, Dunja D. Popovic
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Software maintenance phase is started once a software project has been developed and delivered. After that, any modification to it corresponds to maintenance. Software maintenance involves modifications to keep a software project usable in a changed or a changing environment, to correct discovered faults, and modifications, and to improve performance or maintainability. Software maintenance and management of software maintenance are recognized as two most important and most expensive processes in a life of a software product. This research is basing the prediction of maintenance, on risks and time evaluation, and using them as data sets for working with neural networks. The aim of this paper is to provide support to project maintenance managers. They will be able to pass the issues planned for the next software-service-patch to the experts, for risk and working time evaluation, and afterward to put all data to neural networks in order to get software maintenance prediction. This process will lead to the more accurate prediction of the working hours needed for the software-service-patch, which will eventually lead to better planning of budget for the software maintenance projects.
Keywords: Laboratory information system, maintenance engineering, neural networks, software maintenance, software maintenance costs.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11273129 Optimized Preprocessing for Accurate and Efficient Bioassay Prediction with Machine Learning Algorithms
Authors: Jeff Clarine, Chang-Shyh Peng, Daisy Sang
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Bioassay is the measurement of the potency of a chemical substance by its effect on a living animal or plant tissue. Bioassay data and chemical structures from pharmacokinetic and drug metabolism screening are mined from and housed in multiple databases. Bioassay prediction is calculated accordingly to determine further advancement. This paper proposes a four-step preprocessing of datasets for improving the bioassay predictions. The first step is instance selection in which dataset is categorized into training, testing, and validation sets. The second step is discretization that partitions the data in consideration of accuracy vs. precision. The third step is normalization where data are normalized between 0 and 1 for subsequent machine learning processing. The fourth step is feature selection where key chemical properties and attributes are generated. The streamlined results are then analyzed for the prediction of effectiveness by various machine learning algorithms including Pipeline Pilot, R, Weka, and Excel. Experiments and evaluations reveal the effectiveness of various combination of preprocessing steps and machine learning algorithms in more consistent and accurate prediction.
Keywords: Bioassay, machine learning, preprocessing, virtual screen.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9813128 Rain Cell Ratio Technique in Path Attenuation for Terrestrial Radio Links
Authors: Peter Odero Akuon
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A rain cell ratio model is proposed that computes attenuation of the smallest rain cell which represents the maximum rain rate value i.e. the cell size when rainfall rate is exceeded 0.01% of the time, R0.01 and predicts attenuation for other cells as the ratio with this maximum. This model incorporates the dependence of the path factor r on the ellipsoidal path variation of the Fresnel zone at different frequencies. In addition, the inhomogeneity of rainfall is modeled by a rain drop packing density factor. In order to derive the model, two empirical methods that can be used to find rain cell size distribution Dc are presented. Subsequently, attenuation measurements from different climatic zones for terrestrial radio links with frequencies F in the range 7-38 GHz are used to test the proposed model. Prediction results show that the path factor computed from the rain cell ratio technique has improved reliability when compared with other path factor and effective rain rate models, including the current ITU-R 530-15 model of 2013.
Keywords: Packing density of rain drops, prediction model, rain attenuation, rain cell ratio technique.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6983127 A Type-2 Fuzzy Model for Link Prediction in Social Network
Authors: Mansoureh Naderipour, Susan Bastani, Mohammad Fazel Zarandi
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Predicting links that may occur in the future and missing links in social networks is an attractive problem in social network analysis. Granular computing can help us to model the relationships between human-based system and social sciences in this field. In this paper, we present a model based on granular computing approach and Type-2 fuzzy logic to predict links regarding nodes’ activity and the relationship between two nodes. Our model is tested on collaboration networks. It is found that the accuracy of prediction is significantly higher than the Type-1 fuzzy and crisp approach.Keywords: Social Network, link prediction, granular computing, Type-2 fuzzy sets.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15703126 Prediction Compressive Strength of Self-Compacting Concrete Containing Fly Ash Using Fuzzy Logic Inference System
Authors: O. Belalia Douma, B. Boukhatem, M. Ghrici
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Self-compacting concrete (SCC) developed in Japan in the late 80s has enabled the construction industry to reduce demand on the resources, improve the work condition and also reduce the impact of environment by elimination of the need for compaction. Fuzzy logic (FL) approaches has recently been used to model some of the human activities in many areas of civil engineering applications. Especially from these systems in the model experimental studies, very good results have been obtained. In the present study, a model for predicting compressive strength of SCC containing various proportions of fly ash, as partial replacement of cement has been developed by using Fuzzy Inference System (FIS). For the purpose of building this model, a database of experimental data were gathered from the literature and used for training and testing the model. The used data as the inputs of fuzzy logic models are arranged in a format of five parameters that cover the total binder content, fly ash replacement percentage, water content, superplasticizer and age of specimens. The training and testing results in the fuzzy logic model have shown a strong potential for predicting the compressive strength of SCC containing fly ash in the considered range.
Keywords: Self-compacting concrete, fly ash, strength prediction, fuzzy logic.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28513125 A Study on Prediction of Cavitation for Centrifugal Pump
Authors: Myung Jin Kim, Hyun Bae Jin, Wui Jun Chung
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In this study, to accurately predict cavitation of a centrifugal pump, numerical analysis was compared with experimental results modeled on a small industrial centrifugal pump. In this study, numerical analysis was compared with experimental results modeled on a small industrial centrifugal pump for reliable prediction on cavitation of a centrifugal pump. To improve validity of the numerical analysis, transient analysis was conducted on the calculated domain of full-type geometry, such as an experimental apparatus. The numerical analysis from the results was considered to be a reliable prediction of cavitaion.Keywords: Centrifugal Pump, Cavitation, NPSH, CFD.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 42223124 An Examination of the Factors Influencing Software Development Effort
Authors: Zhizhong Jiang, Peter Naudé
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Effective evaluation of software development effort is an important aspect of successful project management. Based on a large database with 4106 projects ever developed, this study statistically examines the factors that influence development effort. The factors found to be significant for effort are project size, average number of developers that worked on the project, type of development, development language, development platform, and the use of rapid application development. Among these factors, project size is the most critical cost driver. Unsurprisingly, this study found that the use of CASE tools does not necessarily reduce development effort, which adds support to the claim that the use of tools is subtle. As many of the current estimation models are rarely or unsuccessfully used, this study proposes a parsimonious parametric model for the prediction of effort which is both simple and more accurate than previous models.
Keywords: Development effort, function points, team size, development language, CASE tool, rapid application development.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25083123 Finite Element Prediction and Experimental Verification of the Failure Pattern of Proximal Femur using Quantitative Computed Tomography Images
Authors: Majid Mirzaei, Saeid Samiezadeh , Abbas Khodadadi, Mohammad R. Ghazavi
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This paper presents a novel method for prediction of the mechanical behavior of proximal femur using the general framework of the quantitative computed tomography (QCT)-based finite element Analysis (FEA). A systematic imaging and modeling procedure was developed for reliable correspondence between the QCT-based FEA and the in-vitro mechanical testing. A speciallydesigned holding frame was used to define and maintain a unique geometrical reference system during the analysis and testing. The QCT images were directly converted into voxel-based 3D finite element models for linear and nonlinear analyses. The equivalent plastic strain and the strain energy density measures were used to identify the critical elements and predict the failure patterns. The samples were destructively tested using a specially-designed gripping fixture (with five degrees of freedom) mounted within a universal mechanical testing machine. Very good agreements were found between the experimental and the predicted failure patterns and the associated load levels.Keywords: Bone, Osteoporosis, Noninvasive methods, Failure Analysis
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20983122 A Parallel Algorithm for 2-D Cylindrical Geometry Transport Equation with Interface Corrections
Authors: Wei Jun-xia, Yuan Guang-wei, Yang Shu-lin, Shen Wei-dong
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In order to make conventional implicit algorithm to be applicable in large scale parallel computers , an interface prediction and correction of discontinuous finite element method is presented to solve time-dependent neutron transport equations under 2-D cylindrical geometry. Domain decomposition is adopted in the computational domain.The numerical experiments show that our parallel algorithm with explicit prediction and implicit correction has good precision, parallelism and simplicity. Especially, it can reach perfect speedup even on hundreds of processors for large-scale problems.
Keywords: Transport Equation, Discontinuous Finite Element, Domain Decomposition, Interface Prediction And Correction
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16653121 Mathematical Analysis of Stock Prices Prediction in a Financial Market Using Geometric Brownian Motion Model
Authors: Edikan E. Akpanibah, Ogunmodimu Dupe Catherine
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The relevance of geometric Brownian motion (GBM) in modelling the behaviour of stock market prices (SMP) cannot be over emphasized taking into consideration the volatility of the SMP. Consequently, there is need to investigate how GBM models are being estimated and used in financial market to predict SMP. To achieve this, the GBM estimation and its application to the SMP of some selected companies are studied. The normal and log-normal distributions were used to determine the expected value, variance and co-variance. Furthermore, the GBM model was used to predict the SMP of some selected companies over a period of time and the mean absolute percentage error (MAPE) were calculated and used to determine the accuracy of the GBM model in predicting the SMP of the four companies under consideration. It was observed that for all the four companies, their MAPE values were within the region of acceptance. Also, the MAPE values of our data were compared to an existing literature to test the accuracy of our prediction with respect to time of investment. Finally, some numerical simulations of the graphs of the SMP, expectations and variance of the four companies over a period of time were presented using MATLAB programming software.
Keywords: Stock Market, Geometric Brownian Motion, normal and log-normal distribution, mean absolute percentage error.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2683120 Measuring Enterprise Growth: Pitfalls and Implications
Authors: N. Šarlija, S. Pfeifer, M. Jeger, A. Bilandžić
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Enterprise growth is generally considered as a key driver of competitiveness, employment, economic development and social inclusion. As such, it is perceived to be a highly desirable outcome of entrepreneurship for scholars and decision makers. The huge academic debate resulted in the multitude of theoretical frameworks focused on explaining growth stages, determinants and future prospects. It has been widely accepted that enterprise growth is most likely nonlinear, temporal and related to the variety of factors which reflect the individual, firm, organizational, industry or environmental determinants of growth. However, factors that affect growth are not easily captured, instruments to measure those factors are often arbitrary, causality between variables and growth is elusive, indicating that growth is not easily modeled. Furthermore, in line with heterogeneous nature of the growth phenomenon, there is a vast number of measurement constructs assessing growth which are used interchangeably. Differences among various growth measures, at conceptual as well as at operationalization level, can hinder theory development which emphasizes the need for more empirically robust studies. In line with these highlights, the main purpose of this paper is twofold. Firstly, to compare structure and performance of three growth prediction models based on the main growth measures: Revenues, employment and assets growth. Secondly, to explore the prospects of financial indicators, set as exact, visible, standardized and accessible variables, to serve as determinants of enterprise growth. Finally, to contribute to the understanding of the implications on research results and recommendations for growth caused by different growth measures. The models include a range of financial indicators as lag determinants of the enterprises’ performances during the 2008-2013, extracted from the national register of the financial statements of SMEs in Croatia. The design and testing stage of the modeling used the logistic regression procedures. Findings confirm that growth prediction models based on different measures of growth have different set of predictors. Moreover, the relationship between particular predictors and growth measure is inconsistent, namely the same predictor positively related to one growth measure may exert negative effect on a different growth measure. Overall, financial indicators alone can serve as good proxy of growth and yield adequate predictive power of the models. The paper sheds light on both methodology and conceptual framework of enterprise growth by using a range of variables which serve as a proxy for the multitude of internal and external determinants, but are unlike them, accessible, available, exact and free of perceptual nuances in building up the model. Selection of the growth measure seems to have significant impact on the implications and recommendations related to growth. Furthermore, the paper points out to potential pitfalls of measuring and predicting growth. Overall, the results and the implications of the study are relevant for advancing academic debates on growth-related methodology, and can contribute to evidence-based decisions of policy makers.Keywords: Growth measurement constructs, logistic regression, prediction of growth potential, small and medium-sized enterprises.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24763119 Support Vector Machine Prediction Model of Early-stage Lung Cancer Based on Curvelet Transform to Extract Texture Features of CT Image
Authors: Guo Xiuhua, Sun Tao, Wu Haifeng, He Wen, Liang Zhigang, Zhang Mengxia, Guo Aimin, Wang Wei
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Purpose: To explore the use of Curvelet transform to extract texture features of pulmonary nodules in CT image and support vector machine to establish prediction model of small solitary pulmonary nodules in order to promote the ratio of detection and diagnosis of early-stage lung cancer. Methods: 2461 benign or malignant small solitary pulmonary nodules in CT image from 129 patients were collected. Fourteen Curvelet transform textural features were as parameters to establish support vector machine prediction model. Results: Compared with other methods, using 252 texture features as parameters to establish prediction model is more proper. And the classification consistency, sensitivity and specificity for the model are 81.5%, 93.8% and 38.0% respectively. Conclusion: Based on texture features extracted from Curvelet transform, support vector machine prediction model is sensitive to lung cancer, which can promote the rate of diagnosis for early-stage lung cancer to some extent.Keywords: CT image, Curvelet transform, Small pulmonary nodules, Support vector machines, Texture extraction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27663118 Cost Sensitive Feature Selection in Decision-Theoretic Rough Set Models for Customer Churn Prediction: The Case of Telecommunication Sector Customers
Authors: Emel Kızılkaya Aydogan, Mihrimah Ozmen, Yılmaz Delice
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In recent days, there is a change and the ongoing development of the telecommunications sector in the global market. In this sector, churn analysis techniques are commonly used for analysing why some customers terminate their service subscriptions prematurely. In addition, customer churn is utmost significant in this sector since it causes to important business loss. Many companies make various researches in order to prevent losses while increasing customer loyalty. Although a large quantity of accumulated data is available in this sector, their usefulness is limited by data quality and relevance. In this paper, a cost-sensitive feature selection framework is developed aiming to obtain the feature reducts to predict customer churn. The framework is a cost based optional pre-processing stage to remove redundant features for churn management. In addition, this cost-based feature selection algorithm is applied in a telecommunication company in Turkey and the results obtained with this algorithm.
Keywords: Churn prediction, data mining, decision-theoretic rough set, feature selection.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17633117 Machine Learning Techniques for Short-Term Rain Forecasting System in the Northeastern Part of Thailand
Authors: Lily Ingsrisawang, Supawadee Ingsriswang, Saisuda Somchit, Prasert Aungsuratana, Warawut Khantiyanan
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This paper presents the methodology from machine learning approaches for short-term rain forecasting system. Decision Tree, Artificial Neural Network (ANN), and Support Vector Machine (SVM) were applied to develop classification and prediction models for rainfall forecasts. The goals of this presentation are to demonstrate (1) how feature selection can be used to identify the relationships between rainfall occurrences and other weather conditions and (2) what models can be developed and deployed for predicting the accurate rainfall estimates to support the decisions to launch the cloud seeding operations in the northeastern part of Thailand. Datasets collected during 2004-2006 from the Chalermprakiat Royal Rain Making Research Center at Hua Hin, Prachuap Khiri khan, the Chalermprakiat Royal Rain Making Research Center at Pimai, Nakhon Ratchasima and Thai Meteorological Department (TMD). A total of 179 records with 57 features was merged and matched by unique date. There are three main parts in this work. Firstly, a decision tree induction algorithm (C4.5) was used to classify the rain status into either rain or no-rain. The overall accuracy of classification tree achieves 94.41% with the five-fold cross validation. The C4.5 algorithm was also used to classify the rain amount into three classes as no-rain (0-0.1 mm.), few-rain (0.1- 10 mm.), and moderate-rain (>10 mm.) and the overall accuracy of classification tree achieves 62.57%. Secondly, an ANN was applied to predict the rainfall amount and the root mean square error (RMSE) were used to measure the training and testing errors of the ANN. It is found that the ANN yields a lower RMSE at 0.171 for daily rainfall estimates, when compared to next-day and next-2-day estimation. Thirdly, the ANN and SVM techniques were also used to classify the rain amount into three classes as no-rain, few-rain, and moderate-rain as above. The results achieved in 68.15% and 69.10% of overall accuracy of same-day prediction for the ANN and SVM models, respectively. The obtained results illustrated the comparison of the predictive power of different methods for rainfall estimation.Keywords: Machine learning, decision tree, artificial neural network, support vector machine, root mean square error.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 32303116 Model-free Prediction based on Tracking Theory and Newton Form of Polynomial
Authors: Guoyuan Qi , Yskandar Hamam, Barend Jacobus van Wyk, Shengzhi Du
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The majority of existing predictors for time series are model-dependent and therefore require some prior knowledge for the identification of complex systems, usually involving system identification, extensive training, or online adaptation in the case of time-varying systems. Additionally, since a time series is usually generated by complex processes such as the stock market or other chaotic systems, identification, modeling or the online updating of parameters can be problematic. In this paper a model-free predictor (MFP) for a time series produced by an unknown nonlinear system or process is derived using tracking theory. An identical derivation of the MFP using the property of the Newton form of the interpolating polynomial is also presented. The MFP is able to accurately predict future values of a time series, is stable, has few tuning parameters and is desirable for engineering applications due to its simplicity, fast prediction speed and extremely low computational load. The performance of the proposed MFP is demonstrated using the prediction of the Dow Jones Industrial Average stock index.Keywords: Forecast, model-free predictor, prediction, time series
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17833115 A Preliminary Study on the Suitability of Data Driven Approach for Continuous Water Level Modeling
Authors: Muhammad Aqil, Ichiro Kita, Moses Macalinao
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Reliable water level forecasts are particularly important for warning against dangerous flood and inundation. The current study aims at investigating the suitability of the adaptive network based fuzzy inference system for continuous water level modeling. A hybrid learning algorithm, which combines the least square method and the back propagation algorithm, is used to identify the parameters of the network. For this study, water levels data are available for a hydrological year of 2002 with a sampling interval of 1-hour. The number of antecedent water level that should be included in the input variables is determined by two statistical methods, i.e. autocorrelation function and partial autocorrelation function between the variables. Forecasting was done for 1-hour until 12-hour ahead in order to compare the models generalization at higher horizons. The results demonstrate that the adaptive networkbased fuzzy inference system model can be applied successfully and provide high accuracy and reliability for river water level estimation. In general, the adaptive network-based fuzzy inference system provides accurate and reliable water level prediction for 1-hour ahead where the MAPE=1.15% and correlation=0.98 was achieved. Up to 12-hour ahead prediction, the model still shows relatively good performance where the error of prediction resulted was less than 9.65%. The information gathered from the preliminary results provide a useful guidance or reference for flood early warning system design in which the magnitude and the timing of a potential extreme flood are indicated.Keywords: Neural Network, Fuzzy, River, Forecasting
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12893114 Application of Turbulence Modeling in Computational Fluid Dynamics for Airfoil Simulations
Authors: Mohammed Bilal
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The precise prediction of aerodynamic behavior is necessary for the design and optimization of airfoils for a variety of applications. Turbulence, a phenomenon of complex and irregular flow, significantly affects the aerodynamic properties of airfoils. Therefore, turbulence modeling is essential for accurately predicting the behavior of airfoils in simulations. This study investigates five commonly employed turbulence models: Spalart-Allmaras (SA) model, k-epsilon model, k-omega model, Reynolds Stress Model (RSM), and Large Eddy Simulation (LES) model. The paper includes a comparison of the models' precision, computational expense, and applicability to various flow conditions. The strengths and weaknesses of each model are highlighted, allowing researchers and engineers to make informed decisions regarding simulations of specific airfoils. Unquestionably, the continuous development of turbulence modeling will contribute to further improvements in airfoil design and optimization, which will be advantageous to numerous industries.
Keywords: Computational fluid dynamics, airfoil, turbulence, aircraft.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2813113 The Ability of Forecasting the Term Structure of Interest Rates Based On Nelson-Siegel and Svensson Model
Authors: Tea Poklepović, Zdravka Aljinović, Branka Marasović
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Due to the importance of yield curve and its estimation it is inevitable to have valid methods for yield curve forecasting in cases when there are scarce issues of securities and/or week trade on a secondary market. Therefore in this paper, after the estimation of weekly yield curves on Croatian financial market from October 2011 to August 2012 using Nelson-Siegel and Svensson models, yield curves are forecasted using Vector autoregressive model and Neural networks. In general, it can be concluded that both forecasting methods have good prediction abilities where forecasting of yield curves based on Nelson Siegel estimation model give better results in sense of lower Mean Squared Error than forecasting based on Svensson model Also, in this case Neural networks provide slightly better results. Finally, it can be concluded that most appropriate way of yield curve prediction is Neural networks using Nelson-Siegel estimation of yield curves.
Keywords: Nelson-Siegel model, Neural networks, Svensson model, Vector autoregressive model, Yield curve.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 32483112 Predicting Bankruptcy using Tabu Search in the Mauritian Context
Authors: J. Cheeneebash, K. B. Lallmamode, A. Gopaul
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Throughout this paper, a relatively new technique, the Tabu search variable selection model, is elaborated showing how it can be efficiently applied within the financial world whenever researchers come across the selection of a subset of variables from a whole set of descriptive variables under analysis. In the field of financial prediction, researchers often have to select a subset of variables from a larger set to solve different type of problems such as corporate bankruptcy prediction, personal bankruptcy prediction, mortgage, credit scoring and the Arbitrage Pricing Model (APM). Consequently, to demonstrate how the method operates and to illustrate its usefulness as well as its superiority compared to other commonly used methods, the Tabu search algorithm for variable selection is compared to two main alternative search procedures namely, the stepwise regression and the maximum R 2 improvement method. The Tabu search is then implemented in finance; where it attempts to predict corporate bankruptcy by selecting the most appropriate financial ratios and thus creating its own prediction score equation. In comparison to other methods, mostly the Altman Z-Score model, the Tabu search model produces a higher success rate in predicting correctly the failure of firms or the continuous running of existing entities.
Keywords: Predicting Bankruptcy, Tabu Search
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19393111 Prediction of MicroRNA-Target Gene by Machine Learning Algorithms in Lung Cancer Study
Authors: Nilubon Kurubanjerdjit, Nattakarn Iam-On, Ka-Lok Ng
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MicroRNAs are small non-coding RNA found in many different species. They play crucial roles in cancer such as biological processes of apoptosis and proliferation. The identification of microRNA-target genes can be an essential first step towards to reveal the role of microRNA in various cancer types. In this paper, we predict miRNA-target genes for lung cancer by integrating prediction scores from miRanda and PITA algorithms used as a feature vector of miRNA-target interaction. Then, machine-learning algorithms were implemented for making a final prediction. The approach developed in this study should be of value for future studies into understanding the role of miRNAs in molecular mechanisms enabling lung cancer formation.Keywords: MicroRNA, miRNAs, lung cancer, machine learning, Naïve Bayes, SVM.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23873110 Artificial Neural Network based Parameter Estimation and Design Optimization of Loop Antenna
Authors: Kumaresh Sarmah, Kandarpa Kumar Sarma
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Artificial Neural Network (ANN)s are best suited for prediction and optimization problems. Trained ANNs have found wide spread acceptance in several antenna design systems. Four parameters namely antenna radiation resistance, loss resistance, efficiency, and inductance can be used to design an antenna layout though there are several other parameters available. An ANN can be trained to provide the best and worst case precisions of an antenna design problem defined by these four parameters. This work describes the use of an ANN to generate the four mentioned parameters for a loop antenna for the specified frequency range. It also provides insights to the prediction of best and worst-case design problems observed in applications and thereby formulate a model for physical layout design of a loop antenna.Keywords: MLP, ANN, parameter, prediction, optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15573109 Prediction of Cardiovascular Disease by Applying Feature Extraction
Authors: Nebi Gedik
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Heart disease threatens the lives of a great number of people every year around the world. Heart issues lead to many of all deaths; therefore, early diagnosis and treatment are critical. The diagnosis of heart disease is complicated due to several factors affecting health such as high blood pressure, raised cholesterol, an irregular pulse rhythm, and more. Artificial intelligence has the potential to assist in the early detection and treatment of diseases. Improving heart failure prediction is one of the primary goals of research on heart disease risk assessment. This study aims to determine the features that provide the most successful classification prediction in detecting cardiovascular disease. The performances of each feature are compared using the K-Nearest Neighbor machine learning method. The feature that gives the most successful performance has been identified.
Keywords: Cardiovascular disease, feature extraction, supervised learning, k-NN.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1343108 Road Accidents Bigdata Mining and Visualization Using Support Vector Machines
Authors: Usha Lokala, Srinivas Nowduri, Prabhakar K. Sharma
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Useful information has been extracted from the road accident data in United Kingdom (UK), using data analytics method, for avoiding possible accidents in rural and urban areas. This analysis make use of several methodologies such as data integration, support vector machines (SVM), correlation machines and multinomial goodness. The entire datasets have been imported from the traffic department of UK with due permission. The information extracted from these huge datasets forms a basis for several predictions, which in turn avoid unnecessary memory lapses. Since data is expected to grow continuously over a period of time, this work primarily proposes a new framework model which can be trained and adapt itself to new data and make accurate predictions. This work also throws some light on use of SVM’s methodology for text classifiers from the obtained traffic data. Finally, it emphasizes the uniqueness and adaptability of SVMs methodology appropriate for this kind of research work.Keywords: Road accident, machine learning, support vector machines.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11293107 Customer Churn Prediction Using Four Machine Learning Algorithms Integrating Feature Selection and Normalization in the Telecom Sector
Authors: Alanoud Moraya Aldalan, Abdulaziz Almaleh
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A crucial part of maintaining a customer-oriented business in the telecommunications industry is understanding the reasons and factors that lead to customer churn. Competition between telecom companies has greatly increased in recent years, which has made it more important to understand customers’ needs in this strong market. For those who are looking to turn over their service providers, understanding their needs is especially important. Predictive churn is now a mandatory requirement for retaining customers in the telecommunications industry. Machine learning can be used to accomplish this. Churn Prediction has become a very important topic in terms of machine learning classification in the telecommunications industry. Understanding the factors of customer churn and how they behave is very important to building an effective churn prediction model. This paper aims to predict churn and identify factors of customers’ churn based on their past service usage history. Aiming at this objective, the study makes use of feature selection, normalization, and feature engineering. Then, this study compared the performance of four different machine learning algorithms on the Orange dataset: Logistic Regression, Random Forest, Decision Tree, and Gradient Boosting. Evaluation of the performance was conducted by using the F1 score and ROC-AUC. Comparing the results of this study with existing models has proven to produce better results. The results showed the Gradients Boosting with feature selection technique outperformed in this study by achieving a 99% F1-score and 99% AUC, and all other experiments achieved good results as well.
Keywords: Machine Learning, Gradient Boosting, Logistic Regression, Churn, Random Forest, Decision Tree, ROC, AUC, F1-score.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4083106 Churn Prediction: Does Technology Matter?
Authors: John Hadden, Ashutosh Tiwari, Rajkumar Roy, Dymitr Ruta
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The aim of this paper is to identify the most suitable model for churn prediction based on three different techniques. The paper identifies the variables that affect churn in reverence of customer complaints data and provides a comparative analysis of neural networks, regression trees and regression in their capabilities of predicting customer churn.Keywords: Churn, Decision Trees, Neural Networks, Regression.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 33013105 Prediction of Protein Subchloroplast Locations using Random Forests
Authors: Chun-Wei Tung, Chyn Liaw, Shinn-Jang Ho, Shinn-Ying Ho
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Protein subchloroplast locations are correlated with its functions. In contrast to the large amount of available protein sequences, the information of their locations and functions is less known. The experiment works for identification of protein locations and functions are costly and time consuming. The accurate prediction of protein subchloroplast locations can accelerate the study of functions of proteins in chloroplast. This study proposes a Random Forest based method, ChloroRF, to predict protein subchloroplast locations using interpretable physicochemical properties. In addition to high prediction accuracy, the ChloroRF is able to select important physicochemical properties. The important physicochemical properties are also analyzed to provide insights into the underlying mechanism.Keywords: Chloroplast, Physicochemical properties, Proteinlocations, Random Forests.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16773104 Evaluation of Short-Term Load Forecasting Techniques Applied for Smart Micro Grids
Authors: Xiaolei Hu, Enrico Ferrera, Riccardo Tomasi, Claudio Pastrone
Abstract:
Load Forecasting plays a key role in making today's and future's Smart Energy Grids sustainable and reliable. Accurate power consumption prediction allows utilities to organize in advance their resources or to execute Demand Response strategies more effectively, which enables several features such as higher sustainability, better quality of service, and affordable electricity tariffs. It is easy yet effective to apply Load Forecasting at larger geographic scale, i.e. Smart Micro Grids, wherein the lower available grid flexibility makes accurate prediction more critical in Demand Response applications. This paper analyses the application of short-term load forecasting in a concrete scenario, proposed within the EU-funded GreenCom project, which collect load data from single loads and households belonging to a Smart Micro Grid. Three short-term load forecasting techniques, i.e. linear regression, artificial neural networks, and radial basis function network, are considered, compared, and evaluated through absolute forecast errors and training time. The influence of weather conditions in Load Forecasting is also evaluated. A new definition of Gain is introduced in this paper, which innovatively serves as an indicator of short-term prediction capabilities of time spam consistency. Two models, 24- and 1-hour-ahead forecasting, are built to comprehensively compare these three techniques.
Keywords: Short-term load forecasting, smart micro grid, linear regression, artificial neural networks, radial basis function network, Gain.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26023103 Application of Feed-Forward Neural Networks Autoregressive Models with Genetic Algorithm in Gross Domestic Product Prediction
Authors: E. Giovanis
Abstract:
In this paper we present a Feed-Foward Neural Networks Autoregressive (FFNN-AR) model with genetic algorithms training optimization in order to predict the gross domestic product growth of six countries. Specifically we propose a kind of weighted regression, which can be used for econometric purposes, where the initial inputs are multiplied by the neural networks final optimum weights from input-hidden layer of the training process. The forecasts are compared with those of the ordinary autoregressive model and we conclude that the proposed regression-s forecasting results outperform significant those of autoregressive model. Moreover this technique can be used in Autoregressive-Moving Average models, with and without exogenous inputs, as also the training process with genetics algorithms optimization can be replaced by the error back-propagation algorithm.Keywords: Autoregressive model, Feed-Forward neuralnetworks, Genetic Algorithms, Gross Domestic Product
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1672