Search results for: prediction error bias correction.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2360

Search results for: prediction error bias correction.

2180 A Study of Methods for Preservation of River Banks in order to Reduce Sediments

Authors: Emad Hazbkhah. Abdolreza Zahiri, Hossein Ghorbanizade Kharazi

Abstract:

Reducing river sediments through path correction and preservation of river walls leads to considerable reduction of sedimentation at the pumping stations. Path correction and preservation of walls is not limited to one particular method but, depending on various conditions, a combination of several methods can be employed. In this article, we try to review and evaluate methods for preservation of river banks in order to reduce sediments.

Keywords: Erosion , River Banks , Sediments

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2179 Forecasting Tala-AUD and Tala-USD Exchange Rates with ANN

Authors: Shamsuddin Ahmed, M. G. M. Khan, Biman Prasad, Avlin Prasad

Abstract:

The focus of this paper is to construct daily time series exchange rate forecast models of Samoan Tala/USD and Tala/AUD during the year 2008 to 2012 with neural network The performance of the models was measured by using varies error functions such as Root Square mean error (RSME), Mean absolute error (MAE), and Mean absolute percentage error (MAPE). Our empirical findings suggest that AR (1) model is an effective tool to forecast the Tala/USD and Tala/AUD.

Keywords: Neural Network Forecasting Model, Autoregressive time series, Exchange rate, Tala/AUD, winters model.

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2178 Comparison of Multivariate Adaptive Regression Splines and Random Forest Regression in Predicting Forced Expiratory Volume in One Second

Authors: P. V. Pramila, V. Mahesh

Abstract:

Pulmonary Function Tests are important non-invasive diagnostic tests to assess respiratory impairments and provides quantifiable measures of lung function. Spirometry is the most frequently used measure of lung function and plays an essential role in the diagnosis and management of pulmonary diseases. However, the test requires considerable patient effort and cooperation, markedly related to the age of patients resulting in incomplete data sets. This paper presents, a nonlinear model built using Multivariate adaptive regression splines and Random forest regression model to predict the missing spirometric features. Random forest based feature selection is used to enhance both the generalization capability and the model interpretability. In the present study, flow-volume data are recorded for N= 198 subjects. The ranked order of feature importance index calculated by the random forests model shows that the spirometric features FVC, FEF25, PEF, FEF25-75, FEF50 and the demographic parameter height are the important descriptors. A comparison of performance assessment of both models prove that, the prediction ability of MARS with the `top two ranked features namely the FVC and FEF25 is higher, yielding a model fit of R2= 0.96 and R2= 0.99 for normal and abnormal subjects. The Root Mean Square Error analysis of the RF model and the MARS model also shows that the latter is capable of predicting the missing values of FEV1 with a notably lower error value of 0.0191 (normal subjects) and 0.0106 (abnormal subjects) with the aforementioned input features. It is concluded that combining feature selection with a prediction model provides a minimum subset of predominant features to train the model, as well as yielding better prediction performance. This analysis can assist clinicians with a intelligence support system in the medical diagnosis and improvement of clinical care.

Keywords: FEV1, Multivariate Adaptive Regression Splines Pulmonary Function Test, Random Forest.

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2177 The Impact of Revenue Gap on Economic Growth: A Case Study of Pakistan

Authors: M. Ilyas, M. W. Siddiqi

Abstract:

This study employs auto-regressive distributed lag (ARDL) bounds approach to cointegration for long run and errorcorrection modeling (ECM) for short run analysis to examine the relationship between revenue gap and economic growth for Pakistan using annual time series data over the period 1980 to 2008. The short and long run results indicate that revenue gap is statistical significant and negatively effect economic growth. The significant and negative coefficient of error correction term in ECM indicates that after a shock, the long rum equilibrium will again converge towards equilibrium about 10.406 percent within a year.

Keywords: ARDL cointegration, Economic Growth, RevenueGap, Pakistan.

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2176 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.

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2175 Robust ANOVA: An Illustrative Study in Horticultural Crop Research

Authors: Dinesh Inamadar, R. Venugopalan, K. Padmini

Abstract:

An attempt has been made in the present communication to elucidate the efficacy of robust ANOVA methods to analyse horticultural field experimental data in the presence of outliers. Results obtained fortify the use of robust ANOVA methods as there was substantiate reduction in error mean square, and hence the probability of committing Type I error, as compared to the regular approach.

Keywords: Outliers, robust ANOVA, horticulture, Cook distance, Type I error.

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2174 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.

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2173 Aliasing Free and Additive Error in Spectra for Alpha Stable Signals

Authors: R. Sabre

Abstract:

This work focuses on the symmetric alpha stable process with continuous time frequently used in modeling the signal with indefinitely growing variance, often observed with an unknown additive error. The objective of this paper is to estimate this error from discrete observations of the signal. For that, we propose a method based on the smoothing of the observations via Jackson polynomial kernel and taking into account the width of the interval where the spectral density is non-zero. This technique allows avoiding the “Aliasing phenomenon” encountered when the estimation is made from the discrete observations of a process with continuous time. We have studied the convergence rate of the estimator and have shown that the convergence rate improves in the case where the spectral density is zero at the origin. Thus, we set up an estimator of the additive error that can be subtracted for approaching the original signal without error.

Keywords: Spectral density, stable processes, aliasing, p-adic.

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2172 Analysis of Message Authentication in Turbo Coded Halftoned Images using Exit Charts

Authors: Andhe Dharani, P. S. Satyanarayana, Andhe Pallavi

Abstract:

Considering payload, reliability, security and operational lifetime as major constraints in transmission of images we put forward in this paper a steganographic technique implemented at the physical layer. We suggest transmission of Halftoned images (payload constraint) in wireless sensor networks to reduce the amount of transmitted data. For low power and interference limited applications Turbo codes provide suitable reliability. Ensuring security is one of the highest priorities in many sensor networks. The Turbo Code structure apart from providing forward error correction can be utilized to provide for encryption. We first consider the Halftoned image and then the method of embedding a block of data (called secret) in this Halftoned image during the turbo encoding process is presented. The small modifications required at the turbo decoder end to extract the embedded data are presented next. The implementation complexity and the degradation of the BER (bit error rate) in the Turbo based stego system are analyzed. Using some of the entropy based crypt analytic techniques we show that the strength of our Turbo based stego system approaches that found in the OTPs (one time pad).

Keywords: Halftoning, Turbo codes, security, operationallifetime, Turbo based stego system.

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2171 A Single Phase ZVT-ZCT Power Factor Correction Boost Converter

Authors: Yakup Sahin, Naim Suleyman Ting, Ismail Aksoy

Abstract:

In this paper, a single phase soft switched Zero Voltage Transition and Zero Current Transition (ZVT-ZCT) Power Factor Correction (PFC) boost converter is proposed. In the proposed PFC converter, the main switch turns on with ZVT and turns off with ZCT without any additional voltage or current stresses. Auxiliary switch turns on and off with zero current switching (ZCS). Also, the main diode turns on with zero voltage switching (ZVS) and turns off with ZCS. The proposed converter has features like low cost, simple control and structure. The output current and voltage are controlled by the proposed PFC converter in wide line and load range. The theoretical analysis of converter is clarified and the operating steps are given in detail. The simulation results of converter are obtained for 500 W and 100 kHz. It is observed that the semiconductor devices operate with soft switching (SS) perfectly. So, the switching power losses are minimum. Also, the proposed converter has 0.99 power factor with sinusoidal current shape.

Keywords: Power factor correction, zero-voltage transition, zero-current transition, soft switching.

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2170 Very High Speed Data Driven Dynamic NAND Gate at 22nm High K Metal Gate Strained Silicon Technology Node

Authors: Shobha Sharma, Amita Dev

Abstract:

Data driven dynamic logic is the high speed dynamic circuit with low area. The clock of the dynamic circuit is removed and data drives the circuit instead of clock for precharging purpose. This data driven dynamic nand gate is given static forward substrate biasing of Vsupply/2 as well as the substrate bias is connected to the input data, resulting in dynamic substrate bias. The dynamic substrate bias gives the shortest propagation delay with a penalty on the power dissipation. Propagation delay is reduced by 77.8% compared to the normal reverse substrate bias Data driven dynamic nand. Also dynamic substrate biased D3nand’s propagation delay is reduced by 31.26% compared to data driven dynamic nand gate with static forward substrate biasing of Vdd/2. This data driven dynamic nand gate with dynamic body biasing gives us the highest speed with no area penalty and finds its applications where power penalty is acceptable. Also combination of Dynamic and static Forward body bias can be used with reduced propagation delay compared to static forward biased circuit and with comparable increase in an average power. The simulations were done on hspice simulator with 22nm High-k metal gate strained Si technology HP models of Arizona State University, USA.

Keywords: Data driven nand gate, dynamic substrate biasing, nand gate, static substrate biasing.

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2169 Algebraic Quantum Error Correction Codes

Authors: Ming-Chung Tsai, Kuan-Peng Chen, Zheng-Yao

Abstract:

A systematic and exhaustive method based on the group structure of a unitary Lie algebra is proposed to generate an enormous number of quantum codes. With respect to the algebraic structure, the orthogonality condition, which is the central rule of generating quantum codes, is proved to be fully equivalent to the distinguishability of the elements in this structure. In addition, four types of quantum codes are classified according to the relation of the codeword operators and some initial quantum state. By linking the unitary Lie algebra with the additive group, the classical correspondences of some of these quantum codes can be rendered.

Keywords: Quotient-Algebra Partition, Codeword Spinors, Basis Codewords, Syndrome Spinors

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2168 The Fundamental Reliance of Iterative Learning Control on Stability Robustness

Authors: Richard W. Longman

Abstract:

Iterative learning control aims to achieve zero tracking error of a specific command. This is accomplished by iteratively adjusting the command given to a feedback control system, based on the tracking error observed in the previous iteration. One would like the iterations to converge to zero tracking error in spite of any error present in the model used to design the learning law. First, this need for stability robustness is discussed, and then the need for robustness of the property that the transients are well behaved. Methods of producing the needed robustness to parameter variations and to singular perturbations are presented. Then a method involving reverse time runs is given that lets the world behavior produce the ILC gains in such a way as to eliminate the need for a mathematical model. Since the real world is producing the gains, there is no issue of model error. Provided the world behaves linearly, the approach gives an ILC law with both stability robustness and good transient robustness, without the need to generate a model.

Keywords: Iterative learning control, stability robustness, monotonic convergence.

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2167 Delaunay Triangulations Efficiency for Conduction-Convection Problems

Authors: Bashar Albaalbaki, Roger E. Khayat

Abstract:

This work is a comparative study on the effect of Delaunay triangulation algorithms on discretization error for conduction-convection conservation problems. A structured triangulation and many unstructured Delaunay triangulations using three popular algorithms for node placement strategies are used. The numerical method employed is the vertex-centered finite volume method. It is found that when the computational domain can be meshed using a structured triangulation, the discretization error is lower for structured triangulations compared to unstructured ones for only low Peclet number values, i.e. when conduction is dominant. However, as the Peclet number is increased and convection becomes more significant, the unstructured triangulations reduce the discretization error. Also, no statistical correlation between triangulation angle extremums and the discretization error is found using 200 samples of randomly generated Delaunay and non-Delaunay triangulations. Thus, the angle extremums cannot be an indicator of the discretization error on their own and need to be combined with other triangulation quality measures, which is the subject of further studies.

Keywords: Conduction-convection problems, Delaunay triangulation, discretization error, finite volume method.

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2166 Protein Residue Contact Prediction using Support Vector Machine

Authors: Chan Weng Howe, Mohd Saberi Mohamad

Abstract:

Protein residue contact map is a compact representation of secondary structure of protein. Due to the information hold in the contact map, attentions from researchers in related field were drawn and plenty of works have been done throughout the past decade. Artificial intelligence approaches have been widely adapted in related works such as neural networks, genetic programming, and Hidden Markov model as well as support vector machine. However, the performance of the prediction was not generalized which probably depends on the data used to train and generate the prediction model. This situation shown the importance of the features or information used in affecting the prediction performance. In this research, support vector machine was used to predict protein residue contact map on different combination of features in order to show and analyze the effectiveness of the features.

Keywords: contact map, protein residue contact, support vector machine, protein structure prediction

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2165 New Product-Type Estimators for the Population Mean Using Quartiles of the Auxiliary Variable

Authors: Amer Ibrahim Falah Al-Omari

Abstract:

In this paper, we suggest new product-type estimators for the population mean of the variable of interest exploiting the first or the third quartile of the auxiliary variable. We obtain mean square error equations and the bias for the estimators. We study the properties of these estimators using simple random sampling (SRS) and ranked set sampling (RSS) methods. It is found that, SRS and RSS produce approximately unbiased estimators of the population mean. However, the RSS estimators are more efficient than those obtained using SRS based on the same number of measured units for all values of the correlation coefficient.

Keywords: Product estimator, auxiliary variable, simple random sampling, extreme ranked set sampling

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2164 Application of Feed-Forward Neural Networks Autoregressive Models in Gross Domestic Product Prediction

Authors: Ε. Giovanis

Abstract:

In this paper we present an autoregressive model with neural networks modeling and standard error backpropagation algorithm training optimization in order to predict the gross domestic product (GDP) growth rate of four 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 after 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 in the out-of-sample period. The idea behind this approach is to propose a parametric regression with weighted variables in order to test for the statistical significance and the magnitude of the estimated autoregressive coefficients and simultaneously to estimate the forecasts.

Keywords: Autoregressive model, Error back-propagation Feed-Forward neural networks, , Gross Domestic Product

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2163 Performance of Total Vector Error of an Estimated Phasor within Local Area Networks

Authors: Ahmed Abdolkhalig, Rastko Zivanovic

Abstract:

This paper evaluates the Total Vector Error of an estimated Phasor as define in IEEE C37.118 standard within different medium access in Local Area Networks (LAN). Three different LAN models (CSMA/CD, CSMA/AMP and Switched Ethernet) are evaluated. The Total Vector Error of the estimated Phasor has been evaluated for the effect of Nodes Number under the standardized network Band-width values defined in IEC 61850-9-2 communication standard (i.e. 0.1, 1 and 10 Gbps).

Keywords: Phasor, Local Area Network, Total Vector Error, IEEE C37.118, IEC 61850.

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2162 GPU-Accelerated Triangle Mesh Simplification Using Parallel Vertex Removal

Authors: Thomas Odaker, Dieter Kranzlmueller, Jens Volkert

Abstract:

We present an approach to triangle mesh simplification designed to be executed on the GPU. We use a quadric error metric to calculate an error value for each vertex of the mesh and order all vertices based on this value. This step is followed by the parallel removal of a number of vertices with the lowest calculated error values. To allow for the parallel removal of multiple vertices we use a set of per-vertex boundaries that prevent mesh foldovers even when simplification operations are performed on neighbouring vertices. We execute multiple iterations of the calculation of the vertex errors, ordering of the error values and removal of vertices until either a desired number of vertices remains in the mesh or a minimum error value is reached. This parallel approach is used to speed up the simplification process while maintaining mesh topology and avoiding foldovers at every step of the simplification.

Keywords: Computer graphics, half edge collapse, mesh simplification, precomputed simplification, topology preserving.

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2161 Comparison of Different k-NN Models for Speed Prediction in an Urban Traffic Network

Authors: Seyoung Kim, Jeongmin Kim, Kwang Ryel Ryu

Abstract:

A database that records average traffic speeds measured at five-minute intervals for all the links in the traffic network of a metropolitan city. While learning from this data the models that can predict future traffic speed would be beneficial for the applications such as the car navigation system, building predictive models for every link becomes a nontrivial job if the number of links in a given network is huge. An advantage of adopting k-nearest neighbor (k-NN) as predictive models is that it does not require any explicit model building. Instead, k-NN takes a long time to make a prediction because it needs to search for the k-nearest neighbors in the database at prediction time. In this paper, we investigate how much we can speed up k-NN in making traffic speed predictions by reducing the amount of data to be searched for without a significant sacrifice of prediction accuracy. The rationale behind this is that we had a better look at only the recent data because the traffic patterns not only repeat daily or weekly but also change over time. In our experiments, we build several different k-NN models employing different sets of features which are the current and past traffic speeds of the target link and the neighbor links in its up/down-stream. The performances of these models are compared by measuring the average prediction accuracy and the average time taken to make a prediction using various amounts of data.

Keywords: Big data, k-NN, machine learning, traffic speed prediction.

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2160 Prediction of Kinematic Viscosity of Binary Mixture of Poly (Ethylene Glycol) in Water using Artificial Neural Networks

Authors: M. Mohagheghian, A. M. Ghaedi, A. Vafaei

Abstract:

An artificial neural network (ANN) model is presented for the prediction of kinematic viscosity of binary mixtures of poly (ethylene glycol) (PEG) in water as a function of temperature, number-average molecular weight and mass fraction. Kinematic viscosities data of aqueous solutions for PEG (0.55419×10-6 – 9.875×10-6 m2/s) were obtained from the literature for a wide range of temperatures (277.15 - 338.15 K), number-average molecular weight (200 -10000), and mass fraction (0.0 – 1.0). A three layer feed-forward artificial neural network was employed. This model predicts the kinematic viscosity with a mean square error (MSE) of 0.281 and the coefficient of determination (R2) of 0.983. The results show that the kinematic viscosity of binary mixture of PEG in water could be successfully predicted using an artificial neural network model.

Keywords: Artificial neural network, kinematic viscosity, poly ethylene glycol (PEG)

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2159 A Study on Inference from Distance Variables in Hedonic Regression

Authors: Yan Wang, Yasushi Asami, Yukio Sadahiro

Abstract:

In urban area, several landmarks may affect housing price and rents, and hedonic analysis should employ distance variables corresponding to each landmarks. Unfortunately, the effects of distances to landmarks on housing prices are generally not consistent with the true price. These distance variables may cause magnitude error in regression, pointing a problem of spatial multicollinearity. In this paper, we provided some approaches for getting the samples with less bias and method on locating the specific sampling area to avoid the multicollinerity problem in two specific landmarks case.

Keywords: Landmarks, hedonic regression, distance variables, collinearity, multicollinerity.

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2158 Feature Selection and Predictive Modeling of Housing Data Using Random Forest

Authors: Bharatendra Rai

Abstract:

Predictive data analysis and modeling involving machine learning techniques become challenging in presence of too many explanatory variables or features. Presence of too many features in machine learning is known to not only cause algorithms to slow down, but they can also lead to decrease in model prediction accuracy. This study involves housing dataset with 79 quantitative and qualitative features that describe various aspects people consider while buying a new house. Boruta algorithm that supports feature selection using a wrapper approach build around random forest is used in this study. This feature selection process leads to 49 confirmed features which are then used for developing predictive random forest models. The study also explores five different data partitioning ratios and their impact on model accuracy are captured using coefficient of determination (r-square) and root mean square error (rsme).

Keywords: Housing data, feature selection, random forest, Boruta algorithm, root mean square error.

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2157 Modified Hybrid Genetic Algorithm-Based Artificial Neural Network Application on Wall Shear Stress Prediction

Authors: Zohreh Sheikh Khozani, Wan Hanna Melini Wan Mohtar, Mojtaba Porhemmat

Abstract:

Prediction of wall shear stress in a rectangular channel, with non-homogeneous roughness distribution, was studied. Estimation of shear stress is an important subject in hydraulic engineering, since it affects the flow structure directly. In this study, the Genetic Algorithm Artificial (GAA) neural network is introduced as a hybrid methodology of the Artificial Neural Network (ANN) and modified Genetic Algorithm (GA) combination. This GAA method was employed to predict the wall shear stress. Various input combinations and transfer functions were considered to find the most appropriate GAA model. The results show that the proposed GAA method could predict the wall shear stress of open channels with high accuracy, by Root Mean Square Error (RMSE) of 0.064 in the test dataset. Thus, using GAA provides an accurate and practical simple-to-use equation.

Keywords: Artificial neural network, genetic algorithm, genetic programming, rectangular channel, shear stress.

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2156 Prediction on Housing Price Based on Deep Learning

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

Abstract:

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

Keywords: Deep learning, convolutional neural network, LSTM, housing prediction.

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2155 Application of a Dual Satellite Geolocation System on Locating Sweeping Interference

Authors: M. H. Chan

Abstract:

This paper describes an application of a dual satellite geolocation (DSG) system on identifying and locating the unknown source of uplink sweeping interference. The geolocation system integrates the method of joint time difference of arrival (TDOA) and frequency difference of arrival (FDOA) with ephemeris correction technique which successfully demonstrated high accuracy in interference source location. The factors affecting the location error were also discussed.

Keywords: Dual satellite geolocation system, DGS, geolocation, TDOA/FDOA, and sweeping interference

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2154 Unequal Error Protection of Facial Features for Personal ID Images Coding

Authors: T. Hirner, J. Polec

Abstract:

This paper presents an approach for an unequal error protection of facial features of personal ID images coding. We consider unequal error protection (UEP) strategies for the efficient progressive transmission of embedded image codes over noisy channels. This new method is based on the progressive image compression embedded zerotree wavelet (EZW) algorithm and UEP technique with defined region of interest (ROI). In this case is ROI equal facial features within personal ID image. ROI technique is important in applications with different parts of importance. In ROI coding, a chosen ROI is encoded with higher quality than the background (BG). Unequal error protection of image is provided by different coding techniques and encoding LL band separately. In our proposed method, image is divided into two parts (ROI, BG) that consist of more important bytes (MIB) and less important bytes (LIB). The proposed unequal error protection of image transmission has shown to be more appropriate to low bit rate applications, producing better quality output for ROI of the compresses image. The experimental results verify effectiveness of the design. The results of our method demonstrate the comparison of the UEP of image transmission with defined ROI with facial features and the equal error protection (EEP) over additive white gaussian noise (AWGN) channel.

Keywords: Embedded zerotree wavelet (EZW), equal error protection (EEP), facial features, personal ID images, region of interest (ROI), unequal error protection (UEP)

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2153 Lowering Error Floors by Concatenation of Low-Density Parity-Check and Array Code

Authors: Cinna Soltanpur, Mohammad Ghamari, Behzad Momahed Heravi, Fatemeh Zare

Abstract:

Low-density parity-check (LDPC) codes have been shown to deliver capacity approaching performance; however, problematic graphical structures (e.g. trapping sets) in the Tanner graph of some LDPC codes can cause high error floors in bit-error-ratio (BER) performance under conventional sum-product algorithm (SPA). This paper presents a serial concatenation scheme to avoid the trapping sets and to lower the error floors of LDPC code. The outer code in the proposed concatenation is the LDPC, and the inner code is a high rate array code. This approach applies an interactive hybrid process between the BCJR decoding for the array code and the SPA for the LDPC code together with bit-pinning and bit-flipping techniques. Margulis code of size (2640, 1320) has been used for the simulation and it has been shown that the proposed concatenation and decoding scheme can considerably improve the error floor performance with minimal rate loss.

Keywords: Concatenated coding, low–density parity–check codes, array code, error floors.

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2152 Crude Oil Price Prediction Using LSTM Networks

Authors: Varun Gupta, Ankit Pandey

Abstract:

Crude oil market is an immensely complex and dynamic environment and thus the task of predicting changes in such an environment becomes challenging with regards to its accuracy. A number of approaches have been adopted to take on that challenge and machine learning has been at the core in many of them. There are plenty of examples of algorithms based on machine learning yielding satisfactory results for such type of prediction. In this paper, we have tried to predict crude oil prices using Long Short-Term Memory (LSTM) based recurrent neural networks. We have tried to experiment with different types of models using different epochs, lookbacks and other tuning methods. The results obtained are promising and presented a reasonably accurate prediction for the price of crude oil in near future.

Keywords: Crude oil price prediction, deep learning, LSTM, recurrent neural networks.

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2151 A New Hybrid Model with Passive Congregation for Stock Market Indices Prediction

Authors: Tarek Aboueldahab

Abstract:

In this paper, we propose a new hybrid learning model for stock market indices prediction by adding a passive congregation term to the standard hybrid model comprising Particle Swarm Optimization (PSO) with Genetic Algorithm (GA) operators in training Neural Networks (NN). This new passive congregation term is based on the cooperation between different particles in determining new positions rather than depending on the particles selfish thinking without considering other particles positions, thus it enables PSO to perform both the local and global search instead of only doing the local search. Experiment study carried out on the most famous European stock market indices in both long term and short term prediction shows significantly the influence of the passive congregation term in improving the prediction accuracy compared to standard hybrid model.

Keywords: Global Search, Hybrid Model, Passive Congregation, Stock Market Prediction.

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