Search results for: prediction error.

Authors: Haidy S. Ghali, Engy Serag, A. Samer Ezeldin

Abstract:

Copper is an essential raw material used in the construction industry. During 2021 and the first half of 2022, the global market suffered from a significant fluctuation in copper raw material prices due to the aftermath of both the COVID-19 pandemic and the Russia-Ukraine war which exposed its consumers to an unexpected financial risk. Thereto, this paper aims to develop two hybrid price prediction models using artificial neural network and long short-term memory (ANN-LSTM), by Python, that can forecast the average monthly copper prices, traded in the London Metal Exchange; the first model is a multivariate model that forecasts the copper price of the next 1-month and the second is a univariate model that predicts the copper prices of the upcoming three months. Historical data of average monthly London Metal Exchange copper prices are collected from January 2009 till July 2022 and potential external factors are identified and employed in the multivariate model. These factors lie under three main categories: energy prices, and economic indicators of the three major exporting countries of copper depending on the data availability. Before developing the LSTM models, the collected external parameters are analyzed with respect to the copper prices using correlation, and multicollinearity tests in R software; then, the parameters are further screened to select the parameters that influence the copper prices. Then, the two LSTM models are developed, and the dataset is divided into training, validation, and testing sets. The results show that the performance of the 3-month prediction model is better than the 1-month prediction model; but still, both models can act as predicting tools for diverse economic situations.

Keywords: Copper prices, prediction model, neural network, time series forecasting.

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Authors: Ichihan Tai, Bill Olson, Paul Blessner

Abstract:

Traditional early warning systems that alarm against crisis are generally based on structured or numerical data; therefore, a system that can make predictions based on unstructured textual data, an uncorrelated data source, is a great complement to the traditional early warning systems. The Chicago Board Options Exchange (CBOE) Volatility Index (VIX), commonly referred to as the fear index, measures the cost of insurance against market crash, and spikes in the event of crisis. In this study, news data is consumed for prediction of whether there will be a market-wide crisis by predicting the movement of the fear index, and the historical references to similar events are presented in an unsupervised manner. Topic modeling-based prediction and representation are made based on daily news data between 1990 and 2015 from The Wall Street Journal against VIX index data from CBOE.

Keywords: Early Warning System, Knowledge Management, Topic Modeling, Market Prediction.

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Authors: M. I. Youssef, A. E. Emam, M. Abd Elghany

Abstract:

In this paper, a residue number arithmetic is used in direct sequence spread spectrum system, this system is evaluated and the bit error probability of this system is compared to that of non residue number system. The effect of channel bandwidth, PN sequences, multipath effect and modulation scheme are studied. A Matlab program is developed to measure the signal-to-noise ratio (SNR), and the bit error probability for the various schemes.

Keywords: Spread Spectrum, Direct sequence, Bit errorprobability and Residue number system.

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Authors: Peerapong Uthansakul, Monthippa Uthansakul

Abstract:

The rapid growth of e-Commerce services is significantly observed in the past decade. However, the method to verify the authenticated users still widely depends on numeric approaches. A new search on other verification methods suitable for online e-Commerce is an interesting issue. In this paper, a new online signature-verification method using angular transformation is presented. Delay shifts existing in online signatures are estimated by the estimation method relying on angle representation. In the proposed signature-verification algorithm, all components of input signature are extracted by considering the discontinuous break points on the stream of angular values. Then the estimated delay shift is captured by comparing with the selected reference signature and the error matching can be computed as a main feature used for verifying process. The threshold offsets are calculated by two types of error characteristics of the signature verification problem, False Rejection Rate (FRR) and False Acceptance Rate (FAR). The level of these two error rates depends on the decision threshold chosen whose value is such as to realize the Equal Error Rate (EER; FAR = FRR). The experimental results show that through the simple programming, employed on Internet for demonstrating e-Commerce services, the proposed method can provide 95.39% correct verifications and 7% better than DP matching based signature-verification method. In addition, the signature verification with extracting components provides more reliable results than using a whole decision making.

Keywords: Online signature verification, e-Commerce services, Angular transformation.

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Authors: Bao Thach Nguyen, Abbas Mohajerani

Abstract:

The California Bearing Ratio (CBR) has been acknowledged as an important parameter to characterize the bearing capacity of earth structures, such as earth dams, road embankments, airport runways, bridge abutments and pavements. Technically, the CBR test can be carried out in the laboratory or in the field. The CBR test is time-consuming and is infrequently performed due to the equipment needed and the fact that the field moisture content keeps changing over time. Over the years, many correlations have been developed for the prediction of CBR by various researchers, including the dynamic cone penetrometer, undrained shear strength and Clegg impact hammer. This paper reports and discusses some of the results from a study on the prediction of CBR. In the current study, the CBR test was performed in the laboratory on some finegrained subgrade soils collected from various locations in Victoria. Based on the test results, a satisfactory empirical correlation was found between the CBR and the physical properties of the experimental soils.

Keywords: California bearing ratio, fine-grained soils, pavement, soil physical properties.

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Authors: Xiang Zhang, David Rey, S. Travis Waller

Abstract:

Stochastic User Equilibrium (SUE) model is a widely used traffic assignment model in transportation planning, which is regarded more advanced than Deterministic User Equilibrium (DUE) model. However, a problem exists that the performance of the SUE model depends on its error term parameter. The objective of this paper is to propose a systematic method of determining the appropriate error term parameter value for the SUE model. First, the significance of the parameter is explored through a numerical example. Second, the parameter calibration method is developed based on the Logit-based route choice model. The calibration process is realized through multiple nonlinear regression, using sequential quadratic programming combined with least square method. Finally, case analysis is conducted to demonstrate the application of the calibration process and validate the better performance of the SUE model calibrated by the proposed method compared to the SUE models under other parameter values and the DUE model.

Keywords: Parameter calibration, sequential quadratic programming, Stochastic User Equilibrium, traffic assignment, transportation planning.

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Authors: Holger Keitel

Abstract:

The prediction of long-term deformations of concrete and reinforced concrete structures has been a field of extensive research and several different creep models have been developed so far. Most of the models were developed for constant concrete stresses, thus, in case of varying stresses a specific superposition principle or time-integration, respectively, is necessary. Nowadays, when modeling concrete creep the engineering focus is rather on the application of sophisticated time-integration methods than choosing the more appropriate creep model. For this reason, this paper presents a method to quantify the uncertainties of creep prediction originating from the selection of creep models or from the time-integration methods. By adapting variance based global sensitivity analysis, a methodology is developed to quantify the influence of creep model selection or choice of time-integration method. Applying the developed method, general recommendations how to model creep behavior for varying stresses are given.

Keywords: Concrete creep models, time-integration methods, sensitivity analysis, prediction uncertainty.

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Authors: Saeed Mian Qaisar, Laurent Fesquet, Marc Renaudin

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Mostly the systems are dealing with time varying signals. The Power efficiency can be achieved by adapting the system activity according to the input signal variations. In this context an adaptive rate filtering technique, based on the level crossing sampling is devised. It adapts the sampling frequency and the filter order by following the input signal local variations. Thus, it correlates the processing activity with the signal variations. Interpolation is required in the proposed technique. A drastic reduction in the interpolation error is achieved by employing the symmetry during the interpolation process. Processing error of the proposed technique is calculated. The computational complexity of the proposed filtering technique is deduced and compared to the classical one. Results promise a significant gain of the computational efficiency and hence of the power consumption.

Keywords: Level Crossing Sampling, Activity Selection, Rate Filtering, Computational Complexity, Interpolation Error.

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Authors: Helyane B. Borges, Julio Cesar Nievola

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Hierarchical classification is a problem with applications in many areas as protein function prediction where the dates are hierarchically structured. Therefore, it is necessary the development of algorithms able to induce hierarchical classification models. This paper presents experimenters using the algorithm for hierarchical classification called Multi-label Hierarchical Classification using a Competitive Neural Network (MHC-CNN). It was tested in ten datasets the Gene Ontology (GO) Cellular Component Domain. The results are compared with the Clus-HMC and Clus-HSC using the hF-Measure.

Keywords: Hierarchical Classification, Competitive Neural Network, Global Classifier.

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Authors: Ehsan Ghanaei, Feridun Esmaeilzadeh, Jamshid Fathi Kaljahi

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In the previous multi-solid models,¤ò approach is used for the calculation of fugacity in the liquid phase. For the first time, in the proposed multi-solid thermodynamic model,γ approach has been used for calculation of fugacity in the liquid mixture. Therefore, some activity coefficient models have been studied that the results show that the predictive Wilson model is more appropriate than others. The results demonstrate γ approach using the predictive Wilson model is in more agreement with experimental data than the previous multi-solid models. Also, by this method, generates a new approach for presenting stability analysis in phase equilibrium calculations. Meanwhile, the run time in γ approach is less than the previous methods used ¤ò approach. The results of the new model present 0.75 AAD % (Average Absolute Deviation) from the experimental data which is less than the results error of the previous multi-solid models obviously.

Keywords: Multi-solid thermodynamic model, PredictiveWilson model, Wax formation.

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Authors: Amandeep Singh, Mandeep Kaur

Abstract:

Error correcting codes are used for detection and correction of errors in digital communication system. Error correcting coding is based on appending of redundancy to the information message according to a prescribed algorithm. Reed Solomon codes are part of channel coding and withstand the effect of noise, interference and fading. Galois field arithmetic is used for encoding and decoding reed Solomon codes. Galois field multipliers and linear feedback shift registers are used for encoding the information data block. The design of Reed Solomon encoder is complex because of use of LFSR and Galois field arithmetic. The purpose of this paper is to design and implement Reed Solomon (255, 239) encoder with optimized and lesser number of Galois Field multipliers. Symmetric generator polynomial is used to reduce the number of GF multipliers. To increase the capability toward error correction, convolution interleaving will be used with RS encoder. The Design will be implemented on Xilinx FPGA Spartan II.

Keywords: Galois Field, Generator polynomial, LFSR, Reed Solomon.

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Authors: Mikhail Gritskevich, Sebastian Hohenstein

Abstract:

The paper presents the results of a detailed assessment of several modern Reynolds Averaged Navier-Stokes (RANS) turbulence models for prediction of C3X vane film cooling at various injection regimes. Three models are considered, namely the Shear Stress Transport (SST) model, the modification of the SST model accounting for the streamlines curvature (SST-CC), and the Explicit Algebraic Reynolds Stress Model (EARSM). It is shown that all the considered models face with a problem in prediction of the adiabatic effectiveness in the vicinity of the cooling holes; however, accounting for the Reynolds stress anisotropy within the EARSM model noticeably increases the solution accuracy. On the other hand, further downstream all the models provide a reasonable agreement with the experimental data for the adiabatic effectiveness and among the considered models the most accurate results are obtained with the use EARMS.

Keywords: Discrete holes film cooling, Reynolds Averaged Navier-Stokes, Reynolds stress tensor anisotropy, turbulent heat transfer.

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Authors: Henok Hailemariam, Frank Wuttke

Abstract:

Collapsible soils are weak soils that appear to be stable in their natural state, normally dry condition, but rapidly deform under saturation (wetting), thus generating large and unexpected settlements which often yield disastrous consequences for structures unwittingly built on such deposits. In this study, a prediction model for the relative subsidence of stressed collapsible soils based on dielectric permittivity measurement is presented. Unlike most existing methods for soil subsidence prediction, this model does not require moisture content as an input parameter, thus providing the opportunity to obtain accurate estimation of the relative subsidence of collapsible soils using dielectric measurement only. The prediction model is developed based on an existing relative subsidence prediction model (which is dependent on soil moisture condition) and an advanced theoretical frequency and temperature-dependent electromagnetic mixing equation (which effectively removes the moisture content dependence of the original relative subsidence prediction model). For large scale sub-surface soil exploration purposes, the spatial sub-surface soil dielectric data over wide areas and high depths of weak (collapsible) soil deposits can be obtained using non-destructive high frequency electromagnetic (HF-EM) measurement techniques such as ground penetrating radar (GPR). For laboratory or small scale in-situ measurements, techniques such as an open-ended coaxial line with widely applicable time domain reflectometry (TDR) or vector network analysers (VNAs) are usually employed to obtain the soil dielectric data. By using soil dielectric data obtained from small or large scale non-destructive HF-EM investigations, the new model can effectively predict the relative subsidence of weak soils without the need to extract samples for moisture content measurement. Some of the resulting benefits are the preservation of the undisturbed nature of the soil as well as a reduction in the investigation costs and analysis time in the identification of weak (problematic) soils. The accuracy of prediction of the presented model is assessed by conducting relative subsidence tests on a collapsible soil at various initial soil conditions and a good match between the model prediction and experimental results is obtained.

Keywords: Collapsible soil, relative subsidence, dielectric permittivity, moisture content.

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Authors: G. R. Rameshkumar, B. V. A Rao, K. P. Ramachandran

Abstract:

Misalignment and unbalance are the major concerns in rotating machinery. When the power supply to any rotating system is cutoff, the system begins to lose the momentum gained during sustained operation and finally comes to rest. The exact time period from when the power is cutoff until the rotor comes to rest is called Coast Down Time. The CDTs for different shaft cutoff speeds were recorded at various misalignment and unbalance conditions. The CDT reduction percentages were calculated for each fault and there is a specific correlation between the CDT reduction percentage and the severity of the fault. In this paper, radial basis network, a new generation of artificial neural networks, has been successfully incorporated for the prediction of CDT for misalignment and unbalance conditions. Radial basis network has been found to be successful in the prediction of CDT for mechanical faults in rotating machinery.

Keywords: Coast Down Time, Misalignment, Unbalance, Artificial Neural Networks, Radial Basis Network.

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Authors: Dursun Aydin

Abstract:

This paper study about using of nonparametric models for Gross National Product data in Turkey and Stanford heart transplant data. It is discussed two nonparametric techniques called smoothing spline and kernel regression. The main goal is to compare the techniques used for prediction of the nonparametric regression models. According to the results of numerical studies, it is concluded that smoothing spline regression estimators are better than those of the kernel regression.

Keywords: Kernel regression, Nonparametric models, Prediction, Smoothing spline.

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Authors: Manoranjan Das, Benudhar Sahu, Urmila Bhanja

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Co-channel interference is one of the major problems in wireless systems. The effects of co-channel interference in a Nakagami fading channel on the ABER (Average Bit Error Rate) with static nodes are well analyzed. In this paper, we derive the ABER with the presence of mobile nodes. ABER is also derived for mobile systems in the presence of co-channel interference.

Keywords: ABER, co-channel interference, Nakagami fading.

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Authors: S. M. Gupta, Vanita Aggarwal, Som Nath Sachdeva

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The work reported through this paper is an experimental work conducted on High Performance Concrete (HPC) with super plasticizer with the aim to develop some models suitable for prediction of compressive strength of HPC mixes. In this study, the effect of varying proportions of fly ash (0% to 50% @ 10% increment) on compressive strength of high performance concrete has been evaluated. The mix designs studied were M30, M40 and M50 to compare the effect of fly ash addition on the properties of these concrete mixes. In all eighteen concrete mixes that have been designed, three were conventional concretes for three grades under discussion and fifteen were HPC with fly ash with varying percentages of fly ash. The concrete mix designing has been done in accordance with Indian standard recommended guidelines. All the concrete mixes have been studied in terms of compressive strength at 7 days, 28 days, 90 days, and 365 days. All the materials used have been kept same throughout the study to get a perfect comparison of values of results. The models for compressive strength prediction have been developed using Linear Regression method (LR), Artificial Neural Network (ANN) and Leave-One-Out Validation (LOOV) methods.

Keywords: ANN, concrete mixes, compressive strength, fly ash, high performance concrete, linear regression, strength prediction models.

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Authors: Theodore Grosch, Felipe Koji Godinho Hoshino

Abstract:

In wireless communications, 3GPP LTE is one of the solutions to meet the greater transmission data rate demand. One issue inherent to this technology is the PAPR (Peak-to-Average Power Ratio) of OFDM (Orthogonal Frequency Division Multiplexing) modulation. This high PAPR affects the efficiency of power amplifiers. One approach to mitigate this effect is the Crest Factor Reduction (CFR) technique. In this work, we simulate the impact of Hard Limited Clipping Crest Factor Reduction technique on BER (Bit Error Rate) in OFDM based Systems. In general, the results showed that CFR has more effects on higher digital modulation schemes, as expected. More importantly, we show the worst-case degradation due to CFR on QPSK, 16QAM, and 64QAM signals in a linear system. For example, hard clipping of 9 dB results in a 2 dB increase in signal to noise energy at a 1% BER for 64-QAM modulation.

Keywords: Bit error rate, crest factor reduction, OFDM, physical layer simulation.

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Authors: Abdulqader M. Mohsen, Ahamad Tajudin Khader, Dhanesh Ramachandram, Abdullatif Ghallab

Abstract:

The physical methods for RNA secondary structure prediction are time consuming and expensive, thus methods for computational prediction will be a proper alternative. Various algorithms have been used for RNA structure prediction including dynamic programming and metaheuristic algorithms. Musician's behaviorinspired harmony search is a recently developed metaheuristic algorithm which has been successful in a wide variety of complex optimization problems. This paper proposes a harmony search algorithm (HSRNAFold) to find RNA secondary structure with minimum free energy and similar to the native structure. HSRNAFold is compared with dynamic programming benchmark mfold and metaheuristic algorithms (RnaPredict, SetPSO and HelixPSO). The results showed that HSRNAFold is comparable to mfold and better than metaheuristics in finding the minimum free energies and the number of correct base pairs.

Keywords: Metaheuristic algorithms, dynamic programming algorithms, harmony search optimization, RNA folding, Minimum free energy.

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Authors: A. Brahma

Abstract:

Drying is a phenomenon that accompanies the hardening of hydraulic materials. This study is concerned the modelling of drying shrinkage of the hydraulic materials and the prediction of the rate of spontaneous deformations of hydraulic materials during hardening. The model developed takes consideration of the main factors affecting drying shrinkage. There was agreement between drying shrinkage predicted by the developed model and experimental results. In last we show that developed model describe the evolution of the drying shrinkage of high performances concretes correctly.

Keywords: Drying, hydraulic concretes, shrinkage, modeling, prediction.

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Authors: Kefaya Qaddoum

Abstract:

Most of greenhouse growers desire a determined amount of yields in order to accurately meet market requirements. The purpose of this paper is to model a simple but often satisfactory supervised classification method. The original naive Bayes have a serious weakness, which is producing redundant predictors. In this paper, utilized regularization technique was used to obtain a computationally efficient classifier based on naive Bayes. The suggested construction, utilized L1-penalty, is capable of clearing redundant predictors, where a modification of the LARS algorithm is devised to solve this problem, making this method applicable to a wide range of data. In the experimental section, a study conducted to examine the effect of redundant and irrelevant predictors, and test the method on WSG data set for tomato yields, where there are many more predictors than data, and the urge need to predict weekly yield is the goal of this approach. Finally, the modified approach is compared with several naive Bayes variants and other classification algorithms (SVM and kNN), and is shown to be fairly good.

Keywords: Tomato yields prediction, naive Bayes, redundancy

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Authors: Su Jin Kim, Ji Yeon Cho, Bong Gyou Lee

Abstract:

The purpose of this study is to suggest energy efficient routing for ad hoc networks which are composed of nodes with limited energy. There are diverse problems including limitation of energy supply of node, and the node energy management problem has been presented. And a number of protocols have been proposed for energy conservation and energy efficiency. In this study, the critical point of the EA-MPDSR, that is the type of energy efficient routing using only two paths, is improved and developed. The proposed TP-MESR uses multi-path routing technique and traffic prediction function to increase number of path more than 2. It also verifies its efficiency compared to EA-MPDSR using network simulator (NS-2). Also, To give a academic value and explain protocol systematically, research guidelines which the Hevner(2004) suggests are applied. This proposed TP-MESR solved the existing multi-path routing problem related to overhead, radio interference, packet reassembly and it confirmed its contribution to effective use of energy in ad hoc networks.

Keywords: Ad hoc, energy-aware, multi-path, routing protocol, traffic prediction.

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Authors: Sagir M. Yusuf, Chris Baber

Abstract:

In this paper, we describe how Bayesian inferential reasoning will contributes in obtaining a well-satisfied prediction for Distributed Constraint Optimization Problems (DCOPs) with uncertainties. We also demonstrate how DCOPs could be merged to multi-agent knowledge understand and prediction (i.e. Situation Awareness). The DCOPs functions were merged with Bayesian Belief Network (BBN) in the form of situation, awareness, and utility nodes. We describe how the uncertainties can be represented to the BBN and make an effective prediction using the expectation-maximization algorithm or conjugate gradient descent algorithm. The idea of variable prediction using Bayesian inference may reduce the number of variables in agents’ sampling domain and also allow missing variables estimations. Experiment results proved that the BBN perform compelling predictions with samples containing uncertainties than the perfect samples. That is, Bayesian inference can help in handling uncertainties and dynamism of DCOPs, which is the current issue in the DCOPs community. We show how Bayesian inference could be formalized with Distributed Situation Awareness (DSA) using uncertain and missing agents’ data. The whole framework was tested on multi-UAV mission for forest fire searching. Future work focuses on augmenting existing architecture to deal with dynamic DCOPs algorithms and multi-agent information merging.

Keywords: DCOP, multi-agent reasoning, Bayesian reasoning, swarm intelligence.

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Authors: Paratibha Aggarwal, Yogesh Aggarwal

Abstract:

The paper presents the potential of fuzzy logic (FL-I) and neural network techniques (ANN-I) for predicting the compressive strength, for SCC mixtures. Six input parameters that is contents of cement, sand, coarse aggregate, fly ash, superplasticizer percentage and water-to-binder ratio and an output parameter i.e. 28- day compressive strength for ANN-I and FL-I are used for modeling. The fuzzy logic model showed better performance than neural network model.

Keywords: Self compacting concrete, compressive strength, prediction, neural network, Fuzzy logic.

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Authors: Xianbiao Jia, Hong Li, Yang Liu, Zhichao Fang

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In this paper, an H1-Galerkin mixed finite element method is discussed for the coupled Burgers equations. The optimal error estimates of the semi-discrete and fully discrete schemes of the coupled Burgers equation are derived.

Keywords: The coupled Burgers equation, H1-Galerkin mixed finite element method, Backward Euler's method, Optimal error estimates.

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Authors: Apidet Booranawong, Wiklom Teerapabkajorndet

Abstract:

An enhanced ad-hoc on-demand distance vector routing (E-AODV) protocol for control system applications in wireless sensor and actuator networks (WSANs) is proposed. Our routing algorithm is designed by considering both wireless network communication and the control system aspects. Control system error and network delay are the main selection criteria in our routing protocol. The control and communication performance is evaluated on multi-hop IEEE 802.15.4 networks for building-temperature control systems. The Gilbert-Elliott error model is employed to simulate packet loss in wireless networks. The simulation results demonstrate that the E-AODV routing approach can significantly improve the communication performance better than an original AODV routing under various packet loss rates. However, the control performance result by our approach is not much improved compared with the AODV routing solution.

Keywords: WSANs, building temperature control, AODV routing protocol, control system error, settling time, delay, delivery ratio.

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Authors: Sun-Young Jang, Sung-Ah Kim, Dongyoun Shin

Abstract:

The Intelligent transportation system is essential to build smarter cities. Machine learning based transportation prediction could be highly promising approach by delivering invisible aspect visible. In this context, this research aims to make a prototype model that predicts transportation network by using big data and machine learning technology. In detail, among urban transportation systems this research chooses bus system.  The research problem that existing headway model cannot response dynamic transportation conditions. Thus, bus delay problem is often occurred. To overcome this problem, a prediction model is presented to fine patterns of bus delay by using a machine learning implementing the following data sets; traffics, weathers, and bus statues. This research presents a flexible headway model to predict bus delay and analyze the result. The prototyping model is composed by real-time data of buses. The data are gathered through public data portals and real time Application Program Interface (API) by the government. These data are fundamental resources to organize interval pattern models of bus operations as traffic environment factors (road speeds, station conditions, weathers, and bus information of operating in real-time). The prototyping model is designed by the machine learning tool (RapidMiner Studio) and conducted tests for bus delays prediction. This research presents experiments to increase prediction accuracy for bus headway by analyzing the urban big data. The big data analysis is important to predict the future and to find correlations by processing huge amount of data. Therefore, based on the analysis method, this research represents an effective use of the machine learning and urban big data to understand urban dynamics.

Keywords: Big data, bus headway prediction, machine learning, public transportation.

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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

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Authors: Belkacem Laimouche

Abstract:

With the field of Artificial Intelligence (AI) experiencing exponential growth, fueled by technological advancements that pave the way for increasingly innovative and promising applications, there is an escalating need to develop rigorous methods for assessing their performance in pursuit of transparency and equity. This article proposes a metrology-inspired statistical framework for evaluating bias and explainability in AI systems. Drawing from the principles of metrology, we propose a pioneering approach, using a concrete example, to evaluate the accuracy and precision of AI models, as well as to quantify the sources of measurement uncertainty that can lead to bias in their predictions. Furthermore, we explore a statistical approach for evaluating the explainability of AI systems based on their ability to provide interpretable and transparent explanations of their predictions.

Keywords: Artificial intelligence, metrology, measurement uncertainty, prediction error, bias, machine learning algorithms, probabilistic models, inter-laboratory comparison, data analysis, data reliability, bias impact assessment, bias measurement.

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Authors: Hyunchul Ahn, William X. S. Wong

Abstract:

Corporate credit rating prediction is one of the most important topics, which has been studied by researchers in the last decade. Over the last decade, researchers are pushing the limit to enhance the exactness of the corporate credit rating prediction model by applying several data-driven tools including statistical and artificial intelligence methods. Among them, multiclass support vector machine (MSVM) has been widely applied due to its good predictability. However, heuristics, for example, parameters of a kernel function, appropriate feature and instance subset, has become the main reason for the critics on MSVM, as they have dictate the MSVM architectural variables. This study presents a hybrid MSVM model that is intended to optimize all the parameter such as feature selection, instance selection, and kernel parameter. Our model adopts genetic algorithm (GA) to simultaneously optimize multiple heterogeneous design factors of MSVM.

Keywords: Corporate credit rating prediction, feature selection, genetic algorithms, instance selection, multiclass support vector machines.

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