Search results for: stock market prediction

Authors: Jui P. Hung, Hsia C. Chang, Yuan L. Lai

Abstract:

Introduction applicability of high-speed cutting stock problem (CSP) is presented in this paper. Due to the orders continued coming in from various on-line ways for a professional cutting company, to stay competitive, such a business has to focus on sustained production at high levels. In others words, operators have to keep the machine running to stay ahead of the pack. Therefore, the continuous stock cutting problem with setup is proposed to minimize the cutting time and pattern changing time to meet the on-line given demand. In this paper, a novel method is proposed to solve the problem directly by using cutting patterns directly. A major advantage of the proposed method in series on-line production is that the system can adjust the cutting plan according to the floating orders. Examples with multiple items are demonstrated. The results show considerable efficiency and reliability in high-speed cutting of CSP.

Keywords: Cutting stock, Optimization, Heuristics

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Authors: Kibaek Kim, Dongjin Jung, Jinik Jang, Jechang Jeong

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In this paper, we proposed a method to reduce quantization error. In order to reduce quantization error, low pass filtering is applied on neighboring samples of current block in H.264/AVC. However, it has a weak point that low pass filtering is performed regardless of prediction direction. Since it doesn-t consider prediction direction, it may not reduce quantization error effectively. Proposed method considers prediction direction for low pass filtering and uses a threshold condition for reducing flag bit. We compare our experimental result with conventional method in H.264/AVC and we can achieve the average bit-rate reduction of 1.534% by applying the proposed method. Bit-rate reduction between 0.580% and 3.567% are shown for experimental results.

Keywords: Coding efficiency, H.264/AVC, Intra prediction, Low pass filter

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Authors: A. I. Dounis, P. Tiropanis, D. Tseles, G. Nikolaou, G. P. Syrcos

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The prediction of meteorological parameters at a meteorological station is an interesting and open problem. A firstorder linear dynamic model GM(1,1) is the main component of the grey system theory. The grey model requires only a few previous data points in order to make a real-time forecast. In this paper, we consider the daily average ambient temperature as a time series and the grey model GM(1,1) applied to local prediction (short-term prediction) of the temperature. In the same case study we use a fuzzy predictive model for global prediction. We conclude the paper with a comparison between local and global prediction schemes.

Keywords: Fuzzy predictive model, grey model, local andglobal prediction, meteorological forecasting, time series.

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Authors: Maryam Jamela Ismail, Rosdiazli Ibrahim, Idris Ismail

Abstract:

In the oil and gas industry, energy prediction can help the distributor and customer to forecast the outgoing and incoming gas through the pipeline. It will also help to eliminate any uncertainties in gas metering for billing purposes. The objective of this paper is to develop Neural Network Model for energy consumption and analyze the performance model. This paper provides a comprehensive review on published research on the energy consumption prediction which focuses on structures and the parameters used in developing Neural Network models. This paper is then focused on the parameter selection of the neural network prediction model development for energy consumption and analysis on the result. The most reliable model that gives the most accurate result is proposed for the prediction. The result shows that the proposed neural network energy prediction model is able to demonstrate an adequate performance with least Root Mean Square Error.

Keywords: Energy Prediction, Multilayer Feedforward, Levenberg-Marquardt, Root Mean Square Error (RMSE)

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Authors: Tea Poklepović, Zdravka Aljinović, Branka Marasović

Abstract:

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.

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Authors: Amina Amirat, Abdelfettah Bouri

Abstract:

If price and quantity are the fundamental building blocks of any theory of market interactions, the importance of trading volume in understanding the behavior of financial markets is clear. However, while many economic models of financial markets have been developed to explain the behavior of prices -predictability, variability, and information content- far less attention has been devoted to explaining the behavior of trading volume. In this article, we hope to expand our understanding of trading volume by developing a new measure of herding behavior based on a cross sectional dispersion of volumes betas. We apply our measure to the Toronto stock exchange using monthly data from January 2000 to December 2002. Our findings show that the herd phenomenon consists of three essential components: stationary herding, intentional herding and the feedback herding.

Keywords: Herding behavior, market return, trading volume.

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Authors: Kai-Ti Hsu, Hui-Ling Huang, Chun-Wei Tung, Yi-Hsiung Chen, Shinn-Ying Ho

Abstract:

Bioinformatics methods for predicting the T cell coreceptor usage from the array of membrane protein of HIV-1 are investigated. In this study, we aim to propose an effective prediction method for dealing with the three-class classification problem of CXCR4 (X4), CCR5 (R5) and CCR5/CXCR4 (R5X4). We made efforts in investigating the coreceptor prediction problem as follows: 1) proposing a feature set of informative physicochemical properties which is cooperated with SVM to achieve high prediction test accuracy of 81.48%, compared with the existing method with accuracy of 70.00%; 2) establishing a large up-to-date data set by increasing the size from 159 to 1225 sequences to verify the proposed prediction method where the mean test accuracy is 88.59%, and 3) analyzing the set of 14 informative physicochemical properties to further understand the characteristics of HIV-1coreceptors.

Keywords: Coreceptor, genetic algorithm, HIV-1, SVM, physicochemical properties, prediction.

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Authors: Govind Shay Sharma, Randhir Singh Baghel

Abstract:

The stock management of raw materials and finished goods is a significant issue for industries in fulfilling customer demand. Optimization of inventory strategies is crucial to enhancing customer service, reducing lead times and costs, and meeting market demand. This paper suggests finding an approach to predict the optimum stock level by utilizing past stocks and forecasting the required quantities. In this paper, we utilized Artificial Neural Network (ANN) to determine the optimal value. The objective of this paper is to discuss the optimized ANN that can find the best solution for the inventory model. In the context of the paper, we mentioned that the k-means algorithm is employed to create homogeneous groups of items. These groups likely exhibit similar characteristics or attributes that make them suitable for being managed using uniform inventory control policies. The paper proposes a method that uses the neural fit algorithm to control the cost of inventory.

Keywords: Artificial Neural Network, inventory management, optimization, distributor center.

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Authors: N. Z. A. Hamid, M. S. M. Noorani

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This study is focused on the development of prediction models of the Ozone concentration time series. Prediction model is built based on chaotic approach. Firstly, the chaotic nature of the time series is detected by means of phase space plot and the Cao method. Then, the prediction model is built and the local linear approximation method is used for the forecasting purposes. Traditional prediction of autoregressive linear model is also built. Moreover, an improvement in local linear approximation method is also performed. Prediction models are applied to the hourly Ozone time series observed at the benchmark station in Malaysia. Comparison of all models through the calculation of mean absolute error, root mean squared error and correlation coefficient shows that the one with improved prediction method is the best. Thus, chaotic approach is a good approach to be used to develop a prediction model for the Ozone concentration time series.

Keywords: Chaotic approach, phase space, Cao method, local linear approximation method.

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Authors: Lina Al-Qatawneh, Abdallah Abdallah, Salam Zalloum

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In managing healthcare logistics, cost is not the only factor to be considered. The level of items- criticality used in patient care services plays an important role as well. A stock-out incident of a high critical item could threaten a patient's life. In this paper, the DMAIC (Define-Measure-Analyze-Improve-Control) methodology is used to drive improvement projects based on customer driven critical to quality characteristics at a Jordanian hospital. This paper shows how the application of Six Sigma improves the performance of the case hospital logistics system by reducing the number of stock-out incidents.

Keywords: Criticality level, Healthcare, Logistics, and Six Sigma.

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Authors: Insung Jung, lockjo Koo, Gi-Nam Wang

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The objective of this paper is to design a model of human vital sign prediction for decreasing prediction error by using two states mapping based time series neural network BP (back-propagation) model. Normally, lot of industries has been applying the neural network model by training them in a supervised manner with the error back-propagation algorithm for time series prediction systems. However, it still has a residual error between real value and prediction output. Therefore, we designed two states of neural network model for compensation of residual error which is possible to use in the prevention of sudden death and metabolic syndrome disease such as hypertension disease and obesity. We found that most of simulations cases were satisfied by the two states mapping based time series prediction model compared to normal BP. In particular, small sample size of times series were more accurate than the standard MLP model. We expect that this algorithm can be available to sudden death prevention and monitoring AGENT system in a ubiquitous homecare environment.

Keywords: Neural network, U-healthcare, prediction, timeseries, computer aided prediction.

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Authors: Somchai Supattarakul, Anya Khanthavit

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This study aims at providing empirical evidence on a comparison of two equity valuation models: (1) the dividend discount model (DDM) and (2) the residual income model (RIM), in estimating equity values of Thai firms during 1995-2004. Results suggest that DDM and RIM underestimate equity values of Thai firms and that RIM outperforms DDM in predicting cross-sectional stock prices. Results on regression of cross-sectional stock prices on the decomposed DDM and RIM equity values indicate that book value of equity provides the greatest incremental explanatory power, relative to other components in DDM and RIM terminal values, suggesting that book value distortions resulting from accounting procedures and choices are less severe than forecast and measurement errors in discount rates and growth rates. We also document that the incremental explanatory power of book value of equity during 1998-2004, representing the information environment under Thai Accounting Standards reformed after the 1997 economic crisis to conform to International Accounting Standards, is significantly greater than that during 1995-1996, representing the information environment under the pre-reformed Thai Accounting Standards. This implies that the book value distortions are less severe under the 1997 Reformed Thai Accounting Standards than the pre-reformed Thai Accounting Standards.

Keywords: Dividend Discount Model, Equity Valuation Model, Residual Income Model, Thai Stock Market

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Authors: Katleho Daniel Makatjane, Diteboho Lawrence Xaba, Ntebogang Dinah Moroke

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The current study investigates the behaviour of time-varying parameters that are based on the score function of the predictive model density at time t. The mechanism to update the parameters over time is the scaled score of the likelihood function. The results revealed that there is high persistence of time-varying, as the location parameter is higher and the skewness parameter implied the departure of scale parameter from the normality with the unconditional parameter as 1.5. The results also revealed that there is a perseverance of the leptokurtic behaviour in stock returns which implies the returns are heavily tailed. Prior to model estimation, the White Neural Network test exposed that the stock price can be modelled by a GAS model. Finally, we proposed further researches specifically to model the existence of time-varying parameters with a more detailed model that encounters the heavy tail distribution of the series and computes the risk measure associated with the returns.

Keywords: Generalized autoregressive score model, stock returns, time-varying.

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Authors: Manpreet Singh, Parvinder Singh Sandhu, Reet Kamal Kaur

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Protein structure determination and prediction has been a focal research subject in the field of bioinformatics due to the importance of protein structure in understanding the biological and chemical activities of organisms. The experimental methods used by biotechnologists to determine the structures of proteins demand sophisticated equipment and time. A host of computational methods are developed to predict the location of secondary structure elements in proteins for complementing or creating insights into experimental results. However, prediction accuracies of these methods rarely exceed 70%.

Keywords: Protein, Secondary Structure, Prediction, DNA, RNA.

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Authors: Ehigiamusoe, Uyi Kizito

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The paper examines the impact of money market on economic growth in Nigeria using data for the period 1980-2012. Econometrics techniques such as Ordinary Least Squares Method, Johanson’s Co-integration Test and Vector Error Correction Model were used to examine both the long-run and short-run relationship. Evidence from the study suggest that though a long-run relationship exists between money market and economic growth, but the present state of the Nigerian money market is significantly and negatively related to economic growth. The link between the money market and the real sector of the economy remains very weak. This implies that the market is not yet developed enough to produce the needed growth that will propel the Nigerian economy because of several challenges. It was therefore recommended that government should create the appropriate macroeconomic policies, legal framework and sustain the present reforms with a view to developing the market so as to promote productive activities, investments, and ultimately economic growth.

Keywords: Economic Growth, Investments, Money Market, Money Market Challenges, Money Market Instruments.

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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: Cristian Păuna

Abstract:

In the first decades of the 21st century, in the electronic trading environment, algorithmic capital investments became the primary tool to make a profit by speculations in financial markets. A significant number of traders, private or institutional investors are participating in the capital markets every day using automated algorithms. The autonomous trading software is today a considerable part in the business intelligence system of any modern financial activity. The trading decisions and orders are made automatically by computers using different mathematical models. This paper will present one of these models called Price Prediction Line. A mathematical algorithm will be revealed to build a reliable trend line, which is the base for limit conditions and automated investment signals, the core for a computerized investment system. The paper will guide how to apply these tools to generate entry and exit investment signals, limit conditions to build a mathematical filter for the investment opportunities, and the methodology to integrate all of these in automated investment software. The paper will also present trading results obtained for the leading German financial market index with the presented methods to analyze and to compare different automated investment algorithms. It was found that a specific mathematical algorithm can be optimized and integrated into an automated trading system with good and sustained results for the leading German Market. Investment results will be compared in order to qualify the presented model. In conclusion, a 1:6.12 risk was obtained to reward ratio applying the trigonometric method to the DAX Deutscher Aktienindex on 24 months investment. These results are superior to those obtained with other similar models as this paper reveal. The general idea sustained by this paper is that the Price Prediction Line model presented is a reliable capital investment methodology that can be successfully applied to build an automated investment system with excellent results.

Keywords: Algorithmic trading, automated investment system, DAX Deutscher Aktienindex.

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Authors: Tahseen A. Jilani, Aqil S. Burney, C. Ardil

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Time series models have been used to make predictions of academic enrollments, weather, road accident, casualties and stock prices, etc. Based on the concepts of quartile regression models, we have developed a simple time variant quantile based fuzzy time series forecasting method. The proposed method bases the forecast using prediction of future trend of the data. In place of actual quantiles of the data at each point, we have converted the statistical concept into fuzzy concept by using fuzzy quantiles using fuzzy membership function ensemble. We have given a fuzzy metric to use the trend forecast and calculate the future value. The proposed model is applied for TAIFEX forecasting. It is shown that proposed method work best as compared to other models when compared with respect to model complexity and forecasting accuracy.

Keywords: Quantile Regression, Fuzzy time series, fuzzy logicalrelationship groups, heuristic trend prediction.

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Authors: Yu Bin, Zhang Yan

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The prediction of transmembrane helical segments (TMHs) in membrane proteins is an important field in the bioinformatics research. In this paper, a method based on discrete wavelet transform (DWT) has been developed to predict the number and location of TMHs in membrane proteins. PDB coded as 1F88 was chosen as an example to describe the prediction of the number and location of TMHs in membrane proteins by using this method. One group of test data sets that contain total 19 protein sequences was utilized to access the effect of this method. Compared with the prediction results of DAS, PRED-TMR2, SOSUI, HMMTOP2.0 and TMHMM2.0, the obtained results indicate that the presented method has higher prediction accuracy.

Keywords: hydrophobicity, membrane protein, transmembranehelical segments, wavelet transform

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Authors: A. Badri

Abstract:

Restructured electricity markets may provide opportunities for producers to exercise market power maintaining prices in excess of competitive levels. In this paper an oligopolistic market is presented that all Generation Companies (GenCos) bid in a Cournot model. Genetic algorithm (GA) is applied to obtain generation scheduling of each GenCo as well as hourly market clearing prices (MCP). In order to consider network constraints a multiperiod framework is presented to simulate market clearing mechanism in which the behaviors of market participants are modelled through piecewise block curves. A mixed integer linear programming (MILP) is employed to solve the problem. Impacts of market clearing process on participants- characteristic and final market prices are presented. Consequently, a novel multi-objective model is addressed for security constrained optimal bidding strategy of GenCos. The capability of price-maker GenCos to alter MCP is evaluated through introducing an effective-supply curve. In addition, the impact of exercising market power on the variation of market characteristics as well as GenCos scheduling is studied.

Keywords: Optimal bidding strategy, Cournot equilibrium, market power, network constraints, market auction mechanism

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Authors: Alexander Efremov

Abstract:

A system for market identification (SMI) is presented. The resulting representations are multivariable dynamic demand models. The market specifics are analyzed. Appropriate models and identification techniques are chosen. Multivariate static and dynamic models are used to represent the market behavior. The steps of the first stage of SMI, named data preprocessing, are mentioned. Next, the second stage, which is the model estimation, is considered in more details. Stepwise linear regression (SWR) is used to determine the significant cross-effects and the orders of the model polynomials. The estimates of the model parameters are obtained by a numerically stable estimator. Real market data is used to analyze SMI performance. The main conclusion is related to the applicability of multivariate dynamic models for representation of market systems.

Keywords: market identification, dynamic models, stepwise regression.

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Authors: Susmita Ghosh, Bhaskar Bhowmick

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Market is an important factor for start-ups to look into during decision-making in product development and related areas. Emerging country markets are more uncertain in terms of information availability and institutional supports. The literature review of market uncertainty reveals the need for identifying factors representing the market uncertainty. This paper identifies factors for market uncertainty using Exploratory Factor Analysis (EFA) and confirmed the number of factor retention using an alternative factor retention criterion ‘Parallel Analysis’. 500 entrepreneurs, engaged in start-ups from all over India participated in the study. This paper concludes with the factor structure of ‘market uncertainty’ having dimensions of uncertainty in industry orientation, uncertainty in customer orientation and uncertainty in marketing orientation.

Keywords: Uncertainty, market, orientation, competitor, demand.

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Authors: Haifeng Wang, Haili Zhang

Abstract:

Most movie recommendation systems have been developed for customers to find items of interest. This work introduces a predictive model usable by small and medium-sized enterprises (SMEs) who are in need of a data-based and analytical approach to stock proper movies for local audiences and retain more customers. We used classification models to extract features from thousands of customers’ demographic, behavioral and social information to predict their movie genre preference. In the implementation, a Gaussian kernel support vector machine (SVM) classification model and a logistic regression model were established to extract features from sample data and their test error-in-sample were compared. Comparison of error-out-sample was also made under different Vapnik–Chervonenkis (VC) dimensions in the machine learning algorithm to find and prevent overfitting. Gaussian kernel SVM prediction model can correctly predict movie genre preferences in 85% of positive cases. The accuracy of the algorithm increased to 93% with a smaller VC dimension and less overfitting. These findings advance our understanding of how to use machine learning approach to predict customers’ preferences with a small data set and design prediction tools for these enterprises.

Keywords: Computational social science, movie preference, machine learning, SVM.

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Authors: Chih-Hsiang Chang, I-Fan Ho

Abstract:

This study examines the credibility of the signaling as explanation for IPO initial underpricing. Findings reveal the initial underpricing and the long-term underperformance of IPOs in Taiwan. However, we only find weak support for signaling as explanation of IPO underpricing.

Keywords: Signaling, IPO initial underpricing, IPO long-term underperformance, Taiwan’s stock market.

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Authors: Damith Senanayake, Lakmal Muthugama, Laksheen Mendis, Tiroshan Madushanka

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Customer churn prediction is one of the most useful areas of study in customer analytics. Due to the enormous amount of data available for such predictions, machine learning and data mining have been heavily used in this domain. There exist many machine learning algorithms directly applicable for the problem of customer churn prediction, and here, we attempt to experiment on a novel approach by using a cognitive learning based technique in an attempt to improve the results obtained by using a combination of supervised learning methods, with cognitive unsupervised learning methods.

Keywords: Growing Self Organizing Maps, Kernel Methods, Churn Prediction.

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Authors: Mohammad Zavid Parvez, Manoranjan Paul

Abstract:

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

Keywords: Epilepsy, Seizure, Phase Correlation, Fluctuation, Deviation.

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Authors: M. Chavleishvili

Abstract:

The paper presents the trends of Georgian hazelnut market development and analyses the competitive advantages which will help Georgia to enter international hazelnut market using modern technologies. The history of hazelnut crop development and hazelnut varieties in Georgia are discussed. For hazelnut supply analysis trends in hazelnut production are considered, trends in export and import development is evaluated, domestic hazelnut market is studied and analysed based on expert interviews and initial accounting materials. In order to achieve and strengthen its position in international market, potential advantages and disadvantages of Georgian hazelnut are revealed, analysis of export and import possibilities of hazelnut is presented. Recommendations are developed based on the conclusions, which are made through identifying the key factors that hinder development of Georgian hazelnut market. 

Keywords: Hazelnut market, hazelnut export and import, competitiveness of hazelnut

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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: Chang Su Woo, Hyun Sung Park

Abstract:

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

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

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Authors: Muhammad Awais Shafique, Eiji Hato, Hideki Yaginuma

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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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