Parkinson’s disease(PD)is a debilitating neurological disorder affecting over 10 million people worldwide.PD classification models using voice signals as input are common in the literature.It is believed that using d...Parkinson’s disease(PD)is a debilitating neurological disorder affecting over 10 million people worldwide.PD classification models using voice signals as input are common in the literature.It is believed that using deep learning algorithms further enhances performance;nevertheless,it is challenging due to the nature of small-scale and imbalanced PD datasets.This paper proposed a convolutional neural network-based deep support vector machine(CNN-DSVM)to automate the feature extraction process using CNN and extend the conventional SVM to a DSVM for better classification performance in small-scale PD datasets.A customized kernel function reduces the impact of biased classification towards the majority class(healthy candidates in our consideration).An improved generative adversarial network(IGAN)was designed to generate additional training data to enhance the model’s performance.For performance evaluation,the proposed algorithm achieves a sensitivity of 97.6%and a specificity of 97.3%.The performance comparison is evaluated from five perspectives,including comparisons with different data generation algorithms,feature extraction techniques,kernel functions,and existing works.Results reveal the effectiveness of the IGAN algorithm,which improves the sensitivity and specificity by 4.05%–4.72%and 4.96%–5.86%,respectively;and the effectiveness of the CNN-DSVM algorithm,which improves the sensitivity by 1.24%–57.4%and specificity by 1.04%–163%and reduces biased detection towards the majority class.The ablation experiments confirm the effectiveness of individual components.Two future research directions have also been suggested.展开更多
In this work, a total of 322 tests were taken on young volunteers by performing 10 different falls, 6 different Activities of Daily Living (ADL) and 7 Dynamic Gait Index (DGI) tests using a custom-designed Wireless Ga...In this work, a total of 322 tests were taken on young volunteers by performing 10 different falls, 6 different Activities of Daily Living (ADL) and 7 Dynamic Gait Index (DGI) tests using a custom-designed Wireless Gait Analysis Sensor (WGAS). In order to perform automatic fall detection, we used Back Propagation Artificial Neural Network (BP-ANN) and Support Vector Machine (SVM) based on the 6 features extracted from the raw data. The WGAS, which includes a tri-axial accelerometer, 2 gyroscopes, and a MSP430 microcontroller, is worn by the subjects at either T4 (at back) or as a belt-clip in front of the waist during the various tests. The raw data is wirelessly transmitted from the WGAS to a near-by PC for real-time fall classification. The BP ANN is optimized by varying the training, testing and validation data sets and training the network with different learning schemes. SVM is optimized by using three different kernels and selecting the kernel for best classification rate. The overall accuracy of BP ANN is obtained as 98.20% with LM and RPROP training from the T4 data, while from the data taken at the belt, we achieved 98.70% with LM and SCG learning. The overall accuracy using SVM was 98.80% and 98.71% with RBF kernel from the T4 and belt position data, respectively.展开更多
Based on the Fourier transform, a new shape descriptor was proposed to represent the flame image. By employing the shape descriptor as the input, the flame image recognition was studied by the methods of the artificia...Based on the Fourier transform, a new shape descriptor was proposed to represent the flame image. By employing the shape descriptor as the input, the flame image recognition was studied by the methods of the artificial neural network(ANN) and the support vector machine(SVM) respectively. And the recognition experiments were carried out by using flame image data sampled from an alumina rotary kiln to evaluate their effectiveness. The results show that the two recognition methods can achieve good results, which verify the effectiveness of the shape descriptor. The highest recognition rate is 88.83% for SVM and 87.38% for ANN, which means that the performance of the SVM is better than that of the ANN.展开更多
In this paper, sixty-eight research articles published between 2000 and 2017 as well as textbooks which employed four classification algorithms: K-Nearest-Neighbor (KNN), Support Vector Machines (SVM), Random Forest (...In this paper, sixty-eight research articles published between 2000 and 2017 as well as textbooks which employed four classification algorithms: K-Nearest-Neighbor (KNN), Support Vector Machines (SVM), Random Forest (RF) and Neural Network (NN) as the main statistical tools were reviewed. The aim was to examine and compare these nonparametric classification methods on the following attributes: robustness to training data, sensitivity to changes, data fitting, stability, ability to handle large data sizes, sensitivity to noise, time invested in parameter tuning, and accuracy. The performances, strengths and shortcomings of each of the algorithms were examined, and finally, a conclusion was arrived at on which one has higher performance. It was evident from the literature reviewed that RF is too sensitive to small changes in the training dataset and is occasionally unstable and tends to overfit in the model. KNN is easy to implement and understand but has a major drawback of becoming significantly slow as the size of the data in use grows, while the ideal value of K for the KNN classifier is difficult to set. SVM and RF are insensitive to noise or overtraining, which shows their ability in dealing with unbalanced data. Larger input datasets will lengthen classification times for NN and KNN more than for SVM and RF. Among these nonparametric classification methods, NN has the potential to become a more widely used classification algorithm, but because of their time-consuming parameter tuning procedure, high level of complexity in computational processing, the numerous types of NN architectures to choose from and the high number of algorithms used for training, most researchers recommend SVM and RF as easier and wieldy used methods which repeatedly achieve results with high accuracies and are often faster to implement.展开更多
Option pricing has become one of the quite important parts of the financial market. As the market is always dynamic, it is really difficult to predict the option price accurately. For this reason, various machine lear...Option pricing has become one of the quite important parts of the financial market. As the market is always dynamic, it is really difficult to predict the option price accurately. For this reason, various machine learning techniques have been designed and developed to deal with the problem of predicting the future trend of option price. In this paper, we compare the effectiveness of Support Vector Machine (SVM) and Artificial Neural Network (ANN) models for the prediction of option price. Both models are tested with a benchmark publicly available dataset namely SPY option price-2015 in both testing and training phases. The converted data through Principal Component Analysis (PCA) is used in both models to achieve better prediction accuracy. On the other hand, the entire dataset is partitioned into two groups of training (70%) and test sets (30%) to avoid overfitting problem. The outcomes of the SVM model are compared with those of the ANN model based on the root mean square errors (RMSE). It is demonstrated by the experimental results that the ANN model performs better than the SVM model, and the predicted option prices are in good agreement with the corresponding actual option prices.展开更多
This paper presents a nonlinear model predictive control(NMPC) approach based on support vector machine(SVM) and genetic algorithm(GA) for multiple-input multiple-output(MIMO) nonlinear systems.Individual SVM is used ...This paper presents a nonlinear model predictive control(NMPC) approach based on support vector machine(SVM) and genetic algorithm(GA) for multiple-input multiple-output(MIMO) nonlinear systems.Individual SVM is used to approximate each output of the controlled plant Then the model is used in MPC control scheme to predict the outputs of the controlled plant.The optimal control sequence is calculated using GA with elite preserve strategy.Simulation results of a typical MIMO nonlinear system show that this method has a good ability of set points tracking and disturbance rejection.展开更多
Heart failure is now widely spread throughout the world.Heart disease affects approximately 48%of the population.It is too expensive and also difficult to cure the disease.This research paper represents machine learni...Heart failure is now widely spread throughout the world.Heart disease affects approximately 48%of the population.It is too expensive and also difficult to cure the disease.This research paper represents machine learning models to predict heart failure.The fundamental concept is to compare the correctness of various Machine Learning(ML)algorithms and boost algorithms to improve models’accuracy for prediction.Some supervised algorithms like K-Nearest Neighbor(KNN),Support Vector Machine(SVM),Decision Trees(DT),Random Forest(RF),Logistic Regression(LR)are considered to achieve the best results.Some boosting algorithms like Extreme Gradient Boosting(XGBoost)and Cat-Boost are also used to improve the prediction using Artificial Neural Networks(ANN).This research also focuses on data visualization to identify patterns,trends,and outliers in a massive data set.Python and Scikit-learns are used for ML.Tensor Flow and Keras,along with Python,are used for ANN model train-ing.The DT and RF algorithms achieved the highest accuracy of 95%among the classifiers.Meanwhile,KNN obtained a second height accuracy of 93.33%.XGBoost had a gratified accuracy of 91.67%,SVM,CATBoost,and ANN had an accuracy of 90%,and LR had 88.33%accuracy.展开更多
Artificial neural network models are a popular estimation tool for fitting nonlinear relationships because they require no assumptions about the form of the fitting function,non-Gaussian distributions,multicollinearit...Artificial neural network models are a popular estimation tool for fitting nonlinear relationships because they require no assumptions about the form of the fitting function,non-Gaussian distributions,multicollinearity,outliers and noise in the data.The problems of backpropagation models using artificial neural networks include determination of the structure of the network and overlearning courses.According to data from 1981 to 2008 from 15 permanent sample plots on Dagangshan Mountain in Jiangxi Province,a back-propagation artificial neural network model(BPANN)and a support vector machine model(SVM)for basal area of Chinese fir(Cunninghamia lanceolata)plantations were constructed using four kinds of prediction factors,including stand age,site index,surviving stem numbers and quadratic mean diameters.Artificial intelligence methods,especially SVM,could be effective in describing stand basal area growth of Chinese fir under different growth conditions with higher simulation precision than traditional regression models.SVM and the Chapman–Richards nonlinear mixed-effects model had less systematic bias than the BPANN.展开更多
Determining the liquefaction potential of soil is important in earthquake engineering. This study proposes the use of the Relevance Vector Machine （RVM） to determine the liquefaction potential of soil by using actua...Determining the liquefaction potential of soil is important in earthquake engineering. This study proposes the use of the Relevance Vector Machine （RVM） to determine the liquefaction potential of soil by using actual cone penetration test （CPT） data. RVM is based on a Bayesian formulation of a linear model with an appropriate prior that results in a sparse representation. The results are compared with a widely used artificial neural network （ANN） model. Overall, the RVM shows good performance and is proven to be more accurate than the ANN model. It also provides probabilistic output. The model provides a viable tool for earthquake engineers to assess seismic conditions for sites that are susceptible to liquefaction.展开更多
To make recommendation on items from the user for historical user rating several intelligent systems are using. The most common method is Recommendation systems. The main areas which play major roles are social networ...To make recommendation on items from the user for historical user rating several intelligent systems are using. The most common method is Recommendation systems. The main areas which play major roles are social networking, digital marketing, online shopping and E-commerce. Recommender system consists of several techniques for recommendations. Here we used the well known approach named as Collaborative filtering (CF). There are two types of problems mainly available with collaborative filtering. They are complete cold start (CCS) problem and incomplete cold start (ICS) problem. The authors proposed three novel methods such as collaborative filtering, and artificial neural networks and at last support vector machine to resolve CCS as well ICS problems. Based on the specific deep neural network SADE we can be able to remove the characteristics of products. By using sequential active of users and product characteristics we have the capability to adapt the cold start product ratings with the applications of the state of the art CF model, time SVD++. The proposed system consists of Netflix rating dataset which is used to perform the baseline techniques for rating prediction of cold start items. The calculation of two proposed recommendation techniques is compared on ICS items, and it is proved that it will be adaptable method. The proposed method can be able to transfer the products since cold start transfers to non-cold start status. Artificial Neural Network (ANN) is employed here to extract the item content features. One of the user preferences such as temporal dynamics is used to obtain the contented characteristics into predictions to overcome those problems. For the process of classification we have used linear support vector machine classifiers to receive the better performance when compared with the earlier methods.展开更多
This article adopts Least Square Support Vector Machine (LSSVM) for prediction of Evaporation Losses (EL) in reservoirs. LSSVM is firmly based on the theory of statistical learning, uses regression technique. The inpu...This article adopts Least Square Support Vector Machine (LSSVM) for prediction of Evaporation Losses (EL) in reservoirs. LSSVM is firmly based on the theory of statistical learning, uses regression technique. The input of LSSVM model is Mean air temperature (T) (?C), Average wind speed (WS)(m/sec), Sunshine hours (SH)(hrs/day), and Mean relative humidity(RH)(%). LSSVM has been used to compute error barn of predicted data. An equation has been developed for the determination of EL. Sensitivity analysis has been also performed to investigate the importance of each of the input parameters. A comparative study has been presented between LSSVM and artificial neural network (ANN) models. This study shows that LSSVM is a powerful tool for determination EL in reservoirs.展开更多
Statistical learning theory is for small-sample statistics. And support vector machine is a new machine learning method based on the statistical learning theory. The support vector machine not only has solved certain ...Statistical learning theory is for small-sample statistics. And support vector machine is a new machine learning method based on the statistical learning theory. The support vector machine not only has solved certain problems in many learning methods, such as small sample, over fitting, high dimension and local minimum, but also has a higher generalization （forecasting） ability than that of artificial neural networks. The strong earthquakes in Chinese mainland are related to a certain extent to the intensive seismicity along the main plate boundaries in the world, however, the relation is nonlinear. In the paper, we have studied this unclear relation by the support vector machine method for the purpose of forecasting strong earthquakes in Chinese mainland.展开更多
Soil swelling-related disaster is considered as one of the most devastating geo-hazards in modern history.Hence,proper determination of a soil’s ability to expand is very vital for achieving a secure and safe ground ...Soil swelling-related disaster is considered as one of the most devastating geo-hazards in modern history.Hence,proper determination of a soil’s ability to expand is very vital for achieving a secure and safe ground for infrastructures.Accordingly,this study has provided a novel and intelligent approach that enables an improved estimation of swelling by using kernelised machines(Bayesian linear regression(BLR)&bayes point machine(BPM)support vector machine(SVM)and deep-support vector machine(D-SVM));(multiple linear regressor(REG),logistic regressor(LR)and artificial neural network(ANN)),tree-based algorithms such as decision forest(RDF)&boosted trees(BDT).Also,and for the first time,meta-heuristic classifiers incorporating the techniques of voting(VE)and stacking(SE)were utilised.Different independent scenarios of explanatory features’combination that influence soil behaviour in swelling were investigated.Preliminary results indicated BLR as possessing the highest amount of deviation from the predictor variable(the actual swell-strain).REG and BLR performed slightly better than ANN while the meta-heuristic learners(VE and SE)produced the best overall performance(greatest R2 value of 0.94 and RMSE of 0.06%exhibited by VE).CEC,plasticity index and moisture content were the features considered to have the highest level of importance.Kernelized binary classifiers(SVM,D-SVM and BPM)gave better accuracy(average accuracy and recall rate of 0.93 and 0.60)compared to ANN,LR and RDF.Sensitivity-driven diagnostic test indicated that the meta-heuristic models’best performance occurred when ML training was conducted using k-fold validation technique.Finally,it is recommended that the concepts developed herein be deployed during the preliminary phases of a geotechnical or geological site characterisation by using the best performing meta-heuristic models via their background coding resource.展开更多
Budgeting planning plays an important role in coordinating activities in organizations. An accurate sales volume forecasting is the key to the entire budgeting process. All of the other parts of the master budget are ...Budgeting planning plays an important role in coordinating activities in organizations. An accurate sales volume forecasting is the key to the entire budgeting process. All of the other parts of the master budget are dependent on the sales volume forecasting in some way. If the sales volume forecasting is sloppily done, then the rest of the budgeting process is largely a waste of time. Therefore, the sales volume forecasting process is a critical one for most businesses, and also a difficult area of management. Most of researches and companies use the statistical methods, regression analysis, or sophisticated computer simulations to analyze the sales volume forecasting. Recently, various prediction Artificial Intelligent (AI) techniques have been proposed in forecasting. Support Vector Regression (SVR) has been applied successfully to solve problems in numerous fields and proved to be a better prediction model. However, the select of appropriate SVR parameters is difficult. Therefore, to improve the accuracy of SVR, a hybrid intelligent support system based on evolutionary computation to solve the difficulties involved with the parameters selection is presented in this research. Genetic Algorithms (GAs) are used to optimize free parameters of SVR. The experimental results indicate that GA-SVR can achieve better forecasting accuracy and performance than traditional SVR and artificial neural network (ANN) prediction models in sales volume forecasting.展开更多
Traditional geostatistical estimation techniques have been used predominantly by the mining industry for ore reserve estimation. Determination of mineral reserve has posed considerable challenge to mining engineers du...Traditional geostatistical estimation techniques have been used predominantly by the mining industry for ore reserve estimation. Determination of mineral reserve has posed considerable challenge to mining engineers due to the geological complexities of ore body formation. Extensive research over the years has resulted in the development of several state-of-the-art methods for predictive spatial mapping, which could be used for ore reserve estimation;and recent advances in the use of machine learning algorithms (MLA) have provided a new approach for solving the prob-lem of ore reserve estimation. The focus of the present study was on the use of two MLA for estimating ore reserve: namely, neural networks (NN) and support vector machines (SVM). Application of MLA and the various issues involved with using them for reserve estimation have been elaborated with the help of a complex drill-hole dataset that exhibits the typical properties of sparseness and impreciseness that might be associated with a mining dataset. To investigate the accuracy and applicability of MLA for ore reserve estimation, the generalization ability of NN and SVM was compared with the geostatistical ordinary kriging (OK) method.展开更多
Coronary Artery Disease (CAD) is the leading cause of mortality worldwide. It is a complex heart disease that is associated with numerous risk factors and a variety of Symptoms. During the past decade, Coronary Artery...Coronary Artery Disease (CAD) is the leading cause of mortality worldwide. It is a complex heart disease that is associated with numerous risk factors and a variety of Symptoms. During the past decade, Coronary Artery Disease (CAD) has undergone a remarkable evolution. The purpose of this research is to build a prototype system using different Machine Learning Algorithms (models) and compare their performance to identify a suitable model. This paper explores three most commonly used Machine Learning Algorithms named as Logistic Regression, Support Vector Machine and Artificial Neural Network. To conduct this research, a clinical dataset has been used. To evaluate the performance, different evaluation methods have been used such as Confusion Matrix, Stratified K-fold Cross Validation, Accuracy, AUC and ROC. To validate the results, the accuracy and AUC scores have been validated using the K-Fold Cross-validation technique. The dataset contains class imbalance, so the SMOTE Algorithm has been used to balance the dataset and the performance analysis has been carried out on both sets of data. The results show that accuracy scores of all the models have been increased while training the balanced dataset. Overall, Artificial Neural Network has the highest accuracy whereas Logistic Regression has the least accurate among the trained Algorithms.展开更多
Credit card fraud is a wide-ranging issue for financial institutions, involving theft and fraud committed using a payment card. In this paper, we explore the application of linear and nonlinear statistical modeling an...Credit card fraud is a wide-ranging issue for financial institutions, involving theft and fraud committed using a payment card. In this paper, we explore the application of linear and nonlinear statistical modeling and machine learning models on real credit card transaction data. The models built are supervised fraud models that attempt to identify which transactions are most likely fraudulent. We discuss the processes of data exploration, data cleaning, variable creation, feature selection, model algorithms, and results. Five different supervised models are explored and compared including logistic regression, neural networks, random forest, boosted tree and support vector machines. The boosted tree model shows the best fraud detection result (FDR = 49.83%) for this particular data set. The resulting model can be utilized in a credit card fraud detection system. A similar model development process can be performed in related business domains such as insurance and telecommunications, to avoid or detect fraudulent activity.展开更多
Many animals possess actively movable tactile sensors in their heads,to explore the near-range space.During locomotion,an antenna is used in near range orientation,for example,in detecting,localizing,probing,and negot...Many animals possess actively movable tactile sensors in their heads,to explore the near-range space.During locomotion,an antenna is used in near range orientation,for example,in detecting,localizing,probing,and negotiating obstacles.A bionic tactile sensor used in the present work was inspired by the antenna of the stick insects.The sensor is able to detect an obstacle and its location in 3 D(Three dimensional) space.The vibration signals are analyzed in the frequency domain using Fast Fourier Transform(FFT) to estimate the distances.Signal processing algorithms,Artificial Neural Network(ANN) and Support Vector Machine(SVM) are used for the analysis and prediction processes.These three prediction techniques are compared for both distance estimation and material classification processes.When estimating the distances,the accuracy of estimation is deteriorated towards the tip of the probe due to the change in the vibration modes.Since the vibration data within that region have high a variance,the accuracy in distance estimation and material classification are lower towards the tip.The change in vibration mode is mathematically analyzed and a solution is proposed to estimate the distance along the full range of the probe.展开更多
基金The work described in this paper was fully supported by a grant from Hong Kong Metropolitan University(RIF/2021/05).
文摘Parkinson’s disease(PD)is a debilitating neurological disorder affecting over 10 million people worldwide.PD classification models using voice signals as input are common in the literature.It is believed that using deep learning algorithms further enhances performance;nevertheless,it is challenging due to the nature of small-scale and imbalanced PD datasets.This paper proposed a convolutional neural network-based deep support vector machine(CNN-DSVM)to automate the feature extraction process using CNN and extend the conventional SVM to a DSVM for better classification performance in small-scale PD datasets.A customized kernel function reduces the impact of biased classification towards the majority class(healthy candidates in our consideration).An improved generative adversarial network(IGAN)was designed to generate additional training data to enhance the model’s performance.For performance evaluation,the proposed algorithm achieves a sensitivity of 97.6%and a specificity of 97.3%.The performance comparison is evaluated from five perspectives,including comparisons with different data generation algorithms,feature extraction techniques,kernel functions,and existing works.Results reveal the effectiveness of the IGAN algorithm,which improves the sensitivity and specificity by 4.05%–4.72%and 4.96%–5.86%,respectively;and the effectiveness of the CNN-DSVM algorithm,which improves the sensitivity by 1.24%–57.4%and specificity by 1.04%–163%and reduces biased detection towards the majority class.The ablation experiments confirm the effectiveness of individual components.Two future research directions have also been suggested.
文摘In this work, a total of 322 tests were taken on young volunteers by performing 10 different falls, 6 different Activities of Daily Living (ADL) and 7 Dynamic Gait Index (DGI) tests using a custom-designed Wireless Gait Analysis Sensor (WGAS). In order to perform automatic fall detection, we used Back Propagation Artificial Neural Network (BP-ANN) and Support Vector Machine (SVM) based on the 6 features extracted from the raw data. The WGAS, which includes a tri-axial accelerometer, 2 gyroscopes, and a MSP430 microcontroller, is worn by the subjects at either T4 (at back) or as a belt-clip in front of the waist during the various tests. The raw data is wirelessly transmitted from the WGAS to a near-by PC for real-time fall classification. The BP ANN is optimized by varying the training, testing and validation data sets and training the network with different learning schemes. SVM is optimized by using three different kernels and selecting the kernel for best classification rate. The overall accuracy of BP ANN is obtained as 98.20% with LM and RPROP training from the T4 data, while from the data taken at the belt, we achieved 98.70% with LM and SCG learning. The overall accuracy using SVM was 98.80% and 98.71% with RBF kernel from the T4 and belt position data, respectively.
基金Project(60634020) supported by the National Natural Science Foundation of China
文摘Based on the Fourier transform, a new shape descriptor was proposed to represent the flame image. By employing the shape descriptor as the input, the flame image recognition was studied by the methods of the artificial neural network(ANN) and the support vector machine(SVM) respectively. And the recognition experiments were carried out by using flame image data sampled from an alumina rotary kiln to evaluate their effectiveness. The results show that the two recognition methods can achieve good results, which verify the effectiveness of the shape descriptor. The highest recognition rate is 88.83% for SVM and 87.38% for ANN, which means that the performance of the SVM is better than that of the ANN.
文摘In this paper, sixty-eight research articles published between 2000 and 2017 as well as textbooks which employed four classification algorithms: K-Nearest-Neighbor (KNN), Support Vector Machines (SVM), Random Forest (RF) and Neural Network (NN) as the main statistical tools were reviewed. The aim was to examine and compare these nonparametric classification methods on the following attributes: robustness to training data, sensitivity to changes, data fitting, stability, ability to handle large data sizes, sensitivity to noise, time invested in parameter tuning, and accuracy. The performances, strengths and shortcomings of each of the algorithms were examined, and finally, a conclusion was arrived at on which one has higher performance. It was evident from the literature reviewed that RF is too sensitive to small changes in the training dataset and is occasionally unstable and tends to overfit in the model. KNN is easy to implement and understand but has a major drawback of becoming significantly slow as the size of the data in use grows, while the ideal value of K for the KNN classifier is difficult to set. SVM and RF are insensitive to noise or overtraining, which shows their ability in dealing with unbalanced data. Larger input datasets will lengthen classification times for NN and KNN more than for SVM and RF. Among these nonparametric classification methods, NN has the potential to become a more widely used classification algorithm, but because of their time-consuming parameter tuning procedure, high level of complexity in computational processing, the numerous types of NN architectures to choose from and the high number of algorithms used for training, most researchers recommend SVM and RF as easier and wieldy used methods which repeatedly achieve results with high accuracies and are often faster to implement.
文摘Option pricing has become one of the quite important parts of the financial market. As the market is always dynamic, it is really difficult to predict the option price accurately. For this reason, various machine learning techniques have been designed and developed to deal with the problem of predicting the future trend of option price. In this paper, we compare the effectiveness of Support Vector Machine (SVM) and Artificial Neural Network (ANN) models for the prediction of option price. Both models are tested with a benchmark publicly available dataset namely SPY option price-2015 in both testing and training phases. The converted data through Principal Component Analysis (PCA) is used in both models to achieve better prediction accuracy. On the other hand, the entire dataset is partitioned into two groups of training (70%) and test sets (30%) to avoid overfitting problem. The outcomes of the SVM model are compared with those of the ANN model based on the root mean square errors (RMSE). It is demonstrated by the experimental results that the ANN model performs better than the SVM model, and the predicted option prices are in good agreement with the corresponding actual option prices.
基金Supported by the National Natural Science Foundation of China(21076179)the National Basic Research Program of China(2012CB720500)
文摘This paper presents a nonlinear model predictive control(NMPC) approach based on support vector machine(SVM) and genetic algorithm(GA) for multiple-input multiple-output(MIMO) nonlinear systems.Individual SVM is used to approximate each output of the controlled plant Then the model is used in MPC control scheme to predict the outputs of the controlled plant.The optimal control sequence is calculated using GA with elite preserve strategy.Simulation results of a typical MIMO nonlinear system show that this method has a good ability of set points tracking and disturbance rejection.
基金Taif University Researchers Supporting Project Number(TURSP-2020/73)Taif University,Taif,Saudi Arabia.
文摘Heart failure is now widely spread throughout the world.Heart disease affects approximately 48%of the population.It is too expensive and also difficult to cure the disease.This research paper represents machine learning models to predict heart failure.The fundamental concept is to compare the correctness of various Machine Learning(ML)algorithms and boost algorithms to improve models’accuracy for prediction.Some supervised algorithms like K-Nearest Neighbor(KNN),Support Vector Machine(SVM),Decision Trees(DT),Random Forest(RF),Logistic Regression(LR)are considered to achieve the best results.Some boosting algorithms like Extreme Gradient Boosting(XGBoost)and Cat-Boost are also used to improve the prediction using Artificial Neural Networks(ANN).This research also focuses on data visualization to identify patterns,trends,and outliers in a massive data set.Python and Scikit-learns are used for ML.Tensor Flow and Keras,along with Python,are used for ANN model train-ing.The DT and RF algorithms achieved the highest accuracy of 95%among the classifiers.Meanwhile,KNN obtained a second height accuracy of 93.33%.XGBoost had a gratified accuracy of 91.67%,SVM,CATBoost,and ANN had an accuracy of 90%,and LR had 88.33%accuracy.
基金supported by the National Scientific and Technological Task in China(Nos.2015BAD09B0101,2016YFD0600302)National Natural Science Foundation of China(No.31570619)the Special Science and Technology Innovation in Jiangxi Province(No.201702)
文摘Artificial neural network models are a popular estimation tool for fitting nonlinear relationships because they require no assumptions about the form of the fitting function,non-Gaussian distributions,multicollinearity,outliers and noise in the data.The problems of backpropagation models using artificial neural networks include determination of the structure of the network and overlearning courses.According to data from 1981 to 2008 from 15 permanent sample plots on Dagangshan Mountain in Jiangxi Province,a back-propagation artificial neural network model(BPANN)and a support vector machine model(SVM)for basal area of Chinese fir(Cunninghamia lanceolata)plantations were constructed using four kinds of prediction factors,including stand age,site index,surviving stem numbers and quadratic mean diameters.Artificial intelligence methods,especially SVM,could be effective in describing stand basal area growth of Chinese fir under different growth conditions with higher simulation precision than traditional regression models.SVM and the Chapman–Richards nonlinear mixed-effects model had less systematic bias than the BPANN.
文摘Determining the liquefaction potential of soil is important in earthquake engineering. This study proposes the use of the Relevance Vector Machine （RVM） to determine the liquefaction potential of soil by using actual cone penetration test （CPT） data. RVM is based on a Bayesian formulation of a linear model with an appropriate prior that results in a sparse representation. The results are compared with a widely used artificial neural network （ANN） model. Overall, the RVM shows good performance and is proven to be more accurate than the ANN model. It also provides probabilistic output. The model provides a viable tool for earthquake engineers to assess seismic conditions for sites that are susceptible to liquefaction.
文摘To make recommendation on items from the user for historical user rating several intelligent systems are using. The most common method is Recommendation systems. The main areas which play major roles are social networking, digital marketing, online shopping and E-commerce. Recommender system consists of several techniques for recommendations. Here we used the well known approach named as Collaborative filtering (CF). There are two types of problems mainly available with collaborative filtering. They are complete cold start (CCS) problem and incomplete cold start (ICS) problem. The authors proposed three novel methods such as collaborative filtering, and artificial neural networks and at last support vector machine to resolve CCS as well ICS problems. Based on the specific deep neural network SADE we can be able to remove the characteristics of products. By using sequential active of users and product characteristics we have the capability to adapt the cold start product ratings with the applications of the state of the art CF model, time SVD++. The proposed system consists of Netflix rating dataset which is used to perform the baseline techniques for rating prediction of cold start items. The calculation of two proposed recommendation techniques is compared on ICS items, and it is proved that it will be adaptable method. The proposed method can be able to transfer the products since cold start transfers to non-cold start status. Artificial Neural Network (ANN) is employed here to extract the item content features. One of the user preferences such as temporal dynamics is used to obtain the contented characteristics into predictions to overcome those problems. For the process of classification we have used linear support vector machine classifiers to receive the better performance when compared with the earlier methods.
文摘This article adopts Least Square Support Vector Machine (LSSVM) for prediction of Evaporation Losses (EL) in reservoirs. LSSVM is firmly based on the theory of statistical learning, uses regression technique. The input of LSSVM model is Mean air temperature (T) (?C), Average wind speed (WS)(m/sec), Sunshine hours (SH)(hrs/day), and Mean relative humidity(RH)(%). LSSVM has been used to compute error barn of predicted data. An equation has been developed for the determination of EL. Sensitivity analysis has been also performed to investigate the importance of each of the input parameters. A comparative study has been presented between LSSVM and artificial neural network (ANN) models. This study shows that LSSVM is a powerful tool for determination EL in reservoirs.
基金Joint Seismological Science Foundation of China (104090)
文摘Statistical learning theory is for small-sample statistics. And support vector machine is a new machine learning method based on the statistical learning theory. The support vector machine not only has solved certain problems in many learning methods, such as small sample, over fitting, high dimension and local minimum, but also has a higher generalization （forecasting） ability than that of artificial neural networks. The strong earthquakes in Chinese mainland are related to a certain extent to the intensive seismicity along the main plate boundaries in the world, however, the relation is nonlinear. In the paper, we have studied this unclear relation by the support vector machine method for the purpose of forecasting strong earthquakes in Chinese mainland.
文摘Soil swelling-related disaster is considered as one of the most devastating geo-hazards in modern history.Hence,proper determination of a soil’s ability to expand is very vital for achieving a secure and safe ground for infrastructures.Accordingly,this study has provided a novel and intelligent approach that enables an improved estimation of swelling by using kernelised machines(Bayesian linear regression(BLR)&bayes point machine(BPM)support vector machine(SVM)and deep-support vector machine(D-SVM));(multiple linear regressor(REG),logistic regressor(LR)and artificial neural network(ANN)),tree-based algorithms such as decision forest(RDF)&boosted trees(BDT).Also,and for the first time,meta-heuristic classifiers incorporating the techniques of voting(VE)and stacking(SE)were utilised.Different independent scenarios of explanatory features’combination that influence soil behaviour in swelling were investigated.Preliminary results indicated BLR as possessing the highest amount of deviation from the predictor variable(the actual swell-strain).REG and BLR performed slightly better than ANN while the meta-heuristic learners(VE and SE)produced the best overall performance(greatest R2 value of 0.94 and RMSE of 0.06%exhibited by VE).CEC,plasticity index and moisture content were the features considered to have the highest level of importance.Kernelized binary classifiers(SVM,D-SVM and BPM)gave better accuracy(average accuracy and recall rate of 0.93 and 0.60)compared to ANN,LR and RDF.Sensitivity-driven diagnostic test indicated that the meta-heuristic models’best performance occurred when ML training was conducted using k-fold validation technique.Finally,it is recommended that the concepts developed herein be deployed during the preliminary phases of a geotechnical or geological site characterisation by using the best performing meta-heuristic models via their background coding resource.
文摘Budgeting planning plays an important role in coordinating activities in organizations. An accurate sales volume forecasting is the key to the entire budgeting process. All of the other parts of the master budget are dependent on the sales volume forecasting in some way. If the sales volume forecasting is sloppily done, then the rest of the budgeting process is largely a waste of time. Therefore, the sales volume forecasting process is a critical one for most businesses, and also a difficult area of management. Most of researches and companies use the statistical methods, regression analysis, or sophisticated computer simulations to analyze the sales volume forecasting. Recently, various prediction Artificial Intelligent (AI) techniques have been proposed in forecasting. Support Vector Regression (SVR) has been applied successfully to solve problems in numerous fields and proved to be a better prediction model. However, the select of appropriate SVR parameters is difficult. Therefore, to improve the accuracy of SVR, a hybrid intelligent support system based on evolutionary computation to solve the difficulties involved with the parameters selection is presented in this research. Genetic Algorithms (GAs) are used to optimize free parameters of SVR. The experimental results indicate that GA-SVR can achieve better forecasting accuracy and performance than traditional SVR and artificial neural network (ANN) prediction models in sales volume forecasting.
文摘Traditional geostatistical estimation techniques have been used predominantly by the mining industry for ore reserve estimation. Determination of mineral reserve has posed considerable challenge to mining engineers due to the geological complexities of ore body formation. Extensive research over the years has resulted in the development of several state-of-the-art methods for predictive spatial mapping, which could be used for ore reserve estimation;and recent advances in the use of machine learning algorithms (MLA) have provided a new approach for solving the prob-lem of ore reserve estimation. The focus of the present study was on the use of two MLA for estimating ore reserve: namely, neural networks (NN) and support vector machines (SVM). Application of MLA and the various issues involved with using them for reserve estimation have been elaborated with the help of a complex drill-hole dataset that exhibits the typical properties of sparseness and impreciseness that might be associated with a mining dataset. To investigate the accuracy and applicability of MLA for ore reserve estimation, the generalization ability of NN and SVM was compared with the geostatistical ordinary kriging (OK) method.
文摘Coronary Artery Disease (CAD) is the leading cause of mortality worldwide. It is a complex heart disease that is associated with numerous risk factors and a variety of Symptoms. During the past decade, Coronary Artery Disease (CAD) has undergone a remarkable evolution. The purpose of this research is to build a prototype system using different Machine Learning Algorithms (models) and compare their performance to identify a suitable model. This paper explores three most commonly used Machine Learning Algorithms named as Logistic Regression, Support Vector Machine and Artificial Neural Network. To conduct this research, a clinical dataset has been used. To evaluate the performance, different evaluation methods have been used such as Confusion Matrix, Stratified K-fold Cross Validation, Accuracy, AUC and ROC. To validate the results, the accuracy and AUC scores have been validated using the K-Fold Cross-validation technique. The dataset contains class imbalance, so the SMOTE Algorithm has been used to balance the dataset and the performance analysis has been carried out on both sets of data. The results show that accuracy scores of all the models have been increased while training the balanced dataset. Overall, Artificial Neural Network has the highest accuracy whereas Logistic Regression has the least accurate among the trained Algorithms.
文摘Credit card fraud is a wide-ranging issue for financial institutions, involving theft and fraud committed using a payment card. In this paper, we explore the application of linear and nonlinear statistical modeling and machine learning models on real credit card transaction data. The models built are supervised fraud models that attempt to identify which transactions are most likely fraudulent. We discuss the processes of data exploration, data cleaning, variable creation, feature selection, model algorithms, and results. Five different supervised models are explored and compared including logistic regression, neural networks, random forest, boosted tree and support vector machines. The boosted tree model shows the best fraud detection result (FDR = 49.83%) for this particular data set. The resulting model can be utilized in a credit card fraud detection system. A similar model development process can be performed in related business domains such as insurance and telecommunications, to avoid or detect fraudulent activity.
文摘Many animals possess actively movable tactile sensors in their heads,to explore the near-range space.During locomotion,an antenna is used in near range orientation,for example,in detecting,localizing,probing,and negotiating obstacles.A bionic tactile sensor used in the present work was inspired by the antenna of the stick insects.The sensor is able to detect an obstacle and its location in 3 D(Three dimensional) space.The vibration signals are analyzed in the frequency domain using Fast Fourier Transform(FFT) to estimate the distances.Signal processing algorithms,Artificial Neural Network(ANN) and Support Vector Machine(SVM) are used for the analysis and prediction processes.These three prediction techniques are compared for both distance estimation and material classification processes.When estimating the distances,the accuracy of estimation is deteriorated towards the tip of the probe due to the change in the vibration modes.Since the vibration data within that region have high a variance,the accuracy in distance estimation and material classification are lower towards the tip.The change in vibration mode is mathematically analyzed and a solution is proposed to estimate the distance along the full range of the probe.
