Time‐series and Cross‐sectional Stock Return Forecasting: New Machine Learning Methods

2020 ◽  
pp. 1-33 ◽  
Author(s):  
David E. Rapach ◽  
Guofu Zhou
Keyword(s):  
Machine Learning ◽  
Time Series ◽  
Stock Return ◽  
Learning Methods ◽  
Cross Sectional ◽  
Machine Learning Methods ◽  
New Machine

scholarly journals Identifying Spatiotemporal Patterns in Land Use and Cover Samples from Satellite Image Time Series

2021 ◽  
Vol 13 (5) ◽  
pp. 974
Author(s):  
Lorena Alves Santos ◽  
Karine Ferreira ◽  
Michelle Picoli ◽  
Gilberto Camara ◽  
Raul Zurita-Milla ◽  
...  
Keyword(s):  
Machine Learning ◽  
Land Use ◽  
Time Series ◽  
Satellite Image ◽  
Spatiotemporal Patterns ◽  
Supervised Machine Learning ◽  
Learning Methods ◽  
Self Organizing Maps ◽  
Machine Learning Methods ◽  
Land Use And Cover

The use of satellite image time series analysis and machine learning methods brings new opportunities and challenges for land use and cover changes (LUCC) mapping over large areas. One of these challenges is the need for samples that properly represent the high variability of land used and cover classes over large areas to train supervised machine learning methods and to produce accurate LUCC maps. This paper addresses this challenge and presents a method to identify spatiotemporal patterns in land use and cover samples to infer subclasses through the phenological and spectral information provided by satellite image time series. The proposed method uses self-organizing maps (SOMs) to reduce the data dimensionality creating primary clusters. From these primary clusters, it uses hierarchical clustering to create subclusters that recognize intra-class variability intrinsic to different regions and periods, mainly in large areas and multiple years. To show how the method works, we use MODIS image time series associated to samples of cropland and pasture classes over the Cerrado biome in Brazil. The results prove that the proposed method is suitable for identifying spatiotemporal patterns in land use and cover samples that can be used to infer subclasses, mainly for crop-types.

scholarly journals Machine Learning Methods for Improved Understanding of a Pumping Test in Heterogeneous Aquifers

Water ◽  
2020 ◽  
Vol 12 (5) ◽  
pp. 1342 ◽  
Author(s):  
Yong Fan ◽  
Litang Hu ◽  
Hongliang Wang ◽  
Xin Liu
Keyword(s):  
Machine Learning ◽  
Time Series ◽  
Time Series Analysis ◽  
Analytical Solutions ◽  
Pumping Test ◽  
Learning Methods ◽  
Pumping Tests ◽  
Machine Learning Methods ◽  
Series Analysis ◽  
Pumping Wells

Pumping tests are very important means for investigating aquifer properties; however, interpreting the data using common analytical solutions become invalid in complex aquifer systems. The paper aims to explore the potential of machine learning methods in retrieving the pumping tests information in a field site in the Democratic Republic of Congo. A newly planned mining site with a pumping test of three pumping wells and 28 observation wells over one month was chosen to analyze the significance of machine learning methods in the pumping test analysis. Widely used machine learning methods, including correlation, cluster, time-series analysis, artificial neural network (ANN), support vector machine (SVR), random forest (RF) method, and linear regression, are all used in this study. Correlation and cluster analyses among wells provide visual pictures of possible hydraulic connections. The pathway with the best permeability ranges from the depth of 250 m to 350 m. Time-series analysis perfectly captured changes of drawdowns within the three pumping wells. The RF method is found to have the higher accuracy and the lower sensitivity to model parameters than ANN and SVR methods. The coupling of the linear regressive model and analytical solutions is applied to estimate hydraulic conductivities. The results found that ML methods can significantly and effectively improve our understanding of pumping tests by revealing inherent information hidden in those tests.

scholarly journals Eagle View: An Abstract Evaluation of Machine Learning Algorithms based on Data Properties

2021 ◽  
Author(s):  
Dhairya Vyas
Keyword(s):  
Machine Learning ◽  
Time Series ◽  
Time Series Data ◽  
Learning Algorithms ◽  
Numerical Data ◽  
Machine Learning Algorithms ◽  
Series Data ◽  
Learning Methods ◽  
Machine Learning Methods ◽  
Almost All

In terms of Machine Learning, the majority of the data can be grouped into four categories: numerical data, category data, time-series data, and text. We use different classifiers for different data properties, such as the Supervised; Unsupervised; and Reinforcement. Each Categorises has classifier we have tested almost all machine learning methods and make analysis among them.

Automatic Creation of Machine Learning Workflows with Strongly Typed Genetic Programming

2017 ◽  
Vol 26 (05) ◽  
pp. 1760020 ◽  
Author(s):  
Tomáš Křen ◽  
Martin Pilát ◽  
Roman Neruda
Keyword(s):  
Machine Learning ◽  
Genetic Programming ◽  
Grid Search ◽  
Current Version ◽  
Learning Methods ◽  
Machine Learning Methods ◽  
Learning Ensembles ◽  
New Machine ◽  
The Way

Manual creation of machine learning ensembles is a hard and tedious task which requires an expert and a lot of time. In this work we describe a new version of the GP-ML algorithm which uses genetic programming to create machine learning workows (combinations of preprocessing, classification, and ensembles) automatically, using strongly typed genetic programming and asynchronous evolution. The current version improves the way in which the individuals in the genetic programming are created and allows for much larger workows. Additionally, we added new machine learning methods. The algorithm is compared to the grid search of the base methods and to its previous versions on a set of problems from the UCI machine learning repository.

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