Prediction of Housing Prices Using Machine Learning, Time Series ARIMA Model and Artificial Neural Network

2020 ◽  
pp. 1002-1008
Author(s):  
Shivani Mangaleswaran ◽  
S. Vigneshwari
Keyword(s):  
Neural Network ◽  
Machine Learning ◽  
Time Series ◽  
Artificial Neural Network ◽  
Arima Model ◽  
Housing Prices ◽  
Learning Time ◽  
Artificial Neural

scholarly journals Trajectory of COVID-19 Data in India: Investigation and Project Using Artificial Neural Network, Fuzzy Time Series and ARIMA Models

2020 ◽  
pp. 46-54
Author(s):  
Pradeep Mishra ◽  
Chellai Fatih ◽  
Deepa Rawat ◽  
Saswati Sahu ◽  
Sagar Anand Pandey ◽  
...  
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Artificial Neural Network ◽  
Arima Model ◽  
Fuzzy Time Series ◽  
Short Term ◽  
Indian Health ◽  
Artificial Neural ◽  
Artificial Neural Network Ann ◽  
The Impact

Due to the impact of Corona virus (COVID-19) pandemic that exists today, all countries, national and international organizations are in a continuous effort to find efficient and accurate statistical models for forecasting the future pattern of COVID infection. Accurate forecasting should help governments to take decisive decisions to master the pandemic spread.  In this article, we explored the COVID-19 database of India between 17th March to 1st July 2020, then we estimated two nonlinear time series models: Artificial Neural Network (ANN) and Fuzzy Time Series (FTS) by comparing them with ARIMA model. In terms of model adequacy, the FTS model out performs the ANN for the new cases and new deaths time series in India. We observed a short-term virus spread trend according to three forecasting models.Such findings help in more efficient preparation for the Indian health system.

scholarly journals Forecasting stock index based on hybrid artificial neural network models

2019 ◽  
Vol 3 (1) ◽  
pp. 52-57
Author(s):  
Ta Quoc Bao ◽  
Le Nhat Tan ◽  
Le Thi Thanh An ◽  
Bui Thi Thien My
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Artificial Neural Network ◽  
Hybrid Model ◽  
Arima Model ◽  
Network Models ◽  
Stock Index ◽  
Ann Model ◽  
Neural Network Models ◽  
Artificial Neural

Forecasting stock index is a crucial financial problem which is recently received a lot of interests in the field of artificial intelligence. In this paper we are going to study some hybrid artificial neural network models. As main result, we show that hybrid models offer us effective tools to forecast stock index accurately. Within this study, we have analyzed the performance of classical models such as Autoregressive Integrated Moving Average (ARIMA), Artificial Neural Network (ANN) model and the Hybrid model, in connection with real data coming from Vietnam Index (VNINDEX). Based on some previous foreign data sets, for most of the complex time series, the novel hybrid models have a good performance comparing to individual models like ARIMA and ANN. Regarding Vietnamese stock market, our results also show that the Hybrid model gives much better forecasting accuracy compared with ARIMA and ANN models. Specifically, our results tell that the Hybrid combination model delivers smaller Root Mean Square Error (RMSE) and Mean Absolute Error (MAE) than ARIMA and ANN models. The fitting curves demonstrate that the Hybrid model produces closer trend so better describing the actual data. Via our study with Vietnam Index, it is confirmed that the characteristics of ARIMA model are more suitable for linear time series while ANN model is good to work with nonlinear time series. The Hybrid model takes into account both of these features, so it could be employed in case of more generalized time series. As the financial market is increasingly complex, the time series corresponding to stock indexes naturally consist of linear and non-linear components. Because of these characteristic, the Hybrid ARIMA model with ANN produces better prediction and estimation than other traditional models.  

Artificial neural network models for coronary artery disease

2020 ◽  
Vol 15 ◽  
Author(s):  
Elham Shamsara ◽  
Sara Saffar Soflaei ◽  
Mohammad Tajfard ◽  
Ivan Yamshchikov ◽  
Habibollah Esmaili ◽  
...  
Keyword(s):  
Neural Network ◽  
Machine Learning ◽  
Coronary Artery Disease ◽  
Pattern Recognition ◽  
Artificial Neural Network ◽  
Coronary Artery ◽  
Diagnostic Model ◽  
Early Prediction ◽  
Artificial Neural ◽  
Artery Disease

Background: Coronary artery disease (CAD) is an important cause of mortality and morbidity globally. Objective : The early prediction of the CAD would be valuable in identifying individuals at risk, and in focusing resources on its prevention. In this paper, we aimed to establish a diagnostic model to predict CAD by using three approaches of ANN (pattern recognition-ANN, LVQ-ANN, and competitive ANN). Methods: One promising method for early prediction of disease based on risk factors is machine learning. Among different machine learning algorithms, the artificial neural network (ANN) algo-rithms have been applied widely in medicine and a variety of real-world classifications. ANN is a non-linear computational model, that is inspired by the human brain to analyze and process complex datasets. Results: Different methods of ANN that are investigated in this paper indicates in both pattern recognition ANN and LVQ-ANN methods, the predictions of Angiography+ class have high accuracy. Moreover, in CNN the correlations between the individuals in cluster ”c” with the class of Angiography+ is strongly high. This accuracy indicates the significant difference among some of the input features in Angiography+ class and the other two output classes. A comparison among the chosen weights in these three methods in separating control class and Angiography+ shows that hs-CRP, FSG, and WBC are the most substantial excitatory weights in recognizing the Angiography+ individuals although, HDL-C and MCH are determined as inhibitory weights. Furthermore, the effect of decomposition of a multi-class problem to a set of binary classes and random sampling on the accuracy of the diagnostic model is investigated. Conclusion : This study confirms that pattern recognition-ANN had the most accuracy of performance among different methods of ANN. That’s due to the back-propagation procedure of the process in which the network classify input variables based on labeled classes. The results of binarization show that decomposition of the multi-class set to binary sets could achieve higher accuracy.

scholarly journals Burst Pressure Prediction of API 5L X-Grade Dented Pipelines Using Deep Neural Network

2020 ◽  
Vol 8 (10) ◽  
pp. 766
Author(s):  
Dohan Oh ◽  
Julia Race ◽  
Selda Oterkus ◽  
Bonguk Koo
Keyword(s):  
Neural Network ◽  
Machine Learning ◽  
Artificial Neural Network ◽  
Network Model ◽  
Neural Network Model ◽  
Deep Neural Network ◽  
Machine Learning Techniques ◽  
Burst Pressure ◽  
Comparison Results ◽  
Artificial Neural

Mechanical damage is recognized as a problem that reduces the performance of oil and gas pipelines and has been the subject of continuous research. The artificial neural network in the spotlight recently is expected to be another solution to solve the problems relating to the pipelines. The deep neural network, which is on the basis of artificial neural network algorithm and is a method amongst various machine learning methods, is applied in this study. The applicability of machine learning techniques such as deep neural network for the prediction of burst pressure has been investigated for dented API 5L X-grade pipelines. To this end, supervised learning is employed, and the deep neural network model has four layers with three hidden layers, and the neural network uses the fully connected layer. The burst pressure computed by deep neural network model has been compared with the results of finite element analysis based parametric study, and the burst pressure calculated by the experimental results. According to the comparison results, it showed good agreement. Therefore, it is concluded that deep neural networks can be another solution for predicting the burst pressure of API 5L X-grade dented pipelines.

A Novel Intuitionistic Fuzzy Time Series Method Based on Bootstrapped Combined Pi-Sigma Artificial Neural Network

2021 ◽  
Vol 01 ◽  
Author(s):  
Eren Bas ◽  
Erol Egrioglu ◽  
Emine Kölemen
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Artificial Neural Network ◽  
Stock Exchange ◽  
Fuzzy Time Series ◽  
Time Series Models ◽  
Intuitionistic Fuzzy ◽  
Forecasting Methods ◽  
Time Series Method ◽  
Artificial Neural

Background: Intuitionistic fuzzy time series forecasting methods have been started to solve the forecasting problems in the literature. Intuitionistic fuzzy time series methods use both membership and non-membership values as auxiliary variables in their models. Because intuitionistic fuzzy sets take into consideration the hesitation margin and so the intuitionistic fuzzy time series models use more information than fuzzy time series models. The background of this study is about intuitionistic fuzzy time series forecasting methods. Objective: The study aims to propose a novel intuitionistic fuzzy time series method. It is expected that the proposed method will produce better forecasts than some selected benchmarks. Method: The proposed method uses bootstrapped combined Pi-Sigma artificial neural network and intuitionistic fuzzy c-means. The combined Pi-Sigma artificial neural network is proposed to model the intuitionistic fuzzy relations. Results and Conclusion: The proposed method is applied to different sets of SP&500 stock exchange time series. The proposed method can provide more accurate forecasts than established benchmarks for the SP&500 stock exchange time series. The most important contribution of the proposed method is that it creates statistical inference: probabilistic forecasting, confidence intervals and the empirical distribution of the forecasts. Moreover, the proposed method is better than the selected benchmarks for the SP&500 data set.

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