scholarly journals A machine learning-based price state prediction model for agricultural commodities using external factors

Author(s):  
Prilly Oktoviany ◽  
Robert Knobloch ◽  
Ralf Korn

AbstractIn recent times of noticeable climate change the consideration of external factors, such as weather and economic key figures, becomes even more crucial for a proper valuation of derivatives written on agricultural commodities. The occurrence of remarkable price changes as a result of severe changes in these factors motivates the introduction of different price states, each describing different dynamics of the price process. In order to include external factors we propose a two-step hybrid model based on machine learning methods for clustering and classification. First, we assign price states to historical prices using K-means clustering. These price states are also assigned to the corresponding data of external factors. Second, predictions of future price states are then obtained from short-term predictions of the external factors by means of either K-nearest neighbors or random forest classification. We apply our model to real corn futures data and generate price scenarios via a Monte Carlo simulation, which we compare to Sørensen (J Futures Mark 22(5):393–426, 2002). Thereby we obtain a better approximation of the real futures prices by the simulated futures prices regarding the error measures MAE, RMSE and MAPE. From a practical point of view, these simulations can be used to support the assessment of price risks in risk management systems or as decision support regarding trading strategies under different price states.

Author(s):  
Chaudhari Shraddha

Activity recognition in humans is one of the active challenges that find its application in numerous fields such as, medical health care, military, manufacturing, assistive techniques and gaming. Due to the advancements in technologies the usage of smartphones in human lives has become inevitable. The sensors in the smartphones help us to measure the essential vital parameters. These measured parameters enable us to monitor the activities of humans, which we call as human activity recognition. We have applied machine learning techniques on a publicly available dataset. K-Nearest Neighbors and Random Forest classification algorithms are applied. In this paper, we have designed and implemented an automatic human activity recognition system that independently recognizes the actions of the humans. This system is able to recognize the activities such as Laying, Sitting, Standing, Walking, Walking downstairs and Walking upstairs. The results obtained show that, the KNN and Random Forest Algorithms gives 90.22% and 92.70% respectively of overall accuracy in detecting the activities.


2021 ◽  
Vol 12 (11) ◽  
pp. 1886-1891
Author(s):  
Sarthika Dutt, Et. al.

Dysgraphia is a disorder that affects writing skills. Dysgraphia Identification at an early age of a child's development is a difficult task.  It can be identified using problematic skills associated with Dysgraphia difficulty. In this study motor ability, space knowledge, copying skill, Visual Spatial Response are some of the features included for Dysgraphia identification. The features that affect Dysgraphia disability are analyzed using a feature selection technique EN (Elastic Net). The significant features are classified using machine learning techniques. The classification models compared are KNN (K-Nearest Neighbors), Naïve Bayes, Decision tree, Random Forest, SVM (Support Vector Machine) on the Dysgraphia dataset. Results indicate the highest performance of the Random forest classification model for Dysgraphia identification.


Author(s):  
Sagar Pathane ◽  
Uttam Patil ◽  
Nandini Sidnal

The agricultural commodity prices have a volatile nature which may increase or decrease inconsistently causing an adverse effect on the economy. The work carried out here for predicting prices of agricultural commodities is useful for the farmers because of which they can sow appropriate crop depending on its future price. Agriculture products have seasonal rates, these rates are spread over the entire year. If these rates are known/alerted to the farmers in advance, then it will be promising on ROI (Return on Investments). It requires that the rates of the agricultural products updated into the dataset of each state and each crop, in this application five crops are considered. The predictions are done based on neural networks Neuroph framework in java platform and also the previous years data. The results are produced on mobile application using android. Web based interface is also provided for displaying processed commodity rates in graphical interface. Agricultural experts can follow these graphs and predict market rates which can be informed to the farmers. The results will be provided based on the location of the users of this application.


Diagnostics ◽  
2021 ◽  
Vol 11 (3) ◽  
pp. 574
Author(s):  
Gennaro Tartarisco ◽  
Giovanni Cicceri ◽  
Davide Di Pietro ◽  
Elisa Leonardi ◽  
Stefania Aiello ◽  
...  

In the past two decades, several screening instruments were developed to detect toddlers who may be autistic both in clinical and unselected samples. Among others, the Quantitative CHecklist for Autism in Toddlers (Q-CHAT) is a quantitative and normally distributed measure of autistic traits that demonstrates good psychometric properties in different settings and cultures. Recently, machine learning (ML) has been applied to behavioral science to improve the classification performance of autism screening and diagnostic tools, but mainly in children, adolescents, and adults. In this study, we used ML to investigate the accuracy and reliability of the Q-CHAT in discriminating young autistic children from those without. Five different ML algorithms (random forest (RF), naïve Bayes (NB), support vector machine (SVM), logistic regression (LR), and K-nearest neighbors (KNN)) were applied to investigate the complete set of Q-CHAT items. Our results showed that ML achieved an overall accuracy of 90%, and the SVM was the most effective, being able to classify autism with 95% accuracy. Furthermore, using the SVM–recursive feature elimination (RFE) approach, we selected a subset of 14 items ensuring 91% accuracy, while 83% accuracy was obtained from the 3 best discriminating items in common to ours and the previously reported Q-CHAT-10. This evidence confirms the high performance and cross-cultural validity of the Q-CHAT, and supports the application of ML to create shorter and faster versions of the instrument, maintaining high classification accuracy, to be used as a quick, easy, and high-performance tool in primary-care settings.


2021 ◽  
Vol 11 (1) ◽  
Author(s):  
Sunhae Kim ◽  
Hye-Kyung Lee ◽  
Kounseok Lee

AbstractMinnesota Multiphasic Personality Inventory-2 (MMPI-2) is a widely used tool for early detection of psychological maladjustment and assessing the level of adaptation for a large group in clinical settings, schools, and corporations. This study aims to evaluate the utility of MMPI-2 in assessing suicidal risk using the results of MMPI-2 and suicidal risk evaluation. A total of 7,824 datasets collected from college students were analyzed. The MMPI-2-Resturcutred Clinical Scales (MMPI-2-RF) and the response results for each question of the Mini International Neuropsychiatric Interview (MINI) suicidality module were used. For statistical analysis, random forest and K-Nearest Neighbors (KNN) techniques were used with suicidal ideation and suicide attempt as dependent variables and 50 MMPI-2 scale scores as predictors. On applying the random forest method to suicidal ideation and suicidal attempts, the accuracy was 92.9% and 95%, respectively, and the Area Under the Curves (AUCs) were 0.844 and 0.851, respectively. When the KNN method was applied, the accuracy was 91.6% and 94.7%, respectively, and the AUCs were 0.722 and 0.639, respectively. The study confirmed that machine learning using MMPI-2 for a large group provides reliable accuracy in classifying and predicting the subject's suicidal ideation and past suicidal attempts.


Membranes ◽  
2021 ◽  
Vol 11 (8) ◽  
pp. 574
Author(s):  
Claudia F. Galinha ◽  
João G. Crespo

Membrane processes are complex systems, often comprising several physicochemical phenomena, as well as biological reactions, depending on the systems studied. Therefore, process modelling is a requirement to simulate (and predict) process and membrane performance, to infer about optimal process conditions, to assess fouling development, and ultimately, for process monitoring and control. Despite the actual dissemination of terms such as Machine Learning, the use of such computational tools to model membrane processes was regarded by many in the past as not useful from a scientific point-of-view, not contributing to the understanding of the phenomena involved. Despite the controversy, in the last 25 years, data driven, non-mechanistic modelling is being applied to describe different membrane processes and in the development of new modelling and monitoring approaches. Thus, this work aims at providing a personal perspective of the use of non-mechanistic modelling in membrane processes, reviewing the evolution supported in our own experience, gained as research group working in the field of membrane processes. Additionally, some guidelines are provided for the application of advanced mathematical tools to model membrane processes.


Electronics ◽  
2021 ◽  
Vol 10 (14) ◽  
pp. 1615
Author(s):  
Zeeshan Ali Khan ◽  
Ubaid Abbasi ◽  
Sung Won Kim

Low power wide area networks (LPWAN) are comprised of small devices having restricted processing resources and limited energy budget. These devices are connected with each other using communication protocols. Considering their available resources, these devices can be used in a number of different Internet of Things (IoT) applications. Another interesting paradigm is machine learning, which can also be integrated with LPWAN technology to embed intelligence into these IoT applications. These machine learning-based applications combine intelligence with LPWAN and prove to be a useful tool. One such IoT application is in the medical field, where they can be used to provide multiple services. In the scenario of the COVID-19 pandemic, the importance of LPWAN-based medical services has gained particular attention. This article describes various COVID-19-related healthcare services, using the the applications of machine learning and LPWAN in improving the medical domain during the current COVID-19 pandemic. We validate our idea with the help of a case study that describes a way to reduce the spread of any pandemic using LPWAN technology and machine learning. The case study compares k-Nearest Neighbors (KNN) and trust-based algorithms for mitigating the flow of virus spread. The simulation results show the effectiveness of KNN for curtailing the COVID-19 spread.


2021 ◽  
pp. 875529302110423
Author(s):  
Zoran Stojadinović ◽  
Miloš Kovačević ◽  
Dejan Marinković ◽  
Božidar Stojadinović

This article proposes a new framework for rapid earthquake loss assessment based on a machine learning damage classification model and a representative sampling algorithm. A random forest classification model predicts a damage probability distribution that, combined with an expert-defined repair cost matrix, enables the calculation of the expected repair costs for each building and, in aggregate, of direct losses in the earthquake-affected area. The proposed building representation does not include explicit information about the earthquake and the soil type. Instead, such information is implicitly contained in the spatial distribution of damage. To capture this distribution, a sampling algorithm, based on K-means clustering, is used to select a minimal number of buildings that represent the area of interest in terms of its seismic risk, independently of future earthquakes. To observe damage states in the representative set after an earthquake, the proposed framework utilizes a local network of trained damage assessors. The model is updated after each damage observation cycle, thus increasing the accuracy of the current loss assessment. The proposed framework is exemplified using the 2010 Kraljevo, Serbia earthquake dataset.


2020 ◽  
Vol 20 (1) ◽  
Author(s):  
Matthijs Blankers ◽  
Louk F. M. van der Post ◽  
Jack J. M. Dekker

Abstract Background Accurate prediction models for whether patients on the verge of a psychiatric criseis need hospitalization are lacking and machine learning methods may help improve the accuracy of psychiatric hospitalization prediction models. In this paper we evaluate the accuracy of ten machine learning algorithms, including the generalized linear model (GLM/logistic regression) to predict psychiatric hospitalization in the first 12 months after a psychiatric crisis care contact. We also evaluate an ensemble model to optimize the accuracy and we explore individual predictors of hospitalization. Methods Data from 2084 patients included in the longitudinal Amsterdam Study of Acute Psychiatry with at least one reported psychiatric crisis care contact were included. Target variable for the prediction models was whether the patient was hospitalized in the 12 months following inclusion. The predictive power of 39 variables related to patients’ socio-demographics, clinical characteristics and previous mental health care contacts was evaluated. The accuracy and area under the receiver operating characteristic curve (AUC) of the machine learning algorithms were compared and we also estimated the relative importance of each predictor variable. The best and least performing algorithms were compared with GLM/logistic regression using net reclassification improvement analysis and the five best performing algorithms were combined in an ensemble model using stacking. Results All models performed above chance level. We found Gradient Boosting to be the best performing algorithm (AUC = 0.774) and K-Nearest Neighbors to be the least performing (AUC = 0.702). The performance of GLM/logistic regression (AUC = 0.76) was slightly above average among the tested algorithms. In a Net Reclassification Improvement analysis Gradient Boosting outperformed GLM/logistic regression by 2.9% and K-Nearest Neighbors by 11.3%. GLM/logistic regression outperformed K-Nearest Neighbors by 8.7%. Nine of the top-10 most important predictor variables were related to previous mental health care use. Conclusions Gradient Boosting led to the highest predictive accuracy and AUC while GLM/logistic regression performed average among the tested algorithms. Although statistically significant, the magnitude of the differences between the machine learning algorithms was in most cases modest. The results show that a predictive accuracy similar to the best performing model can be achieved when combining multiple algorithms in an ensemble model.


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