scholarly journals A machine learning approach to univariate time series forecasting of quarterly earnings

2020 ◽  
Vol 55 (4) ◽  
pp. 1163-1179 ◽  
Author(s):  
Jan Alexander Fischer ◽  
Philipp Pohl ◽  
Dietmar Ratz
Keyword(s):  
Predictive Accuracy ◽  
Empirical Studies ◽  
Arima Model ◽  
Support Vector ◽  
Quarterly Earnings ◽  
Univariate Time Series ◽  
Machine Learning Approach ◽  
Historic Data ◽  
Univariate Model ◽  
Earnings Forecasting

Abstract We propose our quarterly earnings prediction (QEPSVR) model, which is based on epsilon support vector regression (ε-SVR), as a new univariate model for quarterly earnings forecasting. This follows the recommendations of Lorek (Adv Account 30:315–321, 2014. 10.1016/j.adiac.2014.09.008), who notes that although the model developed by Brown and Rozeff (J Account Res 17:179–189, 1979) (BR ARIMA) is advocated as still being the premier univariate model, it may no longer be suitable for describing recent quarterly earnings series. We conduct empirical studies on recent data to compare the predictive accuracy of the QEPSVR model to that of the BR ARIMA model under a multitude of conditions. Our results show that the predictive accuracy of the QEPSVR model significantly exceeds that of the BR ARIMA model under 24 out of the 28 tested experiment conditions. Furthermore, significance is achieved under all conditions considering short forecast horizons or limited availability of historic data. We therefore advocate the use of the QEPSVR model for firms performing short-term operational planning, for recently founded companies and for firms that have restructured their business model.

scholarly journals Propriedades das Séries Temporais dos Lucros Trimestrais das Empresas Brasileiras Negociadas em Bolsa

2010 ◽  
Vol 8 (3) ◽  
pp. 351
Author(s):  
Thiago Rocha Fabris ◽  
Newton Carneiro Affonso Da Costa Jr.
Keyword(s):  
Time Series ◽  
Arima Model ◽  
Net Income ◽  
Quarterly Earnings ◽  
Common Structure ◽  
Random Behavior ◽  
Random Walk With Drift ◽  
The 1960S ◽  
Earnings Forecasting ◽  
The U.S

Despite a highly debated subject abroad since the 1960s, mainly in the U.S., the literature about the time series properties of earnings is practically nonexistent in Brazil. Thus, this paper is designed to fill this gap by analyzing the time series behavior of quarterly earnings (operating and net) of a sample of 109 Brazilian listed companies during the period 1995 to 2008. To perform the study, we used five models of earnings forecasting that were previously estimated in the international literature, here called common-structure models, as well as using the Box and Jenkins (BJ) method to verify the possibility of finding a model appropriate to the conditions of the Brazilian market. Empirical evidence is provided showing that only operating earnings can be predicted. It is not possible to apply BJ method to predict net income, as it presents a random behavior, described by a random walk with drift. Also, it is not possible to identify any common-structure ARIMA model for all companies. A model should be identified individually for each company.

A Review on Machine-Learning Based Code Smell Detection Techniquesin Object-Oriented Software System(s)

2020 ◽  
Vol 13 ◽  
Author(s):  
Amandeep Kaur ◽  
Sushma Jain ◽  
Shivani Goel ◽  
Gaurav Dhiman
Keyword(s):  
Machine Learning ◽  
Programming Languages ◽  
Software Quality ◽  
Empirical Studies ◽  
Statistical Testing ◽  
Machine Learning Techniques ◽  
Support Vector ◽  
Code Smells ◽  
Detection Techniques ◽  
Code Smell

Context: Code smells are symptoms, that something may be wrong in software systems that can cause complications in maintaining software quality. In literature, there exists many code smells and their identification is far from trivial. Thus, several techniques have also been proposed to automate code smell detection in order to improve software quality. Objective: This paper presents an up-to-date review of simple and hybrid machine learning based code smell detection techniques and tools. Methods: We collected all the relevant research published in this field till 2020. We extracted the data from those articles and classified them into two major categories. In addition, we compared the selected studies based on several aspects like, code smells, machine learning techniques, datasets, programming languages used by datasets, dataset size, evaluation approach, and statistical testing. Results: Majority of empirical studies have proposed machine- learning based code smell detection tools. Support vector machine and decision tree algorithms are frequently used by the researchers. Along with this, a major proportion of research is conducted on Open Source Softwares (OSS) such as, Xerces, Gantt Project and ArgoUml. Furthermore, researchers paid more attention towards Feature Envy and Long Method code smells. Conclusion: We identified several areas of open research like, need of code smell detection techniques using hybrid approaches, need of validation employing industrial datasets, etc.

scholarly journals Modeling of Cutting Force in the Turning of AISI 4340 Using Gaussian Process Regression Algorithm

2021 ◽  
Vol 11 (9) ◽  
pp. 4055
Author(s):  
Mahdi S. Alajmi ◽  
Abdullah M. Almeshal
Keyword(s):  
Gaussian Process ◽  
Cutting Force ◽  
Predictive Accuracy ◽  
Gaussian Process Regression ◽  
Machining Process ◽  
Support Vector ◽  
Process Data ◽  
Cutting Force Prediction ◽  
Artificial Neural Network Ann ◽  
Aisi 4340

Machining process data can be utilized to predict cutting force and optimize process parameters. Cutting force is an essential parameter that has a significant impact on the metal turning process. In this study, a cutting force prediction model for turning AISI 4340 alloy steel was developed using Gaussian process regression (GPR), support vector machines (SVM), and artificial neural network (ANN) methods. The GPR simulations demonstrated a reliable prediction of surface roughness for the dry turning method with R2 = 0.9843, MAPE = 5.12%, and RMSE = 1.86%. Performance comparisons between GPR, SVM, and ANN show that GPR is an effective method that can ensure high predictive accuracy of the cutting force in the turning of AISI 4340.

Identifying neuroanatomical signatures of anorexia nervosa: a multivariate machine learning approach

2015 ◽  
Vol 45 (13) ◽  
pp. 2805-2812 ◽  
Author(s):  
L. Lavagnino ◽  
F. Amianto ◽  
B. Mwangi ◽  
F. D'Agata ◽  
A. Spalatro ◽  
...  
Keyword(s):  
Machine Learning ◽  
Anorexia Nervosa ◽  
Predictive Accuracy ◽  
Third Ventricle ◽  
Healthy Controls ◽  
Drive For Thinness ◽  
Individual Subject ◽  
Machine Learning Approach ◽  
Scan Data ◽  
Selection Operator

BackgroundThere are currently no neuroanatomical biomarkers of anorexia nervosa (AN) available to make clinical inferences at an individual subject level. We present results of a multivariate machine learning (ML) approach utilizing structural neuroanatomical scan data to differentiate AN patients from matched healthy controls at an individual subject level.MethodStructural neuroimaging scans were acquired from 15 female patients with AN (age = 20, s.d. = 4 years) and 15 demographically matched female controls (age = 22, s.d. = 3 years). Neuroanatomical volumes were extracted using the FreeSurfer software and input into the Least Absolute Shrinkage and Selection Operator (LASSO) multivariate ML algorithm. LASSO was ‘trained’ to identify ‘novel’ individual subjects as either AN patients or healthy controls. Furthermore, the model estimated the probability that an individual subject belonged to the AN group based on an individual scan.ResultsThe model correctly predicted 25 out of 30 subjects, translating into 83.3% accuracy (sensitivity 86.7%, specificity 80.0%) (p < 0.001; χ2 test). Six neuroanatomical regions (cerebellum white matter, choroid plexus, putamen, accumbens, the diencephalon and the third ventricle) were found to be relevant in distinguishing individual AN patients from healthy controls. The predicted probabilities showed a linear relationship with drive for thinness clinical scores (r = 0.52, p < 0.005) and with body mass index (BMI) (r = −0.45, p = 0.01).ConclusionsThe model achieved a good predictive accuracy and drive for thinness showed a strong neuroanatomical signature. These results indicate that neuroimaging scans coupled with ML techniques have the potential to provide information at an individual subject level that might be relevant to clinical outcomes.

Remote sensing inversion of water quality in coastal sea area based on machine learning: a case study of Shenzhen bay, China

2021 ◽  
Author(s):  
Xiaotong Zhu ◽  
Jinhui Jeanne Huang
Keyword(s):  
Machine Learning ◽  
Remote Sensing ◽  
Water Quality ◽  
Predictive Accuracy ◽  
Water Environment ◽  
Quality Parameters ◽  
Machine Learning Algorithms ◽  
Dynamic Monitoring ◽  
Support Vector ◽  
Seawater Quality

&lt;p&gt;Remote sensing monitoring has the characteristics of wide monitoring range, celerity, low cost for long-term dynamic monitoring of water environment. With the flourish of artificial intelligence, machine learning has enabled remote sensing inversion of seawater quality to achieve higher prediction accuracy. However, due to the physicochemical property of the water quality parameters, the performance of algorithms differs a lot. In order to improve the predictive accuracy of seawater quality parameters, we proposed a technical framework to identify the optimal machine learning algorithms using Sentinel-2 satellite and in-situ seawater sample data. In the study, we select three algorithms, i.e. support vector regression (SVR), XGBoost and deep learning (DL), and four seawater quality parameters, i.e. dissolved oxygen (DO), total dissolved solids (TDS), turbidity(TUR) and chlorophyll-a (Chla). The results show that SVR is a more precise algorithm to inverse DO (R&lt;sup&gt;2&lt;/sup&gt; = 0.81). XGBoost has the best accuracy for Chla and Tur inversion (R&lt;sup&gt;2&lt;/sup&gt; = 0.75 and 0.78 respectively) while DL performs better in TDS (R&lt;sup&gt;2&lt;/sup&gt; =0.789). Overall, this research provides a theoretical support for high precision remote sensing inversion of offshore seawater quality parameters based on machine learning.&lt;/p&gt;

Application of machine learning in predicting construction project profit in Ghana using Support Vector Regression Algorithm (SVRA)

2021 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Emmanuel Adinyira ◽  
Emmanuel Akoi-Gyebi Adjei ◽  
Kofi Agyekum ◽  
Frank Desmond Kofi Fugar
Keyword(s):  
Machine Learning ◽  
Support Vector Regression ◽  
Cash Flow ◽  
Predictive Accuracy ◽  
Model Development ◽  
Construction Project ◽  
Support Vector ◽  
Sensitivity Index ◽  
Content Type ◽  
Hyperparameter Selection

PurposeKnowledge of the effect of various cash-flow factors on expected project profit is important to effectively manage productivity on construction projects. This study was conducted to develop and test the sensitivity of a Machine Learning Support Vector Regression Algorithm (SVRA) to predict construction project profit in Ghana.Design/methodology/approachThe study relied on data from 150 institutional projects executed within the past five years (2014–2018) in developing the model. Eighty percent (80%) of the data from the 150 projects was used at hyperparameter selection and final training phases of the model development and the remaining 20% for model testing. Using MATLAB for Support Vector Regression, the parameters available for tuning were the epsilon values, the kernel scale, the box constraint and standardisations. The sensitivity index was computed to determine the degree to which the independent variables impact the dependent variable.FindingsThe developed model's predictions perfectly fitted the data and explained all the variability of the response data around its mean. Average predictive accuracy of 73.66% was achieved with all the variables on the different projects in validation. The developed SVR model was sensitive to labour and loan.Originality/valueThe developed SVRA combines variation, defective works and labour with other financial constraints, which have been the variables used in previous studies. It will aid contractors in predicting profit on completion at commencement and also provide information on the effect of changes to cash-flow factors on profit.

scholarly journals Novel Genetic Variants of Hepatitis B Virus in Fulminant Hepatitis

2017 ◽  
Vol 2017 ◽  
pp. 1-6 ◽  
Author(s):  
Jack Bee Chook ◽  
Yun Fong Ngeow ◽  
Kok Keng Tee ◽  
Suat Cheng Peh ◽  
Rosmawati Mohamed
Keyword(s):  
Hepatitis B Virus ◽  
Hepatitis B ◽  
Predictive Value ◽  
Fulminant Hepatitis ◽  
Predictive Accuracy ◽  
Stop Codon ◽  
Acute Infection ◽  
Support Vector ◽  
Svm Model ◽  
B Virus

Fulminant hepatitis (FH) is a life-threatening liver disease characterised by intense immune attack and massive liver cell death. The common precore stop codon mutation of hepatitis B virus (HBV), A1896, is frequently associated with FH, but lacks specificity. This study attempts to uncover all possible viral nucleotides that are specifically associated with FH through a compiled sequence analysis of FH and non-FH cases from acute infection. We retrieved 67 FH and 280 acute non-FH cases of hepatitis B from GenBank and applied support vector machine (SVM) model to seek candidate nucleotides highly predictive of FH. Six best candidates with top predictive accuracy, 92.5%, were used to build a SVM model; they are C2129 (85.3%), T720 (83.0%), Y2131 (82.4%), T2013 (82.1%), K2048 (82.1%), and A2512 (82.1%). This model gave a high specificity (99.3%), positive predictive value (95.6%), and negative predictive value (92.1%), but only moderate sensitivity (64.2%). We successfully built a SVM model comprising six variants that are highly predictive and specific for FH: four in the core region and one each in the polymerase and the surface regions. These variants indicate that intracellular virion/core retention could play an important role in the progression to FH.

scholarly journals Distribution Grids Fault Location employing ST based Optimized Machine Learning Approach

Energies ◽  
2018 ◽  
Vol 11 (9) ◽  
pp. 2328 ◽  
Author(s):  
Md Shafiullah ◽  
M. Abido ◽  
Taher Abdel-Fattah
Keyword(s):  
Machine Learning ◽  
Fault Location ◽  
Percentage Error ◽  
Support Vector ◽  
Learning Approach ◽  
Efficiency Coefficient ◽  
Learning Tools ◽  
Performance Indices ◽  
Machine Learning Approach ◽  
Distribution Grids

Precise information of fault location plays a vital role in expediting the restoration process, after being subjected to any kind of fault in power distribution grids. This paper proposed the Stockwell transform (ST) based optimized machine learning approach, to locate the faults and to identify the faulty sections in the distribution grids. This research employed the ST to extract useful features from the recorded three-phase current signals and fetches them as inputs to different machine learning tools (MLT), including the multilayer perceptron neural networks (MLP-NN), support vector machines (SVM), and extreme learning machines (ELM). The proposed approach employed the constriction-factor particle swarm optimization (CF-PSO) technique, to optimize the parameters of the SVM and ELM for their better generalization performance. Hence, it compared the obtained results of the test datasets in terms of the selected statistical performance indices, including the root mean squared error (RMSE), mean absolute percentage error (MAPE), percent bias (PBIAS), RMSE-observations to standard deviation ratio (RSR), coefficient of determination (R2), Willmott’s index of agreement (WIA), and Nash–Sutcliffe model efficiency coefficient (NSEC) to confirm the effectiveness of the developed fault location scheme. The satisfactory values of the statistical performance indices, indicated the superiority of the optimized machine learning tools over the non-optimized tools in locating faults. In addition, this research confirmed the efficacy of the faulty section identification scheme based on overall accuracy. Furthermore, the presented results validated the robustness of the developed approach against the measurement noise and uncertainties associated with pre-fault loading condition, fault resistance, and inception angle.

scholarly journals Predicting Stock Market Index Using Hybrid Intelligence Model

2018 ◽  
Vol 7 (3.15) ◽  
pp. 36 ◽  
Author(s):  
Sarah Nadirah Mohd Johari ◽  
Fairuz Husna Muhamad Farid ◽  
Nur Afifah Enara Binti Nasrudin ◽  
Nur Sarah Liyana Bistamam ◽  
Nur Syamira Syamimi Muhammad Shuhaili
Keyword(s):  
Time Series ◽  
Stock Prices ◽  
Linear Models ◽  
Forecast Error ◽  
Arima Model ◽  
Real Data ◽  
Stock Index ◽  
Support Vector ◽  
Ann Model ◽  
Stock Market Index

Predicting financial market changes is an important issue in time series analysis, receiving an increasing attention due to financial crisis. Autoregressive integrated moving average (ARIMA) model has been one of the most widely used linear models in time series forecasting but ARIMA model cannot capture nonlinear patterns easily. Generalized autoregressive conditional heteroscedasticity (GARCH) model applied understanding of volatility depending to the estimation of previous forecast error and current volatility, improving ARIMA model. Support vector machine (SVM) and artificial neural network (ANN) have been successfully applied in solving nonlinear regression estimation problems. This study proposes hybrid methodology that exploits unique strength of GARCH + SVM model, and GARCH + ANN model in forecasting stock index. Real data sets of stock prices FTSE Bursa Malaysia KLCI were used to examine the forecasting accuracy of the proposed model. The results shows that the proposed hybrid model achieves best forecasting compared to other model.  

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