scholarly journals Fractional differentiation and its use in machine learning

2021 ◽  
Author(s):  
Rafał Walasek ◽  
Janusz Gajda
Keyword(s):  
Machine Learning ◽  
Time Series ◽  
Stock Prices ◽  
Predictive Power ◽  
Mean Absolute Error ◽  
Real Data ◽  
Absolute Error ◽  
Mean Square ◽  
Fractional Differentiation ◽  
Stock Indexes

AbstractThis article covers the implementation of fractional (non-integer order) differentiation on real data of four datasets based on stock prices of main international stock indexes: WIG 20, S&P 500, DAX and Nikkei 225. This concept has been proposed by Lopez de Prado [5] to find the most appropriate balance between zero differentiation and fully differentiated time series. The aim is making time series stationary while keeping its memory and predictive power. In addition, this paper compares fractional and classical differentiation in terms of the effectiveness of artificial neural networks. Root mean square error (RMSE) and mean absolute error (MAE) are employed in this comparison. Our investigations have determined the conclusion that fractional differentiation plays an important role and leads to more accurate predictions in case of ANN.

Explanation Plus Prediction—The Logical Focus of Project Management Research

2021 ◽  
pp. 875697282199994
Author(s):  
Joseph F. Hair ◽  
Marko Sarstedt
Keyword(s):  
Project Management ◽  
Statistical Models ◽  
Predictive Power ◽  
Mean Absolute Error ◽  
Explanatory Power ◽  
Absolute Error ◽  
Model Parameters ◽  
Mean Square ◽  
Management Research ◽  
The Mean

Most project management research focuses almost exclusively on explanatory analyses. Evaluation of the explanatory power of statistical models is generally based on F-type statistics and the R 2 metric, followed by an assessment of the model parameters (e.g., beta coefficients) in terms of their significance, size, and direction. However, these measures are not indicative of a model’s predictive power, which is central for deriving managerial recommendations. We recommend that project management researchers routinely use additional metrics, such as the mean absolute error or the root mean square error, to accurately quantify their statistical models’ predictive power.

scholarly journals Implemetasi Model Autoregressive (AR) Dan Autoregressive Conditional Heteroskedasticity (ARCH) Untuk Memprediksi Harga Emas

2018 ◽  
Vol 3 (2) ◽  
pp. 29
Author(s):  
Ni Luh Ketut Dwi Murniati ◽  
Indwiarti Indwiarti ◽  
Aniq Atiqi Rohmawati
Keyword(s):  
Time Series ◽  
Maximum Likelihood ◽  
Mean Absolute Error ◽  
Likelihood Estimation ◽  
Absolute Error ◽  
Gold Price ◽  
Conditional Heteroskedasticity ◽  
Mean Square ◽  
Basic Information ◽  
Estimation Of Parameters

Gold is a one of  high selling value items in the market, and it  can be used as an investment item. The price of gold in the market tends to be stable and not undergoing too significant changes which makes gold be a very valuable item. The aim of this research is to predict gold price using AR (1) and ARCH (1) model which are the part of time series methods. The data of gold price is obtained from ANTAM's daily historical website from 2007 - 2017. Here, the basic information about data is given by using descriptive statistic and the estimation of parameters in each model is condacted by using <em>Maximum Likelihood Estimation</em> (MLE). To evaluate the model, <em>Mean Absolute Error</em> (MAE) and <em>Root Mean Square Error</em> (RMSE) are used. In this research, the estimated model of AR (1) and ARCH (1) given as X_t = -0.012X_{t-1}+epsion_t and X_t = epsilon_t sqrt{0.000053+0.011958X^2_{t-1}} respectively. Moreover, the result of MAE and RMSE using AR (1) model are 0.0261 and 0.0342 respectively, meanwhile for ARCH (1) model  are 0.0170 and 0.0251 respectively.

PEMODELAN PREDIKTIF KONSUMSI ENERGI BANGUNAN GEDUNG KOMERSIAL DENGAN ALGORITMA SUPPORT VECTOR MACHINE

2018 ◽  
Vol 14 (2) ◽  
pp. 225
Author(s):  
Indriyanti Indriyanti ◽  
Agus Subekti
Keyword(s):  
Machine Learning ◽  
Support Vector Machine ◽  
Root Mean Square Error ◽  
Mean Square Error ◽  
Root Mean Square ◽  
Mean Absolute Error ◽  
Absolute Error ◽  
Support Vector ◽  
Mean Square

Konsumsi energi bangunan yang semakin meningkat mendorong para peneliti untuk membangun sebuah model prediksi dengan menerapkan metode machine learning, namun masih belum diketahui model yang paling akurat. Model prediktif untuk konsumsi energi bangunan komersial penting untuk konservasi energi. Dengan menggunakan model yang tepat, kita dapat membuat desain bangunan yang lebih efisien dalam penggunaan energi. Dalam tulisan ini, kami mengusulkan model prediktif berdasarkan metode pembelajaran mesin untuk mendapatkan model terbaik dalam memprediksi total konsumsi energi. Algoritma yang digunakan yaitu SMOreg dan LibSVM dari kelas Support Vector Machine, kemudian untuk evaluasi model berdasarkan nilai Mean Absolute Error dan Root Mean Square Error. Dengan menggunakan dataset publik yang tersedia, kami mengembangkan model berdasarkan pada mesin vektor pendukung untuk regresi. Hasil pengujian kedua algoritma tersebut diketahui bahwa algoritma SMOreg memiliki akurasi lebih baik karena memiliki nilai MAE dan RMSE sebesar 4,70 dan 10,15, sedangkan untuk model LibSVM memiliki nilai MAE dan RMSE sebesar 9,37 dan 14,45. Kami mengusulkan metode berdasarkan algoritma SMOreg karena kinerjanya lebih baik.

scholarly journals Performance Evolution of Different Machine Learning Algorithms for Prediction of Liver Disease

2019 ◽  
Vol 9 (2) ◽  
pp. 1115-1122
Keyword(s):  
Machine Learning ◽  
Mean Absolute Error ◽  
Absolute Error ◽  
Machine Learning Algorithms ◽  
Support Vector ◽  
Nearest Neighbour ◽  
Mean Square ◽  
Vector Machines ◽  
Point Of No Return ◽  
Liver Infection

Liver malady is an overall medical issue that is related with different inconveniences and high mortality. It is of basic significance that illness be recognized before such huge numbers of these lives can be spared. The phases of liver ailment are a significant viewpoint for focused treatment. It is a terribly troublesome undertaking for therapeutic analysts to foresee the disease inside the beginning times on account of sensitive manifestations. Generally the side effects become evident once it's past the point of no return. To beat this issue, we have liver infection forecast. Liver sickness might be distinguished with incalculable order systems, and these have been classified the utilization forecast of a number highlights and classifier blends. In this investigation, we applied five sort of classifiers that is Naïve Bayes, logistic regression, support vector machines, Random Forest, K Nearest Neighbour for the examination of liver malady. The classification exhibitions are assessed with 5 distinctive by and large execution measurements, i.e., precision, kappa, Mean absolute error (MAE), Root mean square error (RMSE), and F measures. The objective of this query work is to foresee liver infection with different machine learning and pick most efficient algorithm.

scholarly journals DETEKSI SEBARAN MUATAN PADATAN TERSUSPENSI DENGAN MODEL EMPIRIS DAN MODEL SEMI-ANALITIK DI PERAIRAN BEKASI

2020 ◽  
Vol 12 (2) ◽  
pp. 341-351
Author(s):  
Pingkan Mayestika Afgatiani ◽  
Maryani Hartuti ◽  
Syarif Budhiman
Keyword(s):  
Time Series ◽  
Mean Absolute Error ◽  
Absolute Error ◽  
Google Earth ◽  
Landsat 8 ◽  
Surface Reflectance ◽  
Mean Square ◽  
Itu Model ◽  
Google Earth Engine

Salah satu parameter dalam kualitas air adalah muatan padatan tersuspensi (MPT). Muatan padatan tersuspensi terdiri dari lumpur, pasir dan jasad renik yang disebabkan pengikisan tanah yang terbawa ke badan air. Penelitian ini bertujuan untuk mendeteksi sedimen tersuspensi di perairan Bekasi. Landsat 8 digunakan untuk analisis padatan tersuspensi dengan platform Google Earth Engine dengan membandingkan antara model empiris dan semi-analitik. Alur studi ini meliputi deliniasi wilayah non air menggunakan data citra surface reflectance, analisis MPT, dan visualisasi. Selanjutnya dilakukan validasi dengan data in situ, pemilihan model dan implementasi time series. Hasil deteksi MPT tertampil dengan tampilan warna yang berbeda sesuai dengan konsentrasinya. Hasil uji validasi dengan data in situ menunjukkan nilai Normalized Mean Absolute Error (NMAE) model semi-analitik lebih mendekati syarat minimum yaitu sebesar 66,8%, berbeda jauh dengan model empiris sebesar 43768%. Nilai Root Mean Square Error (RMSE) pun terlihat bahwa model semi-analitik menghasilkan nilai yang jauh lebih kecil sebesar 51,4 dan model empiris sebesar 58577,2. Hal ini menunjukkan bahwa model semi-analitik memiliki nilai yang lebih baik dalam mendeteksi sebaran MPT. Analisis time series menunjukkan bahwa persebaran MPT tahun 2015 – 2019 di perairan pesisir memiliki sebaran MPT yang sangat tinggi, karena banyaknya tambak dan muara sungai. Oleh karena itu, model semi-analitik lebih direkomendasikan untuk mengestimasi konsentrasi MPT dibandingkan dengan model empiris.

scholarly journals Detection and Severity Evaluation of Combined Rail Defects Using Deep Learning

Vibration ◽  
2021 ◽  
Vol 4 (2) ◽  
pp. 341-356
Author(s):  
Jessada Sresakoolchai ◽  
Sakdirat Kaewunruen
Keyword(s):  
Neural Network ◽  
Machine Learning ◽  
Deep Learning ◽  
Mean Absolute Error ◽  
Absolute Error ◽  
Machine Learning Techniques ◽  
Rolling Stock ◽  
Raw Data ◽  
Learning Techniques ◽  
Combined Defects

Various techniques have been developed to detect railway defects. One of the popular techniques is machine learning. This unprecedented study applies deep learning, which is a branch of machine learning techniques, to detect and evaluate the severity of rail combined defects. The combined defects in the study are settlement and dipped joint. Features used to detect and evaluate the severity of combined defects are axle box accelerations simulated using a verified rolling stock dynamic behavior simulation called D-Track. A total of 1650 simulations are run to generate numerical data. Deep learning techniques used in the study are deep neural network (DNN), convolutional neural network (CNN), and recurrent neural network (RNN). Simulated data are used in two ways: simplified data and raw data. Simplified data are used to develop the DNN model, while raw data are used to develop the CNN and RNN model. For simplified data, features are extracted from raw data, which are the weight of rolling stock, the speed of rolling stock, and three peak and bottom accelerations from two wheels of rolling stock. In total, there are 14 features used as simplified data for developing the DNN model. For raw data, time-domain accelerations are used directly to develop the CNN and RNN models without processing and data extraction. Hyperparameter tuning is performed to ensure that the performance of each model is optimized. Grid search is used for performing hyperparameter tuning. To detect the combined defects, the study proposes two approaches. The first approach uses one model to detect settlement and dipped joint, and the second approach uses two models to detect settlement and dipped joint separately. The results show that the CNN models of both approaches provide the same accuracy of 99%, so one model is good enough to detect settlement and dipped joint. To evaluate the severity of the combined defects, the study applies classification and regression concepts. Classification is used to evaluate the severity by categorizing defects into light, medium, and severe classes, and regression is used to estimate the size of defects. From the study, the CNN model is suitable for evaluating dipped joint severity with an accuracy of 84% and mean absolute error (MAE) of 1.25 mm, and the RNN model is suitable for evaluating settlement severity with an accuracy of 99% and mean absolute error (MAE) of 1.58 mm.

scholarly journals Application of Novel Machine Learning Techniques for Predicting the Surface Chloride Concentration in Concrete Containing Waste Material

Materials ◽  
2021 ◽  
Vol 14 (9) ◽  
pp. 2297
Author(s):  
Ayaz Ahmad ◽  
Furqan Farooq ◽  
Krzysztof Adam Ostrowski ◽  
Klaudia Śliwa-Wieczorek ◽  
Slawomir Czarnecki
Keyword(s):  
Machine Learning ◽  
Mean Square Error ◽  
Gene Expression Programming ◽  
Chloride Concentration ◽  
Absolute Error ◽  
Chloride Ions ◽  
Machine Learning Techniques ◽  
Extensive Literature ◽  
Mean Square ◽  
Chloride Concentrations

Structures located on the coast are subjected to the long-term influence of chloride ions, which cause the corrosion of steel reinforcements in concrete elements. This corrosion severely affects the performance of the elements and may shorten the lifespan of an entire structure. Even though experimental activities in laboratories might be a solution, they may also be problematic due to time and costs. Thus, the application of individual machine learning (ML) techniques has been investigated to predict surface chloride concentrations (Cc) in marine structures. For this purpose, the values of Cc in tidal, splash, and submerged zones were collected from an extensive literature survey and incorporated into the article. Gene expression programming (GEP), the decision tree (DT), and an artificial neural network (ANN) were used to predict the surface chloride concentrations, and the most accurate algorithm was then selected. The GEP model was the most accurate when compared to ANN and DT, which was confirmed by the high accuracy level of the K-fold cross-validation and linear correlation coefficient (R2), mean absolute error (MAE), mean square error (MSE), and root mean square error (RMSE) parameters. As is shown in the article, the proposed method is an effective and accurate way to predict the surface chloride concentration without the inconveniences of laboratory tests.

Modeling of Psychomotor Reactions of a Person Based on Modification of the Tapping Test

2021 ◽  
pp. 190-200
Author(s):  
Lesia Mochurad ◽  
Yaroslav Hladun
Keyword(s):  
Neural Network ◽  
Machine Learning ◽  
Time Series ◽  
Real Data ◽  
Finger Tapping ◽  
Similar Distribution ◽  
Model Learning ◽  
Machine Learning Model ◽  
Finger Tapping Test

The paper considers the method for analysis of a psychophysical state of a person on psychomotor indicators – finger tapping test. The app for mobile phone that generalizes the classic tapping test is developed for experiments. Developed tool allows collecting samples and analyzing them like individual experiments and like dataset as a whole. The data based on statistical methods and optimization of hyperparameters is investigated for anomalies, and an algorithm for reducing their number is developed. The machine learning model is used to predict different features of the dataset. These experiments demonstrate the data structure obtained using finger tapping test. As a result, we gained knowledge of how to conduct experiments for better generalization of the model in future. A method for removing anomalies is developed and it can be used in further research to increase an accuracy of the model. Developed model is a multilayer recurrent neural network that works well with the classification of time series. Error of model learning on a synthetic dataset is 1.5% and on a real data from similar distribution is 5%.

scholarly journals Direct Calculation of Thermodynamic Wet-Bulb Temperature as a Function of Pressure and Elevation

2013 ◽  
Vol 30 (8) ◽  
pp. 1757-1765 ◽  
Author(s):  
Sayed-Hossein Sadeghi ◽  
Troy R. Peters ◽  
Douglas R. Cobos ◽  
Henry W. Loescher ◽  
Colin S. Campbell
Keyword(s):  
Air Temperature ◽  
Mean Absolute Error ◽  
Direct Calculation ◽  
Ambient Air ◽  
Absolute Error ◽  
Mean Square ◽  
Air Temperatures ◽  
Order Polynomial ◽  
The Mean ◽  
Very High

Abstract A simple analytical method was developed for directly calculating the thermodynamic wet-bulb temperature from air temperature and the vapor pressure (or relative humidity) at elevations up to 4500 m above MSL was developed. This methodology was based on the fact that the wet-bulb temperature can be closely approximated by a second-order polynomial in both the positive and negative ranges in ambient air temperature. The method in this study builds upon this understanding and provides results for the negative range of air temperatures (−17° to 0°C), so that the maximum observed error in this area is equal to or smaller than −0.17°C. For temperatures ≥0°C, wet-bulb temperature accuracy was ±0.65°C, and larger errors corresponded to very high temperatures (Ta ≥ 39°C) and/or very high or low relative humidities (5% &lt; RH &lt; 10% or RH &gt; 98%). The mean absolute error and the root-mean-square error were 0.15° and 0.2°C, respectively.

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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