scholarly journals Short-Term Traffic Prediction considering Spatial-Temporal Characteristics of Freeway Flow

2021 ◽  
Vol 2021 ◽  
pp. 1-15
Author(s):  
Jiaqi Wang ◽  
Yingying Ma ◽  
Xianling Yang ◽  
Teng Li ◽  
Haoxi Wei
Keyword(s):  
Prediction Model ◽  
Short Term Memory ◽  
Gaussian Mixture ◽  
Traffic Prediction ◽  
Collaborative Management ◽  
Support Vector ◽  
K Nearest Neighbor ◽  
Short Term ◽  
Temporal Characteristics ◽  
Leibler Divergence

This paper presents a short-term traffic prediction method, which takes the historical data of upstream points and prediction point itself and their spatial-temporal characteristics into consideration. First, the Gaussian mixture model (GMM) based on Kullback–Leibler divergence and Grey relation analysis coefficient calculated by the data in the corresponding period is proposed. It can select upstream points that have a great impact on prediction point to reduce computation and increase accuracy in the next prediction work. Second, the hybrid model constructed by long short-term memory and K-nearest neighbor (LSTM-KNN) algorithm using transformed grey wolf optimization is discussed. Parallel computing is used in this part to reduce complexity. Third, some meaningful experiments are carried out using real data with different upstream points, time steps, and prediction model structures. The results show that GMM can improve the accuracy of the multifactor models, such as the support vector machines, the KNN, and the multi-LSTM. Compared with other conventional models, the TGWO-LSTM-KNN prediction model has better accuracy and stability. Since the proposed method is able to export the prediction dataset of upstream and prediction points simultaneously, it can be applied to collaborative management and also has good potential prospects for application in freeway networks.

scholarly journals Portfolio Optimization-Based Stock Prediction Using Long-Short Term Memory Network in Quantitative Trading

2020 ◽  
Vol 10 (2) ◽  
pp. 437 ◽  
Author(s):  
Van-Dai Ta ◽  
CHUAN-MING Liu ◽  
Direselign Addis Tadesse
Keyword(s):  
Prediction Model ◽  
Portfolio Optimization ◽  
Short Term Memory ◽  
Historical Data ◽  
Optimization Techniques ◽  
Support Vector ◽  
Stock Prediction ◽  
Short Term ◽  
Term Memory ◽  
Long Short Term Memory

In quantitative trading, stock prediction plays an important role in developing an effective trading strategy to achieve a substantial return. Prediction outcomes also are the prerequisites for active portfolio construction and optimization. However, the stock prediction is a challenging task because of the diversified factors involved such as uncertainty and instability. Most of the previous research focuses on analyzing financial historical data based on statistical techniques, which is known as a type of time series analysis with limited achievements. Recently, deep learning techniques, specifically recurrent neural network (RNN), has been designed to work with sequence prediction. In this paper, a long short-term memory (LSTM) network, which is a special kind of RNN, is proposed to predict stock movement based on historical data. In order to construct an efficient portfolio, multiple portfolio optimization techniques, including equal-weighted modeling (EQ), simulation modeling Monte Carlo simulation (MCS), and optimization modeling mean variant optimization (MVO), are used to improve the portfolio performance. The results showed that our proposed LSTM prediction model works efficiently by obtaining high accuracy from stock prediction. The constructed portfolios based on the LSTM prediction model outperformed other constructed portfolios-based prediction models such as linear regression and support vector machine. In addition, optimization techniques showed a significant improvement in the return and Sharpe ratio of the constructed portfolios. Furthermore, our constructed portfolios beat the benchmark Standard and Poor 500 (S&P 500) index in both active returns and Sharpe ratios.

Using Machine Learning Algorithms on Prediction of Stock Price

2020 ◽  
Vol 12 (2) ◽  
pp. 84-99
Author(s):  
Li-Pang Chen
Keyword(s):  
Machine Learning ◽  
Stock Price ◽  
Short Term Memory ◽  
Machine Learning Algorithms ◽  
Machine Learning Techniques ◽  
Support Vector ◽  
Short Term ◽  
Learning Techniques ◽  
Historical Database ◽  
Long Short Term Memory

In this paper, we investigate analysis and prediction of the time-dependent data. We focus our attention on four different stocks are selected from Yahoo Finance historical database. To build up models and predict the future stock price, we consider three different machine learning techniques including Long Short-Term Memory (LSTM), Convolutional Neural Networks (CNN) and Support Vector Regression (SVR). By treating close price, open price, daily low, daily high, adjusted close price, and volume of trades as predictors in machine learning methods, it can be shown that the prediction accuracy is improved.

scholarly journals Predicting Future Occurrence of Acute Hypotensive Episodes Using Noninvasive and Invasive Features

2021 ◽  
Vol 186 (Supplement_1) ◽  
pp. 445-451
Author(s):  
Yifei Sun ◽  
Navid Rashedi ◽  
Vikrant Vaze ◽  
Parikshit Shah ◽  
Ryan Halter ◽  
...  
Keyword(s):  
Machine Learning ◽  
Support Vector Machine ◽  
Real World ◽  
Short Term Memory ◽  
Model Performance ◽  
Learning Technologies ◽  
Machine Learning Algorithms ◽  
Support Vector ◽  
K Nearest Neighbor ◽  
Continuous Map

ABSTRACT Introduction Early prediction of the acute hypotensive episode (AHE) in critically ill patients has the potential to improve outcomes. In this study, we apply different machine learning algorithms to the MIMIC III Physionet dataset, containing more than 60,000 real-world intensive care unit records, to test commonly used machine learning technologies and compare their performances. Materials and Methods Five classification methods including K-nearest neighbor, logistic regression, support vector machine, random forest, and a deep learning method called long short-term memory are applied to predict an AHE 30 minutes in advance. An analysis comparing model performance when including versus excluding invasive features was conducted. To further study the pattern of the underlying mean arterial pressure (MAP), we apply a regression method to predict the continuous MAP values using linear regression over the next 60 minutes. Results Support vector machine yields the best performance in terms of recall (84%). Including the invasive features in the classification improves the performance significantly with both recall and precision increasing by more than 20 percentage points. We were able to predict the MAP with a root mean square error (a frequently used measure of the differences between the predicted values and the observed values) of 10 mmHg 60 minutes in the future. After converting continuous MAP predictions into AHE binary predictions, we achieve a 91% recall and 68% precision. In addition to predicting AHE, the MAP predictions provide clinically useful information regarding the timing and severity of the AHE occurrence. Conclusion We were able to predict AHE with precision and recall above 80% 30 minutes in advance with the large real-world dataset. The prediction of regression model can provide a more fine-grained, interpretable signal to practitioners. Model performance is improved by the inclusion of invasive features in predicting AHE, when compared to predicting the AHE based on only the available, restricted set of noninvasive technologies. This demonstrates the importance of exploring more noninvasive technologies for AHE prediction.

scholarly journals PlncRNA-HDeep: plant long noncoding RNA prediction using hybrid deep learning based on two encoding styles

2021 ◽  
Vol 22 (S3) ◽  
Author(s):  
Jun Meng ◽  
Qiang Kang ◽  
Zheng Chang ◽  
Yushi Luan
Keyword(s):  
Deep Learning ◽  
Noncoding Rna ◽  
Nearest Neighbor ◽  
Short Term Memory ◽  
Biological Activities ◽  
Support Vector ◽  
Multiple Perspectives ◽  
K Nearest Neighbor ◽  
Rna Sequences ◽  
Deep Learning Model

Abstract Background Long noncoding RNAs (lncRNAs) play an important role in regulating biological activities and their prediction is significant for exploring biological processes. Long short-term memory (LSTM) and convolutional neural network (CNN) can automatically extract and learn the abstract information from the encoded RNA sequences to avoid complex feature engineering. An ensemble model learns the information from multiple perspectives and shows better performance than a single model. It is feasible and interesting that the RNA sequence is considered as sentence and image to train LSTM and CNN respectively, and then the trained models are hybridized to predict lncRNAs. Up to present, there are various predictors for lncRNAs, but few of them are proposed for plant. A reliable and powerful predictor for plant lncRNAs is necessary. Results To boost the performance of predicting lncRNAs, this paper proposes a hybrid deep learning model based on two encoding styles (PlncRNA-HDeep), which does not require prior knowledge and only uses RNA sequences to train the models for predicting plant lncRNAs. It not only learns the diversified information from RNA sequences encoded by p-nucleotide and one-hot encodings, but also takes advantages of lncRNA-LSTM proposed in our previous study and CNN. The parameters are adjusted and three hybrid strategies are tested to maximize its performance. Experiment results show that PlncRNA-HDeep is more effective than lncRNA-LSTM and CNN and obtains 97.9% sensitivity, 95.1% precision, 96.5% accuracy and 96.5% F1 score on Zea mays dataset which are better than those of several shallow machine learning methods (support vector machine, random forest, k-nearest neighbor, decision tree, naive Bayes and logistic regression) and some existing tools (CNCI, PLEK, CPC2, LncADeep and lncRNAnet). Conclusions PlncRNA-HDeep is feasible and obtains the credible predictive results. It may also provide valuable references for other related research.

An application of backtracking search optimization–based least squares support vector machine for prediction of short-term wind speed

2019 ◽  
Vol 44 (3) ◽  
pp. 266-281 ◽  
Author(s):  
Zhongda Tian ◽  
Yi Ren ◽  
Gang Wang
Keyword(s):  
Support Vector Machine ◽  
Wind Speed ◽  
Prediction Model ◽  
Least Squares ◽  
Support Vector ◽  
Short Term ◽  
Backtracking Search ◽  
Wind Speed Prediction ◽  
Search Optimization ◽  
Speed Prediction

Wind speed prediction is an important technology in the wind power field; however, because of their chaotic nature, predicting wind speed accurately is difficult. Aims at this challenge, a backtracking search optimization–based least squares support vector machine model is proposed for short-term wind speed prediction. In this article, the least squares support vector machine is chosen as the short-term wind speed prediction model and backtracking search optimization algorithm is used to optimize the important parameters which influence the least squares support vector machine regression model. Furthermore, the optimal parameters of the model are obtained, and the short-term wind speed prediction model of least squares support vector machine is established through parameter optimization. For time-varying systems similar to short-term wind speed time series, a model updating method based on prediction error accuracy combined with sliding window strategy is proposed. When the prediction model does not match the actual short-term wind model, least squares support vector machine trains and re-establishes. This model updating method avoids the mismatch problem between prediction model and actual wind speed data. The actual collected short-term wind speed time series is used as the research object. Multi-step prediction simulation of short-term wind speed is carried out. The simulation results show that backtracking search optimization algorithm–based least squares support vector machine model has higher prediction accuracy and reliability for the short-term wind speed. At the same time, the prediction performance indicators are also improved. The prediction result is that root mean square error is 0.1248, mean absolute error is 0.1374, mean absolute percentile error is 0.1589% and R2 is 0.9648. When the short-term wind speed varies from 0 to 4 m/s, the average value of absolute prediction error is 0.1113 m/s, and average value of absolute relative prediction error is 8.7111%. The proposed prediction model in this article has high engineering application value.

A semiautomatic annotation approach for sentiment analysis

2021 ◽  
pp. 016555152110065
Author(s):  
Rahma Alahmary ◽  
Hmood Al-Dossari
Keyword(s):  
Deep Learning ◽  
Sentiment Analysis ◽  
Short Term Memory ◽  
Machine Learning Algorithms ◽  
Support Vector ◽  
Short Term ◽  
Term Memory ◽  
Annotation Process ◽  
Learning Classifiers ◽  
Long Short Term Memory

Sentiment analysis (SA) aims to extract users’ opinions automatically from their posts and comments. Almost all prior works have used machine learning algorithms. Recently, SA research has shown promising performance in using the deep learning approach. However, deep learning is greedy and requires large datasets to learn, so it takes more time for data annotation. In this research, we proposed a semiautomatic approach using Naïve Bayes (NB) to annotate a new dataset in order to reduce the human effort and time spent on the annotation process. We created a dataset for the purpose of training and testing the classifier by collecting Saudi dialect tweets. The dataset produced from the semiautomatic model was then used to train and test deep learning classifiers to perform Saudi dialect SA. The accuracy achieved by the NB classifier was 83%. The trained semiautomatic model was used to annotate the new dataset before it was fed into the deep learning classifiers. The three deep learning classifiers tested in this research were convolutional neural network (CNN), long short-term memory (LSTM) and bidirectional long short-term memory (Bi-LSTM). Support vector machine (SVM) was used as the baseline for comparison. Overall, the performance of the deep learning classifiers exceeded that of SVM. The results showed that CNN reported the highest performance. On one hand, the performance of Bi-LSTM was higher than that of LSTM and SVM, and, on the other hand, the performance of LSTM was higher than that of SVM. The proposed semiautomatic annotation approach is usable and promising to increase speed and save time and effort in the annotation process.

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