scholarly journals Interbank Offered Rate Based on Artificial Intelligence Algorithm

2021 ◽  
Vol 2021 ◽  
pp. 1-11
Author(s):  
Wangsong Xie
Keyword(s):  
Interest Rate ◽  
Prediction Model ◽  
Prediction Accuracy ◽  
Supply And Demand ◽  
Cuckoo Search ◽  
Mean Value ◽  
Money Market ◽  
Support Vector ◽  
Daily Fluctuation ◽  
Factors Affecting

Interbank offer rate is the interest rate at which banks lend money to each other in the money market. As a market-oriented core interest rate, Shibor can accurately and timely reflect the capital supply and demand relationship in the money market, and its changes will quickly transmit and affect China’s financial market. Therefore, the purpose of this paper is to predict and study the fluctuation and trend of Shibor. In this paper, the overnight varieties of Shibor were studied and predicted from two time dimensions, namely, daily fluctuation and monthly trend. In the prediction of overnight Shibor daily data, a comparison prediction model based on BP neural network algorithm was first established, and then WNN was applied in the prediction, and the effect was found to be better. When predicting the monthly mean value of overnight Shibor, nine indicators were selected and tested for correlation based on the factors affecting the trend of interest rate, and a regression model of support vector machine was established. Particle swarm optimization algorithm was used to improve the SVR algorithm, and the PSO-SVR prediction model was established to improve the prediction accuracy. The model could basically predict the trend of overnight Shibor. Furthermore, a prediction model of WNN based on cuckoo search (CS) optimization was proposed, which improved the prediction accuracy by 78% and fitted the daily fluctuation of overnight Shibor well.

Research on Combined Prediction Model for Busy Telephone Traffic

2014 ◽  
Vol 610 ◽  
pp. 789-796
Author(s):  
Jiang Bao Li ◽  
Zhen Hong Jia ◽  
Xi Zhong Qin ◽  
Lei Sheng ◽  
Li Chen
Keyword(s):  
Prediction Model ◽  
Prediction Accuracy ◽  
Low Frequency ◽  
Prediction Method ◽  
Pso Algorithm ◽  
Frequency Component ◽  
Least Square ◽  
High Frequency Component ◽  
Support Vector ◽  
Telephone Traffic

In order to improve the prediction accuracy of busy telephone traffic, this study proposes a busy telephone traffic prediction method that combines wavelet transformation and least square support vector machine (lssvm) model which is optimized by particle swarm optimization (pso) algorithm. Firstly, decompose the pretreatment of busy telephone traffic data with mallat algorithm and get low frequency component and high frequency component. Secondly, reconfigure each component and use pso_lssvm model predict each reconfigured one. Then the busy telephone traffic can be achieved. The experimental results show that the prediction model has higher prediction accuracy and stability.

Wind power prediction based on wavelet denoising and improved slime mold algorithm optimized support vector machine

2021 ◽  
pp. 0309524X2110568
Author(s):  
Lian Lian ◽  
Kan He
Keyword(s):  
Support Vector Machine ◽  
Prediction Model ◽  
Wind Power ◽  
Prediction Accuracy ◽  
Power Grid ◽  
Wavelet Denoising ◽  
Slime Mold ◽  
Support Vector ◽  
Power Prediction ◽  
Wind Power Prediction

The accuracy of wind power prediction directly affects the operation cost of power grid and is the result of power grid supply and demand balance. Therefore, how to improve the prediction accuracy of wind power is very important. In order to improve the prediction accuracy of wind power, a prediction model based on wavelet denoising and improved slime mold algorithm optimized support vector machine is proposed. The wavelet denoising algorithm is used to denoise the wind power data, and then the support vector machine is used as the prediction model. Because the prediction results of support vector machine are greatly affected by model parameters, an improved slime mold optimization algorithm with random inertia weight mechanism is used to determine the best penalty factor and kernel function parameters in support vector machine model. The effectiveness of the proposed prediction model is verified by using two groups actually collected wind power data. Seven prediction models are selected as the comparison model. Through the comparison between the predicted value and the actual value, the prediction error and its histogram distribution, the performance indicators, the Pearson’s correlation coefficient, the DM test, box-plot distribution, the results show that the proposed prediction model has high prediction accuracy.

A Data-Driven Two-Stage Prediction Model for Train Primary-Delay Recovery Time

2020 ◽  
Vol 30 (07) ◽  
pp. 921-940
Author(s):  
Bowen Gao ◽  
Dongxiu Ou ◽  
Decun Dong ◽  
Yusen Wu
Keyword(s):  
Prediction Model ◽  
Knowledge Base ◽  
Recovery Time ◽  
Prediction Accuracy ◽  
Gradient Boosting ◽  
Support Vector ◽  
Model Framework ◽  
Two Stage ◽  
Delay Propagation ◽  
Proposed Model

Accurate prediction of train delay recovery is critical for railway incident management and providing passengers with accurate journey time. In this paper, a two-stage prediction model is proposed to predict the recovery time of train primary-delay based on the real records from High-Speed Railway (HSR). In Stage 1, two models are built to study the influence of feature space and model framework on the prediction accuracy of buffer time in each section or station. It is found that explicitly inputting the attribute features of stations and sections to the model, instead of implicit simulation, will improve the prediction accuracy effectively. For validation purpose, the proposed model has been compared with several alternative models, namely, Logistic Regression (LR), Artificial Neutral Network (ANN), Support Vector Machine (SVM) and Gradient Boosting Tree (GBT). The results show that its remarkable performance is better than other schemes. Specifically, when the error is extended to 3[Formula: see text]min, the proposed model can achieve up to the accuracy of 94.63%. It proves that our method has high value in practical engineering application. Considering the delay propagation of trains is a complex process, our future study will focus on building delay propagation knowledge base and dispatcher experience knowledge base.

scholarly journals Failure Prediction Model Using Iterative Feature Selection for Industrial Internet of Things

Symmetry ◽  
2020 ◽  
Vol 12 (3) ◽  
pp. 454 ◽  
Author(s):  
Jung-Hyok Kwon ◽  
Eui-Jik Kim
Keyword(s):  
Feature Selection ◽  
Internet Of Things ◽  
Prediction Model ◽  
Prediction Accuracy ◽  
Model Building ◽  
Failure Prediction ◽  
Support Vector ◽  
Industrial Internet Of Things ◽  
Industrial Internet ◽  
New Feature

This paper presents a failure prediction model using iterative feature selection, which aims to accurately predict the failure occurrences in industrial Internet of Things (IIoT) environments. In general, vast amounts of data are collected from various sensors in an IIoT environment, and they are analyzed to prevent failures by predicting their occurrence. However, the collected data may include data irrelevant to failures and thereby decrease the prediction accuracy. To address this problem, we propose a failure prediction model using iterative feature selection. To build the model, the relevancy between each feature (i.e., each sensor) and the failure was analyzed using the random forest algorithm, to obtain the importance of the features. Then, feature selection and model building were conducted iteratively. In each iteration, a new feature was selected considering the importance and added to the selected feature set. The failure prediction model was built for each iteration via the support vector machine (SVM). Finally, the failure prediction model having the highest prediction accuracy was selected. The experimental implementation was conducted using open-source R. The results showed that the proposed failure prediction model achieved high prediction accuracy.

Short-Term Wind Speed Forecasting Based on Optimizated Support Vector Machine

2013 ◽  
Vol 300-301 ◽  
pp. 189-194 ◽  
Author(s):  
Yu Sun ◽  
Ling Ling Li ◽  
Xiao Song Huang ◽  
Chao Ying Duan
Keyword(s):  
Support Vector Machine ◽  
Wind Speed ◽  
Prediction Model ◽  
Prediction Accuracy ◽  
Support Vector ◽  
Particle Swarm Algorithm ◽  
Short Term ◽  
Neural Network Prediction ◽  
Random Fluctuations ◽  
The Impact

To avoid the impact which is caused by the characteristics of the random fluctuations of the wind speed to grid-connected wind power generation system, accurately prediction of short-term wind speed is needed. This paper designed a combination prediction model which used the theories of wavelet transformation and support vector machine (SVM). This improved the model’s prediction accuracy through the method of achiving change character in wind speed sequences in different scales by wavelet transform and optimizing the parameters of support vector machines through the improved particle swarm algorithm. The model showed great generalization ability and high prediction accuracy through the experiment. The lowest root-mean-square error of 200 samples was up to 0.0932 and the model’s effect was much stronger than the BP neural network prediction model. It provided an effective method for predicting wind speed.

Research on Optimum Processing Parameter of EDM Based on Support Vector Machine

2015 ◽  
Vol 775 ◽  
pp. 229-233
Author(s):  
Hao Jiang ◽  
Yuan Lin ◽  
Shuo Wang ◽  
Xiu Wu Sui
Keyword(s):  
Support Vector Machine ◽  
Prediction Accuracy ◽  
Electrical Discharge Machining ◽  
Support Vector ◽  
Processing Quality ◽  
Processing Parameter ◽  
Electric Parameter ◽  
Factors Affecting ◽  
Average Accuracy ◽  
Algorithm Stability

The processing mechanism of electrical discharge machining (EDM) is complex and there are many factors affecting it, therefore the process parameter is very important for processing quality. This paper analyses the relationship between electric parameter and processing quality, then uses support vector machine (SVM) to predict the optimum electric parameter. The simulation result shows that the highest prediction accuracy is 96.10%, the lowest is 89.20%, average accuracy is 94.28%, indicating that the algorithm stability and generalization ability are outstanding. Further verified by experiment, the highest prediction accuracy can amount to 92.65%, the lowest is 81.5%, average accuracy is 89.38%, and electric parameter optimized by SVM can guarantee the expected processing effect better. The exploration in EDM intelligent machining will be convenient for operators to determine the most effective machining conditions.

Prediction model of network security situation based on genetic algorithm and support vector machine

2021 ◽  
pp. 1-9
Author(s):  
Jingyu Xing ◽  
Zheng Zhang
Keyword(s):  
Simulated Annealing ◽  
Network Security ◽  
Prediction Model ◽  
Prediction Accuracy ◽  
Development Trend ◽  
Training Sample ◽  
Learning Ability ◽  
Support Vector ◽  
Machine Model ◽  
Correlation Vector

In order to predict the development trend of network security situation more accurately, this paper proposes an improved vector machine model by simulated annealing optimization to improve network security situation prediction. In the process of prediction, the sample data of phase space reconstruction network security status is first formed to form training sample set, and then the simulated annealing method is improved. The correlation vector machine is the optimization of correlation vector machine with simulated degradation algorithm embedded in the calculation process of objective function. The network security situation prediction model is obtained through super parameters to improve the learning ability and prediction accuracy. The simulation results show that this method has higher prediction accuracy better than the correlation vector machine model optimized by Elman and simulated annealing. This method can describe the change of network security well.

scholarly journals Improving Individual Brain Age Prediction Using an Ensemble Deep Learning Framework

2021 ◽  
Vol 12 ◽  
Author(s):  
Chen-Yuan Kuo ◽  
Tsung-Ming Tai ◽  
Pei-Lin Lee ◽  
Chiu-Wang Tseng ◽  
Chieh-Yu Chen ◽  
...  
Keyword(s):  
Deep Learning ◽  
Prediction Model ◽  
Prediction Accuracy ◽  
Analytical Framework ◽  
Support Vector ◽  
Feature Sets ◽  
Input Feature ◽  
Brain Age ◽  
Analytical Frameworks ◽  
Age Prediction

Brain age is an imaging-based biomarker with excellent feasibility for characterizing individual brain health and may serve as a single quantitative index for clinical and domain-specific usage. Brain age has been successfully estimated using extensive neuroimaging data from healthy participants with various feature extraction and conventional machine learning (ML) approaches. Recently, several end-to-end deep learning (DL) analytical frameworks have been proposed as alternative approaches to predict individual brain age with higher accuracy. However, the optimal approach to select and assemble appropriate input feature sets for DL analytical frameworks remains to be determined. In the Predictive Analytics Competition 2019, we proposed a hierarchical analytical framework which first used ML algorithms to investigate the potential contribution of different input features for predicting individual brain age. The obtained information then served as a priori knowledge for determining the input feature sets of the final ensemble DL prediction model. Systematic evaluation revealed that ML approaches with multiple concurrent input features, including tissue volume and density, achieved higher prediction accuracy when compared with approaches with a single input feature set [Ridge regression: mean absolute error (MAE) = 4.51 years, R2 = 0.88; support vector regression, MAE = 4.42 years, R2 = 0.88]. Based on this evaluation, a final ensemble DL brain age prediction model integrating multiple feature sets was constructed with reasonable computation capacity and achieved higher prediction accuracy when compared with ML approaches in the training dataset (MAE = 3.77 years; R2 = 0.90). Furthermore, the proposed ensemble DL brain age prediction model also demonstrated sufficient generalizability in the testing dataset (MAE = 3.33 years). In summary, this study provides initial evidence of how-to efficiency for integrating ML and advanced DL approaches into a unified analytical framework for predicting individual brain age with higher accuracy. With the increase in large open multiple-modality neuroimaging datasets, ensemble DL strategies with appropriate input feature sets serve as a candidate approach for predicting individual brain age in the future.

scholarly journals Resident travel mode prediction model in Beijing metropolitan area

PLoS ONE ◽  
2021 ◽  
Vol 16 (11) ◽  
pp. e0259793
Author(s):  
Xueyu Mi ◽  
Shengyou Wang ◽  
Chunfu Shao ◽  
Peng Zhang ◽  
Mingming Chen
Keyword(s):  
Prediction Model ◽  
Metropolitan Area ◽  
Public Transportation ◽  
Prediction Accuracy ◽  
Two Dimensions ◽  
Family Characteristics ◽  
Support Vector ◽  
Travel Mode ◽  
Traffic Demand ◽  
Beijing Metropolitan Area

With the development of economic integration, Beijing has become more closely connected with surrounding areas, which gradually formed the Beijing metropolitan area (BMA). The authors define the scope of BMA from two dimensions of space and time. BMA is determined to be the built-up area of Beijing and its surrounding 10 districts. Designed questionnaire survey the personal characteristics, family characteristics, and travel characteristics of residents from 10 districts in the surrounding BMA. The statistical analysis of questionnaires shows that the supply of public transportation is insufficient and cannot meet traffic demand. Further, the travel mode prediction model of Softmax regression machine learning algorithm for BMA (SRBM) is established. To further verify the prediction performance of the proposed model, the Multinomial Logit Model (MNL) and Support Vector Machine (SVM), model are introduced to compare the prediction accuracy. The results show that the constructed SRBM model exhibits high prediction accuracy, with an average accuracy of 88.35%, which is 2.83% and 18.11% higher than the SVM and MNL models, respectively. This article provides new ideas for the prediction of travel modes in the Beijing metropolitan area.

On the determinants and prediction of corporate financial distress in India

2021 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Sanjay Sehgal ◽  
Ritesh Kumar Mishra ◽  
Florent Deisting ◽  
Rupali Vashisht
Keyword(s):  
Machine Learning ◽  
Prediction Model ◽  
Financial Distress ◽  
Prediction Accuracy ◽  
Prediction Models ◽  
Accounting Information ◽  
Support Vector ◽  
Content Type ◽  
Distress Prediction ◽  
Practical Implications

PurposeThe main aim of the study is to identify some critical microeconomic determinants of financial distress and to design a parsimonious distress prediction model for an emerging economy like India. In doing so, the authors also attempt to compare the forecasting accuracy of alternative distress prediction techniques.Design/methodology/approachIn this study, the authors use two alternatives accounting information-based definitions of financial distress to construct a measure of financial distress. The authors then use the binomial logit model and two other popular machine learning–based models, namely artificial neural network and support vector machine, to compare the distress prediction accuracy rate of these alternative techniques for the Indian corporate sector.FindingsThe study’s empirical results suggest that five financial ratios, namely return on capital employed, cash flows to total liability, asset turnover ratio, fixed assets to total assets, debt to equity ratio and a measure of firm size (log total assets), play a highly significant role in distress prediction. The study’s findings suggest that machine learning-based models, namely support vector machine (SVM) and artificial neural network (ANN), are superior in terms of their prediction accuracy compared to the simple binomial logit model. Results also suggest that one-year-ahead forecasts are relatively better than the two-year-ahead forecasts.Practical implicationsThe findings of the study have some important practical implications for creditors, policymakers, regulators and other stakeholders. First, rather than monitoring and collecting information on a list of predictor variables, only six most important accounting ratios may be monitored to track the transition of a healthy firm into financial distress. Second, our six-factor model can be used to devise a sound early warning system for corporate financial distress. Three, machine learning–based distress prediction models have prediction accuracy superiority over the commonly used time series model in the available literature for distress prediction involving a binary dependent variable.Originality/valueThis study is one of the first comprehensive attempts to investigate and design a parsimonious distress prediction model for the emerging Indian economy which is currently facing high levels of corporate financial distress. Unlike the previous studies, the authors use two different accounting information-based measures of financial distress in order to identify an effective way of measuring financial distress. Some of the determinants of financial distress identified in this study are different from the popular distress prediction models used in the literature. Our distress prediction model can be useful for the other emerging markets for distress prediction.

Sign in / Sign up

Export Citation Format

Share Document