Prediction and Analysis of Gold Prices using Ensemble Machine Learning Algorithms

2021 ◽  
Vol 9 (VI) ◽  
pp. 4367-4374
Author(s):  
Gudipally Chandrashakar
Keyword(s):  
Machine Learning ◽  
Time Series ◽  
Time Series Data ◽  
Gold Price ◽  
Machine Learning Algorithms ◽  
Series Data ◽  
Gradient Boosting ◽  
Support Vector ◽  
Average Value ◽  
Ensemble Machine Learning

In this article, we used historical time series data up to the current day gold price. In this study of predicting gold price, we consider few correlating factors like silver price, copper price, standard, and poor’s 500 value, dollar-rupee exchange rate, Dow Jones Industrial Average Value. Considering the prices of every correlating factor and gold price data where dates ranging from 2008 January to 2021 February. Few algorithms of machine learning are used to analyze the time-series data are Random Forest Regression, Support Vector Regressor, Linear Regressor, ExtraTrees Regressor and Gradient boosting Regression. While seeing the results the Extra Tree Regressor algorithm gives the predicted value of gold prices more accurately.

scholarly journals Implementation of IoT Framework with Data Analysis Using Deep Learning Methods for Occupancy Prediction in a Building

2021 ◽  
Vol 13 (3) ◽  
pp. 67
Author(s):  
Eric Hitimana ◽  
Gaurav Bajpai ◽  
Richard Musabe ◽  
Louis Sibomana ◽  
Jayavel Kayalvizhi
Keyword(s):  
Machine Learning ◽  
Time Series ◽  
Deep Learning ◽  
Time Series Data ◽  
Multivariate Time Series ◽  
Machine Learning Algorithms ◽  
Series Data ◽  
Support Vector ◽  
Human Beings ◽  
Feed Forward Network

Many countries worldwide face challenges in controlling building incidence prevention measures for fire disasters. The most critical issues are the localization, identification, detection of the room occupant. Internet of Things (IoT) along with machine learning proved the increase of the smartness of the building by providing real-time data acquisition using sensors and actuators for prediction mechanisms. This paper proposes the implementation of an IoT framework to capture indoor environmental parameters for occupancy multivariate time-series data. The application of the Long Short Term Memory (LSTM) Deep Learning algorithm is used to infer the knowledge of the presence of human beings. An experiment is conducted in an office room using multivariate time-series as predictors in the regression forecasting problem. The results obtained demonstrate that with the developed system it is possible to obtain, process, and store environmental information. The information collected was applied to the LSTM algorithm and compared with other machine learning algorithms. The compared algorithms are Support Vector Machine, Naïve Bayes Network, and Multilayer Perceptron Feed-Forward Network. The outcomes based on the parametric calibrations demonstrate that LSTM performs better in the context of the proposed application.

Role of machine learning algorithms in timely prediction of the infectious outbreak: COVID-19 (Preprint)

2020 ◽  
Author(s):  
Atika Qazi ◽  
Khulla Naseer ◽  
Javaria Qazi ◽  
Muhammad Abo
Keyword(s):  
Machine Learning ◽  
Time Series ◽  
Time Series Data ◽  
Learning Algorithms ◽  
Epidemiological Data ◽  
Machine Learning Algorithms ◽  
World Health ◽  
Series Data ◽  
Systems Science ◽  
Support Vector

UNSTRUCTURED Well-timed forecast of infectious outbreaks using time-series data can help in proper planning of public health measures. If the forecasts are generated from machine learning algorithms, they can be used to manage resources where most needed. Here we present a support vector machine (SVM) model using epidemiological data provided by Johns Hopkins University Centre for Systems Science and Engineering (JHU CCSE), world health organization (WHO), Center for Disease Control and Prevention (CDC) to predict upcoming data before official declaration by WHO. Our study conducted on the time series data available from 22nd January till 10th March 2020 reveals that COVID-19 was spreading at an alarming rate and progressing towards a pandemic. If machine learning algorithms are used to predict the dynamics of an infectious outbreak future strategies can help in better management. Besides exploratory data analysis (EDA) highlights the importance of quarantine measures taken at the onset of this endemic by China and world leadership in containing the initial COVID-19 transmission. Nevertheless, when quarantine measures were relaxed due to extreme scrutiny a sharp upsurge was seen in COVID-19 transmission. The initial insight that confirmed COVID-19 cases are increasing as these got the highest number of effects for our selected dataset from 22nd January-10th March 2020 i.e. 126,344 (64%). The recovered cases are 68289 (34%) and the death rate is around 2%. The model presented here is flexible and can include uncertainty about outbreak dynamics and can be a significant tool for combating future outbreaks.

scholarly journals Comparison of Ensemble Machine Learning Methods for Soil Erosion Pin Measurements

2021 ◽  
Vol 10 (1) ◽  
pp. 42
Author(s):  
Kieu Anh Nguyen ◽  
Walter Chen ◽  
Bor-Shiun Lin ◽  
Uma Seeboonruang
Keyword(s):  
Machine Learning ◽  
Soil Erosion ◽  
Ensemble Methods ◽  
Machine Learning Algorithms ◽  
Multivariate Adaptive Regression Splines ◽  
Gradient Boosting ◽  
Support Vector ◽  
Ensemble Machine Learning ◽  
Boosting Method ◽  
Bagging Method

Although machine learning has been extensively used in various fields, it has only recently been applied to soil erosion pin modeling. To improve upon previous methods of quantifying soil erosion based on erosion pin measurements, this study explored the possible application of ensemble machine learning algorithms to the Shihmen Reservoir watershed in northern Taiwan. Three categories of ensemble methods were considered in this study: (a) Bagging, (b) boosting, and (c) stacking. The bagging method in this study refers to bagged multivariate adaptive regression splines (bagged MARS) and random forest (RF), and the boosting method includes Cubist and gradient boosting machine (GBM). Finally, the stacking method is an ensemble method that uses a meta-model to combine the predictions of base models. This study used RF and GBM as the meta-models, decision tree, linear regression, artificial neural network, and support vector machine as the base models. The dataset used in this study was sampled using stratified random sampling to achieve a 70/30 split for the training and test data, and the process was repeated three times. The performance of six ensemble methods in three categories was analyzed based on the average of three attempts. It was found that GBM performed the best among the ensemble models with the lowest root-mean-square error (RMSE = 1.72 mm/year), the highest Nash-Sutcliffe efficiency (NSE = 0.54), and the highest index of agreement (d = 0.81). This result was confirmed by the spatial comparison of the absolute differences (errors) between model predictions and observations using GBM and RF in the study area. In summary, the results show that as a group, the bagging method and the boosting method performed equally well, and the stacking method was third for the erosion pin dataset considered in this study.

scholarly journals Comparative Performance of Machine Learning Algorithms for Cryptocurrency Forecasting

2018 ◽  
Vol 11 (3) ◽  
pp. 1121 ◽  
Author(s):  
Nor Azizah Hitam ◽  
Amelia Ritahani Ismail
Keyword(s):  
Machine Learning ◽  
Time Series Data ◽  
Learning Algorithms ◽  
Machine Learning Algorithms ◽  
Series Data ◽  
Support Vector ◽  
Small Range ◽  
Accuracy Rate ◽  
Comparative Performance ◽  
Vector Machines

Machine Learning is part of Artificial Intelligence that has the ability to make future forecastings based on the previous experience. Methods has been proposed to construct models including machine learning algorithms such as Neural Networks (NN), Support Vector Machines (SVM) and Deep Learning. This paper presents a comparative performance of Machine Learning algorithms for cryptocurrency forecasting. Specifically, this paper concentrates on forecasting of time series data. SVM has several advantages over the other models in forecasting, and previous research revealed that SVM provides a result that is almost or close to actual result yet also improve the accuracy of the result itself. However, recent research has showed that due to small range of samples and data manipulation by inadequate evidence and professional analyzers, overall status and accuracy rate of the forecasting needs to be improved in further studies. Thus, advanced research on the accuracy rate of the forecasted price has to be done.

scholarly journals Eagle View: An Abstract Evaluation of Machine Learning Algorithms based on Data Properties

2021 ◽  
Author(s):  
Dhairya Vyas
Keyword(s):  
Machine Learning ◽  
Time Series ◽  
Time Series Data ◽  
Learning Algorithms ◽  
Numerical Data ◽  
Machine Learning Algorithms ◽  
Series Data ◽  
Learning Methods ◽  
Machine Learning Methods ◽  
Almost All

In terms of Machine Learning, the majority of the data can be grouped into four categories: numerical data, category data, time-series data, and text. We use different classifiers for different data properties, such as the Supervised; Unsupervised; and Reinforcement. Each Categorises has classifier we have tested almost all machine learning methods and make analysis among them.

Efficient End-to-End Asynchronous Time-Series Modeling With Deep Learning to Predict Customer Attrition

2021 ◽  
pp. 268-281
Author(s):  
Victor Potapenko ◽  
Malek Adjouadi ◽  
Naphtali Rishe
Keyword(s):  
Time Series ◽  
Time Series Data ◽  
Machine Learning Algorithms ◽  
Series Data ◽  
Gradient Boosting ◽  
Feature Engineering ◽  
Resource Requirements ◽  
Constrained Environments ◽  
Multi Class Classification ◽  
Customer Attrition

Modeling time-series data with asynchronous, multi-cardinal, and uneven patterns presents several unique challenges that may impede convergence of supervised machine learning algorithms, or significantly increase resource requirements, thus rendering modeling efforts infeasible in resource-constrained environments. The authors propose two approaches to multi-class classification of asynchronous time-series data. In the first approach, they create a baseline by reducing the time-series data using a statistical approach and training a model based on gradient boosted trees. In the second approach, they implement a fully convolutional network (FCN) and train it on asynchronous data without any special feature engineering. Evaluation of results shows that FCN performs as well as the gradient boosting based on mean F1-score without computationally complex time-series feature engineering. This work has been applied in the prediction of customer attrition at a large retail automotive finance company.

scholarly journals Production fault simulation and forecasting from time series data with machine learning in glove textile industry

2019 ◽  
Vol 14 ◽  
pp. 155892501988346 ◽  
Author(s):  
Mine Seçkin ◽  
Ahmet Çağdaş Seçkin ◽  
Aysun Coşkun
Keyword(s):  
Machine Learning ◽  
Time Series ◽  
Production Process ◽  
Time Series Data ◽  
Real Life ◽  
Machine Learning Algorithms ◽  
Series Data ◽  
Random Parameters ◽  
Data Set ◽  
Textile Sector

Although textile production is heavily automation-based, it is viewed as a virgin area with regard to Industry 4.0. When the developments are integrated into the textile sector, efficiency is expected to increase. When data mining and machine learning studies are examined in textile sector, it is seen that there is a lack of data sharing related to production process in enterprises because of commercial concerns and confidentiality. In this study, a method is presented about how to simulate a production process and how to make regression from the time series data with machine learning. The simulation has been prepared for the annual production plan, and the corresponding faults based on the information received from textile glove enterprise and production data have been obtained. Data set has been applied to various machine learning methods within the scope of supervised learning to compare the learning performances. The errors that occur in the production process have been created using random parameters in the simulation. In order to verify the hypothesis that the errors may be forecast, various machine learning algorithms have been trained using data set in the form of time series. The variable showing the number of faulty products could be forecast very successfully. When forecasting the faulty product parameter, the random forest algorithm has demonstrated the highest success. As these error values have given high accuracy even in a simulation that works with uniformly distributed random parameters, highly accurate forecasts can be made in real-life applications as well.

scholarly journals Development of a Machine-Learning-Based Classifier for the Identification of Head and Body Impacts in Elite Level Australian Rules Football Players

2021 ◽  
Vol 3 ◽  
Author(s):  
Peter Goodin ◽  
Andrew J. Gardner ◽  
Nasim Dokani ◽  
Ben Nizette ◽  
Saeed Ahmadizadeh ◽  
...  
Keyword(s):  
Machine Learning ◽  
Time Series ◽  
Time Series Data ◽  
Machine Learning Algorithms ◽  
Series Data ◽  
Football Players ◽  
True Positive ◽  
Ground Truth Data ◽  
Australian Rules Football ◽  
Elite Level

Background: Exposure to thousands of head and body impacts during a career in contact and collision sports may contribute to current or later life issues related to brain health. Wearable technology enables the measurement of impact exposure. The validation of impact detection is required for accurate exposure monitoring. In this study, we present a method of automatic identification (classification) of head and body impacts using an instrumented mouthguard, video-verified impacts, and machine-learning algorithms.Methods: Time series data were collected via the Nexus A9 mouthguard from 60 elite level men (mean age = 26.33; SD = 3.79) and four women (mean age = 25.50; SD = 5.91) from the Australian Rules Football players from eight clubs, participating in 119 games during the 2020 season. Ground truth data labeling on the captures used in this machine learning study was performed through the analysis of game footage by two expert video reviewers using SportCode and Catapult Vision. The visual labeling process occurred independently of the mouthguard time series data. True positive captures (captures where the reviewer directly observed contact between the mouthguard wearer and another player, the ball, or the ground) were defined as hits. Spectral and convolutional kernel based features were extracted from time series data. Performances of untuned classification algorithms from scikit-learn in addition to XGBoost were assessed to select the best performing baseline method for tuning.Results: Based on performance, XGBoost was selected as the classifier algorithm for tuning. A total of 13,712 video verified captures were collected and used to train and validate the classifier. True positive detection ranged from 94.67% in the Test set to 100% in the hold out set. True negatives ranged from 95.65 to 96.83% in the test and rest sets, respectively.Discussion and conclusion: This study suggests the potential for high performing impact classification models to be used for Australian Rules Football and highlights the importance of frequencies <150 Hz for the identification of these impacts.

scholarly journals Advanced Hybrid Machine Learning Algorithms for Multistep Lake Water Level Forecasting

2021 ◽  
Author(s):  
Elham Fijani ◽  
Khabat Khosravi ◽  
Rahim Barzegar ◽  
John Quilty ◽  
Jan Adamowski ◽  
...  
Keyword(s):  
Machine Learning ◽  
Time Series ◽  
Water Level ◽  
Lake Michigan ◽  
Model Building ◽  
Time Series Data ◽  
Machine Learning Algorithms ◽  
Series Data ◽  
Lake Water Level ◽  
Visually Based

Abstract Random Tree (RT) and Iterative Classifier Optimizer (ICO) based on Alternating Model Tree (AMT) regressor machine learning (ML) algorithms coupled with Bagging (BA) or Additive Regression (AR) hybrid algorithms were applied to forecasting multistep ahead (up to three months) Lake Superior and Lake Michigan water level (WL). Partial autocorrelation (PACF) of each lake’s WL time series estimated the most important lag times — up to five months in both lakes — as potential inputs. The WL time series data was partitioned into training (from 1918 to 1988) and testing (from 1989 to 2018) for model building and evaluation, respectively. Developed algorithms were validated through statistically and visually based metric using testing data. Although both hybrid ensemble algorithms improved individual ML algorithms’ performance, the BA algorithm outperformed the AR algorithm. As a novel model in forecasting problems, the ICO algorithm was shown to have great potential in generating robust multistep lake WL forecasts.

Sign in / Sign up

Export Citation Format

Share Document