scholarly journals Parameter estimation and empirical analysis of fractional O-U process based on three machine learning algorithms

2021 ◽  
Author(s):  
Yicun Li ◽  
Yuanyang Teng
Keyword(s):  
Machine Learning ◽  
Genetic Algorithm ◽  
Parameter Estimation ◽  
Newton Method ◽  
Estimation Error ◽  
Estimation Method ◽  
Machine Learning Algorithms ◽  
Stock Index ◽  
Stock Index Futures ◽  
Discrete Observations

Abstract Fractional O-U process is a very classical stochastic process which is used to describe the time series of financial volatility. Three parameters need to be estimated in this process, and the estimation method based on discrete observations can be realized by machine learning optimization algorithm. In this study, the parameter estimation method of fractional O-U process is briefly described, and three optimization algorithms, Newton method, quasi Newton method and genetic algorithm, are used to estimate the parameters. The comparison shows that genetic algorithm is relatively accurate and efficient. Finally, the minute data of stock index futures are estimated based on fractional O-U process. The results show that the estimation of theta and Hurst index is relatively accurate, and the estimation error of volatility is large.

scholarly journals Precise Estimation of NDVI with a Simple NIR Sensitive RGB Camera and Machine Learning Methods for Corn Plants

Sensors ◽  
2020 ◽  
Vol 20 (11) ◽  
pp. 3208 ◽  
Author(s):  
Liangju Wang ◽  
Yunhong Duan ◽  
Libo Zhang ◽  
Tanzeel U. Rehman ◽  
Dongdong Ma ◽  
...  
Keyword(s):  
Machine Learning ◽  
Professional Training ◽  
Imaging System ◽  
Estimation Method ◽  
Machine Learning Algorithms ◽  
Plant Phenotyping ◽  
Band Pass Filter ◽  
Pass Filter ◽  
Corn Plants ◽  
Hyperspectral Camera

The normalized difference vegetation index (NDVI) is widely used in remote sensing to monitor plant growth and chlorophyll levels. Usually, a multispectral camera (MSC) or hyperspectral camera (HSC) is required to obtain the near-infrared (NIR) and red bands for calculating NDVI. However, these cameras are expensive, heavy, difficult to geo-reference, and require professional training in imaging and data processing. On the other hand, the RGBN camera (NIR sensitive RGB camera, simply modified from standard RGB cameras by removing the NIR rejection filter) have also been explored to measure NDVI, but the results did not exactly match the NDVI from the MSC or HSC solutions. This study demonstrates an improved NDVI estimation method with an RGBN camera-based imaging system (Ncam) and machine learning algorithms. The Ncam consisted of an RGBN camera, a filter, and a microcontroller with a total cost of only $70 ~ 85. This new NDVI estimation solution was compared with a high-end hyperspectral camera in an experiment with corn plants under different nitrogen and water treatments. The results showed that the Ncam with two-band-pass filter achieved high performance (R2 = 0.96, RMSE = 0.0079) at estimating NDVI with the machine learning model. Additional tests showed that besides NDVI, this low-cost Ncam was also capable of predicting corn plant nitrogen contents precisely. Thus, Ncam is a potential option for MSC and HSC in plant phenotyping projects.

scholarly journals Distribution Transformer Parameters Detection Based on Low-Frequency Noise, Machine Learning Methods, and Evolutionary Algorithm

Sensors ◽  
2020 ◽  
Vol 20 (15) ◽  
pp. 4332
Author(s):  
Daniel Jancarczyk ◽  
Marcin Bernaś ◽  
Tomasz Boczar
Keyword(s):  
Machine Learning ◽  
Genetic Algorithm ◽  
Input Data ◽  
Learning Algorithms ◽  
Low Frequency ◽  
Machine Learning Algorithms ◽  
Frequency Noise ◽  
Low Frequency Noise ◽  
Distribution Transformer ◽  
Transformer Model

The paper proposes a method of automatic detection of parameters of a distribution transformer (model, type, and power) from a distance, based on its low-frequency noise spectra. The spectra are registered by sensors and processed by a method based on evolutionary algorithms and machine learning. The method, as input data, uses the frequency spectra of sound pressure levels generated during operation by transformers in the real environment. The model also uses the background characteristic to take under consideration the changing working conditions of the transformers. The method searches for frequency intervals and its resolution using both a classic genetic algorithm and particle swarm optimization. The interval selection was verified using five state-of-the-art machine learning algorithms. The research was conducted on 16 different distribution transformers. As a result, a method was proposed that allows the detection of a specific transformer model, its type, and its power with an accuracy greater than 84%, 99%, and 87%, respectively. The proposed optimization process using the genetic algorithm increased the accuracy by up to 5%, at the same time reducing the input data set significantly (from 80% up to 98%). The machine learning algorithms were selected, which were proven efficient for this task.

Lower Bound on the Accuracy of Parameter Estimation Methods for Linear Sensorimotor Synchronization Models

2015 ◽  
Vol 3 (1-2) ◽  
pp. 32-51 ◽  
Author(s):  
Nori Jacoby ◽  
Peter E. Keller ◽  
Bruno H. Repp ◽  
Merav Ahissar ◽  
Naftali Tishby
Keyword(s):  
Parameter Estimation ◽  
Lower Bound ◽  
Computational Models ◽  
Linear Models ◽  
Estimation Error ◽  
Explanatory Power ◽  
Estimation Method ◽  
Sensorimotor Synchronization ◽  
Estimation Methods ◽  
Unbiased Estimation

The mechanisms that support sensorimotor synchronization — that is, the temporal coordination of movement with an external rhythm — are often investigated using linear computational models. The main method used for estimating the parameters of this type of model was established in the seminal work of Vorberg and Schulze (2002), and is based on fitting the model to the observed auto-covariance function of asynchronies between movements and pacing events. Vorberg and Schulze also identified the problem of parameter interdependence, namely, that different sets of parameters might yield almost identical fits, and therefore the estimation method cannot determine the parameters uniquely. This problem results in a large estimation error and bias, thereby limiting the explanatory power of existing linear models of sensorimotor synchronization. We present a mathematical analysis of the parameter interdependence problem. By applying the Cramér–Rao lower bound, a general lower bound limiting the accuracy of any parameter estimation procedure, we prove that the mathematical structure of the linear models used in the literature determines that this problem cannot be resolved by any unbiased estimation method without adopting further assumptions. We then show that adding a simple and empirically justified constraint on the parameter space — assuming a relationship between the variances of the noise terms in the model — resolves the problem. In a follow-up paper in this volume, we present a novel estimation technique that uses this constraint in conjunction with matrix algebra to reliably estimate the parameters of almost all linear models used in the literature.

scholarly journals Time-lapse imagery is cheap and timely in the fight against colonial species' decline

2021 ◽  
Author(s):  
Tom Hart ◽  
Fiona Jones ◽  
Caitlin Black ◽  
Chris Lintott ◽  
Casey Youngflesh ◽  
...  
Keyword(s):  
Machine Learning ◽  
Computer Vision ◽  
Parameter Estimation ◽  
Citizen Science ◽  
Large Scale ◽  
Individual Recognition ◽  
Spatial Scales ◽  
Time Lapse ◽  
Machine Learning Algorithms ◽  
Series Data

Many of the species in decline around the world are subject to different environmental stressors across their range, so replicated large-scale monitoring programmes, are necessary to disentangle the relative impacts of these threats. At the same time as funding for long-term monitoring is being cut, studies are increasingly being criticised for lacking statistical power. For those taxa or environments where a single vantage point can observe individuals or ecological processes, time-lapse cameras can provide a cost-effective way of collecting time series data replicated at large spatial scales that would otherwise be impossible. However, networks of time-lapse cameras needed to cover the range of species or processes create a problem in that the scale of data collection easily exceeds our ability to process the raw imagery manually. Citizen science and machine learning provide solutions to scaling up data extraction (such as locating all animals in an image). Crucially, citizen science, machine learning-derived classifiers, and the intersection between them, are key to understanding how to establish monitoring systems that are sensitive to – and sufficiently powerful to detect –changes in the study system. Citizen science works relatively ‘out of the box’, and we regard it as a first step for many systems until machine learning algorithms are sufficiently trained to automate the process. Using Penguin Watch (www.penguinwatch.org) data as a case study, we discuss a complete workflow from images to parameter estimation and interpretation: the use of citizen science and computer vision for image processing, and parameter estimation and individual recognition for investigating biological questions. We discuss which techniques are easily generalizable to a range of questions, and where more work is needed to supplement ‘out of the box’ tools. We conclude with a horizon scan of the advances in camera technology, such as on-board computer vision and decision making.

scholarly journals Diagnosis of breast cancer using machine learning algorithms based on features selected by Genetic Algorithm: Assessed on five datasets

2021 ◽  
Vol 23 (11) ◽  
pp. 749-758
Author(s):  
Saranya N ◽  
◽  
Kavi Priya S ◽  
Keyword(s):  
Breast Cancer ◽  
Machine Learning ◽  
Genetic Algorithm ◽  
Learning Algorithms ◽  
Machine Learning Algorithms ◽  
Cancer Prognosis ◽  
Support Vector ◽  
Breast Cancer Dataset ◽  
Human Beings ◽  
Original Dataset

Breast Cancer is one of the chronic diseases occurred to human beings throughout the world. Early detection of this disease is the most promising way to improve patients’ chances of survival. The strategy employed in this paper is to select the best features from various breast cancer datasets using a genetic algorithm and machine learning algorithm is applied to predict the outcomes. Two machine learning algorithms such as Support Vector Machines and Decision Tree are used along with Genetic Algorithm. The proposed work is experimented on five datasets such as Wisconsin Breast Cancer-Diagnosis Dataset, Wisconsin Breast Cancer-Original Dataset, Wisconsin Breast Cancer-Prognosis Dataset, ISPY1 Clinical trial Dataset, and Breast Cancer Dataset. The results exploit that SVM-GA achieves higher accuracy of 98.16% than DT-GA of 97.44%.

scholarly journals Comparison of Selected Machine Learning Algorithms for Industrial Electrical Tomography

Sensors ◽  
2019 ◽  
Vol 19 (7) ◽  
pp. 1521 ◽  
Author(s):  
Tomasz Rymarczyk ◽  
Grzegorz Kłosowski ◽  
Edward Kozłowski ◽  
Paweł Tchórzewski
Keyword(s):  
Machine Learning ◽  
Electrical Impedance Tomography ◽  
Newton Method ◽  
Electrical Impedance ◽  
Learning Algorithms ◽  
Machine Learning Algorithms ◽  
Electrical Tomography ◽  
Learning Methods ◽  
Impedance Tomography ◽  
Machine Learning Methods

The main goal of this work was to compare the selected machine learning methods with the classic deterministic method in the industrial field of electrical impedance tomography. The research focused on the development and comparison of algorithms and models for the analysis and reconstruction of data using electrical tomography. The novelty was the use of original machine learning algorithms. Their characteristic feature is the use of many separately trained subsystems, each of which generates a single pixel of the output image. Artificial Neural Network (ANN), LARS and Elastic net methods were used to solve the inverse problem. These algorithms have been modified by a corresponding increase in equations (multiply) for electrical impedance tomography using the finite element method grid. The Gauss-Newton method was used as a reference to machine learning methods. The algorithms were trained using learning data obtained through computer simulation based on real models. The results of the experiments showed that in the considered cases the best quality of reconstructions was achieved by ANN. At the same time, ANN was the slowest in terms of both the training process and the speed of image generation. Other machine learning methods were comparable with the deterministic Gauss-Newton method and with each other.

Neuronal Communication Genetic Algorithm-Based Inductive Learning

2021 ◽  
pp. 244-259
Author(s):  
Abdiya Alaoui ◽  
Zakaria Elberrichi
Keyword(s):  
Machine Learning ◽  
Genetic Algorithm ◽  
Predictive Accuracy ◽  
Inductive Learning ◽  
Learning Algorithms ◽  
Hybrid Approach ◽  
Machine Learning Algorithms ◽  
Rule Based ◽  
Neuronal Communication ◽  
Robust Model

The development of powerful learning strategies in the medical domain constitutes a real challenge. Machine learning algorithms are used to extract high-level knowledge from medical datasets. Rule-based machine learning algorithms are easily interpreted by humans. To build a robust rule-based algorithm, a new hybrid metaheuristic was proposed for the classification of medical datasets. The hybrid approach uses neural communication and genetic algorithm-based inductive learning to build a robust model for disease prediction. The resulting classification models are characterized by good predictive accuracy and relatively small size. The results on 16 well-known medical datasets from the UCI machine learning repository shows the efficiency of the proposed approach compared to other states-of-the-art approaches.

scholarly journals Machine Learning for Modeling the Singular Multi-Pantograph Equations

Entropy ◽  
2020 ◽  
Vol 22 (9) ◽  
pp. 1041
Author(s):  
Amirhosein Mosavi ◽  
Manouchehr Shokri ◽  
Zulkefli Mansor ◽  
Sultan Noman Qasem ◽  
Shahab S. Band ◽  
...  
Keyword(s):  
Machine Learning ◽  
Fuzzy Logic ◽  
Intelligent Systems ◽  
Estimation Error ◽  
Computational Cost ◽  
Accurate Solution ◽  
Machine Learning Algorithms ◽  
Novel Approach ◽  
Cubature Kalman Filter

In this study, a new approach to basis of intelligent systems and machine learning algorithms is introduced for solving singular multi-pantograph differential equations (SMDEs). For the first time, a type-2 fuzzy logic based approach is formulated to find an approximated solution. The rules of the suggested type-2 fuzzy logic system (T2-FLS) are optimized by the square root cubature Kalman filter (SCKF) such that the proposed fineness function to be minimized. Furthermore, the stability and boundedness of the estimation error is proved by novel approach on basis of Lyapunov theorem. The accuracy and robustness of the suggested algorithm is verified by several statistical examinations. It is shown that the suggested method results in an accurate solution with rapid convergence and a lower computational cost.

scholarly journals The Use of Machine Learning Approaches for the Diagnosis of Acute Appendicitis

2020 ◽  
Vol 2020 ◽  
pp. 1-8
Author(s):  
Omer F. Akmese ◽  
Gul Dogan ◽  
Hakan Kor ◽  
Hasan Erbay ◽  
Emre Demir
Keyword(s):  
Machine Learning ◽  
Data Mining ◽  
Acute Appendicitis ◽  
Learning Algorithms ◽  
Estimation Method ◽  
Machine Learning Algorithms ◽  
Accurate Estimation ◽  
Learning Approaches ◽  
Predictive Data Mining ◽  
Clinical Records

Acute appendicitis is one of the most common emergency diseases in general surgery clinics. It is more common, especially between the ages of 10 and 30 years. Additionally, approximately 7% of the entire population is diagnosed with acute appendicitis at some time in their lives and requires surgery. The study aims to develop an easy, fast, and accurate estimation method for early acute appendicitis diagnosis using machine learning algorithms. Retrospective clinical records were analyzed with predictive data mining models. The predictive success of the models obtained by various machine learning algorithms was compared. A total of 595 clinical records were used in the study, including 348 males (58.49%) and 247 females (41.51%). It was found that the gradient boosted trees algorithm achieves the best success with an accurate prediction success of 95.31%. In this study, an estimation method based on machine learning was developed to identify individuals with acute appendicitis. It is thought that this method will benefit patients with signs of appendicitis, especially in emergency departments in hospitals.

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