scholarly journals Exploring an Ensemble of Textual Machine Learning Methodologies for Traffic Event Detection and Classification

2020 ◽  
Vol 21 (4) ◽  
pp. 285-294
Author(s):  
Konstantinos Kokkinos ◽  
Eftihia Nathanail
Keyword(s):  
Machine Learning ◽  
Short Term Memory ◽  
Traffic Monitoring ◽  
Support Vector ◽  
Related Event ◽  
Short Term ◽  
Machine Learning Methods ◽  
Textual Data ◽  
Vector Machines ◽  
Long Short Term Memory

AbstractLate research has established the critical environmental, health and social impacts of traffic in highly populated urban regions. Apart from traffic monitoring, textual analysis of geo-located social media responses can provide an intelligent means in detecting and classifying traffic related events. This paper deals with the content analysis of Twitter textual data using an ensemble of supervised and unsupervised Machine Learning methods in order to cluster and properly classify traffic related events. Voluminous textual data was gathered using innovative Twitter APIs and managed by Big Data cloud methodologies via an Apache Spark system. Events were detected using a traffic related typology and the clustering K-Means model, where related event classification was achieved applying Support Vector Machines (SVM), Convolutional Neural Networks (CNN) and Long Short Term Memory (LSTM) networks. We provide experimental results for 2-class and 3-class classification examples indicating that the ensemble performs with accuracy and F-score reaching 98.5%.

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 Data-driven predictions of a multiscale Lorenz 96 chaotic system using machine-learning methods: reservoir computing, artificial neural network, and long short-term memory network

2020 ◽  
Vol 27 (3) ◽  
pp. 373-389 ◽  
Author(s):  
Ashesh Chattopadhyay ◽  
Pedram Hassanzadeh ◽  
Devika Subramanian
Keyword(s):  
Neural Network ◽  
Machine Learning ◽  
Short Term Memory ◽  
Data Driven ◽  
Reservoir Computing ◽  
Short Term ◽  
Term Memory ◽  
Machine Learning Methods ◽  
Long Short Term Memory ◽  
Lorenz 96

Abstract. In this paper, the performance of three machine-learning methods for predicting short-term evolution and for reproducing the long-term statistics of a multiscale spatiotemporal Lorenz 96 system is examined. The methods are an echo state network (ESN, which is a type of reservoir computing; hereafter RC–ESN), a deep feed-forward artificial neural network (ANN), and a recurrent neural network (RNN) with long short-term memory (LSTM; hereafter RNN–LSTM). This Lorenz 96 system has three tiers of nonlinearly interacting variables representing slow/large-scale (X), intermediate (Y), and fast/small-scale (Z) processes. For training or testing, only X is available; Y and Z are never known or used. We show that RC–ESN substantially outperforms ANN and RNN–LSTM for short-term predictions, e.g., accurately forecasting the chaotic trajectories for hundreds of numerical solver's time steps equivalent to several Lyapunov timescales. The RNN–LSTM outperforms ANN, and both methods show some prediction skills too. Furthermore, even after losing the trajectory, data predicted by RC–ESN and RNN–LSTM have probability density functions (pdf's) that closely match the true pdf – even at the tails. The pdf of the data predicted using ANN, however, deviates from the true pdf. Implications, caveats, and applications to data-driven and data-assisted surrogate modeling of complex nonlinear dynamical systems, such as weather and climate, are discussed.

Pressure prediction and abnormal working conditions detection of water supply network based on LSTM

2020 ◽  
Vol 20 (3) ◽  
pp. 963-974 ◽  
Author(s):  
Zhe Xu ◽  
Zhihao Ying ◽  
Yuquan Li ◽  
Bishi He ◽  
Yun Chen
Keyword(s):  
Water Supply ◽  
Short Term Memory ◽  
Learning Performance ◽  
Support Vector ◽  
Supply Network ◽  
Short Term ◽  
Water Supply Network ◽  
Vector Machines ◽  
Long Short Term Memory ◽  
Deep Learning Model

Abstract In this study, a deep learning model based on LSTM (Long Short-Term Memory) is used to predict the state of a water supply network due to its highly complex nonlinearity. The inputs of the model include state information on the pressures at measuring points, as well as control information on the water supply pressure and flow at each entry point. In order to enhance the performance of the model in feature extraction and identification and improve prediction accuracy, a parallel LSTM tandem DNN deep neural network model (PLDNN) is proposed. The experimental results indicate that the model has better learning performance and accuracy compared with traditional prediction methods (artificial neural networks, support vector machines, etc.) and general LSTM models.

scholarly journals Comparative Study of Forecasting Models for Forex Predictions with the Impact of Different Currencies

2022 ◽  
Vol 12 (1) ◽  
pp. 11-22
Author(s):  
Satria Wiro Agung ◽  
◽  
Kelvin Supranata Wangkasa Rianto ◽  
Antoni Wibowo
Keyword(s):  
Machine Learning ◽  
Exchange Rates ◽  
Support Vector Regression ◽  
Short Term Memory ◽  
Political Stability ◽  
Support Vector ◽  
Short Term ◽  
Term Memory ◽  
Long Short Term Memory ◽  
Gated Recurrent Unit

- Foreign Exchange (Forex) is the exchange / trading of currencies from different countries with the aim of making profit. Exchange rates on Forex markets are always changing and it is hard to predict. Many factors affect exchange rates of certain currency pairs like inflation rates, interest rates, government debt, term of trade, political stability of certain countries, recession and many more. Uncertainty in Forex prediction can be reduced with the help of technology by using machine learning. There are many machine learning methods that can be used when predicting Forex. The methods used in this paper are Long Short Term Memory (LSTM), Gated Recurrent Unit (GRU), Support Vector Regression (SVR). XGBOOST, and ARIMA. The outcome of this paper will be comparison results that show how other major currency pairs have influenced the performance and accuracy of different methods. From the results, it was proven that XGBoost outperformed other models by 0.36% compared to ARIMA model, 4.4% compared to GRU model, 8% compared to LSTM model, 9.74% compared to SVR model. Keywords— Forex Forecasting, Long Short Term Memory, Gated Recurrent Unit, Support Vector Regression, ARIMA, Extreme Gradient Boosting

scholarly journals Previsão de casos de dengue através de Machine Learning e Deep Learning: uma revisão sistemática

2021 ◽  
Vol 10 (11) ◽  
pp. e33101119347
Author(s):  
Ewethon Dyego de Araujo Batista ◽  
Wellington Candeia de Araújo ◽  
Romeryto Vieira Lira ◽  
Laryssa Izabel de Araujo Batista
Keyword(s):  
Machine Learning ◽  
Deep Learning ◽  
Short Term Memory ◽  
Mean Absolute Error ◽  
Absolute Error ◽  
Support Vector ◽  
Short Term ◽  
Term Memory ◽  
Long Short Term Memory ◽  
De Medicina

Introdução: a dengue é uma arbovirose causada pelo vírus DENV e transmitida para o homem através do mosquito Aedes aegypti. Atualmente, não existe uma vacina eficaz para combater todas as sorologias do vírus. Diante disso, o combate à doença se volta para medidas preventivas contra a proliferação do mosquito. Os pesquisadores estão utilizando Machine Learning (ML) e Deep Learning (DL) como ferramentas para prever casos de dengue e ajudar os governantes nesse combate. Objetivo: identificar quais técnicas e abordagens de ML e de DL estão sendo utilizadas na previsão de dengue. Métodos: revisão sistemática realizada nas bases das áreas de Medicina e de Computação com intuito de responder as perguntas de pesquisa: é possível realizar previsões de casos de dengue através de técnicas de ML e de DL, quais técnicas são utilizadas, onde os estudos estão sendo realizados, como e quais dados estão sendo utilizados? Resultados: após realizar as buscas, aplicar os critérios de inclusão, exclusão e leitura aprofundada, 14 artigos foram aprovados. As técnicas Random Forest (RF), Support Vector Regression (SVR), e Long Short-Term Memory (LSTM) estão presentes em 85% dos trabalhos. Em relação aos dados, na maioria, foram utilizados 10 anos de dados históricos da doença e informações climáticas. Por fim, a técnica Root Mean Absolute Error (RMSE) foi a preferida para mensurar o erro. Conclusão: a revisão evidenciou a viabilidade da utilização de técnicas de ML e de DL para a previsão de casos de dengue, com baixa taxa de erro e validada através de técnicas estatísticas.

scholarly journals Prediction of Corn and Sugar Prices Using Machine Learning, Econometrics, and Ensemble Models

2021 ◽  
Vol 9 (1) ◽  
pp. 31
Author(s):  
Roberto F. Silva ◽  
Bruna L. Barreira ◽  
Carlos E. Cugnasca
Keyword(s):  
Machine Learning ◽  
Short Term Memory ◽  
State Of The Art ◽  
Support Vector ◽  
Short Term ◽  
Corn Prices ◽  
Lower Variation ◽  
Test Sets ◽  
Long Short Term Memory ◽  
Machine Learning Models

This paper explores the use of several state-of-the-art machine learning models for predicting the daily prices of corn and sugar in Brazil in relation to the use of traditional econometrics models. The following models were implemented and compared: ARIMA, SARIMA, support vector regression (SVR), AdaBoost, and long short-term memory networks (LSTM). It was observed that, even though the prices time series for both products differ considerably, the models that presented the best results were obtained by: SVR, an ensemble of the SVR and LSTM models, an ensemble of the AdaBoost and SVR models, and an ensemble of the AdaBoost and LSTM models. The econometrics models presented the worst results for both products for all metrics considered. All models presented better results for predicting corn prices in relation to the sugar prices, which can be related mainly to its lower variation during the training and test sets. The methodology used can be implemented for other products.

scholarly journals Univariate and Multivariate Machine Learning Forecasting Models on the Price Returns of Cryptocurrencies

2021 ◽  
Vol 14 (10) ◽  
pp. 486
Author(s):  
Dante Miller ◽  
Jong-Min Kim
Keyword(s):  
Machine Learning ◽  
Neural Networks ◽  
Short Term Memory ◽  
Moving Average ◽  
Short Term ◽  
Learning Methods ◽  
Term Memory ◽  
Machine Learning Methods ◽  
Error Measures ◽  
Long Short Term Memory

In this study, we predicted the log returns of the top 10 cryptocurrencies based on market cap, using univariate and multivariate machine learning methods such as recurrent neural networks, deep learning neural networks, Holt’s exponential smoothing, autoregressive integrated moving average, ForecastX, and long short-term memory networks. The multivariate long short-term memory networks performed better than the univariate machine learning methods in terms of the prediction error measures.

scholarly journals Comparison of Machine Learning Methods for Image Reconstruction Using the LSTM Classifier in Industrial Electrical Tomography

Energies ◽  
2021 ◽  
Vol 14 (21) ◽  
pp. 7269
Author(s):  
Grzegorz Kłosowski ◽  
Tomasz Rymarczyk ◽  
Konrad Niderla ◽  
Magdalena Rzemieniak ◽  
Artur Dmowski ◽  
...  
Keyword(s):  
Machine Learning ◽  
Support Vector Machine ◽  
Short Term Memory ◽  
Support Vector ◽  
Short Term ◽  
Electrical Tomography ◽  
Term Memory ◽  
Tomographic Images ◽  
Memory Network ◽  
Long Short Term Memory

Electrical tomography is a non-invasive method of monitoring the interior of objects, which is used in various industries. In particular, it is possible to monitor industrial processes inside reactors and tanks using tomography. Tomography enables real-time observation of crystals or gas bubbles growing in a liquid. However, obtaining high-resolution tomographic images is problematic because it involves solving the so-called ill-posed inverse problem. Noisy input data cause problems, too. Therefore, the use of appropriate hardware solutions to eliminate this phenomenon is necessary. An important cause of obtaining accurate tomographic images may also be the incorrect selection of algorithmic methods used to convert the measurements into the output images. In a dynamically changing environment of a tank reactor, selecting the optimal algorithmic method used to create a tomographic image becomes an optimization problem. This article presents the machine learning method’s original concept of intelligent selection depending on the reconstructed case. The long short-term memory network was used to classify the methods to choose one of the five homogenous methods—elastic net, linear regression with the least-squares learner, linear regression with support vector machine learner, support vector machine model, or artificial neural networks. In the presented research, tomographic images of selected measurement cases, reconstructed using five methods, were compared. Then, the selection methods’ accuracy was verified thanks to the long short-term memory network used as a classifier. The results proved that the new concept of long short-term memory classification ensures better tomographic reconstructions efficiency than imaging all measurement cases with single homogeneous methods.

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