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.

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 Prediction of Head Movement in 360-Degree Videos Using Attention Model

Sensors ◽  
2021 ◽  
Vol 21 (11) ◽  
pp. 3678
Author(s):  
Dongwon Lee ◽  
Minji Choi ◽  
Joohyun Lee
Keyword(s):  
Machine Learning ◽  
Short Term Memory ◽  
Moving Average ◽  
The Other ◽  
Learning Models ◽  
Short Term ◽  
Term Memory ◽  
Attention Model ◽  
Long Short Term Memory ◽  
Machine Learning Models

In this paper, we propose a prediction algorithm, the combination of Long Short-Term Memory (LSTM) and attention model, based on machine learning models to predict the vision coordinates when watching 360-degree videos in a Virtual Reality (VR) or Augmented Reality (AR) system. Predicting the vision coordinates while video streaming is important when the network condition is degraded. However, the traditional prediction models such as Moving Average (MA) and Autoregression Moving Average (ARMA) are linear so they cannot consider the nonlinear relationship. Therefore, machine learning models based on deep learning are recently used for nonlinear predictions. We use the Long Short-Term Memory (LSTM) and Gated Recurrent Unit (GRU) neural network methods, originated in Recurrent Neural Networks (RNN), and predict the head position in the 360-degree videos. Therefore, we adopt the attention model to LSTM to make more accurate results. We also compare the performance of the proposed model with the other machine learning models such as Multi-Layer Perceptron (MLP) and RNN using the root mean squared error (RMSE) of predicted and real coordinates. We demonstrate that our model can predict the vision coordinates more accurately than the other models in various videos.

scholarly journals Unscented Kalman Filter-Aided Long Short-Term Memory Approach for Wind Nowcasting

Aerospace ◽  
2021 ◽  
Vol 8 (9) ◽  
pp. 236
Author(s):  
Junghyun Kim ◽  
Kyuman Lee
Keyword(s):  
Machine Learning ◽  
Short Term Memory ◽  
Unscented Kalman Filter ◽  
Aviation Industry ◽  
Learning Models ◽  
Short Term ◽  
Machine Learning Model ◽  
Long Short Term Memory ◽  
Lstm Network ◽  
Machine Learning Models

Obtaining reliable wind information is critical for efficiently managing air traffic and airport operations. Wind forecasting has been considered one of the most challenging tasks in the aviation industry. Recently, with the advent of artificial intelligence, many machine learning techniques have been widely used to address a variety of complex phenomena in wind predictions. In this paper, we propose a hybrid framework that combines a machine learning model with Kalman filtering for a wind nowcasting problem in the aviation industry. More specifically, this study has three objectives as follows: (1) compare the performance of the machine learning models (i.e., Gaussian process, multi-layer perceptron, and long short-term memory (LSTM) network) to identify the most appropriate model for wind predictions, (2) combine the machine learning model selected in step (1) with an unscented Kalman filter (UKF) to improve the fidelity of the model, and (3) perform Monte Carlo simulations to quantify uncertainties arising from the modeling process. Results show that short-term time-series wind datasets are best predicted by the LSTM network compared to the other machine learning models and the UKF-aided LSTM (UKF-LSTM) approach outperforms the LSTM network only, especially when long-term wind forecasting needs to be considered.

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 Sales forecasting using multivariate long short term memory network models

2019 ◽  
Author(s):  
Suleka Helmini ◽  
Nadheesh Jihan ◽  
Malith Jayasinghe ◽  
Srinath Perera
Keyword(s):  
Machine Learning ◽  
Random Forest ◽  
Short Term Memory ◽  
Learning Models ◽  
Short Term ◽  
Term Memory ◽  
Forecasting Models ◽  
Non Linear ◽  
Long Short Term Memory ◽  
Machine Learning Models

In the retail domain, estimating the sales before actual sales become known plays a key role in maintaining a successful business. This is due to the fact that most crucial decisions are bound to be based on these forecasts. Statistical sales forecasting models like ARIMA (Auto-Regressive Integrated Moving Average), can be identified as one of the most traditional and commonly used forecasting methodologies. Even though these models are capable of producing satisfactory forecasts for linear time series data they are not suitable for analyzing non-linear data. Therefore, machine learning models (such as Random Forest Regression, XGBoost) have been employed frequently as they were able to achieve better results using non-linear data. The recent research shows that deep learning models (e.g. recurrent neural networks) can provide higher accuracy in predictions compared to machine learning models due to their ability to persist information and identify temporal relationships. In this paper, we adopt a special variant of Long Short Term Memory (LSTM) network called LSTM model with peephole connections for sales prediction. We first build our model using historical features for sales forecasting. We compare the results of this initial LSTM model with multiple machine learning models, namely, the Extreme Gradient Boosting model (XGB) and Random Forest Regressor model(RFR). We further improve the prediction accuracy of the initial model by incorporating features that describe the future that is known to us in the current moment, an approach that has not been explored in previous state-of-the-art LSTM based forecasting models. The initial LSTM model we develop outperforms the machine learning models achieving 12% - 14% improvement whereas the improved LSTM model achieves 11\% - 13\% improvement compared to the improved machine learning models. Furthermore, we also show that our improved LSTM model can obtain a 20% - 21% improvement compared to the initial LSTM model, achieving significant improvement.

scholarly journals Sales forecasting using multivariate long short term memory network models

2019 ◽  
Author(s):  
Suleka Helmini ◽  
Nadheesh Jihan ◽  
Malith Jayasinghe ◽  
Srinath Perera
Keyword(s):  
Machine Learning ◽  
Random Forest ◽  
Short Term Memory ◽  
Learning Models ◽  
Short Term ◽  
Term Memory ◽  
Forecasting Models ◽  
Non Linear ◽  
Long Short Term Memory ◽  
Machine Learning Models

In the retail domain, estimating the sales before actual sales become known plays a key role in maintaining a successful business. This is due to the fact that most crucial decisions are bound to be based on these forecasts. Statistical sales forecasting models like ARIMA (Auto-Regressive Integrated Moving Average), can be identified as one of the most traditional and commonly used forecasting methodologies. Even though these models are capable of producing satisfactory forecasts for linear time series data they are not suitable for analyzing non-linear data. Therefore, machine learning models (such as Random Forest Regression, XGBoost) have been employed frequently as they were able to achieve better results using non-linear data. The recent research shows that deep learning models (e.g. recurrent neural networks) can provide higher accuracy in predictions compared to machine learning models due to their ability to persist information and identify temporal relationships. In this paper, we adopt a special variant of Long Short Term Memory (LSTM) network called LSTM model with peephole connections for sales prediction. We first build our model using historical features for sales forecasting. We compare the results of this initial LSTM model with multiple machine learning models, namely, the Extreme Gradient Boosting model (XGB) and Random Forest Regressor model(RFR). We further improve the prediction accuracy of the initial model by incorporating features that describe the future that is known to us in the current moment, an approach that has not been explored in previous state-of-the-art LSTM based forecasting models. The initial LSTM model we develop outperforms the machine learning models achieving 12% - 14% improvement whereas the improved LSTM model achieves 11\% - 13\% improvement compared to the improved machine learning models. Furthermore, we also show that our improved LSTM model can obtain a 20% - 21% improvement compared to the initial LSTM model, achieving significant improvement.

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.

scholarly journals Analysis and Prediction of Unplanned Intensive Care Unit Readmission using Recurrent Neural Networks with Long Short-Term Memory

2018 ◽  
Author(s):  
Yu-Wei Lin ◽  
Yuqian Zhou ◽  
Faraz Faghri ◽  
Michael J. Shaw ◽  
Roy H. Campbell
Keyword(s):  
Machine Learning ◽  
Neural Networks ◽  
Recurrent Neural Networks ◽  
Short Term Memory ◽  
Unplanned Readmission ◽  
Learning Models ◽  
Short Term ◽  
Term Memory ◽  
Long Short Term Memory ◽  
Machine Learning Models

AbstractBackgroundUnplanned readmission of a hospitalized patient is an extremely undesirable outcome as the patient may have been exposed to additional risks. The rates of unplanned readmission are, therefore, regarded as an important performance indicator for the medical quality of a hospital and healthcare system. Identifying high-risk patients likely to suffer from readmission before release benefits both the patients and the medical providers. The emergence of machine learning to detect hidden patterns in complex, multi-dimensional datasets provides unparalleled opportunities to develop efficient discharge decision-making support system for physicians.Methods and FindingsWe used supervised machine learning approaches for ICU readmission prediction. We used machine learning methods on comprehensive, longitudinal clinical data from the MIMIC-III to predict the ICU readmission of patients within 30 days of their discharge. We have utilized recent machine learning techniques such as Recurrent Neural Networks (RNN) with Long Short-Term Memory (LSTM), by this we have been able incorporate the multivariate features of EHRs and capture sudden fluctuations in chart event features (e.g. glucose and heart rate) that are significant in time series with temporal dependencies, which cannot be properly captured by traditional static models, but can be captured by our proposed deep neural network based model. We incorporate multiple types of features including chart events, demographic, and ICD9 embeddings. Our machine learning models identifies ICU readmissions at a higher sensitivity rate (0.742) and an improved Area Under the Curve (0.791) compared with traditional methods. We also illustrate the importance of each portion of the features and different combinations of the models to verify the effectiveness of the proposed model.ConclusionOur manuscript highlights the ability of machine learning models to improve our ICU decision making accuracy, and is a real-world example of precision medicine in hospitals. These data-driven results enable clinicians to make assisted decisions within their patient cohorts. This knowledge could have immediate implications for hospitals by improving the detection of possible readmission. We anticipate that machine learning models will improve patient counseling, hospital administration, allocation of healthcare resources and ultimately individualized clinical care.

Sign in / Sign up

Export Citation Format

Share Document