scholarly journals Accuracy and Predictive Power of Sell-Side Target Prices for Global Clean Energy Companies

2021 ◽  
Vol 13 (22) ◽  
pp. 12746
Author(s):  
Christoph Lohrmann ◽  
Alena Lohrmann

Target prices are often provided as a support for stock recommendations by sell-side analysts which represent an explicit estimate of the expected future value of a company’s stock. This research focuses on mean target prices for stocks contained in the Standard and Poor’s Global Clean Energy Index during the time period from 2009 to 2020. The accuracy of mean target prices for these global clean energy stocks at any point during a 12-month period (Year-Highest) is 68.1% and only 46.6% after exactly 12 months (Year-End). A random forest and an SVM classification model were trained for both a Year-End and a Year-Highest target and compared to a random model. The random forest demonstrates the best results with an average accuracy of 73.24% for the Year-End target and 81.15% for the Year-Highest target. The analysis of the variables shows that for all models the mean target price is the most relevant variable, whereas the number of target prices appears to be highly relevant as well. Moreover, the results indicate that following the rare positive predictions of the random forest for the highest target return groups (“30% to 70%” and “Above 70%”) may potentially represent attractive investment opportunities.

Telematika ◽  
2021 ◽  
Vol 18 (1) ◽  
pp. 61
Author(s):  
Siti Khomsah

Purpose: This study aims to determine the accuracy of sentiment classification using the Random-Forest, and Word2Vec Skip-gram used for features extraction. Word2Vec is one of the effective methods that represent aspects of word meaning and, it helps to improve sentiment classification accuracy.Methodology: The research data consists of 31947 comments downloaded from the YouTube channel for the 2019 presidential election debate. The dataset consists of 23612 positive comments and 8335 negative comments. To avoid bias, we balance the amount of positive and negative data using oversampling. We use Skip-gram to extract features word. The Skip-gram will produce several features around the word the context (input word). Each of these features contains a weight. The feature weight of each comment is calculated by an average-based approach. Random Forest is used to building a sentiment classification model. Experiments were carried out several times with different epoch and window parameters. The performance of each model experiment was measured by cross-validation.Result: Experiments using epochs 1, 5, and 20 and window sizes of 3, 5, and 10, obtain the average accuracy of the model is 90.1% to 91%. However, the results of testing reach an accuracy between 88.77% and 89.05%. But accuracy of the model little bit lower than the accuracy model also was not significant. In the next experiment, it recommended using the number of epochs and the window size greater than twenty epochs and ten windows, so that accuracy increasing significantly.Value: The number of epoch and window sizes on the Skip-Gram affect accuracy. More and more epoch and window sizes affect increasing the accuracy.


Energies ◽  
2021 ◽  
Vol 14 (7) ◽  
pp. 1809
Author(s):  
Mohammed El Amine Senoussaoui ◽  
Mostefa Brahami ◽  
Issouf Fofana

Machine learning is widely used as a panacea in many engineering applications including the condition assessment of power transformers. Most statistics attribute the main cause of transformer failure to insulation degradation. Thus, a new, simple, and effective machine-learning approach was proposed to monitor the condition of transformer oils based on some aging indicators. The proposed approach was used to compare the performance of two machine-learning classifiers: J48 decision tree and random forest. The service-aged transformer oils were classified into four groups: the oils that can be maintained in service, the oils that should be reconditioned or filtered, the oils that should be reclaimed, and the oils that must be discarded. From the two algorithms, random forest exhibited a better performance and high accuracy with only a small amount of data. Good performance was achieved through not only the application of the proposed algorithm but also the approach of data preprocessing. Before feeding the classification model, the available data were transformed using the simple k-means method. Subsequently, the obtained data were filtered through correlation-based feature selection (CFsSubset). The resulting features were again retransformed by conducting the principal component analysis and were passed through the CFsSubset filter. The transformation and filtration of the data improved the classification performance of the adopted algorithms, especially random forest. Another advantage of the proposed method is the decrease in the number of the datasets required for the condition assessment of transformer oils, which is valuable for transformer condition monitoring.


Agriculture ◽  
2021 ◽  
Vol 11 (4) ◽  
pp. 371
Author(s):  
Yu Jin ◽  
Jiawei Guo ◽  
Huichun Ye ◽  
Jinling Zhao ◽  
Wenjiang Huang ◽  
...  

The remote sensing extraction of large areas of arecanut (Areca catechu L.) planting plays an important role in investigating the distribution of arecanut planting area and the subsequent adjustment and optimization of regional planting structures. Satellite imagery has previously been used to investigate and monitor the agricultural and forestry vegetation in Hainan. However, the monitoring accuracy is affected by the cloudy and rainy climate of this region, as well as the high level of land fragmentation. In this paper, we used PlanetScope imagery at a 3 m spatial resolution over the Hainan arecanut planting area to investigate the high-precision extraction of the arecanut planting distribution based on feature space optimization. First, spectral and textural feature variables were selected to form the initial feature space, followed by the implementation of the random forest algorithm to optimize the feature space. Arecanut planting area extraction models based on the support vector machine (SVM), BP neural network (BPNN), and random forest (RF) classification algorithms were then constructed. The overall classification accuracies of the SVM, BPNN, and RF models optimized by the RF features were determined as 74.82%, 83.67%, and 88.30%, with Kappa coefficients of 0.680, 0.795, and 0.853, respectively. The RF model with optimized features exhibited the highest overall classification accuracy and kappa coefficient. The overall accuracy of the SVM, BPNN, and RF models following feature optimization was improved by 3.90%, 7.77%, and 7.45%, respectively, compared with the corresponding unoptimized classification model. The kappa coefficient also improved. The results demonstrate the ability of PlanetScope satellite imagery to extract the planting distribution of arecanut. Furthermore, the RF is proven to effectively optimize the initial feature space, composed of spectral and textural feature variables, further improving the extraction accuracy of the arecanut planting distribution. This work can act as a theoretical and technical reference for the agricultural and forestry industries.


2021 ◽  
Vol 11 (4) ◽  
pp. 1378
Author(s):  
Seung Hyun Lee ◽  
Jaeho Son

It has been pointed out that the act of carrying a heavy object that exceeds a certain weight by a worker at a construction site is a major factor that puts physical burden on the worker’s musculoskeletal system. However, due to the nature of the construction site, where there are a large number of workers simultaneously working in an irregular space, it is difficult to figure out the weight of the object carried by the worker in real time or keep track of the worker who carries the excess weight. This paper proposes a prototype system to track the weight of heavy objects carried by construction workers by developing smart safety shoes with FSR (Force Sensitive Resistor) sensors. The system consists of smart safety shoes with sensors attached, a mobile device for collecting initial sensing data, and a web-based server computer for storing, preprocessing and analyzing such data. The effectiveness and accuracy of the weight tracking system was verified through the experiments where a weight was lifted by each experimenter from +0 kg to +20 kg in 5 kg increments. The results of the experiment were analyzed by a newly developed machine learning based model, which adopts effective classification algorithms such as decision tree, random forest, gradient boosting algorithm (GBM), and light GBM. The average accuracy classifying the weight by each classification algorithm showed similar, but high accuracy in the following order: random forest (90.9%), light GBM (90.5%), decision tree (90.3%), and GBM (89%). Overall, the proposed weight tracking system has a significant 90.2% average accuracy in classifying how much weight each experimenter carries.


Sensors ◽  
2021 ◽  
Vol 21 (10) ◽  
pp. 3553
Author(s):  
Jeremy Watts ◽  
Anahita Khojandi ◽  
Rama Vasudevan ◽  
Fatta B. Nahab ◽  
Ritesh A. Ramdhani

Parkinson’s disease medication treatment planning is generally based on subjective data obtained through clinical, physician-patient interactions. The Personal KinetiGraph™ (PKG) and similar wearable sensors have shown promise in enabling objective, continuous remote health monitoring for Parkinson’s patients. In this proof-of-concept study, we propose to use objective sensor data from the PKG and apply machine learning to cluster patients based on levodopa regimens and response. The resulting clusters are then used to enhance treatment planning by providing improved initial treatment estimates to supplement a physician’s initial assessment. We apply k-means clustering to a dataset of within-subject Parkinson’s medication changes—clinically assessed by the MDS-Unified Parkinson’s Disease Rating Scale-III (MDS-UPDRS-III) and the PKG sensor for movement staging. A random forest classification model was then used to predict patients’ cluster allocation based on their respective demographic information, MDS-UPDRS-III scores, and PKG time-series data. Clinically relevant clusters were partitioned by levodopa dose, medication administration frequency, and total levodopa equivalent daily dose—with the PKG providing similar symptomatic assessments to physician MDS-UPDRS-III scores. A random forest classifier trained on demographic information, MDS-UPDRS-III scores, and PKG time-series data was able to accurately classify subjects of the two most demographically similar clusters with an accuracy of 86.9%, an F1 score of 90.7%, and an AUC of 0.871. A model that relied solely on demographic information and PKG time-series data provided the next best performance with an accuracy of 83.8%, an F1 score of 88.5%, and an AUC of 0.831, hence further enabling fully remote assessments. These computational methods demonstrate the feasibility of using sensor-based data to cluster patients based on their medication responses with further potential to assist with medication recommendations.


2021 ◽  
Vol 11 (9) ◽  
pp. 4292
Author(s):  
Mónica Y. Moreno-Revelo ◽  
Lorena Guachi-Guachi ◽  
Juan Bernardo Gómez-Mendoza ◽  
Javier Revelo-Fuelagán ◽  
Diego H. Peluffo-Ordóñez

Automatic crop identification and monitoring is a key element in enhancing food production processes as well as diminishing the related environmental impact. Although several efficient deep learning techniques have emerged in the field of multispectral imagery analysis, the crop classification problem still needs more accurate solutions. This work introduces a competitive methodology for crop classification from multispectral satellite imagery mainly using an enhanced 2D convolutional neural network (2D-CNN) designed at a smaller-scale architecture, as well as a novel post-processing step. The proposed methodology contains four steps: image stacking, patch extraction, classification model design (based on a 2D-CNN architecture), and post-processing. First, the images are stacked to increase the number of features. Second, the input images are split into patches and fed into the 2D-CNN model. Then, the 2D-CNN model is constructed within a small-scale framework, and properly trained to recognize 10 different types of crops. Finally, a post-processing step is performed in order to reduce the classification error caused by lower-spatial-resolution images. Experiments were carried over the so-named Campo Verde database, which consists of a set of satellite images captured by Landsat and Sentinel satellites from the municipality of Campo Verde, Brazil. In contrast to the maximum accuracy values reached by remarkable works reported in the literature (amounting to an overall accuracy of about 81%, a f1 score of 75.89%, and average accuracy of 73.35%), the proposed methodology achieves a competitive overall accuracy of 81.20%, a f1 score of 75.89%, and an average accuracy of 88.72% when classifying 10 different crops, while ensuring an adequate trade-off between the number of multiply-accumulate operations (MACs) and accuracy. Furthermore, given its ability to effectively classify patches from two image sequences, this methodology may result appealing for other real-world applications, such as the classification of urban materials.


2021 ◽  
Author(s):  
Jeremy Watts ◽  
Anahita Khojandi ◽  
Rama Vasudevan ◽  
Fatta B. Nahab ◽  
Ritesh Ramdhani

Abstract Parkinson’s disease (PD) medication treatment planning is generally based on subjective data through in-office, physicianpatient interactions. The Personal KinetiGraphTM (PKG) has shown promise in enabling objective, continuous remote health monitoring for Parkinson’s patients. In this proof-of-concept study, we propose to use objective sensor data from the PKG and apply machine learning to subtype patients based on levodopa regimens and response. We apply k-means clustering to a dataset of with-in-subject Parkinson’s medication changes—clinically assessed by the PKG and Hoehn & Yahr (H&Y) staging. A random forest classification model was then used to predict patients’ cluster allocation based on their respective PKG data and demographic information. Clinically relevant clusters were developed based on longitudinal dopaminergic regimens—partitioned by levodopa dose, administration frequency, and total levodopa equivalent daily dose—with the PKG increasing cluster granularity compared to the H&Y staging. A random forest classifier was able to accurately classify subjects of the two most demographically similar clusters with an accuracy of 87:9 ±1:3


2017 ◽  
Author(s):  
Carlos J Corrada Bravo ◽  
Rafael Álvarez Berríos ◽  
T. Mitchell Aide

We developed a web-based cloud-hosted system that allow users to archive, listen, visualize, and annotate recordings. The system also provides tools to convert these annotations into datasets that can be used to train a computer to detect the presence or absence of a species. The algorithm used by the system was selected after comparing the accuracy and efficiency of three variants of a template-based classification. The algorithm computes a similarity vector by comparing a template of a species call with time increments across the spectrogram. Statistical features are extracted from this vector and used as input for a Random Forest classifier that predicts presence or absence of the species in the recording. The fastest algorithm variant had the highest average accuracy and specificity; therefore, it was implemented in the ARBIMON web-based system.


Symmetry ◽  
2020 ◽  
Vol 12 (6) ◽  
pp. 984
Author(s):  
Sheenam Jain ◽  
Vijay Kumar

The apparel industry houses a huge amount and variety of data. At every step of the supply chain, data is collected and stored by each supply chain actor. This data, when used intelligently, can help with solving a good deal of problems for the industry. In this regard, this article is devoted to the application of data mining on the industry’s product data, i.e., data related to a garment, such as fabric, trim, print, shape, and form. The purpose of this article is to use data mining and symmetry-based learning techniques on product data to create a classification model that consists of two subsystems: (1) for predicting the garment category and (2) for predicting the garment sub-category. Classification techniques, such as Decision Trees, Naïve Bayes, Random Forest, and Bayesian Forest were applied to the ‘Deep Fashion’ open-source database. The data contain three garment categories, 50 garment sub-categories, and 1000 garment attributes. The two subsystems were first trained individually and then integrated using soft classification. It was observed that the performance of the random forest classifier was comparatively better, with an accuracy of 86%, 73%, 82%, and 90%, respectively, for the garment category, and sub-categories of upper body garment, lower body garment, and whole-body garment.


2020 ◽  
Vol 11 ◽  
Author(s):  
Yi Guo ◽  
Yushan Liu ◽  
Wenjie Ming ◽  
Zhongjin Wang ◽  
Junming Zhu ◽  
...  

Purpose: We are aiming to build a supervised machine learning-based classifier, in order to preoperatively distinguish focal cortical dysplasia (FCD) from glioneuronal tumors (GNTs) in patients with epilepsy.Methods: This retrospective study was comprised of 96 patients who underwent epilepsy surgery, with the final neuropathologic diagnosis of either an FCD or GNTs. Seven classical machine learning algorithms (i.e., Random Forest, SVM, Decision Tree, Logistic Regression, XGBoost, LightGBM, and CatBoost) were employed and trained by our dataset to get the classification model. Ten features [i.e., Gender, Past history, Age at seizure onset, Course of disease, Seizure type, Seizure frequency, Scalp EEG biomarkers, MRI features, Lesion location, Number of antiepileptic drug (AEDs)] were analyzed in our study.Results: We enrolled 56 patients with FCD and 40 patients with GNTs, which included 29 with gangliogliomas (GGs) and 11 with dysembryoplasic neuroepithelial tumors (DNTs). Our study demonstrated that the Random Forest-based machine learning model offered the best predictive performance on distinguishing the diagnosis of FCD from GNTs, with an F1-score of 0.9180 and AUC value of 0.9340. Furthermore, the most discriminative factor between FCD and GNTs was the feature “age at seizure onset” with the Chi-square value of 1,213.0, suggesting that patients who had a younger age at seizure onset were more likely to be diagnosed as FCD.Conclusion: The Random Forest-based machine learning classifier can accurately differentiate FCD from GNTs in patients with epilepsy before surgery. This might lead to improved clinician confidence in appropriate surgical planning and treatment outcomes.


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