scholarly journals Research on Forecasting of China's Monetary Policy Based on Random Forest Algorithm.pdf

Author(s):  
chuanxin qiu

This paper uses the random forest algorithm model to quantify and predict the monetary policy of the People's Bank of China under the input of 16 indicators macroeconomic indicators. It is compared with three other machine learning algorithms (CART decision tree, support vector machine and neural network algorithm), discrete selection model and combined prediction model. The results show that the random forest algorithm shows better prediction accuracy in predicting the direction of the central bank's monetary policy.

2020 ◽  
Author(s):  
chuanxin qiu

This paper uses the random forest algorithm model to quantify and predict the monetary policy of the People's Bank of China under the input of 16 indicators macroeconomic indicators. It is compared with three other machine learning algorithms (CART decision tree, support vector machine and neural network algorithm), discrete selection model and combined prediction model. The results show that the random forest algorithm shows better prediction accuracy in predicting the direction of the central bank's monetary policy.


2020 ◽  
Author(s):  
chuanxin qiu

This paper uses the random forest algorithm model to quantify and predict the monetary policy of the People's Bank of China under the input of 16 indicators macroeconomic indicators. It is compared with three other machine learning algorithms (CART decision tree, support vector machine and neural network algorithm), discrete selection model and combined prediction model. The results show that the random forest algorithm shows better prediction accuracy in predicting the direction of the central bank's monetary policy.


2019 ◽  
Vol 20 (S2) ◽  
Author(s):  
Varun Khanna ◽  
Lei Li ◽  
Johnson Fung ◽  
Shoba Ranganathan ◽  
Nikolai Petrovsky

Abstract Background Toll-like receptor 9 is a key innate immune receptor involved in detecting infectious diseases and cancer. TLR9 activates the innate immune system following the recognition of single-stranded DNA oligonucleotides (ODN) containing unmethylated cytosine-guanine (CpG) motifs. Due to the considerable number of rotatable bonds in ODNs, high-throughput in silico screening for potential TLR9 activity via traditional structure-based virtual screening approaches of CpG ODNs is challenging. In the current study, we present a machine learning based method for predicting novel mouse TLR9 (mTLR9) agonists based on features including count and position of motifs, the distance between the motifs and graphically derived features such as the radius of gyration and moment of Inertia. We employed an in-house experimentally validated dataset of 396 single-stranded synthetic ODNs, to compare the results of five machine learning algorithms. Since the dataset was highly imbalanced, we used an ensemble learning approach based on repeated random down-sampling. Results Using in-house experimental TLR9 activity data we found that random forest algorithm outperformed other algorithms for our dataset for TLR9 activity prediction. Therefore, we developed a cross-validated ensemble classifier of 20 random forest models. The average Matthews correlation coefficient and balanced accuracy of our ensemble classifier in test samples was 0.61 and 80.0%, respectively, with the maximum balanced accuracy and Matthews correlation coefficient of 87.0% and 0.75, respectively. We confirmed common sequence motifs including ‘CC’, ‘GG’,‘AG’, ‘CCCG’ and ‘CGGC’ were overrepresented in mTLR9 agonists. Predictions on 6000 randomly generated ODNs were ranked and the top 100 ODNs were synthesized and experimentally tested for activity in a mTLR9 reporter cell assay, with 91 of the 100 selected ODNs showing high activity, confirming the accuracy of the model in predicting mTLR9 activity. Conclusion We combined repeated random down-sampling with random forest to overcome the class imbalance problem and achieved promising results. Overall, we showed that the random forest algorithm outperformed other machine learning algorithms including support vector machines, shrinkage discriminant analysis, gradient boosting machine and neural networks. Due to its predictive performance and simplicity, the random forest technique is a useful method for prediction of mTLR9 ODN agonists.


Sensors ◽  
2021 ◽  
Vol 21 (6) ◽  
pp. 2119
Author(s):  
Victor Flores ◽  
Claudio Leiva

The copper mining industry is increasingly using artificial intelligence methods to improve copper production processes. Recent studies reveal the use of algorithms, such as Artificial Neural Network, Support Vector Machine, and Random Forest, among others, to develop models for predicting product quality. Other studies compare the predictive models developed with these machine learning algorithms in the mining industry as a whole. However, not many copper mining studies published compare the results of machine learning techniques for copper recovery prediction. This study makes a detailed comparison between three models for predicting copper recovery by leaching, using four datasets resulting from mining operations in Northern Chile. The algorithms used for developing the models were Random Forest, Support Vector Machine, and Artificial Neural Network. To validate these models, four indicators or values of merit were used: accuracy (acc), precision (p), recall (r), and Matthew’s correlation coefficient (mcc). This paper describes the dataset preparation and the refinement of the threshold values used for the predictive variable most influential on the class (the copper recovery). Results show both a precision over 98.50% and also the model with the best behavior between the predicted and the real values. Finally, the obtained models have the following mean values: acc = 0.943, p = 88.47, r = 0.995, and mcc = 0.232. These values are highly competitive when compared with those obtained in similar studies using other approaches in the context.


Sensors ◽  
2021 ◽  
Vol 21 (23) ◽  
pp. 7796
Author(s):  
Tao Hu ◽  
Yuman Sun ◽  
Weiwei Jia ◽  
Dandan Li ◽  
Maosheng Zou ◽  
...  

We performed a comparative analysis of the prediction accuracy of machine learning methods and ordinary Kriging (OK) hybrid methods for forest volume models based on multi-source remote sensing data combined with ground survey data. Taking Larix olgensis, Pinus koraiensis, and Pinus sylvestris plantations in Mengjiagang forest farms as the research object, based on the Chinese Academy of Forestry LiDAR, charge-coupled device, and hyperspectral (CAF-LiTCHy) integrated system, we extracted the visible vegetation index, texture features, terrain factors, and point cloud feature variables, respectively. Random forest (RF), support vector regression (SVR), and an artificial neural network (ANN) were used to estimate forest volume. In the small-scale space, the estimation of sample plot volume is influenced by the surrounding environment as well as the neighboring observed data. Based on the residuals of these three machine learning models, OK interpolation was applied to construct new hybrid forest volume estimation models called random forest Kriging (RFK), support vector machines for regression Kriging (SVRK), and artificial neural network Kriging (ANNK). The six estimation models of forest volume were tested using the leave-one-out (Loo) cross-validation method. The prediction accuracies of these six models are better, with RLoo2 values above 0.6, and the prediction accuracy values of the hybrid models are all improved to different extents. Among the six models, the RFK hybrid model had the best prediction effect, with an RLoo2 reaching 0.915. Therefore, the machine learning method based on multi-source remote sensing factors is useful for forest volume estimation; in particular, the hybrid model constructed by combining machine learning and the OK method greatly improved the accuracy of forest volume estimation, which, thus, provides a fast and effective method for the remote sensing inversion estimation of forest volume and facilitates the management of forest resources.


2020 ◽  
Author(s):  
Nattapong Puttanapong ◽  
Arturo M. Martinez Jr ◽  
Mildred Addawe ◽  
Joseph Bulan ◽  
Ron Lester Durante ◽  
...  

This study examines an alternative approach in estimating poverty by investigating whether readily available geospatial data can accurately predict the spatial distribution of poverty in Thailand. It also compares the predictive performance of various econometric and machine learning methods such as generalized least squares, neural network, random forest, and support vector regression. Results suggest that intensity of night lights and other variables that approximate population density are highly associated with the proportion of population living in poverty. The random forest technique yielded the highest level of prediction accuracy among the methods considered, perhaps due to its capability to fit complex association structures even with small and medium-sized datasets.


2020 ◽  
Vol 15 (4) ◽  
pp. 1238-1247
Author(s):  
Weiwei Li ◽  
Chunqing Li ◽  
Tao Wang

Abstract Membrane bioreactors (MBRs) are a sewage treatment process that combines membrane separation with bioreactor technology. It has great advantages in sewage treatment. Membrane fouling hinders MBR process development, however. Studies have shown that the degree of membrane fouling can be judged using the membrane flux rate. In this study, principal component analysis was used to extract the main factors affecting membrane fouling, then the random forest algorithm on the Hadoop big data platform was used to establish an MBR membrane flux prediction model, which was tested. In order to verify the model's effectiveness, BP neural network and SVM support vector machine models were established using the same experimental data. The experimental results from the different models were compared, and the results showed that the random forest algorithm gave the best MBR membrane flux predictions.


2020 ◽  
Vol 1 (1) ◽  
pp. 42-50
Author(s):  
Hanna Arini Parhusip ◽  
Bambang Susanto ◽  
Lilik Linawati ◽  
Suryasatriya Trihandaru ◽  
Yohanes Sardjono ◽  
...  

The article presents the study of several machine learning algorithms that are used to study breast cancer data with 33 features from 569 samples. The purpose of this research is to investigate the best algorithm for classification of breast cancer. The data may have different scales with different large range one to the other features and hence the data are transformed before the data are classified. The used classification methods in machine learning are logistic regression, k-nearest neighbor, Naive bayes classifier, support vector machine, decision tree and random forest algorithm. The original data and the transformed data are classified with size of data test is 0.3. The SVM and Naive Bayes algorithms have no improvement of accuracy with random forest gives the best accuracy among all. Therefore the size of data test is reduced to 0.25 leading to improve all algorithms in transformed data classifications. However, random forest algorithm still gives the best accuracy.


2020 ◽  
pp. 1-11
Author(s):  
Jianjun Miao

It is difficult for the intelligent teaching system in colleges to effectively predict student grade, which makes it difficult to formulate follow-up teaching strategies. In order to improve the effect of student grade prediction, this study improves the neural network algorithm, combines support vector machines to build a student grade prediction model, and uses PCA to reduce the dimensionality of the sample data. The specific operation is realized by SPSS software. Moreover, this study removes redundant information inside the input vector and compresses multiple features into a few typical features as much as possible. In addition, the research set a control experiment to analyze the performance of the research model and compare the advantages and disadvantages of the classification prediction effect of traditional machine learning algorithms and neural network algorithms. Through experimental comparison, we can see that the model constructed in this paper has certain advantages in all aspects of parameter performance, and the prediction model proposed in this study has certain effects.


2021 ◽  
Vol 2076 (1) ◽  
pp. 012045
Author(s):  
Aimin Li ◽  
Meng Fan ◽  
Guangduo Qin

Abstract There are many traditional methods available for water body extraction based on remote sensing images, such as normalised difference water index (NDWI), modified NDWI (MNDWI), and the multi-band spectrum method, but the accuracy of these methods is limited. In recent years, machine learning algorithms have developed rapidly and been applied widely. Using Landsat-8 images, models such as decision tree, logistic regression, a random forest, neural network, support vector method (SVM), and Xgboost were adopted in the present research within machine learning algorithms. Based on this, through cross validation and a grid search method, parameters were determined for each model.Moreover, the merits and demerits of several models in water body extraction were discussed and a comparative analysis was performed with three methods for determining thresholds in the traditional NDWI. The results show that the neural network has excellent performances and is a stable model, followed by the SVM and the logistic regression algorithm. Furthermore, the ensemble algorithms including the random forest and Xgboost were affected by sample distribution and the model of the decision tree returned the poorest performance.


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