scholarly journals Comparative Study of Real Time Machine Learning Models for Stock Prediction through Streaming Data

2020 ◽  
Vol 26 (9) ◽  
pp. 1128-1147
Author(s):  
Ranjan Behera ◽  
Sushree Das ◽  
Santanu Rath ◽  
Sanjay Misra ◽  
Robertas Damasevicius

Stock prediction is one of the emerging applications in the field of data science which help the companies to make better decision strategy. Machine learning models play a vital role in the field of prediction. In this paper, we have proposed various machine learning models which predicts the stock price from the real-time streaming data. Streaming data has been a potential source for real-time prediction which deals with continuous ow of data having information from various sources like social networking websites, server logs, mobile phone applications, trading oors etc. We have adopted the distributed platform, Spark to analyze the streaming data collected from two different sources as represented in two case studies in this paper. The first case study is based on stock prediction from the historical data collected from Google finance websites through NodeJs and the second one is based on the sentiment analysis of Twitter collected through Twitter API available in Stanford NLP package. Several researches have been made in developing models for stock prediction based on static data. In this work, an effort has been made to develop scalable, fault tolerant models for stock prediction from the real-time streaming data. The Proposed model is based on a distributed architecture known as Lambda architecture. The extensive comparison is made between actual and predicted output for different machine learning models. Support vector regression is found to have better accuracy as compared to other models. The historical data is considered as a ground truth data for validation.

Sensors ◽  
2020 ◽  
Vol 20 (7) ◽  
pp. 1813 ◽  
Author(s):  
Alexander L. Bowler ◽  
Serafim Bakalis ◽  
Nicholas J. Watson

Mixing is one of the most common processes across food, chemical, and pharmaceutical manufacturing. Real-time, in-line sensors are required for monitoring, and subsequently optimising, essential processes such as mixing. Ultrasonic sensors are low-cost, real-time, in-line, and applicable to characterise opaque systems. In this study, a non-invasive, reflection-mode ultrasonic measurement technique was used to monitor two model mixing systems. The two systems studied were honey-water blending and flour-water batter mixing. Classification machine learning models were developed to predict if materials were mixed or not mixed. Regression machine learning models were developed to predict the time remaining until mixing completion. Artificial neural networks, support vector machines, long short-term memory neural networks, and convolutional neural networks were tested, along with different methods for engineering features from ultrasonic waveforms in both the time and frequency domain. Comparisons between using a single sensor and performing multisensor data fusion between two sensors were made. Classification accuracies of up to 96.3% for honey-water blending and 92.5% for flour-water batter mixing were achieved, along with R2 values for the regression models of up to 0.977 for honey-water blending and 0.968 for flour-water batter mixing. Each prediction task produced optimal performance with different algorithms and feature engineering methods, vindicating the extensive comparison between different machine learning approaches.


Author(s):  
Ji In Choi ◽  
Madeleine Georges ◽  
Jung Ah Shin ◽  
Olivia Wang ◽  
Tiffany Zhu ◽  
...  

With advances in edge applications in industry and healthcare, machine learning models are increasingly trained on the edge. However, storage and memory infrastructure at the edge are often primitive, due to cost and real-estate constraints.A simple, effective method is to learn machine learning models from quantized data stored with low arithmetic precision (1-8 bits).In this work, we introduce two stochastic quantization methods, dithering and stochastic rounding. In dithering, additive noise from a uniform distribution is added to the sample before quantization. In stochastic rounding, each sample is quantized to the upper level with probability p and to a lower level with probability 1-p.The key contributions of the paper are as follows: For 3 standard machine learning models, Support Vector Machines, Decision Trees and Linear (Logistic) Regression, we compare the performance loss for a standard static quantization and stochastic quantization for 55 classification and 30 regression datasets with 1-8 bits quantization. We showcase that for 4- and 8-bit quantization over regression datasets, stochastic quantization demonstrates statistically significant improvement.  We investigate the performance loss as a function of dataset attributes viz. number of features, standard deviation, skewness. This helps create a transfer function which will recommend the best quantizer for a given dataset. We propose 2 future research areas, dynamic quantizer update where the model is trained using streaming data and the quantizer is updated after each batch and precision re-allocation under budget constraints where different precision is used for different features.


2021 ◽  
Author(s):  
Rebecca Nye ◽  
Camilo Mejia ◽  
Evgeniya Dontsova

Abstract Recent developments in artificial intelligence (AI) have enabled upstream exploration and production companies to make better, faster and accurate decisions at any stage of well construction, while reducing operational expenditure and risk, increasing logistic efficiencies. The achieved optimization through digitization at the wellsite will significantly reduce the carbon emissions per well drilled when fully embraced by the industry. In addition, an industry pushed to drill in more challenging environments, they must embrace safer and more practical methods. An increase in prediction techniques, to generate synthetic formation evaluation wellbore logs, has unlocked the ability to implement a combination of predictive and prescriptive analytics with petrophysical and geochemical workflows in real time. The foundation of the real time automation is based on advanced machine learning (ML) techniques that are deployed via cloud connectivity. Three levels of logging precision are defined in the automated workflow based on the data inputs and machine learning models. The first level is the forecasting ahead of the bit that implements advanced machine learning using historical data, aiding proactive operational decisions. The second level has improved precision by incorporating real time drilling measurements and providing a credible contingency to for wellbore logging program. The last level incorporates petrophysical workflows and geochemical measurements to achieve the highest precision for logging prediction in the industry. Supervised and unsupervised machine learning models are presented to demonstrate the path for automation. Precision above 95% in the real time automated workflows was achieved with a combination of physics and advanced machine learning models. The automation of the workflow has assisted with optimization of logging programs utilizing technology with costly lost in hole charges and high rate of tool failures in offshore operations. The optimization has reduced the requirement for logistics associated with logging and eliminated the need for radioactive sources and lithium batteries. Highest precision in logging prediction has been achieved through an automated workflow for real time operations. In addition, the workflow can also be deployed with robotics technology to automate sample collection, leading to increased efficiencies.


2021 ◽  
Vol 13 (4) ◽  
pp. 641
Author(s):  
Gopal Ramdas Mahajan ◽  
Bappa Das ◽  
Dayesh Murgaokar ◽  
Ittai Herrmann ◽  
Katja Berger ◽  
...  

Conventional methods of plant nutrient estimation for nutrient management need a huge number of leaf or tissue samples and extensive chemical analysis, which is time-consuming and expensive. Remote sensing is a viable tool to estimate the plant’s nutritional status to determine the appropriate amounts of fertilizer inputs. The aim of the study was to use remote sensing to characterize the foliar nutrient status of mango through the development of spectral indices, multivariate analysis, chemometrics, and machine learning modeling of the spectral data. A spectral database within the 350–1050 nm wavelength range of the leaf samples and leaf nutrients were analyzed for the development of spectral indices and multivariate model development. The normalized difference and ratio spectral indices and multivariate models–partial least square regression (PLSR), principal component regression, and support vector regression (SVR) were ineffective in predicting any of the leaf nutrients. An approach of using PLSR-combined machine learning models was found to be the best to predict most of the nutrients. Based on the independent validation performance and summed ranks, the best performing models were cubist (R2 ≥ 0.91, the ratio of performance to deviation (RPD) ≥ 3.3, and the ratio of performance to interquartile distance (RPIQ) ≥ 3.71) for nitrogen, phosphorus, potassium, and zinc, SVR (R2 ≥ 0.88, RPD ≥ 2.73, RPIQ ≥ 3.31) for calcium, iron, copper, boron, and elastic net (R2 ≥ 0.95, RPD ≥ 4.47, RPIQ ≥ 6.11) for magnesium and sulfur. The results of the study revealed the potential of using hyperspectral remote sensing data for non-destructive estimation of mango leaf macro- and micro-nutrients. The developed approach is suggested to be employed within operational retrieval workflows for precision management of mango orchard nutrients.


2021 ◽  
Vol 21 (1) ◽  
Author(s):  
Moojung Kim ◽  
Young Jae Kim ◽  
Sung Jin Park ◽  
Kwang Gi Kim ◽  
Pyung Chun Oh ◽  
...  

Abstract Background Annual influenza vaccination is an important public health measure to prevent influenza infections and is strongly recommended for cardiovascular disease (CVD) patients, especially in the current coronavirus disease 2019 (COVID-19) pandemic. The aim of this study is to develop a machine learning model to identify Korean adult CVD patients with low adherence to influenza vaccination Methods Adults with CVD (n = 815) from a nationally representative dataset of the Fifth Korea National Health and Nutrition Examination Survey (KNHANES V) were analyzed. Among these adults, 500 (61.4%) had answered "yes" to whether they had received seasonal influenza vaccinations in the past 12 months. The classification process was performed using the logistic regression (LR), random forest (RF), support vector machine (SVM), and extreme gradient boosting (XGB) machine learning techniques. Because the Ministry of Health and Welfare in Korea offers free influenza immunization for the elderly, separate models were developed for the < 65 and ≥ 65 age groups. Results The accuracy of machine learning models using 16 variables as predictors of low influenza vaccination adherence was compared; for the ≥ 65 age group, XGB (84.7%) and RF (84.7%) have the best accuracies, followed by LR (82.7%) and SVM (77.6%). For the < 65 age group, SVM has the best accuracy (68.4%), followed by RF (64.9%), LR (63.2%), and XGB (61.4%). Conclusions The machine leaning models show comparable performance in classifying adult CVD patients with low adherence to influenza vaccination.


SLEEP ◽  
2021 ◽  
Vol 44 (Supplement_2) ◽  
pp. A164-A164
Author(s):  
Pahnwat Taweesedt ◽  
JungYoon Kim ◽  
Jaehyun Park ◽  
Jangwoon Park ◽  
Munish Sharma ◽  
...  

Abstract Introduction Obstructive sleep apnea (OSA) is a common sleep-related breathing disorder with an estimation of one billion people. Full-night polysomnography is considered the gold standard for OSA diagnosis. However, it is time-consuming, expensive and is not readily available in many parts of the world. Many screening questionnaires and scores have been proposed for OSA prediction with high sensitivity and low specificity. The present study is intended to develop models with various machine learning techniques to predict the severity of OSA by incorporating features from multiple questionnaires. Methods Subjects who underwent full-night polysomnography in Torr sleep center, Texas and completed 5 OSA screening questionnaires/scores were included. OSA was diagnosed by using Apnea-Hypopnea Index ≥ 5. We trained five different machine learning models including Deep Neural Networks with the scaled principal component analysis (DNN-PCA), Random Forest (RF), Adaptive Boosting classifier (ABC), and K-Nearest Neighbors classifier (KNC) and Support Vector Machine Classifier (SVMC). Training:Testing subject ratio of 65:35 was used. All features including demographic data, body measurement, snoring and sleepiness history were obtained from 5 OSA screening questionnaires/scores (STOP-BANG questionnaires, Berlin questionnaires, NoSAS score, NAMES score and No-Apnea score). Performance parametrics were used to compare between machine learning models. Results Of 180 subjects, 51.5 % of subjects were male with mean (SD) age of 53.6 (15.1). One hundred and nineteen subjects were diagnosed with OSA. Area Under the Receiver Operating Characteristic Curve (AUROC) of DNN-PCA, RF, ABC, KNC, SVMC, STOP-BANG questionnaire, Berlin questionnaire, NoSAS score, NAMES score, and No-Apnea score were 0.85, 0.68, 0.52, 0.74, 0.75, 0.61, 0.63, 0,61, 0.58 and 0,58 respectively. DNN-PCA showed the highest AUROC with sensitivity of 0.79, specificity of 0.67, positive-predictivity of 0.93, F1 score of 0.86, and accuracy of 0.77. Conclusion Our result showed that DNN-PCA outperforms OSA screening questionnaires, scores and other machine learning models. Support (if any):


2021 ◽  
Vol 11 (1) ◽  
Author(s):  
Prasanna Date ◽  
Davis Arthur ◽  
Lauren Pusey-Nazzaro

AbstractTraining machine learning models on classical computers is usually a time and compute intensive process. With Moore’s law nearing its inevitable end and an ever-increasing demand for large-scale data analysis using machine learning, we must leverage non-conventional computing paradigms like quantum computing to train machine learning models efficiently. Adiabatic quantum computers can approximately solve NP-hard problems, such as the quadratic unconstrained binary optimization (QUBO), faster than classical computers. Since many machine learning problems are also NP-hard, we believe adiabatic quantum computers might be instrumental in training machine learning models efficiently in the post Moore’s law era. In order to solve problems on adiabatic quantum computers, they must be formulated as QUBO problems, which is very challenging. In this paper, we formulate the training problems of three machine learning models—linear regression, support vector machine (SVM) and balanced k-means clustering—as QUBO problems, making them conducive to be trained on adiabatic quantum computers. We also analyze the computational complexities of our formulations and compare them to corresponding state-of-the-art classical approaches. We show that the time and space complexities of our formulations are better (in case of SVM and balanced k-means clustering) or equivalent (in case of linear regression) to their classical counterparts.


Minerals ◽  
2021 ◽  
Vol 11 (2) ◽  
pp. 159
Author(s):  
Nan Lin ◽  
Yongliang Chen ◽  
Haiqi Liu ◽  
Hanlin Liu

Selecting internal hyperparameters, which can be set by the automatic search algorithm, is important to improve the generalization performance of machine learning models. In this study, the geological, remote sensing and geochemical data of the Lalingzaohuo area in Qinghai province were researched. A multi-source metallogenic information spatial data set was constructed by calculating the Youden index for selecting potential evidence layers. The model for mapping mineral prospectivity of the study area was established by combining two swarm intelligence optimization algorithms, namely the bat algorithm (BA) and the firefly algorithm (FA), with different machine learning models. The receiver operating characteristic (ROC) and prediction-area (P-A) curves were used for performance evaluation and showed that the two algorithms had an obvious optimization effect. The BA and FA differentiated in improving multilayer perceptron (MLP), AdaBoost and one-class support vector machine (OCSVM) models; thus, there was no optimization algorithm that was consistently superior to the other. However, the accuracy of the machine learning models was significantly enhanced after optimizing the hyperparameters. The area under curve (AUC) values of the ROC curve of the optimized machine learning models were all higher than 0.8, indicating that the hyperparameter optimization calculation was effective. In terms of individual model improvement, the accuracy of the FA-AdaBoost model was improved the most significantly, with the AUC value increasing from 0.8173 to 0.9597 and the prediction/area (P/A) value increasing from 3.156 to 10.765, where the mineral targets predicted by the model occupied 8.63% of the study area and contained 92.86% of the known mineral deposits. The targets predicted by the improved machine learning models are consistent with the metallogenic geological characteristics, indicating that the swarm intelligence optimization algorithm combined with the machine learning model is an efficient method for mineral prospectivity mapping.


Author(s):  
Pratyush Kaware

In this paper a cost-effective sensor has been implemented to read finger bend signals, by attaching the sensor to a finger, so as to classify them based on the degree of bent as well as the joint about which the finger was being bent. This was done by testing with various machine learning algorithms to get the most accurate and consistent classifier. Finally, we found that Support Vector Machine was the best algorithm suited to classify our data, using we were able predict live state of a finger, i.e., the degree of bent and the joints involved. The live voltage values from the sensor were transmitted using a NodeMCU micro-controller which were converted to digital and uploaded on a database for analysis.


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