scholarly journals Currency Exchange Forecasting Using Sample Mean Estimator and Multiple Linear Regression Machine Learning Models

2021 ◽  
Vol 6 (2) ◽  
Author(s):  
O S. Adewale ◽  
D I. Aronu ◽  
Adedayo D. Adeniyi

In recent time, there is an increasing growth in the amount of trading taking place in the currency exchange market. However, effective analysis and simulation tools for performing accurate prediction of these exchange rates are lacking. To alleviate this challenge, this work presents an hybrid machine learning and prediction model by suitably combining the Sample Mean Estimator (SME) simulation architecture with the multiple linear regression technique based training of feed-forward parameters. The developed model has the capability to overcome prediction inaccuracy, inconsistent forecasting, slow response due to computational complexity and scalability problems. The SME method is used to overcome the problems of uncertainty and non-linearity nature of the predictive variable as it’s always affected by economic and political factors.  The implementation of the proposed currency exchange rate forecasting system is achieved through the use of a developed in-house Java program with Net Beans as the editor and compiler. Performance comparison between the present system and two baseline methods which are the Autoregressive Moving Average and the Deep Belief network techniques demonstrates that the present forecasting model out-performed the baseline methods studied. The experimental result shows that the precision rate of the present system are equal to or greater than 70%. Therefore, the present foreign exchange predictive system is capable of providing usable, consistent, efficient, faster and accurate prediction to the users consistently at any-time.Keywords- currency exchange,, feed-forward. Forecasting, Sample Mean Estimator, multiple linear regressions, prediction

Author(s):  
Mert Gülçür ◽  
Ben Whiteside

AbstractThis paper discusses micromanufacturing process quality proxies called “process fingerprints” in micro-injection moulding for establishing in-line quality assurance and machine learning models for Industry 4.0 applications. Process fingerprints that we present in this study are purely physical proxies of the product quality and need tangible rationale regarding their selection criteria such as sensitivity, cost-effectiveness, and robustness. Proposed methods and selection reasons for process fingerprints are also justified by analysing the temporally collected data with respect to the microreplication efficiency. Extracted process fingerprints were also used in a multiple linear regression scenario where they bring actionable insights for creating traceable and cost-effective supervised machine learning models in challenging micro-injection moulding environments. Multiple linear regression model demonstrated %84 accuracy in predicting the quality of the process, which is significant as far as the extreme process conditions and product features are concerned.


2021 ◽  
Author(s):  
Yijun Liu ◽  
Daopin Chen ◽  
Muxin Diao ◽  
Guangyu Xiao ◽  
Jing Yan ◽  
...  

2021 ◽  
Vol 931 (1) ◽  
pp. 012013
Author(s):  
Le Thi Nhut Suong ◽  
A V Bondarev ◽  
E V Kozlova

Abstract Geochemical studies of organic matter in source rocks play an important role in predicting the oil and gas accumulation of any territory, especially in oil and gas shale. For deep understanding, pyrolytic analyses are often carried out on samples before and after extraction of hydrocarbon with chloroform. However, extraction is a laborious and time-consuming process and the workload of laboratory equipment and time doubles. In this work, machine learning regression algorithms is applied for forecasting S2ex based on the pyrolytic analytic result of non-extracted samples. This study is carried out using more than 300 samples from 3 different wells in Bazhenov formation, Western Siberia. For developing a prediction model, 5 different machine learning regression algorithms including Multiple Linear Regression, Polynomial Regression, Support vector regression, Decision tree and Random forest have been tested and compared. The performance of these algorithms is examined by R-squared coefficient. The data of the X2 well was used for building a model. Simultaneously, this data is divided into 2 parts – 80% for training and 20% for checking. The model also was used for prediction of wells X1 and X3. Then, these predictive results were compared with the real results, which had been obtained from standard experiments. Despite limited amount of data, the result exceeded all expectations. The result of prediction also showcases that the relationship between before and after extraction parameters are complex and non-linear. The proof is R2 value of Multiple Linear Regression and Polynomial Regression is negative, which means the model is broken. However, Random forest and Decision tree give us a good performance. With the same algorithms, we can apply for prediction all geochemical parameters by depth or utilize them for well-logging data.


Author(s):  
Jackie D. Urrutia Et. al.

Exchange Rate is one of the economic indicators in the Philippines. It is the value of the nation’s currency versus the  currency of another country or economic zone. This study aims to forecast the monthly Exchange Rate (y) of the Philippines from November 2018 to December 2023 using Multiple Linear Regression and Multi-Layer Feed Forward Neural Network. The researchers investigate the behaviour of each independent variables – Inflation Rate (x1), Balance of Payments (x2), Interest Rate (x3), Producer’s Price Index (x4), Export (x5), Import (x6), Money Supply (x7), and Consumer’s Price Index (x8) from Philippine Statistics Authority (PSA) starts from January 2007 up to October 2018. Multiple Linear Regression (MLR) was used to identify significant predictors among these independent variables. The Exchange Rate (y) had undergone first difference transformation. Upon running the regression analysis, it has concluded that only two independent variables are significant predictors, namely: Balance of Payments (x2) and Import (x6). Through these significant predictors, the MLR model was formulated. On the other hand, Multi-Layer Feed forward Neural Network (MFFNN) was also used to determine the forecasted values of Exchange Rate (y) for the next five years (2018-2023) given the said independent variables and obtained a model. The researchers compared the model of Multiple Linear Regression and Multi-Layer Feed Forward Neural Network by evaluating the forecasting accuracy of each method.It was concluded that Multi-Layer Feed forward Neural Network is the best fitting model for forecasting the Exchange rate (y) in the Philippines. This paper will serve as a tool of awareness for the government to forsee the trend of Exchange Rate in the Philippines on the next five years  (2018-2023) for Monetary Policy making and to prevent the possible depreciation of peso vs. dollar.


2021 ◽  
Vol 251 ◽  
pp. 01062
Author(s):  
Shaoxuan Wang

Hate crimes always take a toll on American citizens, which harms social security. It is essential for researchers to explore the factors, which lead to hate crimes. This research is to find out the relationship between hate crimes and factors including income inequality, median household income, race using Machine Learning methods. Machine Learning, as an important branch in Artificial Intelligence, is a good way for finding relationships between things. The research is based on a dataset of hate crimes rates in the 2016 U.S. presidential election as well as hate crimes rates in every U.S. state from 2010 to 2015. Simply linear regression and multiple linear regression are used to describe the factors that influence the crime rate and their contributions, such as share of white poverty or share of non-white residents, or the median household income. Then, K-means is applied to classify hate crimes into 5 levels according to the crime rate. Furthermore, KNearest Neighbors is used to demonstrate a prediction of hate crime. At last, a histogram is applied to indicate the variance of the hate crimes in different states. From linear regression, four highest correlation coefficients with a hate crime can be found out, which are income inequality, median household income, the share of noncitizen, and race in turn. Income inequality has the highest correlation coefficient with a hate crime. From multiple linear regression, it can be found out that only by implementing income inequality, median household income, and race can we obtain the highest R square values, which are 0.44 for 2010 to 2015 hate crimes and 0.33 for 2016 hate crimes. From the K-Nearest Neighbors method, hate crimes can be predicted with an accuracy of 40% by applying median household income. Adding the race factor, accuracy rises to 50%. In summary, income inequality, median household income, and race have a high impact on the crime rate. The median household income and the race could predict the crime rate with an accuracy of about 50%.


2021 ◽  
Vol 6 (2) ◽  
Author(s):  
Adedayo D. Adeniyi ◽  
Semiu O. Oladejo ◽  
Tiwalade M. Usman

There has been a global upsurge of interest in the topic of citizenship identity over the past decades, specifically in the world dominated by profound insecurity, inequalities, proliferation of identities, and rise of identity politics,engendered by capitalism. However finding effective solution to these problems has been rendered difficult. To alleviate these problems, this paper presents an analytical Machine learning model that suitably combined the graph signature with random forest techniques. This study presents the design and realization of a novel Intelligent Citizenship Identity through family pedigree using Graph Signature based random forest (GSB-RF) model. The study also showcases the development of a novel graph signature technique referred to as Canonical Code Signature(CCS) method. The CCS method is used at the pre-processing stage of the identification process to build signature for any given tuple. Performance comparisim between the present system and the baseline techniques which includes: the K-Nearest Neighbour and the traditional Random Forest shows that the present system outperformed the baseline method studied. The proposed system shows capability to perform continuous re-identification of Citizens based on their family pedigree with ability to select best sample with low computational complexity, high identification accuracy and speed. Our experimental result shows that the precision rate and identification quality of our system in most cases are equal to or greater than 70%. Therefore, the proposed Citizenship Identification machine is capable of providing usable, consistent, efficient, faster and accurate identification, to the users, security agents, government agents and institutions on-line, real-time and at any-time.Keywords- Canonical code,Citizenship Identity, Family pedigree,Graph-Signature,Machine learning, Random-forest


2021 ◽  
Author(s):  
Ryan Banas ◽  
◽  
Andrew McDonald ◽  
Tegwyn Perkins ◽  
◽  
...  

Subsurface analysis-driven field development requires quality data as input into analysis, modelling, and planning. In the case of many conventional reservoirs, pay intervals are often well consolidated and maintain integrity under drilling and geological stresses providing an ideal logging environment. Consequently, editing well logs is often overlooked or dismissed entirely. Petrophysical analysis however is not always constrained to conventional pay intervals. When developing an unconventional reservoir, pay sections may be comprised of shales. The requirement for edited and quality checked logs becomes crucial to accurately assess storage volumes in place. Edited curves can also serve as inputs to engineering studies, geological and geophysical models, reservoir evaluation, and many machine learning models employed today. As an example, hydraulic fracturing model inputs may span over adjacent shale beds around a target reservoir, which are frequently washed out. These washed out sections may seriously impact logging measurements of interest, such as bulk density and acoustic compressional slowness, which are used to generate elastic properties and compute geomechanical curves. Two classifications of machine learning algorithms for identifying outliers and poor-quality data due to bad hole conditions are discussed: supervised and unsupervised learning. The first allows the expert to train a model from existing and categorized data, whereas unsupervised learning algorithms learn from a collection of unlabeled data. Each classification type has distinct advantages and disadvantages. Identifying outliers and conditioning well logs prior to a petrophysical analysis or machine learning model can be a time-consuming and laborious process, especially when large multi-well datasets are considered. In this study, a new supervised learning algorithm is presented that utilizes multiple-linear regression analysis to repair well log data in an iterative and automated routine. This technique allows outliers to be identified and repaired whilst improving the efficiency of the log data editing process without compromising accuracy. The algorithm uses sophisticated logic and curve predictions derived via multiple linear regression in order to systematically repair various well logs. A clear improvement in efficiency is observed when the algorithm is compared to other currently used methods. These include manual processing by a petrophysicist and unsupervised outlier detection methods. The algorithm can also be leveraged over multiple wells to produce more generalized predictions. Through a platform created to quickly identify and repair invalid log data, the results are controlled through input and supervision by the user. This methodology is not a direct replacement of an expert interpreter, but complementary by allowing the petrophysicist to leverage computing power, improve consistency, reduce error and improve turnaround time.


2019 ◽  
Vol 8 (9) ◽  
pp. 382 ◽  
Author(s):  
Marcos Ruiz-Álvarez ◽  
Francisco Alonso-Sarria ◽  
Francisco Gomariz-Castillo

Several methods have been tried to estimate air temperature using satellite imagery. In this paper, the results of two machine learning algorithms, Support Vector Machines and Random Forest, are compared with Multiple Linear Regression and Ordinary kriging. Several geographic, remote sensing and time variables are used as predictors. The validation is carried out using two different approaches, a leave-one-out cross validation in the spatial domain and a spatio-temporal k-block cross-validation, and four different statistics on a daily basis, allowing the use of ANOVA to compare the results. The main conclusion is that Random Forest produces the best results (R 2 = 0.888 ± 0.026, Root mean square error = 3.01 ± 0.325 using k-block cross-validation). Regression methods (Support Vector Machine, Random Forest and Multiple Linear Regression) are calibrated with MODIS data and several predictors easily calculated from a Digital Elevation Model. The most important variables in the Random Forest model were satellite temperature, potential irradiation and cdayt, a cosine transformation of the julian day.


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