Multivariate and Online Prediction of Closing Price Using Kernel Adaptive Filtering

This paper proposes a multivariate and online prediction of stock prices via the paradigm of kernel adaptive filtering (KAF). The prediction of stock prices in traditional classification and regression problems needs independent and batch-oriented nature of training. In this article, we challenge this existing notion of the literature and propose an online kernel adaptive filtering-based approach to predict stock prices. We experiment with ten different KAF algorithms to analyze stocks’ performance and show the efficacy of the work presented here. In addition to this, and in contrast to the current literature, we look at granular level data. The experiments are performed with quotes gathered at the window of one minute, five minutes, ten minutes, fifteen minutes, twenty minutes, thirty minutes, one hour, and one day. These time windows represent some of the common windows frequently used by traders. The proposed framework is tested on 50 different stocks making up the Indian stock index: Nifty-50. The experimental results show that online learning and KAF is not only a good option, but practically speaking, they can be deployed in high-frequency trading as well.

Online Prediction of Lead Seizures from iEEG Data

We describe a novel system for online prediction of lead seizures from long-term intracranial electroencephalogram (iEEG) recordings for canines with naturally occurring epilepsy. This study adopts new specification of lead seizures, reflecting strong clustering of seizures in observed data. This clustering results in fewer lead seizures (~7 lead seizures per dog), and hence new challenges for online seizure prediction, that are addressed in the proposed system. In particular, the machine learning part of the system is implemented using the group learning method suitable for modeling sparse and noisy seizure data. In addition, several modifications for the proposed system are introduced to cope with the non-stationarity of a noisy iEEG signal. They include: (1) periodic retraining of the SVM classifier using most recent training data; (2) removing samples with noisy labels from training data; and (3) introducing a new adaptive post-processing technique for combining many predictions made for 20 s windows into a single prediction for a 4 h segment. Application of the proposed system requires only two lead seizures for training the initial model, and results in high prediction performance for all four dogs (with mean 0.84 sensitivity, 0.27 time-in-warning, and 0.78 false-positive rate per day). The proposed system achieves accurate prediction of lead seizures during long-term test periods, 3–16 lead seizures during a 169–364 day test period, whereas earlier studies did not differentiate between lead vs. non-lead seizures and used much shorter test periods (~few days long).

Online Prediction of Lead Seizures from iEEG Data

We describe a novel system for online prediction of lead seizures from long-term intracranial electroencephalogram (iEEG) recordings for canines with naturally occurring epilepsy. This study adopts new specification of lead seizures, reflecting strong clustering of seizures in observed data. This clustering results in fewer lead seizures (~7 lead seizures per dog), and hence new challenges for online seizure prediction, that are addressed in the proposed system. In particular, machine learning part of the system is implemented using the Group Learning method suitable for modeling sparse and noisy seizure data. In addition, several modifications for the proposed system are introduced to cope with non-stationarity of noisy iEEG signal. They include: (1) periodic re-training of SVM classifier using most recent training data; (2) removing samples with noisy labels from training data; (3) introducing new adaptive post-processing technique for combining many predictions made for 20-second windows into a single prediction for 4 hr segment. Application of the proposed system requires only 2 lead seizures for training the initial model, and results in high prediction performance for all four dogs (with mean 0.84 sensitivity, 0.27 time-in-warning, and 0.78 false-positive rate per day). Proposed system achieves accurate prediction of lead seizures during long-term test periods, 3–16 lead seizures during 169–364 days test period, whereas earlier studies did not differentiate between lead vs. non-lead seizures and used much shorter test periods (~few days long).

Online Prediction of Ship Coupled Heave-Pitch Motions in Irregular Waves Based on a Coarse-and-Fine Tuning Fixed-Grid Wavelet Network

A method based on a coarse- and fine-tuning fixed-grid wavelet networks is presented for online prediction of the coupled heave-pitch motions of a ship in irregular waves. The online modeling method contains two processes, i.e., coarse tuning and fine tuning. The coarse tuning is used to select the important wavelet terms, while the fine tuning is only used to compute the related coefficients of the selected wavelet terms. The Givens transformation algorithm is applied to realize the fine-tuning process. Due to the continuous fine-tuning process, the computational efficiency is improved significantly. Both simulation data and experimental data are used to verify the modeling method. The prediction results illustrate that the method has the ability to online predict the coupled heave-pitch motions of a ship in irregular waves.

Cholesky Factorization Based Online Sequential Multiple Kernel Extreme Learning Machine Algorithm for a Cement Clinker Free Lime Content Prediction Model

Aiming at the difficulty in real-time measuring and the long offline measurement cycle for the content of cement clinker free lime (fCaO), it is very important to build an online prediction model for fCaO content. In this work, on the basis of Cholesky factorization, the online sequential multiple kernel extreme learning machine algorithm (COS-MKELM) is proposed. The LDLT form Cholesky factorization of the matrix is introduced to avoid the large operation amount of inverse matrix calculation. In addition, the stored initial information is utilized to realize online model identification. Then, three regression datasets are used to test the performance of the COS-MKELM algorithm. Finally, an online prediction model for fCaO content is built based on COS-MKELM. Experimental results demonstrate that the fCaO content model improves the performance in terms of learning efficiency, regression accuracy, and generalization ability. In addition, the online prediction model can be corrected in real-time when the production conditions of cement clinker change.