support vector regression
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2022 ◽  
Vol 245 ◽  
pp. 110515
Tong-tong Dai ◽  
Liang Ren ◽  
Zi-guang Jia ◽  
Ye-tian Li ◽  
Yang Li

Satria Wiro Agung ◽  
Kelvin Supranata Wangkasa Rianto ◽  
Antoni Wibowo

- Foreign Exchange (Forex) is the exchange / trading of currencies from different countries with the aim of making profit. Exchange rates on Forex markets are always changing and it is hard to predict. Many factors affect exchange rates of certain currency pairs like inflation rates, interest rates, government debt, term of trade, political stability of certain countries, recession and many more. Uncertainty in Forex prediction can be reduced with the help of technology by using machine learning. There are many machine learning methods that can be used when predicting Forex. The methods used in this paper are Long Short Term Memory (LSTM), Gated Recurrent Unit (GRU), Support Vector Regression (SVR). XGBOOST, and ARIMA. The outcome of this paper will be comparison results that show how other major currency pairs have influenced the performance and accuracy of different methods. From the results, it was proven that XGBoost outperformed other models by 0.36% compared to ARIMA model, 4.4% compared to GRU model, 8% compared to LSTM model, 9.74% compared to SVR model. Keywords— Forex Forecasting, Long Short Term Memory, Gated Recurrent Unit, Support Vector Regression, ARIMA, Extreme Gradient Boosting

2022 ◽  
Vol 26 (1) ◽  
pp. 129-148
Johannes Laimighofer ◽  
Michael Melcher ◽  
Gregor Laaha

Abstract. Statistical learning methods offer a promising approach for low-flow regionalization. We examine seven statistical learning models (Lasso, linear, and nonlinear-model-based boosting, sparse partial least squares, principal component regression, random forest, and support vector regression) for the prediction of winter and summer low flow based on a hydrologically diverse dataset of 260 catchments in Austria. In order to produce sparse models, we adapt the recursive feature elimination for variable preselection and propose using three different variable ranking methods (conditional forest, Lasso, and linear model-based boosting) for each of the prediction models. Results are evaluated for the low-flow characteristic Q95 (Pr(Q>Q95)=0.95) standardized by catchment area using a repeated nested cross-validation scheme. We found a generally high prediction accuracy for winter (RCV2 of 0.66 to 0.7) and summer (RCV2 of 0.83 to 0.86). The models perform similarly to or slightly better than a top-kriging model that constitutes the current benchmark for the study area. The best-performing models are support vector regression (winter) and nonlinear model-based boosting (summer), but linear models exhibit similar prediction accuracy. The use of variable preselection can significantly reduce the complexity of all the models with only a small loss of performance. The so-obtained learning models are more parsimonious and thus easier to interpret and more robust when predicting at ungauged sites. A direct comparison of linear and nonlinear models reveals that nonlinear processes can be sufficiently captured by linear learning models, so there is no need to use more complex models or to add nonlinear effects. When performing low-flow regionalization in a seasonal climate, the temporal stratification into summer and winter low flows was shown to increase the predictive performance of all learning models, offering an alternative to catchment grouping that is recommended otherwise.

Sensors ◽  
2022 ◽  
Vol 22 (2) ◽  
pp. 539
Farzin Piltan ◽  
Rafia Nishat Toma ◽  
Dongkoo Shon ◽  
Kichang Im ◽  
Hyun-Kyun Choi ◽  

Bearings are nonlinear systems that can be used in several industrial applications. In this study, the combination of a strict-feedback backstepping digital twin and machine learning algorithm was developed for bearing crack type/size diagnosis. Acoustic emission sensors were used to collect normal and abnormal data for various crack sizes and motor speeds. The proposed method has three main steps. In the first step, the strict-feedback backstepping digital twin is designed for acoustic emission signal modeling and estimation. After that, the acoustic emission residual signal is generated. Finally, a support vector machine is recommended for crack type/size classification. The proposed digital twin is presented in two steps, (a) AE signal modeling and (b) AE signal estimation. The AE signal in normal conditions is modeled using an autoregressive technique, the Laguerre algorithm, a support vector regression technique and a Gaussian process regression procedure. To design the proposed digital twin, a strict-feedback backstepping observer, an integral term, a support vector regression and a fuzzy logic algorithm are suggested for AE signal estimation. The Ulsan Industrial Artificial Intelligence (UIAI) Lab’s bearing dataset was used to test the efficiency of the combined strict-feedback backstepping digital twin and machine learning technique for bearing crack type/size diagnosis. The average accuracies of the crack type diagnosis and crack size diagnosis of acoustic emission signals for the bearings used in the proposed algorithm were 97.13% and 96.9%, respectively.

Razana Alwee ◽  
Siti Mariyam Hj Shamsuddin ◽  
Roselina Sallehuddin

Features selection is very important in the multivariate models because the accuracy of forecasting results produced by the model are highly dependent on these selected features. The purpose of this study is to propose grey relational analysis and support vector regression for features selection. The features are economic indicators that are used to forecast property crime rate. Grey relational analysis selects the best data series to represent each economic indicator and rank the economic indicators according to its importance to the property crime rate. Next, the support vector regression is used to select the significant economic indicators where particle swarm optimization estimates the parameters of support vector regression. In this study, we use unemployment rate, consumer price index, gross domestic product and consumer sentiment index as the economic indicators, as well as property crime rate for the United States. From our experiments, we found that the gross domestic product, unemployment rate and consumer price index are the most influential economic indicators. The proposed method is also found to produce better forecasting accuracy as compared to multiple linear regressions.

Water ◽  
2022 ◽  
Vol 14 (2) ◽  
pp. 191
Shen Chiang ◽  
Chih-Hsin Chang ◽  
Wei-Bo Chen

To better understand the effect and constraint of different data lengths on the data-driven model training for the rainfall-runoff simulation, the support vector regression (SVR) approach was applied to the data-driven model as the core algorithm in the present study. Various features selection strategies and different data lengths were employed in the training phase of the model. The validated results of the SVR were compared with the rainfall-runoff simulation derived from a physically based hydrologic model, the Hydrologic Modeling System (HEC-HMS). The HEC-HMS was considered a conventional approach and was also calibrated with a dataset period identical to the SVR. Our results showed that the SVR and HEC-HMS models could be adopted for short and long periods of rainfall-runoff simulation. However, the SVR model estimated the rainfall-runoff relationship reasonably well even if the observational data of one year or one typhoon event was used. In contrast, the HEC-HMS model needed more parameter optimization and inference processes to achieve the same performance level as the SVR model. Overall, the SVR model was superior to the HEC-HMS model in the performance of the rainfall-runoff simulation.

2022 ◽  
pp. 136943322110499
Jianying Ren ◽  
Bing Zhang ◽  
Xinqun Zhu ◽  
Shaohua Li

A new two-step approach is developed for damaged cable identification in a cable-stayed bridge from deck bending strain responses using Support Vector Machine. A Damaged Cable Identification Machine (DCIM) based on support vector classification is constructed to determine the damaged cable and a Damage Severity Identification Machine (DSIM) based on support vector regression is built to estimate the damage severity. A field cable-stayed bridge with a long-term monitoring system is used to verify the proposed method. The three-dimensional Finite Element Model (FEM) of the cable-stayed bridge is established using ANSYS, and the model is validated using the field testing results, such as the mode shape, natural frequencies and its bending strain responses of the bridge under a moving vehicle. Then the validated FEM is used to simulate the bending strain responses of the longitude deck near the cable anchors when the vehicle is passing over the bridge. Different damage scenarios are simulated for each cable with various severities. Based on damage indexes vector, the training datasets and testing datasets are acquired, including single damaged cable scenarios and double damaged cable scenarios. Eventually, DCIM is trained using Support Vector Classification Machine and DSIM is trained using Support Vector Regression Machine. The testing datasets are input in DCIM and DSIM to check their accuracy and generalization capability. Different noise levels including 5%, 10%, and 20% are considered to study their anti-noise capability. The results show that DCIM and DSIM both have good generalization capability and anti-noise capability.

Sensors ◽  
2022 ◽  
Vol 22 (2) ◽  
pp. 412
Luigi Borzì ◽  
Ivan Mazzetta ◽  
Alessandro Zampogna ◽  
Antonio Suppa ◽  
Fernanda Irrera ◽  

Background: Current telemedicine approaches lack standardised procedures for the remote assessment of axial impairment in Parkinson’s disease (PD). Unobtrusive wearable sensors may be a feasible tool to provide clinicians with practical medical indices reflecting axial dysfunction in PD. This study aims to predict the postural instability/gait difficulty (PIGD) score in PD patients by monitoring gait through a single inertial measurement unit (IMU) and machine-learning algorithms. Methods: Thirty-one PD patients underwent a 7-m timed-up-and-go test while monitored through an IMU placed on the thigh, both under (ON) and not under (OFF) dopaminergic therapy. After pre-processing procedures and feature selection, a support vector regression model was implemented to predict PIGD scores and to investigate the impact of L-Dopa and freezing of gait (FOG) on regression models. Results: Specific time- and frequency-domain features correlated with PIGD scores. After optimizing the dimensionality reduction methods and the model parameters, regression algorithms demonstrated different performance in the PIGD prediction in patients OFF and ON therapy (r = 0.79 and 0.75 and RMSE = 0.19 and 0.20, respectively). Similarly, regression models showed different performances in the PIGD prediction, in patients with FOG, ON and OFF therapy (r = 0.71 and RMSE = 0.27; r = 0.83 and RMSE = 0.22, respectively) and in those without FOG, ON and OFF therapy (r = 0.85 and RMSE = 0.19; r = 0.79 and RMSE = 0.21, respectively). Conclusions: Optimized support vector regression models have high feasibility in predicting PIGD scores in PD. L-Dopa and FOG affect regression model performances. Overall, a single inertial sensor may help to remotely assess axial motor impairment in PD patients.

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