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Analyzing and predicting the trend of price fluctuation has been receiving more and more attention, as price risk has become the focus of risk control research in heating oil futures market. A novel time series prediction model combined with the complex network method is put forward in the paper. First of all, this paper counts the cumulative time interval of different nodes in the network, and fits its growth trend with the Fourier model. Then a novel price fluctuation prediction model is established based on the effective information such as some topology properties extracted from the network. The results show that the Fourier model can predict the emergence time of new nodes in the next stage, and the established price fluctuation prediction model can infer the names of nodes in the prediction interval, so as to determine the forward-looking behavior of price evolution. Besides, liken to the NAR neural network, the prediction results obtained by the proposed method also show superiority, which has important theoretical value and academic significance for early warning and prediction of price behavior in the heating oil futures market. [ABSTRACT FROM AUTHOR]

Machine Learning (ML) methods have been proposed in the academic literature as alternatives to statistical ones for time series forecasting. Yet, scant evidence is available about their relative performance in terms of accuracy and computational requirements. The purpose of this paper is to evaluate such performance across multiple forecasting horizons using a large subset of 1045 monthly time series used in the M3 Competition. After comparing the post-sample accuracy of popular ML methods with that of eight traditional statistical ones, we found that the former are dominated across both accuracy measures used and for all forecasting horizons examined. Moreover, we observed that their computational requirements are considerably greater than those of statistical methods. The paper discusses the results, explains why the accuracy of ML models is below that of statistical ones and proposes some possible ways forward. The empirical results found in our research stress the need for objective and unbiased ways to test the performance of forecasting methods that can be achieved through sizable and open competitions allowing meaningful comparisons and definite conclusions. [ABSTRACT FROM AUTHOR]

Breast cancer is an all too common disease in women, making how to effectively predict it an active research problem. A number of statistical and machine learning techniques have been employed to develop various breast cancer prediction models. Among them, support vector machines (SVM) have been shown to outperform many related techniques. To construct the SVM classifier, it is first necessary to decide the kernel function, and different kernel functions can result in different prediction performance. However, there have been very few studies focused on examining the prediction performances of SVM based on different kernel functions. Moreover, it is unknown whether SVM classifier ensembles which have been proposed to improve the performance of single classifiers can outperform single SVM classifiers in terms of breast cancer prediction. Therefore, the aim of this paper is to fully assess the prediction performance of SVM and SVM ensembles over small and large scale breast cancer datasets. The classification accuracy, ROC, F-measure, and computational times of training SVM and SVM ensembles are compared. The experimental results show that linear kernel based SVM ensembles based on the bagging method and RBF kernel based SVM ensembles with the boosting method can be the better choices for a small scale dataset, where feature selection should be performed in the data pre-processing stage. For a large scale dataset, RBF kernel based SVM ensembles based on boosting perform better than the other classifiers. [ABSTRACT FROM AUTHOR]

With the rapid development of ICT and Web technologies, a large an amount of information is becoming available and this is producing, in some instances, a condition of information overload. Under these conditions, it is difficult for a person to locate and access useful information for making decisions. To address this problem, there are information filtering systems, such as the personalized recommendation system (PRS) considered in this paper, that assist a person in identifying possible products or services of interest based on his/her preferences. Among available approaches, collaborative Filtering (CF) is one of the most widely used recommendation techniques. However, CF has some limitations, e.g., the relatively simple similarity calculation, cold start problem, etc. In this context, this paper presents a new regression model based on the support vector machine (SVM) classification and an improved PSO (IPSO) for the development of an electronic movie PRS. In its implementation, a SVM classification model is first established to obtain a preliminary movie recommendation list based on which a SVM regression model is applied to predict movies’ ratings. The proposed PRS not only considers the movie’s content information but also integrates the users’ demographic and behavioral information to better capture the users’ interests and preferences. The efficiency of the proposed method is verified by a series of experiments based on the MovieLens benchmark data set. [ABSTRACT FROM AUTHOR]

In general, the stock prices of the same industry have a similar trend, but those of different industries do not. When investing in stocks of different industries, one should select the optimal model from lots of trading models for each industry because any model may not be suitable for capturing the stock trends of all industries. However, the study has not been carried out at present. In this paper, firstly we select 424 S&P 500 index component stocks (SPICS) and 185 CSI 300 index component stocks (CSICS) as the research objects from 2010 to 2017, divide them into 9 industries such as finance and energy respectively. Secondly, we apply 12 widely used machine learning algorithms to generate stock trading signals in different industries and execute the back-testing based on the trading signals. Thirdly, we use a non-parametric statistical test to evaluate whether there are significant differences among the trading performance evaluation indicators (PEI) of different models in the same industry. Finally, we propose a series of rules to select the optimal models for stock investment of every industry. The analytical results on SPICS and CSICS show that we can find the optimal trading models for each industry based on the statistical tests and the rules. Most importantly, the PEI of the best algorithms can be significantly better than that of the benchmark index and “Buy and Hold” strategy. Therefore, the algorithms can be used for making profits from industry stock trading. [ABSTRACT FROM AUTHOR]

An Acute Hypotensive Episode (AHE) is the sudden onset of a sustained period of low blood pressure and is one among the most critical conditions in Intensive Care Units (ICU). Without timely medical care, it can lead to an irreversible organ damage and death. By identifying patients at risk for AHE early, adequate medical intervention can save lives and improve patient outcomes. In this paper, we design a novel dual–boundary classification based approach for identifying patients at risk for AHE. Our algorithm uses only simple summary statistics of past Blood Pressure measurements and can be used in an online environment facilitating real–time updates and prediction. We perform extensive experiments with more than 4,500 patient records and demonstrate that our method outperforms the previous best approaches of AHE prediction. Our method can identify AHE patients two hours in advance of the onset, giving sufficient time for appropriate clinical intervention with nearly 80% sensitivity and at 95% specificity, thus having very few false positives. [ABSTRACT FROM AUTHOR]

In this paper, we propose a face recognition algorithm based on a combination of vector quantization (VQ) and Markov stationary features (MSF). The VQ algorithm has been shown to be an effective method for generating features; it extracts a codevector histogram as a facial feature representation for face recognition. Still, the VQ histogram features are unable to convey spatial structural information, which to some extent limits their usefulness in discrimination. To alleviate this limitation of VQ histograms, we utilize Markov stationary features (MSF) to extend the VQ histogram-based features so as to add spatial structural information. We demonstrate the effectiveness of our proposed algorithm by achieving recognition results superior to those of several state-of-the-art methods on publicly available face databases. [ABSTRACT FROM AUTHOR]

Today, China is facing a very serious issue of Air Pollution due to its dreadful impact on the human health as well as the environment. The urban cities in China are the most affected due to their rapid industrial and economic growth. Therefore, it is of extreme importance to come up with new, better and more reliable forecasting models to accurately predict the air quality. This paper selected Beijing, Tianjin and Shijiazhuang as three cities from the Jingjinji Region for the study to come up with a new model of collaborative forecasting using Support Vector Regression (SVR) for Urban Air Quality Index (AQI) prediction in China. The present study is aimed to improve the forecasting results by minimizing the prediction error of present machine learning algorithms by taking into account multiple city multi-dimensional air quality information and weather conditions as input. The results show that there is a decrease in MAPE in case of multiple city multi-dimensional regression when there is a strong interaction and correlation of the air quality characteristic attributes with AQI. Also, the geographical location is found to play a significant role in Beijing, Tianjin and Shijiazhuang AQI prediction. [ABSTRACT FROM AUTHOR]

The remaining useful life (RUL) prediction of Lithium-ion batteries is closely related to the capacity degeneration trajectories. Due to the self-charging and the capacity regeneration, the trajectories have the property of multimodality. Traditional prediction models such as the support vector machines (SVM) or the Gaussian Process regression (GPR) cannot accurately characterize this multimodality. This paper proposes a novel RUL prediction method based on the Gaussian Process Mixture (GPM). It can process multimodality by fitting different segments of trajectories with different GPR models separately, such that the tiny differences among these segments can be revealed. The method is demonstrated to be effective for prediction by the excellent predictive result of the experiments on the two commercial and chargeable Type 1850 Lithium-ion batteries, provided by NASA. The performance comparison among the models illustrates that the GPM is more accurate than the SVM and the GPR. In addition, GPM can yield the predictive confidence interval, which makes the prediction more reliable than that of traditional models. [ABSTRACT FROM AUTHOR]

This work is motivated by the needs of predictive analytics on healthcare data as represented by Electronic Medical Records. Such data is invariably problematic: noisy, with missing entries, with imbalance in classes of interests, leading to serious bias in predictive modeling. Since standard data mining methods often produce poor performance measures, we argue for development of specialized techniques of data-preprocessing and classification. In this paper, we propose a new method to simultaneously classify large datasets and reduce the effects of missing values. It is based on a multilevel framework of the cost-sensitive SVM and the expected maximization imputation method for missing values, which relies on iterated regression analyses. We compare classification results of multilevel SVM-based algorithms on public benchmark datasets with imbalanced classes and missing values as well as real data in health applications, and show that our multilevel SVM-based method produces fast, and more accurate and robust classification results. [ABSTRACT FROM AUTHOR]

Protein-protein interaction network data provides valuable information that infers direct links between genes and their biological roles. This information brings a fundamental hypothesis for protein function prediction that interacting proteins tend to have similar functions. With the help of recently-developed network embedding feature generation methods and deep maxout neural networks, it is possible to extract functional representations that encode direct links between protein-protein interactions information and protein function. Our novel method, STRING2GO, successfully adopts deep maxout neural networks to learn functional representations simultaneously encoding both protein-protein interactions and functional predictive information. The experimental results show that STRING2GO outperforms other protein-protein interaction network-based prediction methods and one benchmark method adopted in a recent large scale protein function prediction competition. [ABSTRACT FROM AUTHOR]

Background: The benefits of cardiac surgery are sometimes difficult to predict and the decision to operate on a given individual is complex. Machine Learning and Decision Curve Analysis (DCA) are recent methods developed to create and evaluate prediction models. Methods and finding: We conducted a retrospective cohort study using a prospective collected database from December 2005 to December 2012, from a cardiac surgical center at University Hospital. The different models of prediction of mortality in-hospital after elective cardiac surgery, including EuroSCORE II, a logistic regression model and a machine learning model, were compared by ROC and DCA. Of the 6,520 patients having elective cardiac surgery with cardiopulmonary bypass, 6.3% died. Mean age was 63.4 years old (standard deviation 14.4), and mean EuroSCORE II was 3.7 (4.8) %. The area under ROC curve (IC95%) for the machine learning model (0.795 (0.755–0.834)) was significantly higher than EuroSCORE II or the logistic regression model (respectively, 0.737 (0.691–0.783) and 0.742 (0.698–0.785), p < 0.0001). Decision Curve Analysis showed that the machine learning model, in this monocentric study, has a greater benefit whatever the probability threshold. Conclusions: According to ROC and DCA, machine learning model is more accurate in predicting mortality after elective cardiac surgery than EuroSCORE II. These results confirm the use of machine learning methods in the field of medical prediction. [ABSTRACT FROM AUTHOR]

The focus of analyzing data from microarray experiments has shifted from the identification of associated individual genes to that of associated biological pathways or gene sets. In bioinformatics, a feature selection algorithm is usually used to cope with the high dimensionality of microarray data. In addition to those algorithms that use the biological information contained within a gene set as a priori to facilitate the process of feature selection, various gene set analysis methods can be applied directly or modified readily for the purpose of feature selection. Significance analysis of microarray to gene-set reduction analysis (SAM-GSR) algorithm, a novel direction of gene set analysis, is one of such methods. Here, we explore the feature selection property of SAM-GSR and provide a modification to better achieve the goal of feature selection. In a multiple sclerosis (MS) microarray data application, both SAM-GSR and our modification of SAM-GSR perform well. Our results show that SAM-GSR can carry out feature selection indeed, and modified SAM-GSR outperforms SAM-GSR. Given pathway information is far from completeness, a statistical method capable of constructing biologically meaningful gene networks is of interest. Consequently, both SAM-GSR algorithms will be continuously revaluated in our future work, and thus better characterized. [ABSTRACT FROM AUTHOR]

Short-term traffic flow prediction is one of the most important issues in the field of intelligent transport system (ITS). Because of the uncertainty and nonlinearity, short-term traffic flow prediction is a challenging task. In order to improve the accuracy of short-time traffic flow prediction, a hybrid model (SSA-KELM) is proposed based on singular spectrum analysis (SSA) and kernel extreme learning machine (KELM). SSA is used to filter out the noise of traffic flow time series. Then, the filtered traffic flow data is used to train KELM model, the optimal input form of the proposed model is determined by phase space reconstruction, and parameters of the model are optimized by gravitational search algorithm (GSA). Finally, case validation is carried out using the measured data of an expressway in Xiamen, China. And the SSA-KELM model is compared with several well-known prediction models, including support vector machine, extreme learning machine, and single KLEM model. The experimental results demonstrate that performance of the proposed model is superior to that of the comparison models. Apart from accuracy improvement, the proposed model is more robust. [ABSTRACT FROM AUTHOR]

Knowledge of protein function is important for biological, medical and therapeutic studies, but many proteins are still unknown in function. There is a need for more improved functional prediction methods. Our SVM-Prot web-server employed a machine learning method for predicting protein functional families from protein sequences irrespective of similarity, which complemented those similarity-based and other methods in predicting diverse classes of proteins including the distantly-related proteins and homologous proteins of different functions. Since its publication in 2003, we made major improvements to SVM-Prot with (1) expanded coverage from 54 to 192 functional families, (2) more diverse protein descriptors protein representation, (3) improved predictive performances due to the use of more enriched training datasets and more variety of protein descriptors, (4) newly integrated BLAST analysis option for assessing proteins in the SVM-Prot predicted functional families that were similar in sequence to a query protein, and (5) newly added batch submission option for supporting the classification of multiple proteins. Moreover, 2 more machine learning approaches, K nearest neighbor and probabilistic neural networks, were added for facilitating collective assessment of protein functions by multiple methods. SVM-Prot can be accessed at . [ABSTRACT FROM AUTHOR]

This study aims to design a vertical handover prediction method to minimize unnecessary handovers for a mobile node (MN) during the vertical handover process. This relies on a novel method for the prediction of a received signal strength indicator (RSSI) referred to as IRBF-FFA, which is designed by utilizing the imperialist competition algorithm (ICA) to train the radial basis function (RBF), and by hybridizing with the firefly algorithm (FFA) to predict the optimal solution. The prediction accuracy of the proposed IRBF–FFA model was validated by comparing it to support vector machines (SVMs) and multilayer perceptron (MLP) models. In order to assess the model’s performance, we measured the coefficient of determination (R2), correlation coefficient (r), root mean square error (RMSE) and mean absolute percentage error (MAPE). The achieved results indicate that the IRBF–FFA model provides more precise predictions compared to different ANNs, namely, support vector machines (SVMs) and multilayer perceptron (MLP). The performance of the proposed model is analyzed through simulated and real-time RSSI measurements. The results also suggest that the IRBF–FFA model can be applied as an efficient technique for the accurate prediction of vertical handover. [ABSTRACT FROM AUTHOR]

A computational procedure to search for selective ligands for structurally related protein targets was developed and verified for serotonergic 5-HT7/5-HT1A receptor ligands. Starting from a set of compounds with annotated activity at both targets (grouped into four classes according to their activity: selective toward each target, not-selective and not-selective but active) and with an additional set of decoys (prepared using DUD methodology), the SVM (Support Vector Machines) models were constructed using a selective subset as positive examples and four remaining classes as negative training examples. Based on these four component models, the consensus classifier was then constructed using a data fusion approach. The combination of two approaches of data representation (molecular fingerprints vs. structural interaction fingerprints), different training set sizes and selection of the best SVM component models for consensus model generation, were evaluated to determine the optimal settings for the developed algorithm. The results showed that consensus models with molecular fingerprints, a larger training set and the selection of component models based on MCC maximization provided the best predictive performance. [ABSTRACT FROM AUTHOR]

Tropical forests are significant carbon sinks and their soils’ carbon storage potential is immense. However, little is known about the soil organic carbon (SOC) stocks of tropical mountain areas whose complex soil-landscape and difficult accessibility pose a challenge to spatial analysis. The choice of methodology for spatial prediction is of high importance to improve the expected poor model results in case of low predictor-response correlations. Four aspects were considered to improve model performance in predicting SOC stocks of the organic layer of a tropical mountain forest landscape: Different spatial predictor settings, predictor selection strategies, various machine learning algorithms and model tuning. Five machine learning algorithms: random forests, artificial neural networks, multivariate adaptive regression splines, boosted regression trees and support vector machines were trained and tuned to predict SOC stocks from predictors derived from a digital elevation model and satellite image. Topographical predictors were calculated with a GIS search radius of 45 to 615 m. Finally, three predictor selection strategies were applied to the total set of 236 predictors. All machine learning algorithms—including the model tuning and predictor selection—were compared via five repetitions of a tenfold cross-validation. The boosted regression tree algorithm resulted in the overall best model. SOC stocks ranged between 0.2 to 17.7 kg m-2, displaying a huge variability with diffuse insolation and curvatures of different scale guiding the spatial pattern. Predictor selection and model tuning improved the models’ predictive performance in all five machine learning algorithms. The rather low number of selected predictors favours forward compared to backward selection procedures. Choosing predictors due to their indiviual performance was vanquished by the two procedures which accounted for predictor interaction. [ABSTRACT FROM AUTHOR]

Cascading overload failures are widely found in large-scale parallel systems and remain a major threat to system reliability; therefore, they are of great concern to maintainers and managers of different systems. Accurate cascading failure prediction can provide useful information to help control networks. However, for a large, gradually growing network with increasing complexity, it is often impractical to explore the behavior of a single node from the perspective of failure propagation. Fortunately, overload failures that propagate through a network exhibit certain spatial-temporal correlations, which allows the study of a group of nodes that share common spatial and temporal characteristics. Therefore, in this study, we seek to predict the failure rates of nodes in a given group using machine-learning methods. We simulated overload failure propagations in a weighted lattice network that start with a center attack and predicted the failure percentages of different groups of nodes that are separated by a given distance. The experimental results of a feedforward neural network (FNN), a recurrent neural network (RNN) and support vector regression (SVR) all show that these different models can accurately predict the similar behavior of nodes in a given group during cascading overload propagation. [ABSTRACT FROM AUTHOR]

The article focus is the improvement of machine learning models capable of predicting protein expression levels based on their codon encoding. Support vector regression (SVR) and partial least squares (PLS) were used to create the models. SVR yields predictions that surpass those of PLS. It is shown that it is possible to improve the models predictive ability by using two more input features, codon identification number and codon count, besides the already used codon bias and minimum free energy. In addition, applying ensemble averaging to the SVR or PLS models also improves the results even further. The present work motivates the test of different ensembles and features with the aim of improving the prediction models whose correlation coefficients are still far from perfect. These results are relevant for the optimization of codon usage and enhancement of protein expression levels in synthetic biology problems. [ABSTRACT FROM AUTHOR]