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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]

In this paper, we propose a hybrid method to forecast the stock prices called High-order-fuzzy-fluctuation-Trends-based Back Propagation(HTBP)Neural Network model. First, we compare each value of the historical training data with the previous day's value to obtain a fluctuation trend time series (FTTS). On this basis, the FTTS blur into fuzzy time series (FFTS) based on the fluctuation of the increasing, equality, decreasing amplitude and direction. Since the relationship between FFTS and future wave trends is nonlinear, the HTBP neural network algorithm is used to find the mapping rules in the form of self-learning. Finally, the results of the algorithm output are used to predict future fluctuations. The proposed model provides some innovative features:(1)It combines fuzzy set theory and neural network algorithm to avoid overfitting problems existed in traditional models. (2)BP neural network algorithm can intelligently explore the internal rules of the actual existence of sequential data, without the need to analyze the influence factors of specific rules and the path of action. (3)The hybrid modal can reasonably remove noises from the internal rules by proper fuzzy treatment. This paper takes the TAIEX data set of Taiwan stock exchange as an example, and compares and analyzes the prediction performance of the model. The experimental results show that this method can predict the stock market in a very simple way. At the same time, we use this method to predict the Shanghai stock exchange composite index, and further verify the effectiveness and universality of the method. [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]

Deep learning techniques, e.g., Convolutional Neural Networks (CNNs), have been explosively applied to the research in the fields of information retrieval and natural language processing. However, few research efforts have addressed semantic indexing with deep learning. The use of semantic indexing in the biomedical literature has been limited for several reasons. For instance, MEDLINE citations contain a large number of semantic labels from automatically annotated MeSH terms, and for a great deal of the literature, only the information of the title and the abstract is readily available. In this paper, we propose a Boltzmann Convolutional neural network framework (B-CNN) for biomedicine semantic indexing. In our hybrid learning framework, the CNN can adaptively deal with features of documents that have sequence relationships, and can capture context information accordingly; the Deep Boltzmann Machine (DBM) merges global (the entity in each document) and local information through its training with undirected connections. Additionally, we have designed a hierarchical coarse to fine style indexing structure for learning and classifying documents, and a novel feature extension approach with word sequence embedding and Wikipedia categorization. Comparative experiments were conducted for semantic indexing of biomedical abstract documents; these experiments verified the encouraged performance of our B-CNN model. [ABSTRACT FROM AUTHOR]

In this article, we propose a new data mining algorithm, by which one can both capture the non-linearity in data and also find the best subset model. To produce an enhanced subset of the original variables, a preferred selection method should have the potential of adding a supplementary level of regression analysis that would capture complex relationships in the data via mathematical transformation of the predictors and exploration of synergistic effects of combined variables. The method that we present here has the potential to produce an optimal subset of variables, rendering the overall process of model selection more efficient. This algorithm introduces interpretable parameters by transforming the original inputs and also a faithful fit to the data. The core objective of this paper is to introduce a new estimation technique for the classical least square regression framework. This new automatic variable transformation and model selection method could offer an optimal and stable model that minimizes the mean square error and variability, while combining all possible subset selection methodology with the inclusion variable transformations and interactions. Moreover, this method controls multicollinearity, leading to an optimal set of explanatory variables. [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]

Leveraging smart metering solutions to support energy efficiency on the individual household level poses novel research challenges in monitoring usage and providing accurate load forecasting. Forecasting electricity usage is an especially important component that can provide intelligence to smart meters. In this paper, we propose an enhanced approach for load forecasting at the household level. The impacts of residents’ daily activities and appliance usages on the power consumption of the entire household are incorporated to improve the accuracy of the forecasting model. The contributions of this paper are threefold: (1) we addressed short-term electricity load forecasting for 24 hours ahead, not on the aggregate but on the individual household level, which fits into the Residential Power Load Forecasting (RPLF) methods; (2) for the forecasting, we utilized a household specific dataset of behaviors that influence power consumption, which was derived using segmentation and sequence mining algorithms; and (3) an extensive load forecasting study using different forecasting algorithms enhanced by the household activity patterns was undertaken. [ABSTRACT FROM AUTHOR]

Music emotion recognition (MER) field rapidly expanded in the last decade. Many new methods and new audio features are developed to improve the performance of MER algorithms. However, it is very difficult to compare the performance of the new methods because of the data representation diversity and scarcity of publicly available data. In this paper, we address these problems by creating a data set and a benchmark for MER. The data set that we release, a MediaEval Database for Emotional Analysis in Music (DEAM), is the largest available data set of dynamic annotations (valence and arousal annotations for 1,802 songs and song excerpts licensed under Creative Commons with 2Hz time resolution). Using DEAM, we organized the ‘Emotion in Music’ task at MediaEval Multimedia Evaluation Campaign from 2013 to 2015. The benchmark attracted, in total, 21 active teams to participate in the challenge. We analyze the results of the benchmark: the winning algorithms and feature-sets. We also describe the design of the benchmark, the evaluation procedures and the data cleaning and transformations that we suggest. The results from the benchmark suggest that the recurrent neural network based approaches combined with large feature-sets work best for dynamic MER. [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]

Accurately predicting and testing the types of Pulmonary arterial hypertension (PAH) of each patient using cost-effective microarray-based expression data and machine learning algorithms could greatly help either identifying the most targeting medicine or adopting other therapeutic measures that could correct/restore defective genetic signaling at the early stage. Furthermore, the prediction model construction processes can also help identifying highly informative genes controlling PAH, leading to enhanced understanding of the disease etiology and molecular pathways. In this study, we used several different gene filtering methods based on microarray expression data obtained from a high-quality patient PAH dataset. Following that, we proposed a novel feature selection and refinement algorithm in conjunction with well-known machine learning methods to identify a small set of highly informative genes. Results indicated that clusters of small-expression genes could be extremely informative at predicting and differentiating different forms of PAH. Additionally, our proposed novel feature refinement algorithm could lead to significant enhancement in model performance. To summarize, integrated with state-of-the-art machine learning and novel feature refining algorithms, the most accurate models could provide near-perfect classification accuracies using very few (close to ten) low-expression genes. [ABSTRACT FROM AUTHOR]

Background: Resuscitated cardiac arrest is associated with high mortality; however, the ability to estimate risk of adverse outcomes using existing illness severity scores is limited. Using in-hospital data available within the first 24 hours of admission, we aimed to develop more accurate models of risk prediction using both logistic regression (LR) and machine learning (ML) techniques, with a combination of demographic, physiologic, and biochemical information.Methods and Findings: Patient-level data were extracted from the Australian and New Zealand Intensive Care Society (ANZICS) Adult Patient Database for patients who had experienced a cardiac arrest within 24 hours prior to admission to an intensive care unit (ICU) during the period January 2006 to December 2016. The primary outcome was in-hospital mortality. The models were trained and tested on a dataset (split 90:10) including age, lowest and highest physiologic variables during the first 24 hours, and key past medical history. LR and 5 ML approaches (gradient boosting machine [GBM], support vector classifier [SVC], random forest [RF], artificial neural network [ANN], and an ensemble) were compared to the APACHE III and Australian and New Zealand Risk of Death (ANZROD) predictions. In all, 39,566 patients from 186 ICUs were analysed. Mean (±SD) age was 61 ± 17 years; 65% were male. Overall in-hospital mortality was 45.5%. Models were evaluated in the test set. The APACHE III and ANZROD scores demonstrated good discrimination (area under the receiver operating characteristic curve [AUROC] = 0.80 [95% CI 0.79-0.82] and 0.81 [95% CI 0.8-0.82], respectively) and modest calibration (Brier score 0.19 for both), which was slightly improved by LR (AUROC = 0.82 [95% CI 0.81-0.83], DeLong test, p < 0.001). Discrimination was significantly improved using ML models (ensemble and GBM AUROCs = 0.87 [95% CI 0.86-0.88], DeLong test, p < 0.001), with an improvement in performance (Brier score reduction of 22%). Explainability models were created to assist in identifying the physiologic features that most contributed to an individual patient's survival. Key limitations include the absence of pre-hospital data and absence of external validation.Conclusions: ML approaches significantly enhance predictive discrimination for mortality following cardiac arrest compared to existing illness severity scores and LR, without the use of pre-hospital data. The discriminative ability of these ML models requires validation in external cohorts to establish generalisability. [ABSTRACT FROM AUTHOR]

There are several methods for building prediction models. The wealth of currently available modeling techniques usually forces the researcher to judge, a priori, what will likely be the best method. Super learning (SL) is a methodology that facilitates this decision by combining all identified prediction algorithms pertinent for a particular prediction problem. SL generates a final model that is at least as good as any of the other models considered for predicting the outcome. The overarching aim of this work is to introduce SL to analysts and practitioners. This work compares the performance of logistic regression, penalized regression, random forests, deep learning neural networks, and SL to predict successful substance use disorders (SUD) treatment. A nationwide database including 99,013 SUD treatment patients was used. All algorithms were evaluated using the area under the receiver operating characteristic curve (AUC) in a test sample that was not included in the training sample used to fit the prediction models. AUC for the models ranged between 0.793 and 0.820. SL was superior to all but one of the algorithms compared. An explanation of SL steps is provided. SL is the first step in targeted learning, an analytic framework that yields double robust effect estimation and inference with fewer assumptions than the usual parametric methods. Different aspects of SL depending on the context, its function within the targeted learning framework, and the benefits of this methodology in the addiction field are discussed. [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 back-propagation (BP) neural network can solve complicated random nonlinear mapping problems; therefore, it can be applied to a wide range of problems. However, as the sample size increases, the time required to train BP neural networks becomes lengthy. Moreover, the classification accuracy decreases as well. To improve the classification accuracy and runtime efficiency of the BP neural network algorithm, we proposed a parallel design and realization method for a particle swarm optimization (PSO)-optimized BP neural network based on MapReduce on the Hadoop platform using both the PSO algorithm and a parallel design. The PSO algorithm was used to optimize the BP neural network’s initial weights and thresholds and improve the accuracy of the classification algorithm. The MapReduce parallel programming model was utilized to achieve parallel processing of the BP algorithm, thereby solving the problems of hardware and communication overhead when the BP neural network addresses big data. Datasets on 5 different scales were constructed using the scene image library from the SUN Database. The classification accuracy of the parallel PSO-BP neural network algorithm is approximately 92%, and the system efficiency is approximately 0.85, which presents obvious advantages when processing big data. The algorithm proposed in this study demonstrated both higher classification accuracy and improved time efficiency, which represents a significant improvement obtained from applying parallel processing to an intelligent algorithm on big data. [ABSTRACT FROM AUTHOR]

In the business sector, it has always been a difficult task to predict the exact daily price of the stock market index; hence, there is a great deal of research being conducted regarding the prediction of the direction of stock price index movement. Many factors such as political events, general economic conditions, and traders’ expectations may have an influence on the stock market index. There are numerous research studies that use similar indicators to forecast the direction of the stock market index. In this study, we compare two basic types of input variables to predict the direction of the daily stock market index. The main contribution of this study is the ability to predict the direction of the next day’s price of the Japanese stock market index by using an optimized artificial neural network (ANN) model. To improve the prediction accuracy of the trend of the stock market index in the future, we optimize the ANN model using genetic algorithms (GA). We demonstrate and verify the predictability of stock price direction by using the hybrid GA-ANN model and then compare the performance with prior studies. Empirical results show that the Type 2 input variables can generate a higher forecast accuracy and that it is possible to enhance the performance of the optimized ANN model by selecting input variables appropriately. [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]