Application of Support Vector Regression Method in Stock Market Forecasting

The Sixth International Symposium on Neural Networks (ISNN 2009)

ObjectiveConsidering the complex and nonlinear relationship between characteristic parameters of tumors (location and morphology) and lung dose‐volume parameters of patients with esophageal cancer (EPC) undergoing intensity‐modulated radiation therapy (IMRT), the model identification method of artificial neural network (ANN) was adopted to build the model to predict lung dose‐volume parameters under different characteristic parameters of tumors. The goal is to enhance the efficiency and quality of radiotherapy planning and reduce the risk of radiation‐induced lung injury (RILI) by providing pre‐planning dose predictions.Methods1). In the previous research work, a retrospective analysis was done on 103 cases of patients with EPC who were treated by radiotherapy, in which a linear regression model was employed and had proved the association between tumor morphology [including tumor relative length (L) and “tumor axial cross‐sectional area” (S)] and lung dose‐volume parameters (including V5, V10, V20 and V30 of lungs). 2). Building on earlier research, this study uses curve regression analysis to further explore the effect of tumor relative position (P) on lung dose‐volume parameters of patients with EPC undergoing IMRT. 3). A backpropagation (BP) neural network model was constructed with P, L, and S as inputs and lung dose‐volume parameters as outputs to establish their quantitative relationship. 4). Genetic algorithm (GA) was combined with BP neural network to optimize the initial weights and thresholds of BP neural network and avoid the model from falling into local optima, so as to improve the performance of BP neural network model.Results1). Quadratic regression models were applied to analyze the relationship of P with V5 and V10 of the lung, yielding adjusted R2 values of 0.177 and 0.081, respectively, with statistically significant regression coefficients (p < 0.01). The results suggest that as P increases, V5 and V10 initially increase, then decrease. Linear regression models were applied to analyze the relationship of P with V20 and V30 of the lung, yielding adjusted R2 values of 0.06 and 0.072, respectively, with significant regression coefficients (p < 0.01). The results show that both V20 and V30 decrease as P increases. 2). The finding of this study indicates that the modeling method of BP neural network can realize the prediction of lung dose‐volume parameters under different characteristic parameters of tumors. The GA‐BP model showed slight improvements in prediction accuracy (PA) and error index (EI) compared to the BP model alone. For both models, prediction accuracy is highest for V5, followed by V10 and V20, with V30 being the least accurate. Notably, both the BP and GA‐BP neural networks achieve outstanding recognition accuracy for V5, with EI and PA values of 0.121 and 88.61% for BP, and 0.113 and 89.00% for GA‐BP, respectively. 3). The re‐optimization of four test cases with under‐predicted whole‐lung V5 and V10 values resulted in substantial improvements over the original plans. Conclusion: The ANN model developed in this study can effectively predict lung dose‐volume parameters for patients with EPC undergoing IMRT. It provides pre‐planning guidance that enhances the efficiency and quality of radiotherapy planning and reducing the risk of RILI.

Purpose In order to analyze the text complexity of Chinese and foreign academic English writings, the artificial neural network (ANN) under deep learning (DL) is applied to the study of text complexity. Firstly, the research status and existing problems of text complexity are introduced based on DL. Secondly, based on Back Propagation Neural Network (BPNN) algorithm, analyzation is made on the text complexity of Chinese and foreign academic English writings. And the research establishes a BPNN syntactic complexity evaluation system. Thirdly, MATLAB2013b is used for simulation analysis of the model. The proposed model algorithm BPANN is compared with other classical algorithms, and the weight value of each index and the model training effect are further analyzed by statistical methods. Finally, L2 Syntactic Complexity Analyzer (L2SCA) is used to calculate the syntactic complexity of the two libraries, and Mann–Whitney U test is used to compare the syntactic complexity of Chinese English learners and native English speakers. The experimental results show that compared with the shallow neural network, the deep neural network algorithm has more hidden layers and richer features, and better performance of feature extraction. BPNN algorithm shows excellent performance in the training process, and the actual output value is very close to the expected value. Meantime, the error of sample test is analyzed, and it is found that the evaluation error of BPNN algorithm is less than 1.8%, of high accuracy. However, there are significant differences in grammatical complexity among students with different English writing proficiency. Some measurement methods cannot effectively reflect the types and characteristics of written language, or may have a negative relationship with writing quality. In addition, the research also finds that the measurement of syntactic complexity is more sensitive to the language ability of writing. Therefore, BPNN algorithm can effectively analyze the text complexity of academic English writing. The results of the research provide reference for improving the evaluation system of text complexity of academic paper writing. Design/methodology/approach In order to analyze the text complexity of Chinese and foreign academic English writings, the artificial neural network (ANN) under deep learning (DL) is applied to the study of text complexity. Firstly, the research status and existing problems of text complexity are introduced based on DL. Secondly, based on Back Propagation Neural Network (BPNN) algorithm, analyzation is made on the text complexity of Chinese and foreign academic English writings. And the research establishes a BPNN syntactic complexity evaluation system. Thirdly, MATLAB2013b is used for simulation analysis of the model. The proposed model algorithm BPANN is compared with other classical algorithms, and the weight value of each index and the model training effect are further analyzed by statistical methods. Finally, L2 Syntactic Complexity Analyzer (L2SCA) is used to calculate the syntactic complexity of the two libraries, and Mann–Whitney U test is used to compare the syntactic complexity of Chinese English learners and native English speakers. The experimental results show that compared with the shallow neural network, the deep neural network algorithm has more hidden layers and richer features, and better performance of feature extraction. BPNN algorithm shows excellent performance in the training process, and the actual output value is very close to the expected value. Meantime, the error of sample test is analyzed, and it is found that the evaluation error of BPNN algorithm is less than 1.8%, of high accuracy. However, there are significant differences in grammatical complexity among students with different English writing proficiency. Some measurement methods cannot effectively reflect the types and characteristics of written language, or may have a negative relationship with writing quality. In addition, the research also finds that the measurement of syntactic complexity is more sensitive to the language ability of writing. Therefore, BPNN algorithm can effectively analyze the text complexity of academic English writing. The results of the research provide reference for improving the evaluation system of text complexity of academic paper writing. Findings In order to analyze the text complexity of Chinese and foreign academic English writings, the artificial neural network (ANN) under deep learning (DL) is applied to the study of text complexity. Firstly, the research status and existing problems of text complexity are introduced based on DL. Secondly, based on Back Propagation Neural Network (BPNN) algorithm, analyzation is made on the text complexity of Chinese and foreign academic English writings. And the research establishes a BPNN syntactic complexity evaluation system. Thirdly, MATLAB2013b is used for simulation analysis of the model. The proposed model algorithm BPANN is compared with other classical algorithms, and the weight value of each index and the model training effect are further analyzed by statistical methods. Finally, L2 Syntactic Complexity Analyzer (L2SCA) is used to calculate the syntactic complexity of the two libraries, and Mann–Whitney U test is used to compare the syntactic complexity of Chinese English learners and native English speakers. The experimental results show that compared with the shallow neural network, the deep neural network algorithm has more hidden layers and richer features, and better performance of feature extraction. BPNN algorithm shows excellent performance in the training process, and the actual output value is very close to the expected value. Meantime, the error of sample test is analyzed, and it is found that the evaluation error of BPNN algorithm is less than 1.8%, of high accuracy. However, there are significant differences in grammatical complexity among students with different English writing proficiency. Some measurement methods cannot effectively reflect the types and characteristics of written language, or may have a negative relationship with writing quality. In addition, the research also finds that the measurement of syntactic complexity is more sensitive to the language ability of writing. Therefore, BPNN algorithm can effectively analyze the text complexity of academic English writing. The results of the research provide reference for improving the evaluation system of text complexity of academic paper writing. Originality/value In order to analyze the text complexity of Chinese and foreign academic English writings, the artificial neural network (ANN) under deep learning (DL) is applied to the study of text complexity. Firstly, the research status and existing problems of text complexity are introduced based on DL. Secondly, based on Back Propagation Neural Network (BPNN) algorithm, analyzation is made on the text complexity of Chinese and foreign academic English writings. And the research establishes a BPNN syntactic complexity evaluation system. Thirdly, MATLAB2013b is used for simulation analysis of the model. The proposed model algorithm BPANN is compared with other classical algorithms, and the weight value of each index and the model training effect are further analyzed by statistical methods. Finally, L2 Syntactic Complexity Analyzer (L2SCA) is used to calculate the syntactic complexity of the two libraries, and Mann–Whitney U test is used to compare the syntactic complexity of Chinese English learners and native English speakers. The experimental results show that compared with the shallow neural network, the deep neural network algorithm has more hidden layers and richer features, and better performance of feature extraction. BPNN algorithm shows excellent performance in the training process, and the actual output value is very close to the expected value. Meantime, the error of sample test is analyzed, and it is found that the evaluation error of BPNN algorithm is less than 1.8%, of high accuracy. However, there are significant differences in grammatical complexity among students with different English writing proficiency. Some measurement methods cannot effectively reflect the types and characteristics of written language, or may have a negative relationship with writing quality. In addition, the research also finds that the measurement of syntactic complexity is more sensitive to the language ability of writing. Therefore, BPNN algorithm can effectively analyze the text complexity of academic English writing. The results of the research provide reference for improving the evaluation system of text complexity of academic paper writing.

Credit rating analysis with support vector machines and neural networks: a market comparative study

Objectives: A kind of Artificial Neural Network (ANN) known as a Back Propagation Neural Network (BPNN) has been extensively applied in a variety of sectors, including medical diagnosis, optical character recognition, stock market forecasting, and others. Many studies have employed BPNN to create decision-support tools for doctors to use while making clinical diagnoses. Chronic Kidney Disease (CKD) is one such kind of disease which has been receiving due importance from the past decades due to lack of symptoms in its early stages. The goal of this work is to demonstrate the performance of Artificial Intelligent (AI) algorithms in the early detection of CKD. Method: We received 800 patients’ real-time data from DY Patil Hospitals for this investigation. Self-Acclimation Graded Boolean PSO (SAG-BPSO), a modified version of Particle Swarm Optimization (PSO), has been proposed and used in this study to accomplish feature selection. Cuckoo Search Algorithm (CSA) has been used to optimise the weights and biases of the BPNN. Finally, this hybrid model is combined with BPNN for final predictions. Finally, a comparison is made between few state of art algorithms and the proposed approach. Results: The accuracy noted on applying BPNN on the dataset was approximately 91.45%. The combined model of BPNN+SAGBPSO provided an accuracy of about 92.25%. The accuracy achieved for the hybrid model of BPNN+SAGBPSO+CSA was approximately near to 98.07%. Conclusions: This research used SAGBPSO for feature selection and CSA for finalizing the weights and biases of BPNN. The research implemented BPNN, BPNN+SAGBPSO and BPNN+SAGBPSO+CSA on our real time dataset. The proposed hybrid model BPNN+SAGBPSO+CSA outperformed all the state of art deep learning algorithms in terms of performance metrics.

Effect of hBN and SDS added vegetable based cutting fluid application on the performance of turning Ti6Al4V alloys: A Comparative analysis with Taguchi and ANN approaches

Regression prediction of hydrogen enriched compressed natural gas (HCNG) engine performance based on improved particle swarm optimization back propagation neural network method (IMPSO-BPNN)

Water consumption of plants is a key parameter for formulating irrigation system, and the precise prediction play a important role in improving the use efficiency of limited water resources. In this experiment, by using the method of artificial neural network and MATLAB DATA PROCESSING SYSTEM combined with the meteorological data of air temperature, relative air humidity, solar radiation, wind speed, soil water content and dew point temperature as the input variable, the author established the artificial neural network system to forecast the seedling water consumption of P.×euramericana cv."74/76", and through the experiments it has been examined that two neural network system models can be applied in forecasting water consumption of seedlings, and the average relative error of Back Propagation (BP) neural network prediction model was 0.07, the General Regression Neural Network (GRNN) prediction model was 0.05, moreover, the latter had good stability, while that of the former was poor. Therefore, we propose that GRNN model can be used in prediction of seedling water consumption. Furthermore, the maximum relative error of GRNN predication model was 0.106, the minimum relative error was 0.015. The GRNN model is superior to the BP neural network model that the former performs a higher forecasting accuracy with relatively shorter time consumption and faster speed in training.

In this study, we present the performance of Support Vector Machine (SVM), Convolution Neural Network (CNN), and Artificial Neural Network (ANN) with Bag of Words (BoW), Histogram of Oriented Gradients (HOG), and Image Pixels (IP) for face recognition. SVM, CNN, and ANN are machine learning approaches and has been used for pattern recognition, especially in face recognition technology. BoW, HOG, and IP are being used for image feature extraction. The testing has been conducted from publicly available AT&T face database. Every individual subject consists of 10 images with different facial expression, different illumination and the dimensions of the images is unified as 92-by-112 pixels with PGM formats. SVM achieved recognition accuracy of 97.00%, 96.00%, and 98.00% with subsequently BoW, HOG, and IP. CNN achieved recognition accuracy of 94.00%, 99.00%, and 99.50% with subsequently BoW, HOG, and IP. ANN achieved recognition accuracy of 96.00%, 99.00%, and 99.50% with subsequently BoW, HOG, and IP. The experimental results show that the IP with ANN approach clearly outperformed the others approaches.

ABSTRACTThis paper proposes a multilayer artificial neural network (ANN) method to predict the probability of default (PD) within a survival analysis framework. The ANN method captures hidden interconnections among covariates that influence PD, potentially leading to improved predictive performance compared to both logit and skewed logit models. To assess the impact of covariates on PD, we introduce a generalized covariate method that accounts for compositional effects among covariates and employ stochastic dominance analysis to rank the importance of covariate effects across both the ANN and logit model approaches. Applying the ANN method to a large dataset of small business loans reveals prediction gains over the logit models. These improvements are evident for short‐term prediction horizons and in reducing type I misclassification errors in the identification of loan defaults, an aspect crucial for effective credit risk management. Regarding the generalized covariate effects, our results suggest that behavior‐related covariates exert the strongest influence on PD. Moreover, we demonstrate that the ANN structure stochastically dominates the logit models for the majority of the covariates examined.

The problem of conditional simulation of non-Gaussian stochastic processes and fields has gained a significant interest recently because of its applications in many fields, such as wind engineering, ocean engineering, and soil engineering. In this paper, the support vector machines (SVM) approach is developed for the conditional simulation of non-Gaussian stochastic processes and fields. To show the advantages of the presented method, the conditional simulation of non-Gaussian fluctuating wind pressures is carried out by using SVM and artificial neural networks (ANN). SVM considers three kinds of kernel function, such as linear function, Gaussian radial basis function, and exponential radial basis function, whereas ANN employs back-propagation and generalized regression. In machine learning of these artificial intelligences, two ways (interpolation and extrapolation) are employed to train finite non-Gaussian samples. The feasibility and validity of these algorithms are evaluated through the correlation coefficients, root mean square errors, skewness errors, and kurtosis errors between simulated samples and target samples and probability density functions (PDF), power spectral density (PSD) functions, and autocorrelation functions (ACF) of the simulated non-Gaussian fluctuating wind pressures versus their corresponding targets. The results show that the accuracy and effectiveness of SVM with an appropriate kernel function are superior to the back-propagation neural network (BPNN) and generalized regression neural network (GRNN). Furthermore, the advantage of the presented SVM approach is very obvious when the trained non-Gaussian samples are few.

Icing condition prediction of wind turbine blade by using artificial neural network based on modal frequency

Heat rate of a combined cycle power plant (CCPP) is a parameter that is typically used to assess how efficient a power plant is. In this paper, the CCPP heat rate was predicted using an artificial neural network (ANN) method to support maintenance people in monitoring the efficiency of the CCPP. The ANN method used fuel gas heat input (P1), CO2 percentage (P2), and power output (P3) as input parameters. Approximately 4322 actual operation data are generated from the digital control system (DCS) in a year. These data were used for ANN training and prediction. Seven parameter variations were developed to find the best parameter variation to predict heat rate. The model with one input parameter predicted heat rate with regression R2 values of 0.925, 0.005, and 0.995 for P1, P2, and P3. Combining two parameters as inputs increased accuracy with regression R2 values of 0.970, 0.994, and 0.984 for P1 + P2, P1 + P3, and P2 + P3, respectively. The ANN model that utilized three parameters as input data had the best prediction heat rate data with a regression R2 value of 0.995.

Proximate analysis based prediction of gross calorific value of coals: A comparison of support vector machine, alternating conditional expectation and artificial neural network

ABSTRACTThis paper reviews the activity-travel behaviour literature that employs Machine Learning (ML) techniques for empirical analysis and modelling. Machine Learning algorithms, which attempt to build intelligence utilizing the availability of large amounts of data, have emerged as powerful tools in the fields of pattern recognition and big data analysis. These techniques have been applied in activity-travel behaviour studies since the early ’90s when Artificial Neural Networks (ANN) were employed to model mode choice decisions. AMOS, an activity-based modelling system developed in the mid-’90s, has ANN at its core to model and predict individual responses to travel demand management measures. In the dawn of 2000, ALBATROSS, a comprehensive activity-based travel demand modelling system, was proposed by Arentze and Timmermans using Decision Trees. Since then researchers have been exploring ML techniques like Support Vector Machines (SVM), Decision Trees (DT), Neural Networks (NN), Bayes Classifiers, and more recently, Ensemble Learners to model and predict activity-travel behaviour. A large number of publications over the years and an upward trend in the number of published articles over time indicate that Machine Learning is a promising tool for activity-travel behaviour analysis and prediction. This article, first of its kind in the literature, reviews these studies and explores the trends in activity-travel behaviour research that apply ML techniques. The review finds that mode choice decisions have received wide attention in the literature on ML applications. It was observed that most of the studies identify the lack of interpretability as a serious shortcoming in ML techniques. However, very few studies have attempted to improve the interpretability of the models. Further, some studies report the importance of feature engineering in ML-based studies, but very few studies adopt feature engineering before model development. Spatiotemporal transferability of models is another issue that has received minimal attention in the literature. In the end, the paper discusses possible directions for future research in the area of activity-travel behaviour modelling using ML techniques.