Forecasting Stock Market Using Machine Learning Approach Encoder-Decoder ConvLSTM

Globally, wind energy if properly harnessed, could serve as a source of energy generation in Africa. This study compared the performance of two Machine Learning (ML) algorithms (Linear regression and Random Forest) in predicting wind speed in five major cities in Africa (Yaoundé, Pretoria, Nairobi, Cairo and Abuja). Wind data were collected between January 1, 2000, and December 31, 2022, using the Solar Radiation Data Archive. The data preprocessing was carried out with 80% of the data used for training and 20% for validation. The performance of these ML algorithms was evaluated using Mean Square Error (MSE), Root Mean Square Error (RMSE), Mean Absolute Error (MAE), Mean Absolute Percentage Error (MAPE) and coefficient of determination (R2). The result shows that Nairobi (3.814795 m/s) closely followed by Cairo (3.606453 m/s) has the highest mean wind speed while Yaoundé (1.090512 m/s) has the lowest. Based on the performance metrics used, the two Machine Learning algorithms were competitive. Still, the Linear Regression (LR) algorithm outperformed the Random Forest Algorithm in predicting wind speed in all the selected major African cities. In Yaoundé (RMSE = 0.3892, MAE= 0.3001, MAPE =0.5030), Pretoria (RMSE=1.2339, MAE=0.9480, MAPE=0.7450) Nairobi (RMSE= 0.4223, MAE =0.6499, MAPE =0.1872), Nairobi (RMSE=0.6499, MAE=0.5171, MAPE =0.1872), Cairo (RMSE =1.0909, MAE =0.8544, MAPE =0.3541) and Abuja (RMSE = 0.70245, MAE =0.5441, MAPE= 0.4515) the Linear regression algorithms was found to outperformed Random Forest Regression. Therefore, the Linear regression algorithm is more reliable in predicting wind speed compared with the Random Forest regression.

Nowadays , nonlinear time series and artificial neural networks (ANN) models are used for forecasting in the field of business, agriculture and soon. Recent studies have shown, ANN have been successfully used for forecasting of financial and agriculture data series The classical methods used for time series prediction like Box-Jenkins or ARIMA assumes that there is a linear relationship between inputs and outputs. ANN have more advantages that can approximate to model both linear and nonlinear structures in time series, they are not able to handling both structures equally well. The autoregressive integrated moving average (ARIMA) model and two ANN models namely, Radial basis function neural networks (RBFNN), and Elman recurrent neural networks (ERNN) methods were applied to Hyderabad airport traffic data. The data obtained for 15 years from 2002–2003 to 2016–2017 about domestic and international passenger of International Airport of Hyderabad, India. In this research paper, we compared the performances of ARIMA, RBFNN and ERNN were based on three measures: mean absolute error (MAE), mean absolute percentage error (MAPE), and root mean square error (RMSE). The results showed that RBFNN obtained the smallest MAE, MAPE and RMSE in both the modeling and forecasting processes. The performances of the three models ranked in ascending order were: ARIMA, ERNN and the RBFNN model. Keywords: T ime series, forecasting, artificial neural networks, ARIMA models, radial basis function neural networks, and Elman recurrent neural networks Cite this Article R. Ramakrishna, Berhe Aregay, Tewodros Gebregergs. The Comparison in Time Series Forecasting of Air Traffic Data by Autoregressive Integrated Moving Average Model, Radial Basis Function and Elman Recurrent Neural Networks. Research & Reviews: Journal of Statistics . 2018; 7(3): 75–90p.

This article uses machine learning techniques as fuzzy and neuro-fuzzy ANFISs, to develop and compare prediction models capable of relating pregnant women’s exposure to air pollutants, such as Nitrogen Dioxide and Particulate Matter, the mother’s age, and the number of prenatal consultations to the incidence of premature birth. In the current literature, studies can be found that relate prematurity to the exposure of pregnant women to NO2, O3, and PM10; to Toluene and benzene, mainly in the window 5 to 10 days before birth; and to PM10 in the week before birth. Both models used logistic regression to quantify the effects of pollutants as a result of premature birth. Datasets from Brazil—Departamento de Informatica do Sistema Único de Saúde (DATASUS) and Companhia Ambiental do Estado de São Paulo (CETESB)—were used, covering the period from 2016 to 2018 and comprising women living in the city of São José dos Campos (SP), Brazil. In order to evaluate and compare the different techniques used, evaluation metrics were calculated, such as correlation (r), coefficient of determination (R2), Root Mean Square Error (RMSE), Mean Absolute Percentage Error (MAPE), Mean Square Error (MSE), and Mean Absolute Error (MAE). These metrics are widely used in the literature due to their ability to evaluate the robustness and efficiency of prediction models. For the RMSE, MAPE, MSE, and MAE metrics, lower values indicate that prediction errors are smaller, demonstrating better model accuracy and confidence. In the case of (r) and R2, a positive and strong result indicates alignment and better performance between the real and predicted data. The neuro-fuzzy ANFIS model showed superior performance, with a correlation (r) of 0.59, R2 = 0.35, RMSE = 2.83, MAPE = 5.35%, MSE = 8.00, and MAE = 1.70, while the fuzzy model returned results of r = 0.20, R2 = 0.04, RMSE = 3.29, MSE = 10.81, MAPE = 6.67%, and MAE = 2.01. Therefore, the results from the ANFIS neuro-fuzzy system indicate greater prediction capacity and precision in relation to the fuzzy system. This superiority can be explained by integration with neural networks, allowing data learning and, consequently, more efficient modeling. In addition, the findings obtained in this study have potential for the formulation of public health policies aimed at reducing the number of premature births and promoting improvements in maternal and neonatal health.

Predicting stock markets remains a critical and challenging task due to many factors, such as the enormous volume of generated price data, instant price data changes, and sensitivity to human sentiments, wars, and natural disasters. Since the previous three years of the COVID-19 pandemic, forecasting stock markets is more difficult, complex, and problematic for stock market analysts. However, technical analysts of the stock market and academic researchers are continuously trying to develop innovative and modern methods for forecasting stock market prices, using statistical techniques, machine learning, and deep learning-based algorithms. This study investigated a Transformer sequential-based approach to forecast the closing price for the next day. Ten sliding window timesteps were used to forecast next-day stock closing prices. This study aimed to investigate reliable techniques based on stock input features. The proposed Transformer-based method was compared with ARIMA, Long-Short Term Memory (LSTM), and Random Forest (RF) algorithms, showing its outstanding results on Yahoo Finance data, Facebook Intra data, and JPMorgan's Intra data. Each model was evaluated using Mean Absolute Error (MSE), Root Mean Square Error (RMSE), and Mean Absolute Percentage Error (MAPE).

Evaluation of artificial neurocomputing algorithms and their metacognitive robustness in predictive modeling of fuel consumption rates during tillage

Forecasting stock prices has always been a complex and challenging task due to its high volatility, noise in data, and abrupt price fluctuations caused by different factors. Traditional approaches, such as quantitative, fundamental, and technical analysis, often struggle to accurately predict stock price movements due to their difficulty in processing non-linear data. The evolution of machine learning, particularly neural network models, opened new opportunities for improving prediction accuracy by handling non-linear and multidimensional data with high effectiveness. This study focuses on evaluating and comparing three neural network architectures, in which the last is a combination of the first two - Convolutional Neural Networks (CNN), Long Short-Term Memory (LSTM), and a hybrid CNN-LSTM model, for forecasting stock prices. Using ten years of historical stock data, taken for Apple Inc. (AAPL) stocks as an example, ranging from 2015 to 2025, the models were trained and tested on key performance metrics such as Mean Squared Error (MSE), Root Mean Squared Error (RMSE), Mean Absolute Error (MAE), Mean Absolute Percentage Error (MAPE), and R². Results show that while both CNN and LSTM models show good performance individually, the hybrid CNN-LSTM model can significantly outperform them, achieving the highest accuracy with the lowest error rates. By combining the strengths of CNN for feature extraction and LSTM for temporal sequence processing, the hybrid model effectively captures complex patterns in stock price movements. By iterating over the types of layers to use, we came to the conclusion, that by combining both models into one hybrid model, some layers, like one CNN layer, and one LSTM layer should be removed. This research demonstrates the potential of hybrid neural network models in financial time-series forecasting and comprehensively analyzes their advantages over non-hybrid models.

This study aims to create a monthly sales quantity budget by making use of the previous income data of an enterprise operating within the construction sector, which is considered the locomotive of the economy. For estimating time-series of sales as a linear model ARIMA (Auto-Regressive Integrated Moving Average), as nonlinear model LSTM (Long ShortTerm Memory) and a HYBRID (LSTM and ARIMA) model built to improve system performance compared to a single model was used. As a result of the study, Mean Square Error (MSE), Root Mean Square Error (RMSE), Mean Absolute Percentage Error (MAPE) and Mean Absolute Error (MAE) values obtained from each of the methods used in the application were compared, and a monthly sales volume budget was created for 2017 with all the methods used. When the MAPE and MSE values obtained from each of these methods were compared, the best performance was the Hybrid model that gave the lowest error, and in addition, the fact that all of the application models got very realistic results by using the historical data showed the success of the predictions.

Drought is a complex and frequently occurring natural hazard in many parts of the world. Therefore, accurate drought forecasting is essential to mitigate its adverse impacts. This research has inferred the implication and the appropriateness of the extreme learning machine (ELM) algorithm for drought forecasting. For numerical evaluation, time series data of the Standardized Precipitating Temperature Index (SPTI) are used for nine meteorological stations located in various climatological zones of Pakistan. To assess the performance of ELM, this research includes parallel inferences of multilayer perceptron (MLP) and autoregressive integrated moving average (ARIMA) models. The performance of each model is assessed using root mean square error (RMSE), mean absolute error (MAE), mean absolute percent error (MAPE), Kling‐Gupta efficiency (KGE), Willmott index (WI), and Karl Pearson’s correlation coefficient. Generally, graphical results illustrated an excellent performance of the ELM algorithm over MLP and ARIMA models. For training data of SPTI‐1, ELM’s best performance has observed at Chitral station (RMSE = 0.374, KGE = 0.838, WI = 0.960, MAE = 0.272, MAPE = 259.59, R = 0.93). For SPTI‐1 at Astore station, the numerical results are (RMSE = 0.688, KGE = 0.988, WI = 0.997, MAE = 0.798, MAPE = 247.35). The overall results indicate that the ELM outperformed by producing the smallest RMSE, MAE, and MAPE values and maximum values for KGE, WI, and correlation coefficient values at almost all the selected meteorological stations for (1, 3, 6, 9, and 12) month time scales. In summary, this research endorses the use of ELM for accurate drought forecasting.

The wind power industry has experienced a significant increase and popularity in recent times, and the latest statistics indicate that this sector is still thriving. However, one of the essential steps in developing wind energy projects is finding suitable sites for wind farms, which involves understanding the nature of wind speed, wind direction, terrain, and environmental impacts. To predict the wind energy production over the expected lifespan of a wind farm, vertical wind speed extrapolation to the hub height of the wind turbine is necessary. Therefore, this study presents a comprehensive evaluation of seven statistical approaches for vertical wind speed extrapolation, including Generalized Linear Models (GLM), Linear Regression (LR), Support Vector Machines (SVM), Generalized Additive Models (GAM), Gaussian Process Regression (GPR), Regression Tree (RT), and Ensemble Regression (ER). The accuracy of these methods is assessed using performance metrics such as Mean Squared Error (MSE), Root Mean Squared Error (RMSE), Normalized RMSE (NRMSE), Normalized MSE (NMSE), Mean Bias Error (MBE), Mean Absolute Error (MAE), Mean Percentage Error (MPE), Mean Absolute Percentage Error (MAPE), Symmetric Mean Absolute Percentage Error (SMAPE), and R-squared (R2). The study concludes that, on average, GLM performs the best out of all seven statistical methods.

Experiments have proven that traditional prediction research methods have limitations in practice. Proposing countermeasures for environmental changes is the key to optimal control of the cold chain environment and reducing the lag of control effects. In this paper, a cold chain transportation environment prediction method, combining k-means++ and a long short-term memory (LSTM) neural network, is proposed according to the characteristics of the cold chain transportation environment of agricultural products. The proposed prediction model can predict the trend of cold chain environment changes in the next ten minutes, which allows cold chain vehicle managers to issue control instructions to the environmental control equipment in advance. The fusion process for temperature and humidity data measured by multiple data sensors is performed with the k-means++ algorithm, and then the fused data are fed into an LSTM neural network for prediction based on time series. The prediction error of the prediction model proposed in this paper is very satisfactory, with a root-mean-square error (RMSE), mean absolute error (MAE), mean squared error (MSE), mean absolute percentage error (MAPE) and R-squared of 0.5707, 0.2484, 0.3258, 0.0312 and 0.9660, respectively, for temperature prediction, and with an RMSE, MAE, MSE, mean absolute percentage error and R-squared of 1.6015, 1.1770, 2.5648, 0.2736 and 0.9702, respectively, for humidity prediction. Finally, the LSTM neural network and back propagation (BP) neural network are compared in order to enhance the reliability of the results. In terms of the prediction effect of the temperature and humidity in cold chain vehicles transporting agricultural products, the proposed model has a higher prediction accuracy than that of existing models and can provide strategic support for the fine management and regulation of the cold chain transportation environment.

Water level prediction is an essential factor for the safe operation of pumping stations. However, due to the complex nonlinear relationship between the water level of the front pool of the pumping station and the influencing factors, the prediction of the water level is still inaccurate and untimely. Backpropagation (BP) neural network, improved particle swarm optimization-BP neural network (PSO-BP), support vector machine regression (SVR), and improved PSO-SVR were used to construct 4-h and 8-h ahead prediction models for pumping station prestation water levels. Mean absolute error, mean squared error (MSE), root mean square error (RMSE), mean absolute percentage error (MAPE), and R correlation coefficient were used as prediction evaluation metrics. This method is applied in the Baliwan Pumping Station, the highest pumping station in the South-to-North Water Diversion Eastern Route Project (SNWDERP). The results showed that the MSE, RMSE, and MAPE of the improved PSO-BP model were smaller than other models, whereas the R correlation coefficient was larger, confirming its high prediction accuracy. All models had higher prediction accuracy 4 h ahead than 8 h ahead. Combining the time-phased water level prediction method and hybrid machine learning can enhance the water level prediction accuracy of a pumping station pre-station.

Performance evaluation of machine learning techniques in predicting cumulative absolute velocity

Advances in industrial digital technologies have led to an increasing volume of data generated from industrial bioprocesses, which can be utilised within data-driven models (DDM). However, data volume and variability complications make developing models that captures the underlying biological nature of the bioprocesses challenging. In this study, a framework for developing data-driven models of bioprocesses is proposed and evaluated by modelling an industrial bioprocess, which treats industrial or agrifood wastewaters whilst simultaneously generating bioenergy. Six models were developed to predict the reduction in chemical oxygen demand from the wastewater by the bioprocess and statistically evaluated using both testing data (randomly partitioned data from the model development) and unseen data (new data not used during the model development). The statistical error metrics employed were the coefficient of determination (R2), root mean square error (RMSE), mean absolute error (MAE) and mean absolute percentage error (MAPE). The stacked neural network model was best able to model the bioprocess, having the highest accuracy on the testing data (R2: 0.98; RMSE: 1.29; MAE: 2.27; MAPE: 4.08) and the unseen data (R2: 0.82; RMSE: 2.57; MAE: 1.75; MAPE: 3.68). Data visualisation is used to observe (or confirm) whether new data points are within the model boundaries, helping to increase confidence in the model’s predictions on future data.

Compressive strength is an important mechanical property of high-strength concrete (HSC), but testing methods are usually uneconomical, time-consuming, and labor-intensive. To this end, in this paper, a long short-term memory (LSTM) model was proposed to predict the HSC compressive strength using 324 data sets with five input independent variables, namely water, cement, fine aggregate, coarse aggregate, and superplasticizer. The prediction results were compared with those of the conventional support vector regression (SVR) model using four metrics, root mean square error (RMSE), mean absolute error (MAE), mean absolute percentage error (MAPE), and correlation coefficient (R2). The results showed that the prediction accuracy and reliability of LSTM were higher with R2 = 0.997, RMSE = 0.508, MAE = 0.08, and MAPE = 0.653 compared to the evaluation metrics R2 = 0.973, RMSE = 1.595, MAE = 0.312, MAPE = 2.469 of the SVR model. The LSTM model is recommended for the pre-estimation of HSC compressive strength under a given mix ratio before the laboratory compression test. Additionally, the Shapley additive explanations (SHAP)-based approach was performed to analyze the relative importance and contribution of the input variables to the output compressive strength.

Improving the accuracy of dissolved oxygen (DO) prediction and establishing a water body DO prediction model are of great importance in water environment pollution management and planning management. In this paper, we propose a hybrid model (EEMD-Pearson-LSTM) of ensemble empirical modal decomposition-Pearson analysis and long-short memory neural network (LSTM), which firstly uses EEMD to decompose the non-stationary dissolved oxygen data into several sub-series that are easy to analyze, and secondly uses Pearson correlation analysis method to The screened subsequences are input to the LSTM network for training and prediction. By establishing the conventional LSTM model, EEMD-LSTM model, EEMD-BP model, and EEMD-Pearson-BP model for comparison under different time periods, root mean square error (RMSE), mean absolute error (MAE), mean absolute percentage error (MAPE), and coefficient of determination (R2) were used as evaluation indicators. In predicting the first 90 days of data, the RMSE, MAE, MAPE, and R2 of the EEMD-Pearson-LSTM model were 0.2355, 0.1893, 2.4710, and 0.8787, respectively, which were optimized by 37.88%, 35.44%, 37.42%, and 28.15%, respectively, compared with the traditional LSTM model, and the EEMD- LSTM model by 13.74%, 16.46%, 16.82%, and 4.98%, respectively, and the error of EEMD-BP network by 23.93%, 22.70%, and 24.32%, respectively, and its R2 by 11.17%, and the error of EEMD-Pearson-BP network by 18.62%, 14.07%, and 14.44%, and its R2 improved by 7.58%. To further demonstrate the advantages of EEMD-Pearson-LSTM, the prediction models for 30-day and 60-day time periods were selected for comparison, and the results showed that EEMD-Pearson-LSTM outperformed other models for the prediction of dissolved oxygen content in different time periods.