Prediction of comprehensive dynamic performance for probability screen based on AR model-box dimension

Daily PM2.5 concentration prediction based on principal component analysis and LSSVM optimized by cuckoo search algorithm

Improving the accuracy and speed has become a main concern of time-series prediction. Aiming at these problems existing in time-series prediction, three kinds of researches and improvements are made as follows. This paper proposes a prediction method of combining Empirical Mode Decomposition (EMD) with least squares support vector machines (LS-SVM), the experimental results show that under the same conditions, the testing error of EMD combining with LS-SVM method is 0.1943 which significantly better than any single method of LS-SVM or SVM or BP neural network (BPNN), thus it is better for non-stationary time series. The immune clonal memetic algorithm (ICMA) is employed for resolving the parameter optimization problem in LS-SVM model, by combining global optimization with local optimization, the experiments show that the testing error of this method is 0.0865, which is faster than the optimization with the genetic algorithm (GA) or grid search algorithm. To raise the prediction speed, an improved LS-SVM online prediction method is proposed, which combine selective pruning algorithm with fast incremental learning, the results of experiment show that the speed of this method is improved nearly double compared with the direct inverse LS-SVM's, and a quarter is raised than the recursive inversion LS-SVM, with higher real-time performance while ensuring the reasonable prediction accuracy.

Stock yield forecast has been an important issue and difficult task for both shareholders and financial professionals. In this paper, we introduce least square support vector machine (LS-SVM), an improved algorithm that regresses faster than standard SVM, and the parameters of model proposed are gained in the three levels of Bayesian inference. The work of this paper is as following: First, forecast daily stock Yield of Shanghai Security Exchanges of China using back propagation neural network (BPNN) and LS-SVM. Secondly, forecast the stock yield using LS-SVM in Bayesian framework. Finally, make a comparative analysis of the three algorithms. We reached conclusion that, in terms of forecast accuracy, LS-SVM outperforms BPNN, and when LS-SVM in Bayesian inference, the best result is achieved.

Stock return forecast has been an important issue and difficult task for both shareholders and financial professionals. To tackle this problem, we introduce Least Square Support Vector Machine (LS-SVM), an improved algorithm that regresses faster than standard SVM, and Dynamic Inertia Weight Particle Swarm Optimization (W-PSO), that outperform standard PSO in parameter selection. The work of this paper is as following: First, forecast daily stock Return of Shanghai Security Exchanges of China using Back Propagation Neural Network (BPNN) and LS-SVM. Secondly, forecast the stock return using LS-SVM optimized by W- PSO. Finally, make a comparative analysis of the three algorithms. We reached conclusion that, in terms of forecast accuracy, LS-SVM outperforms BPNN, and when LS-SVM is optimized by W-PSO, the best result is achieved.

The objective of this paper was to determine soluble solids content (SSC) of intact Gannan navel orange by a portable near-infrared (NIR) spectrometer with the optical fiber in the wavelength range of 551~950nm. The effective wavelength regions (EWs) were chosen from the spectra pro-processed by second derivative by interval partial least square (iPLS) and backward interval partial least square (Bipls). Then the partial least square (PLS) and least square support vector machine (LS-SVM) models were developed with EWs. 60 unknown samples were used to evaluate the performance of them. The LS-SVM model was better than others with EWs chosen by Bilps. The correlation coefficient (R) and root mean square error of prediction (RMSEP) for LS-SVM (Bipls) were 0.86 and 0.55°Brix. The results showed that the portable NIR combination with LS-SVM was a feasible method to determine SSC of intact Gannan navel orange nondestructively.

It is difficult to measure the surface temperature of continuous casting billet, which results in the lack of important feedback parameters for further scientific control of the billet quality. This paper proposes a sparrow search algorithm to optimize the Least Square Support Vector Machine (LSSVM) model for surface temperature prediction of the billet, which is further improved by Logistic Chaotic Mapping and Golden Sine Algorithm (Improve Logistic Golden Sine Sparrow Search Algorithm LSSVM, short name ILGSSA-LSSVM). Using the Improved Logistic Chaos Mapping and Golden Sine Algorithm to find the optimal initial sparrow population, the value of penalty factor gamma and kernel parameter sigma for LSSVM are calculated. Global optimization method is adopted to find the optimal parameter combination, so that the negative influence of randomly initializing parameters on the prediction accuracy would be reduced. Our proposed ILGSSA-LSSVM soft sensing model is compared respectively with traditional Least Square Support Vector Machine, BP neural network and Gray Wolf optimized Least Square Support Vector Machine, results show that proposed model outperformed the others. Experiments show that the maximum error of ILGSA-LSSVM soft sensing model is 3.85733 °C, minimum error is 0.0174 °C, average error is 0.05805 °C, and generally outperformed other comparison models.

Utilization of SVM, LSSVM and GP for Predicting the Medical Waste Generation

The prediction of wastes generated in the hospital will help their management for several activities like storage, transport and disposing. This chapter adopts Support Vector Machine (SVM), Least Square Support Vector Machine (LSSVM) and Genetic Programming (GP) in order to estimate the rate of medical waste generation. In the event of predicting the rate, type of hospital, capacity and bed occupancy has been used as inputs of SVM, LSSVM and GP. SVM is based on statistical learning theory, which provides an elegant tool for nonlinear system modeling. LSSVM is the re-formulation to the general SVM. GP, a best part of evolutionary algorithm and also the specification of Genetic Algorithm (GA). These SVM, LSSVM and GP have been used as the regression techniques. The results show the performance of the developed SVM, LSSVM and GP models were elegant and outstanding.

The damage identification of a reticulated shell is a challenging task, facing various difficulties, such as the large number of degrees of freedom (DOFs), the phenomenon of modal localization and transition, and low modeling accuracy. Based on structural vibration responses, the damage identification of a reticulated shell was studied. At first, the auto-regressive (AR) time series model was established based on the acceleration responses of the reticulated shell. According to the changes in the coefficients of the AR model between the damaged conditions and the undamaged condition, the damage of the reticulated shell can be detected. In addition, the damage sensitive factors were determined based on the coefficients of the AR model. With the damage sensitive factors as the inputs and the damage positions as the outputs, back-propagation neural networks (BPNNs) were then established and were trained using the Levenberg–Marquardt algorithm (L–M algorithm). The locations of the damages can be predicted by the back-propagation neural networks. At last, according to the experimental scheme of single-point excitation and multi-point responses, the impact experiments on a K6 shell model with a scale of 1/10 were conducted. The experimental results verified the efficiency of the proposed damage identification method based on the AR time series model and back-propagation neural networks. The proposed damage identification method can ensure the safety of the practical engineering to some extent.

Good water quality is important for normal production processes in industrial aquaculture. However, in situ or real-time monitoring is generally not available for many aquacultural systems due to relatively high monitoring costs. Therefore, it is necessary to predict water quality parameters in industrial aquaculture systems to obtain useful information for managing production activities. This study used back propagation neural network (BPNN), radial basis function neural network (RBFNN), support vector machine (SVM), and least squares support vector machine (LSSVM) to simulate and predict water quality parameters including dissolved oxygen (DO), pH, ammonium-nitrogen (NH3-N), nitrate nitrogen (NO3-N), and nitrite-nitrogen (NO2-N). Published data were used to compare the prediction accuracy of different methods. The correlation coefficients of BPNN, RBFNN, SVM, and LSSVM for predicting DO were 0.60, 0.99, 0.99, and 0.99, respectively. The correlation coefficients of BPNN, RBFNN, SVM, and LSSVM for predicting pH were 0.56, 0.84, 0.99, and 0.57. The correlation coefficients of BPNN, RBFNN, SVM, and LSSVM for predicting NH3-N were 0.28, 0.88, 0.99, and 0.25, respectively. The correlation coefficients of BPNN, RBFNN, SVM, and LSSVM for predicting NO3-N were 0.96, 0.87, 0.99, and 0.87, respectively. The correlation coefficients of BPNN, RBFNN, SVM, and LSSVM predicted NO2-N with correlation coefficients of 0.87, 0.08, 0.99, and 0.75, respectively. SVM obtained the most accurate and stable prediction results, and SVM was used for predicting the water quality parameters of industrial aquaculture systems with groundwater as the source water. The results showed that the SVM achieved the best prediction effect with accuracy of 99% for both published data and measured data from a typical industrial aquaculture system. The SVM model is recommended for simulating and predicting the water quality in industrial aquaculture systems.

Machines learning models have recently been proposed for predicting rivers water temperature (Tw) using only air temperature (Ta). The proposed models relied on a nonlinear relationship between the Tw and Ta and they have proven to be robust modelling tools. The main motivation for this study was to evaluate how the variational mode decomposition (VMD) contributed to the improvement of machines learning performances for river Tw modelling. Measured data collected at five stations located in Poland from 1987 to 2014 were acquired and used for the analysis. Six machines learning models were used and compared namely, K-nearest neighbor's regression (KNNR), least square support vector machine (LSSVM), generalized regression neural network (GRNN), cascade correlation artificial neural networks (CCNN), relevance vector machine (RVM), and locally weighted polynomials regression (LWPR). The six models were developed according to three scenarios. First, the models were calibrated using only the Ta as input and obtained results show that the models were able to predict consistently water temperature, showing a high determination coefficient (R2) and Nash-Sutcliffe efficiency (NSE) with values near or above 0.910 and 0.915, respectively, and in overall the six models worked equally without clear superiority of one above another. Second, the air temperature was combined with the periodicity (i.e., day, month and year number) as input variable and a significant improvement was achieved. Both models show their ability to accurately predict river Tw with an overall accuracy of 0.956 for R2 and 0.955 for NSE values, but the LSSVM2 have some advantages such as a small errors metrics, and high fitting capabilities and it slightly surpasses the others models. Thirdly, air temperature was decomposed into several intrinsic mode functions (IMF) using the VMD method and the performances of the models were evaluated. The VMD parameters appeared to cause much influence on the prediction accuracy, exhibiting an improvement of about 40.50% and 39.12% in terms of RMSE and MAE between the first and the third scenarios, however, some models, i.e., GRNN and KNNR have not benefited from the VMD. This research has demonstrated the high capability of the VMD algorithm as a preprocessing approach in improving the accuracies of the machine learning models for river water temperature prediction.

On the evaluation of permeability of heterogeneous carbonate reservoirs using rigorous data-driven techniques

The prediction of wastes generated in the hospital will help their management for several activities like storage, transport and disposing. This chapter adopts Support Vector Machine (SVM), Least Square Support Vector Machine (LSSVM) and Genetic Programming (GP) in order to estimate the rate of medical waste generation. In the event of predicting the rate, type of hospital, capacity and bed occupancy has been used as inputs of SVM, LSSVM and GP. SVM is based on statistical learning theory, which provides an elegant tool for nonlinear system modeling. LSSVM is the re-formulation to the general SVM. GP, a best part of evolutionary algorithm and also the specification of Genetic Algorithm (GA). These SVM, LSSVM and GP have been used as the regression techniques. The results show the performance of the developed SVM, LSSVM and GP models were elegant and outstanding.

This article adopts three soft computing techniques including support vector machine (SVM), least square support vector machine (LSSVM) and relevance vector machine (RVM) for prediction of status of epimetemorphic rock slope. The input variables of SVM, LSSVM and RVM are bulk density, height, inclination, cohesion and internal friction angle. There are 53 datasets which have been used to develop the SVM, LSSVM and RVM models. The developed SVM, LSSVM and RVM give equations for prediction of status of epimetemorphic rock slope. The performance of SVM, LSSVM and RVM is 100%. A comparative study has been presented between the developed SVM, LSSVM and RVM. The results confirm that the developed SVM, LSSVM and RVM are effective tools for prediction of status of epimetemorphic rock slope.

The minimal complexity support vector machine is a fusion of the support vector machine (SVM) and the minimal complexity machine (MCM), and results in maximizing the minimum margin and minimizing the maximum margin. It works to improve the generalization ability of the L1 SVM (standard SVM) and LP (Linear Programming) SVM. In this paper, we discuss whether it also works for the LS (Least Squares) SVM. The minimal complexity LS SVM (MLS SVM) is trained by minimizing the sum of squared margin errors and minimizing the maximum margin. This results in solving a set of linear equations and a quadratic program, alternatingly. According to the computer experiments for two-class and multiclass problems, the MLS SVM does not outperform the LS SVM for the test data although it does for the cross-validation data.