Stock price prediction with optimized deep LSTM network with artificial rabbits optimization algorithm

Algorithms and the Foundations of Software technolog

Dynamic portfolio rebalancing with lag-optimised trading indicators using SeroFAM and genetic algorithms

Some common technical indicators, such as moving average convergence divergence (MACD), relative strength index (RSI), and MACD histogram (MACDH) are used in technical analyses and stock trading. However, some of them are lagging indicators, affecting the effectiveness in the stock trading and portfolio management. A forecasted MACDH (fMACDH) indicator for predicting next day price by a neuro-fuzzy network, Self-reorganizing Fuzzy Associative Machine (SeroFAM) which has been reported in the prior research work. In order to further reduce the lagging effect, two trading indicators are proposed in this paper: the optimised fMACDH indicator and the fMACDH-fRSI indicator. The optimised fMACDH indicator is derived to extend price forecasting to 1-5 days ahead as the prediction depth, using 1-5 days of historical price data as the input depth. The fMACDH-fRSI indicator is derived by combining the optimized fMACDH indicator and the forecasted RSI (fRSI) indicator. A genetic algorithm (GA) and the fitness functions are designed with the SeroFAM in this paper, which are utilised for optimising parameters of these two proposed indicators. Experiments have been conducted to evaluate and benchmark of the proposed trading indicators optimised by the GA. Two rule-based portfolio rebalancing algorithms are then proposed using the optimised fMACDH trading indicator tuned by the GA: the Tactical Buy and Hold (TBH) and the Rule-Based Business Cycle (RBBC) portfolio rebalancing algorithms. The TBH algorithm takes advantage of relative differences in risk levels to perform rebalancing during trend reversals. The RBBC portfolio rebalancing algorithm takes advantage of the offsets between the business cycles of different market sectors. Experiments have been conducted to evaluate the performance of both algorithms using two sets of portfolios consisting of different assets. The TBH portfolio rebalancing algorithm outperforms the equally weighted portfolio strategy by about 26% - 27%; as well outperforms the Buy and Hold strategy by 5% - 40%. The RBBC portfolio rebalancing algorithm outperforms the equally weighted portfolio strategy by 54% - 55%; it also outperforms 12 out of the 13 assets with the Buy and Hold strategy, by an average performance of about 166%. The results are highly encouraging with consistent performances achieved in dynamic portfolio rebalancing

Deep Learning-Based Machinery Fault Diagnostics

This book offers a compilation for experts, scholars, and researchers to present the most recent advancements, from theoretical methods to the applications of sophisticated fault diagnosis techniques. The deep learning methods for analyzing and testing complex mechanical systems are of particular interest. Special attention is given to the representation and analysis of system information, operating condition monitoring, the establishment of technical standards, and scientific support of machinery fault diagnosis

Probabilistic data-driven methods for forecasting, identification and control

This dissertation presents contributions mainly in three different fields: system identification, probabilistic forecasting and stochastic control. Thanks to the concept of dissimilarity and by defining an appropriate dissimilarity function, it is shown that a family of predictors can be obtained. First, a predictor to compute nominal forecastings of a time-series or a dynamical system is presented. The effectiveness of the predictor is shown by means of a numerical example, where daily predictions of a stock index are computed. The obtained results turn out to be better than those obtained with popular machine learning techniques like Neural Networks. Similarly, the aforementioned dissimilarity function can be used to compute conditioned probability distributions. By means of the obtained distributions, interval predictions can be made by using the concept of quantiles. However, in order to do that, it is necessary to integrate the distribution for all the possible values of the output. As this numerical integration process is computationally expensive, an alternate method bypassing the computation of the probability distribution is also proposed. Not only is computationally cheaper but it also allows to compute prediction regions, which are the multivariate version of the interval predictions. Both methods present better results than other baseline approaches in a set of examples, including a stock forecasting example and the prediction of the Lorenz attractor. Furthermore, new methods to obtain models of nonlinear systems by means of input-output data are proposed. Two different model approaches are presented: a local data approach and a kernel-based approach. A kalman filter can be added to improve the quality of the predictions. It is shown that the forecasting performance of the proposed models is better than other machine learning methods in several examples, such as the forecasting of the sunspot number and the R¨ossler attractor. Also, as these models are suitable for Model Predictive Control (MPC), new MPC formulations are proposed. Thanks to the distinctive features of the proposed models, the nonlinear MPC problem can be posed as a simple quadratic programming problem. Finally, by means of a simulation example and a real experiment, it is shown that the controller performs adequately. On the other hand, in the field of stochastic control, several methods to bound the constraint violation rate of any controller under the presence of bounded or unbounded disturbances are presented. These can be used, for example, to tune some hyperparameters of the controller. Some simulation examples are proposed in order to show the functioning of the algorithms. One of these examples considers the management of a data center. Here, an energy-efficient MPC-inspired policy is developed in order to reduce the electricity consumption while keeping the quality of service at acceptable levels

Natural Disaster Detection Using Wavelet and Artificial Neural Network

Indonesia, by the location of its geographic and geologic, it have more potential encounters for natural disasters. This nation is traversed by three tectonic plates, namely: IndoAustralian, the Eurasian and the Pacific plates. One of the tools employed to detect danger and send an early disaster warning is sensor device for ocean waves, but it has drawbacks related to the very limited time gap between information/warnings obtained and the real disaster event, which is only less than 30 minutes. Natural disaster early detection information system is essential to prevent potential danger. The system can make use of the pattern recognition of satellite imagery sequences that take place before and during the natural disaster. This study is conducted to determine the right wavelet to compress the satellite image sequences and to perform the pattern recognition process of a natural disaster employing an artificial neural network. This study makes use of satellite imagery sequences of tornadoes and hurricanes

Semi-automatic liquid filling system using NodeMCU as an integrated Iot Learning tool

Computer programming and IoT are the key skills required in Industrial Revolution 4.0 (IR4.0). The industry demand is very high and therefore related students in this field should grasp adequate knowledge and skill in college or university prior to employment. However, learning technology related subject without applying it to an actual hardware can pose difficulty to relate the theoretical knowledge to problems in real application. It is proven that learning through hands-on activities is more effective and promotes deeper understanding of the subject matter (He et al. in Integrating Internet of Things (IoT) into STEM undergraduate education: Case study of a modern technology infused courseware for embedded system course. Erie, PA, USA, pp 1–9 (2016)). Thus, to fulfill the learning requirement, an integrated learning tool that combines learning of computer programming and IoT control for an industrial liquid filling system model is developed and tested. The integrated learning tool uses NodeMCU, Blynk app and smartphone to enable the IoT application. The system set-up is pre-designed for semi-automation liquid filling process to enhance hands-on learning experience but can be easily programmed for full automation. Overall, it is a user and cost friendly learning tool that can be developed by academic staff to aid learning of IoT and computer programming in related education levels and field

Automation and Control Architecture for Hybrid Pipeline Robots

The aim of this research project, towards the automation of the Hybrid Pipeline Robot (HPR), is the development of a control architecture and strategy, based on reconfiguration of the control strategy for speed-controlled pipeline operations and self-recovering action, while performing energy and time management. The HPR is a turbine powered pipeline device where the flow energy is converted to mechanical energy for traction of the crawler vehicle. Thus, the device is flow dependent, compromising the autonomy, and the range of tasks it can perform. The control strategy proposes pipeline operations supervised by a speed control, while optimizing the energy, solved as a multi-objective optimization problem. The states of robot cruising and self recovering, are controlled by solving a neuro-dynamic programming algorithm for energy and time optimization, The robust operation of the robot includes a self-recovering state either after completion of the mission, or as a result of failures leading to the loss of the robot inside the pipeline, and to guaranteeing the HPR autonomy and operations even under adverse pipeline conditions Two of the proposed models, system identification and tracking system, based on Artificial Neural Networks, have been simulated with trial data. Despite the satisfactory results, it is necessary to measure a full set of robot’s parameters for simulating the complete control strategy. To solve the problem, an instrumentation system, consisting on a set of probes and a signal conditioning board, was designed and developed, customized for the HPR’s mechanical and environmental constraints. As a result, the contribution of this research project to the Hybrid Pipeline Robot is to add the capabilities of energy management, for improving the vehicle autonomy, increasing the distances the device can travel inside the pipelines; the speed control for broadening the range of operations; and the self-recovery capability for improving the reliability of the device in pipeline operations, lowering the risk of potential loss of the robot inside the pipeline, causing the degradation of pipeline performance. All that means the pipeline robot can target new market sectors that before were prohibitive

Друга міжнародна конференція зі сталого майбутнього: екологічні, технологічні, соціальні та економічні питання (ICSF 2021). Кривий Ріг, Україна, 19-21 травня 2021 року

Second International Conference on Sustainable Futures: Environmental, Technological, Social and Economic Matters (ICSF 2021). Kryvyi Rih, Ukraine, May 19-21, 2021.Друга міжнародна конференція зі сталого майбутнього: екологічні, технологічні, соціальні та економічні питання (ICSF 2021). Кривий Ріг, Україна, 19-21 травня 2021 року