Investigating the Predictability of a Chaotic Time-Series Data using Reservoir Computing, Deep-Learning and Machine- Learning on the Short-, Medium- and Long-Term Pricing of Bitcoin and Ethereum.

This study will investigate the predictability of a Chaotic time-series data using Reservoir computing (Echo State Network), Deep-Learning(LSTM) and Machine- Learning(Linear, Bayesian, ElasticNetCV , Random Forest, XGBoost Regression and a machine learning Neural Network) on the short (1-day out prediction), medium (5-day out prediction) and long-term (30-day out prediction) pricing of Bitcoin and Ethereum Using a range of machine learning tools, to perform feature selection by permutation importance to select technical indicators on the individual cryptocurrencies, to ensure the datasets are the best for predictions per cryptocurrency while reducing noise within the models. The predictability of these two chaotic time-series is then compared to evaluate the models to find the best fit model. The models are fine-tuned, with hyperparameters, design of the network within the LSTM and the reservoir size within the Echo State Network being adjusted to improve accuracy and speed. This research highlights the effect of the trends within the cryptocurrency and its effect on predictive models, these models will then be optimized with hyperparameter tuning, and be evaluated to compare the models across the two currencies. It is found that the datasets for each cryptocurrency are different, due to the different permutation importance, which does not affect the overall predictability of the models with the short and medium-term predictions having the same models being the top performers. This research confirms that the chaotic data although can have positive results for shortand medium-term prediction, for long-term prediction, technical analysis basedprediction is not sufficient

Probabilistic Wind Power and Electricity Load Forecasting with Echo State Networks

With the introduction of distributed generation and the establishment of smart grids, several new challenges in energy analytics arose. These challenges can be solved with a specific type of recurrent neural networks called echo state networks, which can handle the combination of both weather and power consumption or production depending on the dataset to make predictions. Echo state networks are particularly suitable for time series forecasting tasks. Having accurate energy forecasts is paramount to assure grid operation and power provision remains reliable during peak hours when the consumption is high. The majority of load forecasting algorithms do not produce prediction intervals with coverage guarantees but rather produce simple point estimates. Information about uncer- tainty and prediction intervals is rarely useless. It helps grid operators change strategies for configuring the grid from conservative to risk-based ones and assess the reliability of operations. A popular way of producing prediction intervals in regression tasks is by applying Bayesian regression as the regression algorithm. As Bayesian regression is done by sampling, it nat- urally lends itself to generating intervals. However, Bayesian regression is not guaranteed to satisfy the designed coverage level for finite samples. This thesis aims to modify the traditional echo state network model to produce marginally valid and calibrated prediction intervals. This is done by replacing the standard linear regression method with Bayesian linear regression while simultaneously reducing the di- mensions to speed up the computation times. Afterward, a novel calibration technique for time series forecasting is applied in order to obtain said valid prediction intervals. The experiments are conducted using three different time series, two of them being a time series of electricity load. One is univariate, and the other is bivariate. The third time series is a wind power production time series. The proposed method showed promising results for all three datasets while significantly reducing computation times in the sampling ste

Adaptive Feature Engineering Modeling for Ultrasound Image Classification for Decision Support

Ultrasonography is considered a relatively safe option for the diagnosis of benign and malignant cancer lesions due to the low-energy sound waves used. However, the visual interpretation of the ultrasound images is time-consuming and usually has high false alerts due to speckle noise. Improved methods of collection image-based data have been proposed to reduce noise in the images; however, this has proved not to solve the problem due to the complex nature of images and the exponential growth of biomedical datasets. Secondly, the target class in real-world biomedical datasets, that is the focus of interest of a biopsy, is usually significantly underrepresented compared to the non-target class. This makes it difficult to train standard classification models like Support Vector Machine (SVM), Decision Trees, and Nearest Neighbor techniques on biomedical datasets because they assume an equal class distribution or an equal misclassification cost. Resampling techniques by either oversampling the minority class or under-sampling the majority class have been proposed to mitigate the class imbalance problem but with minimal success. We propose a method of resolving the class imbalance problem with the design of a novel data-adaptive feature engineering model for extracting, selecting, and transforming textural features into a feature space that is inherently relevant to the application domain. We hypothesize that by maximizing the variance and preserving as much variability in well-engineered features prior to applying a classifier model will boost the differentiation of the thyroid nodules (benign or malignant) through effective model building. Our proposed a hybrid approach of applying Regression and Rule-Based techniques to build our Feature Engineering and a Bayesian Classifier respectively. In the Feature Engineering model, we transformed images pixel intensity values into a high dimensional structured dataset and fitting a regression analysis model to estimate relevant kernel parameters to be applied to the proposed filter method. We adopted an Elastic Net Regularization path to control the maximum log-likelihood estimation of the Regression model. Finally, we applied a Bayesian network inference to estimate a subset for the textural features with a significant conditional dependency in the classification of the thyroid lesion. This is performed to establish the conditional influence on the textural feature to the random factors generated through our feature engineering model and to evaluate the success criterion of our approach. The proposed approach was tested and evaluated on a public dataset obtained from thyroid cancer ultrasound diagnostic data. The analyses of the results showed that the classification performance had a significant improvement overall for accuracy and area under the curve when then proposed feature engineering model was applied to the data. We show that a high performance of 96.00% accuracy with a sensitivity and specificity of 99.64%) and 90.23% respectively was achieved for a filter size of 13 × 13

Topology Recoverability Prediction for Ad-Hoc Robot Networks: A Data-Driven Fault-Tolerant Approach

Faults occurring in ad-hoc robot networks may fatally perturb their topologies leading to disconnection of subsets of those networks. Optimal topology synthesis is generally resource-intensive and time-consuming to be done in real time for large ad-hoc robot networks. One should only perform topology re-computations if the probability of topology recoverability after the occurrence of any fault surpasses that of its irrecoverability. We formulate this problem as a binary classification problem. Then, we develop a two-pathway data-driven model based on Bayesian Gaussian mixture models that predicts the solution to a typical problem by two different pre-fault and post-fault prediction pathways. The results, obtained by the integration of the predictions of those pathways, clearly indicate the success of our model in solving the topology (ir)recoverability prediction problem compared to the best of current strategies found in the literature

Estimating Time-Varying Effective Connectivity in High-Dimensional fMRI Data Using Regime-Switching Factor Models

Recent studies on analyzing dynamic brain connectivity rely on sliding-window analysis or time-varying coefficient models which are unable to capture both smooth and abrupt changes simultaneously. Emerging evidence suggests state-related changes in brain connectivity where dependence structure alternates between a finite number of latent states or regimes. Another challenge is inference of full-brain networks with large number of nodes. We employ a Markov-switching dynamic factor model in which the state-driven time-varying connectivity regimes of high-dimensional fMRI data are characterized by lower-dimensional common latent factors, following a regime-switching process. It enables a reliable, data-adaptive estimation of change-points of connectivity regimes and the massive dependencies associated with each regime. We consider the switching VAR to quantity the dynamic effective connectivity. We propose a three-step estimation procedure: (1) extracting the factors using principal component analysis (PCA) and (2) identifying dynamic connectivity states using the factor-based switching vector autoregressive (VAR) models in a state-space formulation using Kalman filter and expectation-maximization (EM) algorithm, and (3) constructing the high-dimensional connectivity metrics for each state based on subspace estimates. Simulation results show that our proposed estimator outperforms the K-means clustering of time-windowed coefficients, providing more accurate estimation of regime dynamics and connectivity metrics in high-dimensional settings. Applications to analyzing resting-state fMRI data identify dynamic changes in brain states during rest, and reveal distinct directed connectivity patterns and modular organization in resting-state networks across different states.Comment: 21 page

A review on Day-Ahead Solar Energy Prediction

Accurate day-ahead prediction of solar energy plays a vital role in the planning of supply and demand in a power grid system. The previous study shows predictions based on weather forecasts composed of numerical text data. They can reflect temporal factors therefore the data versus the result might not always give the most accurate and precise results. That is why incorporating different methods and techniques which enhance accuracy is an important topic. An in-depth review of current deep learning-based forecasting models for renewable energy is provided in this paper