Improved Alzheimer’s disease detection by MRI using multimodal machine learning algorithms

Dementia is one of the huge medical problems that have challenged the public health sector around the world. Moreover, it generally occurred in older adults (age > 60). Shockingly, there are no legitimate drugs to fix this sickness, and once in a while it will directly influence individual memory abilities and diminish the human capacity to perform day by day exercises. Many health experts and computing scientists were performing research works on this issue for the most recent twenty years. All things considered, there is an immediate requirement for finding the relative characteristics that can figure out the identification of dementia. The motive behind the works presented in this thesis is to propose the sophisticated supervised machine learning model in the prediction and classification of AD in elder people. For that, we conducted different experiments on open access brain image information including demographic MRI data of 373 scan sessions of 150 patients. In the first two works, we applied single ML models called support vectors and pruned decision trees for the prediction of dementia on the same dataset. In the first experiment with SVM, we achieved 70% of the prediction accuracy of late-stage dementia. Classification of true dementia subjects (precision) is calculated as 75%. Similarly, in the second experiment with J48 pruned decision trees, the accuracy was improved to the value of 88.73%. Classification of true dementia cases with this model was comprehensively done and achieved 92.4% of precision. To enhance this work, rather than single modelling we employed multi-modelling approaches. In the comparative analysis of the machine learning study, we applied the feature reduction technique called principal component analysis. This approach identifies the high correlated features in the dataset that are closely associated with dementia type. By doing the simultaneous application of three models such as KNN, LR, and SVM, it has been possible to identify an ideal model for the classification of dementia subjects. When compared with support vectors, KNN and LR models comprehensively classified AD subjects with 97.6% and 98.3% of accuracy respectively. These values are relatively higher than the previous experiments. However, because of the AD severity in older adults, it should be mandatory to not leave true AD positives. For the classification of true AD subjects among total subjects, we enhanced the model accuracy by introducing three independent experiments. In this work, we incorporated two new models called Naïve Bayes and Artificial Neural Networks along support vectors and KNN. In the first experiment, models were independently developed with manual feature selection. The experimental outcome suggested that KNN 3 is the optimal model solution because of 91.32% of classification accuracy. In the second experiment, the same models were tested with limited features (with high correlation). SVM was produced a high 96.12% of classification accuracy and NB produced a 98.21% classification rate of true AD subjects. Ultimately, in the third experiment, we mixed these four models and created a new model called hybrid type modelling. Hybrid model performance is validated AU-ROC curve value which is 0.991 (i.e., 99.1% of classification accuracy) has achieved. All these experimental results suggested that the ensemble modelling approach with wrapping is an optimal solution in the classification of AD subjects

Machine Learning Methods to Exploit the Predictive Power of Open, High, Low, Close (OHLC) Data

Novel machine learning techniques are developed for the prediction of financial markets, with a combination of supervised, unsupervised and Bayesian optimisation machine learning methods shown able to give a predictive power rarely previously observed. A new data mining technique named Deep Candlestick Mining (DCM) is proposed that is able to discover highly predictive dataset specific candlestick patterns (arrangements of open, high, low, close (OHLC) aggregated price data structures) which significantly outperform traditional candlestick patterns. The power that OHLC features can provide is further investigated, using LSTM RNNs and XGBoost trees, in the prediction of a mid-price directional change, defined here as the mid-point between either the open and close or high and low of an OHLC bar. This target variable has been overlooked in the literature, which is surprising given the relative ease of predicting it, significantly in excess of noisier financial quantities. However, the true value of this quantity is only known upon the period's ending – i.e. it is an after-the-fact observation. To make use of and enhance the remarkable predictability of the mid-price directional change, multi-period predictions are investigated by training many LSTM RNNs (XGBoost trees being used to identify powerful OHLC input feature combinations), over different time horizons, to construct a Bayesian optimised trend prediction ensemble. This fusion of long-, medium- and short-term information results in a model capable of predicting market trend direction to greater than 70% better than random. A trading strategy is constructed to demonstrate how this predictive power can be used by exploiting an artefact of the LSTM RNN training process which allows the trading system to size and place trades in accordance with the ensemble's predictive certainty

Explainable adaptation of time series forecasting

A time series is a collection of data points captured over time, commonly found in many fields such as healthcare, manufacturing, and transportation. Accurately predicting the future behavior of a time series is crucial for decision-making, and several Machine Learning (ML) models have been applied to solve this task. However, changes in the time series, known as concept drift, can affect model generalization to future data, requiring thus online adaptive forecasting methods. This thesis aims to extend the State-of-the-Art (SoA) in the ML literature for time series forecasting by developing novel online adaptive methods. The first part focuses on online time series forecasting, including a framework for selecting time series variables and developing ensemble models that are adaptive to changes in time series data and model performance. Empirical results show the usefulness and competitiveness of the developed methods and their contribution to the explainability of both model selection and ensemble pruning processes. Regarding the second part, the thesis contributes to the literature on online ML model-based quality prediction for three Industry 4.0 applications: NC-milling, bolt installation in the automotive industry, and Surface Mount Technology (SMT) in electronics manufacturing. The thesis shows how process simulation can be used to generate additional knowledge and how such knowledge can be integrated efficiently into the ML process. The thesis also presents two applications of explainable model-based quality prediction and their impact on smart industry practices

Advanced Optimization Methods and Big Data Applications in Energy Demand Forecast

The use of data collectors in energy systems is growing more and more. For example, smart sensors are now widely used in energy production and energy consumption systems. This implies that huge amounts of data are generated and need to be analyzed in order to extract useful insights from them. Such big data give rise to a number of opportunities and challenges for informed decision making. In recent years, researchers have been working very actively in order to come up with effective and powerful techniques in order to deal with the huge amount of data available. Such approaches can be used in the context of energy production and consumption considering the amount of data produced by all samples and measurements, as well as including many additional features. With them, automated machine learning methods for extracting relevant patterns, high-performance computing, or data visualization are being successfully applied to energy demand forecasting. In light of the above, this Special Issue collects the latest research on relevant topics, in particular in energy demand forecasts, and the use of advanced optimization methods and big data techniques. Here, by energy, we mean any kind of energy, e.g., electrical, solar, microwave, or win

K-Means and Alternative Clustering Methods in Modern Power Systems

As power systems evolve by integrating renewable energy sources, distributed generation, and electric vehicles, the complexity of managing these systems increases. With the increase in data accessibility and advancements in computational capabilities, clustering algorithms, including K-means, are becoming essential tools for researchers in analyzing, optimizing, and modernizing power systems. This paper presents a comprehensive review of over 440 articles published through 2022, emphasizing the application of K-means clustering, a widely recognized and frequently used algorithm, along with its alternative clustering methods within modern power systems. The main contributions of this study include a bibliometric analysis to understand the historical development and wide-ranging applications of K-means clustering in power systems. This research also thoroughly examines K-means, its various variants, potential limitations, and advantages. Furthermore, the study explores alternative clustering algorithms that can complete or substitute K-means. Some prominent examples include K-medoids, Time-series K-means, BIRCH, Bayesian clustering, HDBSCAN, CLIQUE, SPECTRAL, SOMs, TICC, and swarm-based methods, broadening the understanding and applications of clustering methodologies in modern power systems. The paper highlights the wide-ranging applications of these techniques, from load forecasting and fault detection to power quality analysis and system security assessment. Throughout the examination, it has been observed that the number of publications employing clustering algorithms within modern power systems is following an exponential upward trend. This emphasizes the necessity for professionals to understand various clustering methods, including their benefits and potential challenges, to incorporate the most suitable ones into their studies

Big Data - Supply Chain Management Framework for Forecasting: Data Preprocessing and Machine Learning Techniques

This article intends to systematically identify and comparatively analyze state-of-the-art supply chain (SC) forecasting strategies and technologies. A novel framework has been proposed incorporating Big Data Analytics in SC Management (problem identification, data sources, exploratory data analysis, machine-learning model training, hyperparameter tuning, performance evaluation, and optimization), forecasting effects on human-workforce, inventory, and overall SC. Initially, the need to collect data according to SC strategy and how to collect them has been discussed. The article discusses the need for different types of forecasting according to the period or SC objective. The SC KPIs and the error-measurement systems have been recommended to optimize the top-performing model. The adverse effects of phantom inventory on forecasting and the dependence of managerial decisions on the SC KPIs for determining model performance parameters and improving operations management, transparency, and planning efficiency have been illustrated. The cyclic connection within the framework introduces preprocessing optimization based on the post-process KPIs, optimizing the overall control process (inventory management, workforce determination, cost, production and capacity planning). The contribution of this research lies in the standard SC process framework proposal, recommended forecasting data analysis, forecasting effects on SC performance, machine learning algorithms optimization followed, and in shedding light on future research

A Comprehensive Survey on Rare Event Prediction

Rare event prediction involves identifying and forecasting events with a low probability using machine learning and data analysis. Due to the imbalanced data distributions, where the frequency of common events vastly outweighs that of rare events, it requires using specialized methods within each step of the machine learning pipeline, i.e., from data processing to algorithms to evaluation protocols. Predicting the occurrences of rare events is important for real-world applications, such as Industry 4.0, and is an active research area in statistical and machine learning. This paper comprehensively reviews the current approaches for rare event prediction along four dimensions: rare event data, data processing, algorithmic approaches, and evaluation approaches. Specifically, we consider 73 datasets from different modalities (i.e., numerical, image, text, and audio), four major categories of data processing, five major algorithmic groupings, and two broader evaluation approaches. This paper aims to identify gaps in the current literature and highlight the challenges of predicting rare events. It also suggests potential research directions, which can help guide practitioners and researchers.Comment: 44 page

Analyzing Granger causality in climate data with time series classification methods

Attribution studies in climate science aim for scientifically ascertaining the influence of climatic variations on natural or anthropogenic factors. Many of those studies adopt the concept of Granger causality to infer statistical cause-effect relationships, while utilizing traditional autoregressive models. In this article, we investigate the potential of state-of-the-art time series classification techniques to enhance causal inference in climate science. We conduct a comparative experimental study of different types of algorithms on a large test suite that comprises a unique collection of datasets from the area of climate-vegetation dynamics. The results indicate that specialized time series classification methods are able to improve existing inference procedures. Substantial differences are observed among the methods that were tested