Forecasting Stock Time-Series using Data Approximation and Pattern Sequence Similarity

Time series analysis is the process of building a model using statistical techniques to represent characteristics of time series data. Processing and forecasting huge time series data is a challenging task. This paper presents Approximation and Prediction of Stock Time-series data (APST), which is a two step approach to predict the direction of change of stock price indices. First, performs data approximation by using the technique called Multilevel Segment Mean (MSM). In second phase, prediction is performed for the approximated data using Euclidian distance and Nearest-Neighbour technique. The computational cost of data approximation is O(n ni) and computational cost of prediction task is O(m |NN|). Thus, the accuracy and the time required for prediction in the proposed method is comparatively efficient than the existing Label Based Forecasting (LBF) method [1].Comment: 11 page

The dynamics of computerization in a social science research team : a case study of infrastructure, strategies, and skills

This paper examines the dynamics of Computerization in a PC-oriented research group through a case study. The time and skill in integrating computing into the labor processes of research are often significant "hidden costs" of computerization. Computing infrastructure plays a key role in reducing these costs may be enhanced by careful organization. We illustrate computerization strategies that we have found to be productive and unproductive. Appropriate computerization strategies depend as much on the structuring of resources and interests in the larger social setting, as on a technical characterization of tasks

Mastering Heterogeneous Behavioural Models

Heterogeneity is one important feature of complex systems, leading to the complexity of their construction and analysis. Moving the heterogeneity at model level helps in mastering the difficulty of composing heterogeneous models which constitute a large system. We propose a method made of an algebra and structure morphisms to deal with the interaction of behavioural models, provided that they are compatible. We prove that heterogeneous models can interact in a safe way, and therefore complex heterogeneous systems can be built and analysed incrementally. The Uppaal tool is targeted for experimentations.Comment: 16 pages, a short version to appear in MEDI'201

Formal Verification of Input-Output Mappings of Tree Ensembles

Recent advances in machine learning and artificial intelligence are now being considered in safety-critical autonomous systems where software defects may cause severe harm to humans and the environment. Design organizations in these domains are currently unable to provide convincing arguments that their systems are safe to operate when machine learning algorithms are used to implement their software. In this paper, we present an efficient method to extract equivalence classes from decision trees and tree ensembles, and to formally verify that their input-output mappings comply with requirements. The idea is that, given that safety requirements can be traced to desirable properties on system input-output patterns, we can use positive verification outcomes in safety arguments. This paper presents the implementation of the method in the tool VoTE (Verifier of Tree Ensembles), and evaluates its scalability on two case studies presented in current literature. We demonstrate that our method is practical for tree ensembles trained on low-dimensional data with up to 25 decision trees and tree depths of up to 20. Our work also studies the limitations of the method with high-dimensional data and preliminarily investigates the trade-off between large number of trees and time taken for verification