Application of Stationary Wavelet Support Vector Machines for the Prediction of Economic Recessions

This paper examines the efficiency of various approaches on the classification and prediction of economic expansion and recession periods in United Kingdom. Four approaches are applied. The first is discrete choice models using Logit and Probit regressions, while the second approach is a Markov Switching Regime (MSR) Model with Time-Varying Transition Probabilities. The third approach refers on Support Vector Machines (SVM), while the fourth approach proposed in this study is a Stationary Wavelet SVM modelling. The findings show that SW-SVM and MSR present the best forecasting performance, in the out-of sample period. In addition, the forecasts for period 2012-2015 are provided using all approaches

Brain image clustering by wavelet energy and CBSSO optimization algorithm

Previously, the diagnosis of brain abnormality was significantly important in the saving of social and hospital resources. Wavelet energy is known as an effective feature detection which has great efficiency in different utilities. This paper suggests a new method based on wavelet energy to automatically classify magnetic resonance imaging (MRI) brain images into two groups (normal and abnormal), utilizing support vector machine (SVM) classification based on chaotic binary shark smell optimization (CBSSO) to optimize the SVM weights. The results of the suggested CBSSO-based KSVM are compared favorably to several other methods in terms of better sensitivity and authenticity. The proposed CAD system can additionally be utilized to categorize the images with various pathological conditions, types, and illness modes

Proposal of a health care network based on big data analytics for PDs

Health care networks for Parkinson's disease (PD) already exist and have been already proposed in the literature, but most of them are not able to analyse the vast volume of data generated from medical examinations and collected and organised in a pre-defined manner. In this work, the authors propose a novel health care network based on big data analytics for PD. The main goal of the proposed architecture is to support clinicians in the objective assessment of the typical PD motor issues and alterations. The proposed health care network has the ability to retrieve a vast volume of acquired heterogeneous data from a Data warehouse and train an ensemble SVM to classify and rate the motor severity of a PD patient. Once the network is trained, it will be able to analyse the data collected during motor examinations of a PD patient and generate a diagnostic report on the basis of the previously acquired knowledge. Such a diagnostic report represents a tool both to monitor the follow up of the disease for each patient and give robust advice about the severity of the disease to clinicians

Towards a cyber physical system for personalised and automatic OSA treatment

Obstructive sleep apnea (OSA) is a breathing disorder that takes place in the course of the sleep and is produced by a complete or a partial obstruction of the upper airway that manifests itself as frequent breathing stops and starts during the sleep. The real-time evaluation of whether or not a patient is undergoing OSA episode is a very important task in medicine in many scenarios, as for example for making instantaneous pressure adjustments that should take place when Automatic Positive Airway Pressure (APAP) devices are used during the treatment of OSA. In this paper the design of a possible Cyber Physical System (CPS) suited to real-time monitoring of OSA is described, and its software architecture and possible hardware sensing components are detailed. It should be emphasized here that this paper does not deal with a full CPS, rather with a software part of it under a set of assumptions on the environment. The paper also reports some preliminary experiments about the cognitive and learning capabilities of the designed CPS involving its use on a publicly available sleep apnea database

Modelling tourism demand to Spain with machine learning techniques. The impact of forecast horizon on model selection

This study assesses the influence of the forecast horizon on the forecasting performance of several machine learning techniques. We compare the fo recastaccuracy of Support Vector Regression (SVR) to Neural Network (NN) models, using a linear model as a benchmark. We focus on international tourism demand to all seventeen regions of Spain. The SVR with a Gaussian radial basis function kernel outperforms the rest of the models for the longest forecast horizons. We also find that machine learning methods improve their forecasting accuracy with respect to linear models as forecast horizons increase. This results shows the suitability of SVR for medium and long term forecasting.Peer ReviewedPostprint (published version

Performance Evaluation of Different Optimization Algorithms for Power Demand Forecasting Applications in a Smart Grid Environment

AbstractThis paper presents an in-depth performance evaluation of three different optimization algorithms, in particular genetic algorithm (GA), particle swarm optimization (PSO), and firefly (FF) algorithm for power demand forecasting in a deregulated electricity market and smart grid environments. In this framework, this paper proposes a hybrid intelligent algorithm for power demand forecasts using the combination of wavelet transform (WT) and fuzzy ARTMAP (FA) network that is optimized by using FF optimization algorithm. The effectiveness and accuracy of the proposed hybrid WT+FF+FA model is trained and tested utilizing the data obtained from ISO-NE electricity market

Enhanced artificial bee colony-least squares support vector machines algorithm for time series prediction

Over the past decades, the Least Squares Support Vector Machines (LSSVM) has been widely utilized in prediction task of various application domains. Nevertheless, existing literature showed that the capability of LSSVM is highly dependent on the value of its hyper-parameters, namely regularization parameter and kernel parameter, where this would greatly affect the generalization of LSSVM in prediction task. This study proposed a hybrid algorithm, based on Artificial Bee Colony (ABC) and LSSVM, that consists of three algorithms; ABC-LSSVM, lvABC-LSSVM and cmABC-LSSVM. The lvABC algorithm is introduced to overcome the local optima problem by enriching the searching behaviour using Levy mutation. On the other hand, the cmABC algorithm that incorporates conventional mutation addresses the over- fitting or under-fitting problem. The combination of lvABC and cmABC algorithm, which is later introduced as Enhanced Artificial Bee Colony–Least Squares Support Vector Machine (eABC-LSSVM), is realized in prediction of non renewable natural resources commodity price. Upon the completion of data collection and data pre processing, the eABC-LSSVM algorithm is designed and developed. The predictability of eABC-LSSVM is measured based on five statistical metrics which include Mean Absolute Percentage Error (MAPE), prediction accuracy, symmetric MAPE (sMAPE), Root Mean Square Percentage Error (RMSPE) and Theils’ U. Results showed that the eABC-LSSVM possess lower prediction error rate as compared to eight hybridization models of LSSVM and Evolutionary Computation (EC) algorithms. In addition, the proposed algorithm is compared to single prediction techniques, namely, Support Vector Machines (SVM) and Back Propagation Neural Network (BPNN). In general, the eABC-LSSVM produced more than 90% prediction accuracy. This indicates that the proposed eABC-LSSVM is capable of solving optimization problem, specifically in the prediction task. The eABC-LSSVM is hoped to be useful to investors and commodities traders in planning their investment and projecting their profit