Insurance: an R-Program to Model Insurance Data

Data sets from car insurance companies often have a high-dimensional complex dependency structure. The use of classical statistical methods such as generalized linear models or Tweedie?s compound Poisson model can yield problems in this case. Christmann (2004) proposed a general approach to model the pure premium by exploiting characteristic features of such data sets. In this paper we describe a program to use this approach based on a combination of multinomial logistic regression and [epsilon]-support vector regression from modern statistical machine learning. --Claim size,insurance tariff,logistic regression,statistical machine learning,support vector regression

A support vector-based interval type-2 fuzzy system

In this paper, a new fuzzy regression model that is supported by support vector regression is presented. Type-2 fuzzy systems are able to tackle applications that have significant uncertainty. However general type-2 fuzzy systems are more complex than type-1 fuzzy systems. Support vector machines are similar to fuzzy systems in that they can also model systems that are non-linear in nature. In the proposed model the consequent parameters of type-2 fuzzy rules are learnt using support vector regression and an efficient closed-form type reduction strategy is used to simplify the computations. Support vector regression improved the generalisation performance of the fuzzy rule-based system in which the fuzzy rules were a set of interpretable IF-THEN rules. The performance of the proposed model was demonstrated by conducting case studies for the non-linear system approximation and prediction of chaotic time series. The model yielded promising results and the simulation results are compared to the results published in the area

A support vector-based interval type-2 fuzzy system

In this paper, a new fuzzy regression model that is supported by support vector regression is presented. Type-2 fuzzy systems are able to tackle applications that have significant uncertainty. However general type-2 fuzzy systems are more complex than type-1 fuzzy systems. Support vector machines are similar to fuzzy systems in that they can also model systems that are non-linear in nature. In the proposed model the consequent parameters of type-2 fuzzy rules are learnt using support vector regression and an efficient closed-form type reduction strategy is used to simplify the computations. Support vector regression improved the generalisation performance of the fuzzy rule-based system in which the fuzzy rules were a set of interpretable IF-THEN rules. The performance of the proposed model was demonstrated by conducting case studies for the non-linear system approximation and prediction of chaotic time series. The model yielded promising results and the simulation results are compared to the results published in the area

Supervised Machine Learning for Signals Having RRC Shaped Pulses

Classification performances of the supervised machine learning techniques such as support vector machines, neural networks and logistic regression are compared for modulation recognition purposes. The simple and robust features are used to distinguish continuous-phase FSK from QAM-PSK signals. Signals having root-raised-cosine shaped pulses are simulated in extreme noisy conditions having joint impurities of block fading, lack of symbol and sampling synchronization, carrier offset, and additive white Gaussian noise. The features are based on sample mean and sample variance of the imaginary part of the product of two consecutive complex signal values.Comment: 5 page

Predicting the dissolution kinetics of silicate glasses using machine learning

Predicting the dissolution rates of silicate glasses in aqueous conditions is a complex task as the underlying mechanism(s) remain poorly understood and the dissolution kinetics can depend on a large number of intrinsic and extrinsic factors. Here, we assess the potential of data-driven models based on machine learning to predict the dissolution rates of various aluminosilicate glasses exposed to a wide range of solution pH values, from acidic to caustic conditions. Four classes of machine learning methods are investigated, namely, linear regression, support vector machine regression, random forest, and artificial neural network. We observe that, although linear methods all fail to describe the dissolution kinetics, the artificial neural network approach offers excellent predictions, thanks to its inherent ability to handle non-linear data. Overall, we suggest that a more extensive use of machine learning approaches could significantly accelerate the design of novel glasses with tailored properties