River stage prediction based on a distributed support vector regression

Author name used in this publication: K. W. Chau2008-2009 > Academic research: refereed > Publication in refereed journalAccepted ManuscriptPublishe

Finding kernel function for stock market prediction with support vector regression

Stock market prediction is one of the fascinating issues of stock market research. Accurate stock prediction becomes the biggest challenge in investment industry because the distribution of stock data is changing over the time. Time series forcasting, Neural Network (NN) and Support Vector Machine (SVM) are once commonly used for prediction on stock price. In this study, the data mining operation called time series forecasting is implemented. The large amount of stock data collected from Kuala Lumpur Stock Exchange is used for the experiment to test the validity of SVMs regression. SVM is a new machine learning technique with principle of structural minimization risk, which have greater generalization ability and proved success in time series prediction. Two kernel functions namely Radial Basis Function and polynomial are compared for finding the accurate prediction values. Besides that, backpropagation neural network are also used to compare the predictions performance. Several experiments are conducted and some analyses on the experimental results are done. The results show that SVM with polynomial kernels provide a promising alternative tool in KLSE stock market prediction

PREDICTION OF SOIL PORE WATER PRESSURE RESPONSES TO RAINFALL USING RADIAL BASIS KERNEL FUNCTION

Pore Water Pressure (PWP) prediction is important in analyzing the strength and effective stress of the soil. Increase of PWP will cause slope failure in areas susceptible to landslide. Stability is determined by the equalization of shear strength and shear stress analyses. Knowledge in pore water pressure is important in hydrological analysis, such as seepage slope strength analyses, engineered slope design and assessing slope reactions to rainfall. The main aim of this work is to forecast pore water pressure variations in response to rainfall utilizing Radial Basis Kernel Function and to evaluate model performance using statistical measures

Using oceanic-atmospheric oscillations for long lead time streamflow forecasting

We present a data-driven model, Support Vector Machine (SVM), for long lead time streamflow forecasting using oceanic-atmospheric oscillations. The SVM is based on statistical learning theory that uses a hypothesis space of linear functions based on Kernel approach and has been used to predict a quantity forward in time on the basis of training from past data. The strength of SVM lies in minimizing the empirical classification error and maximizing the geometric margin by solving inverse problem. The SVM model is applied to three gages, i.e., Cisco, Green River, and Lees Ferry in the Upper Colorado River Basin in the western United States. Annual oceanic-atmospheric indices, comprising Pacific Decadal Oscillation (PDO), North Atlantic Oscillation (NAO), Atlantic Multidecadal Oscillation (AMO), and El Nino–Southern Oscillations (ENSO) for a period of 1906–2001 are used to generate annual streamflow volumes with 3 years lead time. The SVM model is trained with 86 years of data (1906–1991) and tested with 10 years of data (1992–2001). On the basis of correlation coefficient, root means square error, and Nash Sutcliffe Efficiency Coefficient the model shows satisfactory results, and the predictions are in good agreement with measured streamflow volumes. Sensitivity analysis, performed to evaluate the effect of individual and coupled oscillations, reveals a strong signal for ENSO and NAO indices as compared to PDO and AMO indices for the long lead time streamflow forecast. Streamflow predictions from the SVM model are found to be better when compared with the predictions obtained from feedforward back propagation artificial neural network model and linear regression

Predicting monthly streamflow using data-driven models coupled with data-preprocessing techniques

Author name used in this publication: K. W. Chau2009-2010 > Academic research: refereed > Publication in refereed journalAccepted ManuscriptPublishe

Flood Forecasting Using Machine Learning Methods

This book is a printed edition of the Special Issue Flood Forecasting Using Machine Learning Methods that was published in Wate

Potential of support-vector regression for forecasting stream flow

Vodotok je važan za hidrološko proučavanje zato što određuje varijabilnost vode i magnitudu rijeke. Inženjerstvo vodnih resursa uvijek se bavi povijesnim podacima i pokušava procijeniti prognostičke podatke kako bi se osiguralo bolje predviđanje za primjenu kod bilo kojeg vodnog resursa, na pr. projektiranja vodnog potencijala brane hidroelektrana, procjene niskog protoka, i održavanja zalihe vode. U radu se predstavljaju tri računalna programa za primjenu kod rješavanja ovakvih sadržaja, tj. umjetne neuronske mreže - artificial neural networks (ANNs), prilagodljivi sustavi neuro-neizrazitog zaključivanja - adaptive-neuro-fuzzy inference systems (ANFISs), i support vector machines (SVMs). Za stvaranje procjene korištena je Rijeka Telom, smještena u Cameron Highlands distriktu Pahanga, Malaysia. Podaci o dnevnom prosječnom protoku rijeke Telom, kao što su količina padavina i podaci o vodostaju, koristili su se za period od ožujka 1984. do siječnja 2013. za podučavanje, ispitivanje i ocjenjivanje izabranih modela. SVM pristup je dao bolje rezultate nego ANFIS i ANNs kod procjenjivanja dnevne prosječne fluktuacije vodotoka.Stream flow is an important input for hydrology studies because it determines the water variability and magnitude of a river. Water resources engineering always deals with historical data and tries to estimate the forecasting records in order to give a better prediction for any water resources applications, such as designing the water potential of hydroelectric dams, estimating low flow, and maintaining the water supply. This paper presents three soft-computing approaches for dealing with these issues, i.e. artificial neural networks (ANNs), adaptive-neuro-fuzzy inference systems (ANFISs), and support vector machines (SVMs). Telom River, located in the Cameron Highlands district of Pahang, Malaysia, was used in making the estimation. The Telom River’s daily mean discharge records, such as rainfall and river-level data, were used for the period of March 1984 – January 2013 for training, testing, and validating the selected models. The SVM approach provided better results than ANFIS and ANNs in estimating the daily mean fluctuation of the stream’s flow

Development of generalized feed forward network for predicting annual flood (depth) of a tropical river

The modeling of rainfall-runoff relationship in a watershed is very important in designing hydraulic structures, controlling flood and managing storm water. Artificial Neural Networks (ANNs) are known as having the ability to model nonlinear mechanisms. This study aimed at developing a Generalized Feed Forward (GFF) network model for predicting annual flood (depth) of Johor River in Peninsular Malaysia. In order to avoid over training, cross-validation technique was performed for optimizing the model. In addition, predictive uncertainty index was used to protect of over parameterization. The governing training algorithm was back propagation with momentum term and tangent hyperbolic types was used as transfer function for hidden and output layers. The results showed that the optimum architecture was derived by linear tangent hyperbolic transfer function for both hidden and output layers. The values of Nash and Sutcliffe (NS) and Root mean square error (RMSE) obtained 0.98 and 5.92 for the test period. Cross validation evaluation showed 9 process elements is adequate in hidden layer for optimum generalization by considering the predictive uncertainty index obtained (0.14) for test period which is acceptable