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

Real-Time Fault Detection and Diagnosis System for Analog and Mixed-Signal Circuits of Acousto-Magnetic EAS Devices

© 2015 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.The paper discusses fault diagnosis of the electronic circuit board, part of acousto-magnetic electronic article surveillance detection devices. The aim is that the end-user can run the fault diagnosis in real time using a portable FPGA-based platform so as to gain insight into the failures that have occurred.Peer reviewe

System-on-chip Computing and Interconnection Architectures for Telecommunications and Signal Processing

This dissertation proposes novel architectures and design techniques targeting SoC building blocks for telecommunications and signal processing applications. Hardware implementation of Low-Density Parity-Check decoders is approached at both the algorithmic and the architecture level. Low-Density Parity-Check codes are a promising coding scheme for future communication standards due to their outstanding error correction performance. This work proposes a methodology for analyzing effects of finite precision arithmetic on error correction performance and hardware complexity. The methodology is throughout employed for co-designing the decoder. First, a low-complexity check node based on the P-output decoding principle is designed and characterized on a CMOS standard-cells library. Results demonstrate implementation loss below 0.2 dB down to BER of 10^{-8} and a saving in complexity up to 59% with respect to other works in recent literature. High-throughput and low-latency issues are addressed with modified single-phase decoding schedules. A new "memory-aware" schedule is proposed requiring down to 20% of memory with respect to the traditional two-phase flooding decoding. Additionally, throughput is doubled and logic complexity reduced of 12%. These advantages are traded-off with error correction performance, thus making the solution attractive only for long codes, as those adopted in the DVB-S2 standard. The "layered decoding" principle is extended to those codes not specifically conceived for this technique. Proposed architectures exhibit complexity savings in the order of 40% for both area and power consumption figures, while implementation loss is smaller than 0.05 dB. Most modern communication standards employ Orthogonal Frequency Division Multiplexing as part of their physical layer. The core of OFDM is the Fast Fourier Transform and its inverse in charge of symbols (de)modulation. Requirements on throughput and energy efficiency call for FFT hardware implementation, while ubiquity of FFT suggests the design of parametric, re-configurable and re-usable IP hardware macrocells. In this context, this thesis describes an FFT/IFFT core compiler particularly suited for implementation of OFDM communication systems. The tool employs an accuracy-driven configuration engine which automatically profiles the internal arithmetic and generates a core with minimum operands bit-width and thus minimum circuit complexity. The engine performs a closed-loop optimization over three different internal arithmetic models (fixed-point, block floating-point and convergent block floating-point) using the numerical accuracy budget given by the user as a reference point. The flexibility and re-usability of the proposed macrocell are illustrated through several case studies which encompass all current state-of-the-art OFDM communications standards (WLAN, WMAN, xDSL, DVB-T/H, DAB and UWB). Implementations results are presented for two deep sub-micron standard-cells libraries (65 and 90 nm) and commercially available FPGA devices. Compared with other FFT core compilers, the proposed environment produces macrocells with lower circuit complexity and same system level performance (throughput, transform size and numerical accuracy). The final part of this dissertation focuses on the Network-on-Chip design paradigm whose goal is building scalable communication infrastructures connecting hundreds of core. A low-complexity link architecture for mesochronous on-chip communication is discussed. The link enables skew constraint looseness in the clock tree synthesis, frequency speed-up, power consumption reduction and faster back-end turnarounds. The proposed architecture reaches a maximum clock frequency of 1 GHz on 65 nm low-leakage CMOS standard-cells library. In a complex test case with a full-blown NoC infrastructure, the link overhead is only 3% of chip area and 0.5% of leakage power consumption. Finally, a new methodology, named metacoding, is proposed. Metacoding generates correct-by-construction technology independent RTL codebases for NoC building blocks. The RTL coding phase is abstracted and modeled with an Object Oriented framework, integrated within a commercial tool for IP packaging (Synopsys CoreTools suite). Compared with traditional coding styles based on pre-processor directives, metacoding produces 65% smaller codebases and reduces the configurations to verify up to three orders of magnitude

Predicting Cost/Reliability/Maintainability of Advanced General Aviation Avionics Equipment

A methodology is provided for assisting NASA in estimating the cost, reliability, and maintenance (CRM) requirements for general avionics equipment operating in the 1980's. Practical problems of predicting these factors are examined. The usefulness and short comings of different approaches for modeling coast and reliability estimates are discussed together with special problems caused by the lack of historical data on the cost of maintaining general aviation avionics. Suggestions are offered on how NASA might proceed in assessing cost reliability CRM implications in the absence of reliable generalized predictive models

Data dependent energy modelling for worst case energy consumption analysis

Safely meeting Worst Case Energy Consumption (WCEC) criteria requires accurate energy modeling of software. We investigate the impact of instruction operand values upon energy consumption in cacheless embedded processors. Existing instruction-level energy models typically use measurements from random input data, providing estimates unsuitable for safe WCEC analysis. We examine probabilistic energy distributions of instructions and propose a model for composing instruction sequences using distributions, enabling WCEC analysis on program basic blocks. The worst case is predicted with statistical analysis. Further, we verify that the energy of embedded benchmarks can be characterised as a distribution, and compare our proposed technique with other methods of estimating energy consumption

An integrated new product development model for the Turkish electronics industry

The aim of this study is to report on an integrated model of new product development (NPD) and the analysis of factors, which have a significant effect on new product development success. First, an integrated NPD model based on past research findings and suggestions of several researchers is built. A three-step model is constructed and is tested through a series of statistical tests and analysis. The data for the testing of the model is provided by an empirical study conducted in the Turkish electronics industry. Some practices for successful NPD are suggested