Big Data - Supply Chain Management Framework for Forecasting: Data Preprocessing and Machine Learning Techniques

This article intends to systematically identify and comparatively analyze state-of-the-art supply chain (SC) forecasting strategies and technologies. A novel framework has been proposed incorporating Big Data Analytics in SC Management (problem identification, data sources, exploratory data analysis, machine-learning model training, hyperparameter tuning, performance evaluation, and optimization), forecasting effects on human-workforce, inventory, and overall SC. Initially, the need to collect data according to SC strategy and how to collect them has been discussed. The article discusses the need for different types of forecasting according to the period or SC objective. The SC KPIs and the error-measurement systems have been recommended to optimize the top-performing model. The adverse effects of phantom inventory on forecasting and the dependence of managerial decisions on the SC KPIs for determining model performance parameters and improving operations management, transparency, and planning efficiency have been illustrated. The cyclic connection within the framework introduces preprocessing optimization based on the post-process KPIs, optimizing the overall control process (inventory management, workforce determination, cost, production and capacity planning). The contribution of this research lies in the standard SC process framework proposal, recommended forecasting data analysis, forecasting effects on SC performance, machine learning algorithms optimization followed, and in shedding light on future research

EFFECTIVENESS OF CNN-LSTM MODELS USED FOR APPLE STOCK FORECASTING

This culminating experience project investigates the effectiveness of convolutional neural networks mixed with long short-term memory (CNN-LSTM) models, and an ensemble method, extreme gradient boosting (XGBoost), in predicting closing stock prices. This quantitative analysis utilizes recent AAPL stock data from the NASDAQ index. The chosen research questions (RQs) are: RQ1. What are the optimal hyperparameters for CNN-LSTM models in stock price forecasting? RQ2. What is the best architecture for CNN-LSTM models in this context? RQ3. How can ensemble techniques like XGBoost effectively enhance the predictions of CNN-LSTM models for stock price forecasting? The research questions were answered through a thorough quantitative analysis involving data preprocessing, feature engineering, and model evaluation, using various Python scripts designed for this analysis. The findings are: RQ1. reveals that adjusting hyperparameters, such as learning rates and epochs, significantly improves model performance; RQ2. deemed a multi-layered CNN-LSTM structure with attention mechanisms as the most effective for this use case; and RQ3. showed that XGBoost as an ensemble method did not work as planned, indicating a much more complex interplay between ensemble methods and neural network models. The conclusions are: RQ1. adjusting hyperparameters, such as learning rates and epochs, improves the performance of CNN-LSTM models. RQ2. multi-layered CNN-LSTM architectures with attention mechanisms are the most effective architecture for predicting stock prices. RQ3. ensemble methods like XGBoost, when combined with CNN-LSTM models, did not improve prediction accuracy as expected, suggesting a complex interplay between these techniques. Areas for further study include the automation of hyperparameter tuning techniques such as GridSearch and Bayesian optimization, further exploration of the integration of ensemble methods with neural network models, and the application of CNN-LSTM architectures to other forms of financial data beyond closing stock prices

Deep Learning para BigData

We live in a world where data is becoming increasingly valuable and increasingly abundant in volume. Every company produces data, be it from sales, sensors, and various other sources. Since the dawn of the smartphone, virtually every person in the world is connected to the internet and contributes to data generation. Social networks are big contributors to this Big Data boom. How do we extract insight from such a rich data environment? Is Deep Learning capable of circumventing Big Data’s challenges? This is what we intend to understand. To reach a conclusion, Social Network data is used as a case study for predicting sentiment changes in the Stock Market. The objective of this dissertation is to develop a computational study and analyse its performance. The outputs will contribute to understand Deep Learning’s usage with Big Data and how it acts in Sentiment analysis.Vivemos num mundo onde dados são cada vez mais valiosos e abundantes. Todas as empresas produzem dados, sejam eles provenientes de valores de vendas, parâmetros de sensores bem como de outras diversas fontes. Desde que os smartphones se tornaram pessoais, o mundo tornou-se mais conectado, já que virtualmente todas as pessoas passaram a ter a internet na ponta dos dedos. Esta explosão tecnológica foi acompanhada por uma explosão de dados. As redes sociais têm um grande contributo para a quantidade de dados produzida. Mas como se analisam estes dados? Será que Deep Learning poderá dar a volta aos desafios que Big Data traz inerentemente? É isso se pretende perceber. Para chegar a uma conclusão, foi utilizado um caso de estudo de redes sociais para previsão de alterações nas ações de mercados financeiros relacionadas com as opiniões dos utilizadores destas. O objetivo desta dissertação é o desenvolvimento de um estudo computacional e a análise da sua performance. Os resultados contribuirão para entender o uso de Deep Learning com Big Data, com especial foco em análise de sentimento. The objective of this dissertation is to develop a computational study and analyse its performance. The outputs will contribute to understand Deep Learning’s usage with Big Data and how it acts in Sentiment analysis

An ensemble model for predictive energy performance:Closing the gap between actual and predicted energy use in residential buildings

The design stage of a building plays a pivotal role in influencing its life cycle and overall performance. Accurate predictions of a building's performance are crucial for informed decision-making, particularly in terms of energy performance, given the escalating global awareness of climate change and the imperative to enhance energy efficiency in buildings. However, a well-documented energy performance gap persists between actual and predicted energy consumption, primarily attributed to the unpredictable nature of occupant behavior.Existing methodologies for predicting and simulating occupant behavior in buildings frequently neglect or exclusively concentrate on particular behaviors, resulting in uncertainties in energy performance predictions. Machine learning approaches have exhibited increased accuracy in predicting occupant energy behavior, yet the majority of extant studies focus on specific behavior types rather than investigating the interactions among all contributing factors. This dissertation delves into the building energy performance gap, with a particular emphasis on the influence of occupants on energy performance. A comprehensive literature review scrutinizes machine learning models employed for predicting occupants' behavior in buildings and assesses their performance. The review uncovers knowledge gaps, as most studies are case-specific and lack a consolidated database to examine diverse behaviors across various building types.An ensemble model integrating occupant behavior parameters is devised to enhance the accuracy of energy performance predictions in residential buildings. Multiple algorithms are examined, with the selection of algorithms contingent upon evaluation metrics. The ensemble model is validated through a case study that compares actual energy consumption with the predictions of the ensemble model and an EnergyPlus simulation that takes occupant behavior factors into account.The findings demonstrate that the ensemble model provides considerably more accurate predictions of actual energy consumption compared to the EnergyPlus simulation. This dissertation also addresses the research limitations, including the reusability of the model and the requirement for additional datasets to bolster confidence in the model's applicability across diverse building types and occupant behavior patterns.In summary, this dissertation presents an ensemble model that endeavors to bridge the gap between actual and predicted energy usage in residential buildings by incorporating occupant behavior parameters, leading to more precise energy performance predictions and promoting superior energy management strategies

Text Classification: A Review, Empirical, and Experimental Evaluation

The explosive and widespread growth of data necessitates the use of text classification to extract crucial information from vast amounts of data. Consequently, there has been a surge of research in both classical and deep learning text classification methods. Despite the numerous methods proposed in the literature, there is still a pressing need for a comprehensive and up-to-date survey. Existing survey papers categorize algorithms for text classification into broad classes, which can lead to the misclassification of unrelated algorithms and incorrect assessments of their qualities and behaviors using the same metrics. To address these limitations, our paper introduces a novel methodological taxonomy that classifies algorithms hierarchically into fine-grained classes and specific techniques. The taxonomy includes methodology categories, methodology techniques, and methodology sub-techniques. Our study is the first survey to utilize this methodological taxonomy for classifying algorithms for text classification. Furthermore, our study also conducts empirical evaluation and experimental comparisons and rankings of different algorithms that employ the same specific sub-technique, different sub-techniques within the same technique, different techniques within the same category, and categorie

Signature Transformations and Neural Differential Equations for Sequential Data Analysis

Sequential data arise in numerous domains, including finance, Natural Language Processing, and healthcare. Effectively modeling and analyzing such data presents significant challenges due to their high dimensionality, nonstationarity, and complex dynamics. This dissertation tackles these challenges by using two powerful mathematical frameworks:signature transformations and neural differential equations (NDEs). The first part explores the versatility of signature transformations in capturing the essential dynamics of sequential data, demonstrating their robustness and effectiveness for tasks such as classification, regression, and time series analysis. The second part investigates the practical applications of NDEs, including neural ordinary differential equations (NODEs) and neural stochastic differential equations (NSDEs), in modeling physical systems, biological processes, and other real-world phenomena with intricate dynamics. The third part delves into the efficacy of Channel Independent (CI) and Channel Dependent (CD) training strategies in multivariate time series forecasting. It presents a rigorous mathematical formulation and theoretical analysis to elucidate why the CI strategy often exceeds the CD strategy, particularly highlighting its robustness to distribution shifts between training and test datasets, a common scenario in real-world applications. Through theoretical analysis, experimental evaluations, and case studies, this dissertation contributes to the advancement of sequential data analysis techniques. It also provides a comprehensive understanding of signature transformations, NDEs, and the impacts of different training strategies, their properties, and their applications in various domains. The findings and methodologies presented in this work have the potential to impact a wide range of fields, allowing more accurate modeling, prediction, and decision-making processes involving sequential data

Data Mining

The availability of big data due to computerization and automation has generated an urgent need for new techniques to analyze and convert big data into useful information and knowledge. Data mining is a promising and leading-edge technology for mining large volumes of data, looking for hidden information, and aiding knowledge discovery. It can be used for characterization, classification, discrimination, anomaly detection, association, clustering, trend or evolution prediction, and much more in fields such as science, medicine, economics, engineering, computers, and even business analytics. This book presents basic concepts, ideas, and research in data mining