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

Bacteria classification using Cyranose 320 electronic nose

Background An electronic nose (e-nose), the Cyrano Sciences' Cyranose 320, comprising an array of thirty-two polymer carbon black composite sensors has been used to identify six species of bacteria responsible for eye infections when present at a range of concentrations in saline solutions. Readings were taken from the headspace of the samples by manually introducing the portable e-nose system into a sterile glass containing a fixed volume of bacteria in suspension. Gathered data were a very complex mixture of different chemical compounds. Method Linear Principal Component Analysis (PCA) method was able to classify four classes of bacteria out of six classes though in reality other two classes were not better evident from PCA analysis and we got 74% classification accuracy from PCA. An innovative data clustering approach was investigated for these bacteria data by combining the 3-dimensional scatter plot, Fuzzy C Means (FCM) and Self Organizing Map (SOM) network. Using these three data clustering algorithms simultaneously better 'classification' of six eye bacteria classes were represented. Then three supervised classifiers, namely Multi Layer Perceptron (MLP), Probabilistic Neural network (PNN) and Radial basis function network (RBF), were used to classify the six bacteria classes. Results A [6 × 1] SOM network gave 96% accuracy for bacteria classification which was best accuracy. A comparative evaluation of the classifiers was conducted for this application. The best results suggest that we are able to predict six classes of bacteria with up to 98% accuracy with the application of the RBF network. Conclusion This type of bacteria data analysis and feature extraction is very difficult. But we can conclude that this combined use of three nonlinear methods can solve the feature extraction problem with very complex data and enhance the performance of Cyranose 320

SVMs for Automatic Speech Recognition: a Survey

Hidden Markov Models (HMMs) are, undoubtedly, the most employed core technique for Automatic Speech Recognition (ASR). Nevertheless, we are still far from achieving high-performance ASR systems. Some alternative approaches, most of them based on Artificial Neural Networks (ANNs), were proposed during the late eighties and early nineties. Some of them tackled the ASR problem using predictive ANNs, while others proposed hybrid HMM/ANN systems. However, despite some achievements, nowadays, the preponderance of Markov Models is a fact. During the last decade, however, a new tool appeared in the field of machine learning that has proved to be able to cope with hard classification problems in several fields of application: the Support Vector Machines (SVMs). The SVMs are effective discriminative classifiers with several outstanding characteristics, namely: their solution is that with maximum margin; they are capable to deal with samples of a very higher dimensionality; and their convergence to the minimum of the associated cost function is guaranteed. These characteristics have made SVMs very popular and successful. In this chapter we discuss their strengths and weakness in the ASR context and make a review of the current state-of-the-art techniques. We organize the contributions in two parts: isolated-word recognition and continuous speech recognition. Within the first part we review several techniques to produce the fixed-dimension vectors needed for original SVMs. Afterwards we explore more sophisticated techniques based on the use of kernels capable to deal with sequences of different length. Among them is the DTAK kernel, simple and effective, which rescues an old technique of speech recognition: Dynamic Time Warping (DTW). Within the second part, we describe some recent approaches to tackle more complex tasks like connected digit recognition or continuous speech recognition using SVMs. Finally we draw some conclusions and outline several ongoing lines of research

Theoretical Interpretations and Applications of Radial Basis Function Networks

Medical applications usually used Radial Basis Function Networks just as Artificial Neural Networks. However, RBFNs are Knowledge-Based Networks that can be interpreted in several way: Artificial Neural Networks, Regularization Networks, Support Vector Machines, Wavelet Networks, Fuzzy Controllers, Kernel Estimators, Instanced-Based Learners. A survey of their interpretations and of their corresponding learning algorithms is provided as well as a brief survey on dynamic learning algorithms. RBFNs' interpretations can suggest applications that are particularly interesting in medical domains

Neural networks in geophysical applications

Neural networks are increasingly popular in geophysics. Because they are universal approximators, these tools can approximate any continuous function with an arbitrary precision. Hence, they may yield important contributions to finding solutions to a variety of geophysical applications. However, knowledge of many methods and techniques recently developed to increase the performance and to facilitate the use of neural networks does not seem to be widespread in the geophysical community. Therefore, the power of these tools has not yet been explored to their full extent. In this paper, techniques are described for faster training, better overall performance, i.e., generalization,and the automatic estimation of network size and architecture