Novel holistic architecture for analytical operation on sensory data relayed as cloud services

With increasing adoption of the sensor-based application, there is an exponential rise of the sensory data that eventually take the shape of the big data. However, the practicality of executing high end analytical operation over the resource-constrained big data has never being studied closely. After reviewing existing approaches, it is explored that there is no cost effective schemes of big data analytics over large scale sensory data processiing that can be directly used as a service. Therefore, the propsoed system introduces a holistic architecture where streamed data after performing extraction of knowedge can be offered in the form of services. Implemented in MATLAB, the proposed study uses a very simplistic approach considering energy constrained of the sensor nodes to find that proposed system offers better accuracy, reduced mining duration (i.e. faster response time), and reduced memory dependencies to prove that it offers cost effective analytical solution in contrast to existing system

A Hybrid Stock Price Prediction Model Based on PRE and Deep Neural Network

Stock prices are volatile due to different factors that are involved in the stock market, such as geopolitical tension, company earnings, and commodity prices, affecting stock price. Sometimes stock prices react to domestic uncertainty such as reserve bank policy, government policy, inflation, and global market uncertainty. The volatility estimation of stock is one of the challenging tasks for traders. Accurate prediction of stock price helps investors to reduce the risk in portfolio or investment. Stock prices are nonlinear. To deal with nonlinearity in data, we propose a hybrid stock prediction model using the prediction rule ensembles (PRE) technique and deep neural network (DNN). First, stock technical indicators are considered to identify the uptrend in stock prices. We considered moving average technical indicators: moving average 20 days, moving average 50 days, and moving average 200 days. Second, using the PRE technique-computed different rules for stock prediction, we selected the rules with the lowest root mean square error (RMSE) score. Third, the three-layer DNN is considered for stock prediction. We have fine-tuned the hyperparameters of DNN, such as the number of layers, learning rate, neurons, and number of epochs in the model. Fourth, the average results of the PRE and DNN prediction model are combined. The hybrid stock prediction model results are computed using the mean absolute error (MAE) and RMSE metric. The performance of the hybrid stock prediction model is better than the single prediction model, namely DNN and ANN, with a 5% to 7% improvement in RMSE score. The Indian stock price data are considered for the work