• Title/Summary/Keyword: support vector regression machine

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Forecasting Day-ahead Electricity Price Using a Hybrid Improved Approach

  • Hu, Jian-Ming;Wang, Jian-Zhou
    • Journal of Electrical Engineering and Technology
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    • v.12 no.6
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    • pp.2166-2176
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    • 2017
  • Electricity price prediction plays a crucial part in making the schedule and managing the risk to the competitive electricity market participants. However, it is a difficult and challenging task owing to the characteristics of the nonlinearity, non-stationarity and uncertainty of the price series. This study proposes a hybrid improved strategy which incorporates data preprocessor components and a forecasting engine component to enhance the forecasting accuracy of the electricity price. In the developed forecasting procedure, the Seasonal Adjustment (SA) method and the Ensemble Empirical Mode Decomposition (EEMD) technique are synthesized as the data preprocessing component; the Coupled Simulated Annealing (CSA) optimization method and the Least Square Support Vector Regression (LSSVR) algorithm construct the prediction engine. The proposed hybrid approach is verified with electricity price data sampled from the power market of New South Wales in Australia. The simulation outcome manifests that the proposed hybrid approach obtains the observable improvement in the forecasting accuracy compared with other approaches, which suggests that the proposed combinational approach occupies preferable predication ability and enough precision.

Nonlinear Chemical Plant Modeling using Support Vector Machines: pH Neutralization Process is Targeted (SVM을 이용한 비선형 화학공정 모델링: pH 중화공정에의 적용 예)

  • Kim, Dong-Won;Yoo, Ah-Rim;Yang, Dae-Ryook;Park, Gwi-Tae
    • Journal of Institute of Control, Robotics and Systems
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    • v.12 no.12
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    • pp.1178-1183
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    • 2006
  • This paper is concerned with the modeling and identification of pH neutralization process as nonlinear chemical system. The pH control has been applied to various chemical processes such as wastewater treatment, chemical, and biochemical industries. But the control of the pH is very difficult due to its highly nonlinear nature which is the titration curve with the steepest slope at the neutralization point. We apply SVM which have become an increasingly popular tool for machine teaming tasks such as classification, regression or detection to model pH process which has strong nonlinearities. Linear and radial basis function kernels are employed and each result has been compared. So SVH based on kernel method have been found to work well. Simulations have shown that the SVM based on the kernel substitution including linear and radial basis function kernel provides a promising alternative to model strong nonlinearities of the pH neutralization but also to control the system.

Nonlinear Speech Production Modeling using Nonlinear Autoregressive Exogenous based on Support Vector Machine (서포트 벡터 머신 기반 비선형 외인성 자귀회귀를 이용한 비선형 조음 모델링)

  • Jang, Seung-Jin;Kim, Hyo-Min;Park, Young-Choel;Choi, Hong-Shik;Yoon, Young Ro
    • Annual Conference of KIPS
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    • 2007.11a
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    • pp.113-116
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    • 2007
  • In this paper, our proposed Nonlinear Autoregressive Exogenous (NARX) based on Least Square-Support Vector Regression (LS-SVR) is introduced and tested for producing natural sounds. This nonlinear synthesizer perfectly reproduce voiced sounds, and also conserve the naturalness such as jitter and shimmer, compared to LPC does not keep these naturalness. However, the results of some phonation are quite different from the original sounds. These results are assumed that single-band model can not afford to control and decompose the high frequency components. Therefore multi-band model with wavelet filterbank is adopted for substituting single band model. As a results, multi-band model results in improved stability. Finally, nonlinear speech modeling using NARX based on LS-SVR can successfully reconstruct synthesized sounds nearly similar to original voiced sounds.

Prediction of drowning person's route using machine learning for meteorological information of maritime observation buoy

  • Han, Jung-Wook;Moon, Ho-Seok
    • Journal of the Korea Society of Computer and Information
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    • v.27 no.3
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    • pp.1-12
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    • 2022
  • In the event of a maritime distress accident, rapid search and rescue operations using rescue assets are very important to ensure the safety and life of drowning person's at sea. In this paper, we analyzed the surface layer current in the northwest sea area of Ulleungdo by applying machine learning such as multiple linear regression, decision tree, support vector machine, vector autoregression, and LSTM to the meteorological information collected from the maritime observation buoy. And we predicted the drowning person's route at sea based on the predicted current direction and speed information by constructing each prediction model. Comparing the various machine learning models applied in this paper through the performance evaluation measures of MAE and RMSE, the LSTM model is the best. In addition, LSTM model showed superior performance compared to the other models in the view of the difference distance between the actual and predicted movement point of drowning person.

Development of benthic macroinvertebrate species distribution models using the Bayesian optimization (베이지안 최적화를 통한 저서성 대형무척추동물 종분포모델 개발)

  • Go, ByeongGeon;Shin, Jihoon;Cha, Yoonkyung
    • Journal of Korean Society of Water and Wastewater
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    • v.35 no.4
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    • pp.259-275
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    • 2021
  • This study explored the usefulness and implications of the Bayesian hyperparameter optimization in developing species distribution models (SDMs). A variety of machine learning (ML) algorithms, namely, support vector machine (SVM), random forest (RF), boosted regression tree (BRT), XGBoost (XGB), and Multilayer perceptron (MLP) were used for predicting the occurrence of four benthic macroinvertebrate species. The Bayesian optimization method successfully tuned model hyperparameters, with all ML models resulting an area under the curve (AUC) > 0.7. Also, hyperparameter search ranges that generally clustered around the optimal values suggest the efficiency of the Bayesian optimization in finding optimal sets of hyperparameters. Tree based ensemble algorithms (BRT, RF, and XGB) tended to show higher performances than SVM and MLP. Important hyperparameters and optimal values differed by species and ML model, indicating the necessity of hyperparameter tuning for improving individual model performances. The optimization results demonstrate that for all macroinvertebrate species SVM and RF required fewer numbers of trials until obtaining optimal hyperparameter sets, leading to reduced computational cost compared to other ML algorithms. The results of this study suggest that the Bayesian optimization is an efficient method for hyperparameter optimization of machine learning algorithms.

Urdu News Classification using Application of Machine Learning Algorithms on News Headline

  • Khan, Muhammad Badruddin
    • International Journal of Computer Science & Network Security
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    • v.21 no.2
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    • pp.229-237
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    • 2021
  • Our modern 'information-hungry' age demands delivery of information at unprecedented fast rates. Timely delivery of noteworthy information about recent events can help people from different segments of life in number of ways. As world has become global village, the flow of news in terms of volume and speed demands involvement of machines to help humans to handle the enormous data. News are presented to public in forms of video, audio, image and text. News text available on internet is a source of knowledge for billions of internet users. Urdu language is spoken and understood by millions of people from Indian subcontinent. Availability of online Urdu news enable this branch of humanity to improve their understandings of the world and make their decisions. This paper uses available online Urdu news data to train machines to automatically categorize provided news. Various machine learning algorithms were used on news headline for training purpose and the results demonstrate that Bernoulli Naïve Bayes (Bernoulli NB) and Multinomial Naïve Bayes (Multinomial NB) algorithm outperformed other algorithms in terms of all performance parameters. The maximum level of accuracy achieved for the dataset was 94.278% by multinomial NB classifier followed by Bernoulli NB classifier with accuracy of 94.274% when Urdu stop words were removed from dataset. The results suggest that short text of headlines of news can be used as an input for text categorization process.

Corporate Corruption Prediction Evidence From Emerging Markets

  • Kim, Yang Sok;Na, Kyunga;Kang, Young-Hee
    • Asia-Pacific Journal of Business
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    • v.12 no.4
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    • pp.13-40
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    • 2021
  • Purpose - The purpose of this study is to predict corporate corruption in emerging markets such as Brazil, Russia, India, and China (BRIC) using different machine learning techniques. Since corruption is a significant problem that can affect corporate performance, particularly in emerging markets, it is important to correctly identify whether a company engages in corrupt practices. Design/methodology/approach - In order to address the research question, we employ predictive analytic techniques (machine learning methods). Using the World Bank Enterprise Survey Data, this study evaluates various predictive models generated by seven supervised learning algorithms: k-Nearest Neighbour (k-NN), Naïve Bayes (NB), Decision Tree (DT), Decision Rules (DR), Logistic Regression (LR), Support Vector Machines (SVM), and Artificial Neural Network (ANN). Findings - We find that DT, DR, SVM and ANN create highly accurate models (over 90% of accuracy). Among various factors, firm age is the most significant, while several other determinants such as source of working capital, top manager experience, and the number of permanent full-time employees also contribute to company corruption. Research implications or Originality - This research successfully demonstrates how machine learning can be applied to predict corporate corruption and also identifies the major causes of corporate corruption.

Predicting Administrative Issue Designation in KOSDAQ Market Using Machine Learning Techniques (머신러닝을 활용한 코스닥 관리종목지정 예측)

  • Chae, Seung-Il;Lee, Dong-Joo
    • Asia-Pacific Journal of Business
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    • v.13 no.2
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    • pp.107-122
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    • 2022
  • Purpose - This study aims to develop machine learning models to predict administrative issue designation in KOSDAQ Market using financial data. Design/methodology/approach - Employing four classification techniques including logistic regression, support vector machine, random forest, and gradient boosting to a matched sample of five hundred and thirty-six firms over an eight-year period, the authors develop prediction models and explore the practicality of the models. Findings - The resulting four binary selection models reveal overall satisfactory classification performance in terms of various measures including AUC (area under the receiver operating characteristic curve), accuracy, F1-score, and top quartile lift, while the ensemble models (random forest and gradienct boosting) outperform the others in terms of most measures. Research implications or Originality - Although the assessment of administrative issue potential of firms is critical information to investors and financial institutions, detailed empirical investigation has lagged behind. The current research fills this gap in the literature by proposing parsimonious prediction models based on a few financial variables and validating the applicability of the models.

Prediction of ultimate shear strength and failure modes of R/C ledge beams using machine learning framework

  • Ahmed M. Yousef;Karim Abd El-Hady;Mohamed E. El-Madawy
    • Structural Monitoring and Maintenance
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    • v.9 no.4
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    • pp.337-357
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    • 2022
  • The objective of this study is to present a data-driven machine learning (ML) framework for predicting ultimate shear strength and failure modes of reinforced concrete ledge beams. Experimental tests were collected on these beams with different loading, geometric and material properties. The database was analyzed using different ML algorithms including decision trees, discriminant analysis, support vector machine, logistic regression, nearest neighbors, naïve bayes, ensemble and artificial neural networks to identify the governing and critical parameters of reinforced concrete ledge beams. The results showed that ML framework can effectively identify the failure mode of these beams either web shear failure, flexural failure or ledge failure. ML framework can also derive equations for predicting the ultimate shear strength for each failure mode. A comparison of the ultimate shear strength of ledge failure was conducted between the experimental results and the results from the proposed equations and the design equations used by international codes. These comparisons indicated that the proposed ML equations predict the ultimate shear strength of reinforced concrete ledge beams better than the design equations of AASHTO LRFD-2020 or PCI-2020.

Accuracy Evaluation of Machine Learning Model for Concrete Aging Prediction due to Thermal Effect and Carbonation (콘크리트 탄산화 및 열효과에 의한 경년열화 예측을 위한 기계학습 모델의 정확성 검토)

  • Kim, Hyun-Su
    • Journal of Korean Association for Spatial Structures
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    • v.23 no.4
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    • pp.81-88
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    • 2023
  • Numerous factors contribute to the deterioration of reinforced concrete structures. Elevated temperatures significantly alter the composition of the concrete ingredients, consequently diminishing the concrete's strength properties. With the escalation of global CO2 levels, the carbonation of concrete structures has emerged as a critical challenge, substantially affecting concrete durability research. Assessing and predicting concrete degradation due to thermal effects and carbonation are crucial yet intricate tasks. To address this, multiple prediction models for concrete carbonation and compressive strength under thermal impact have been developed. This study employs seven machine learning algorithms-specifically, multiple linear regression, decision trees, random forest, support vector machines, k-nearest neighbors, artificial neural networks, and extreme gradient boosting algorithms-to formulate predictive models for concrete carbonation and thermal impact. Two distinct datasets, derived from reported experimental studies, were utilized for training these predictive models. Performance evaluation relied on metrics like root mean square error, mean square error, mean absolute error, and coefficient of determination. The optimization of hyperparameters was achieved through k-fold cross-validation and grid search techniques. The analytical outcomes demonstrate that neural networks and extreme gradient boosting algorithms outshine the remaining five machine learning approaches, showcasing outstanding predictive performance for concrete carbonation and thermal effect modeling.