scholarly journals Prediction of Currency Volume Issued in Taiwan Using a Hybrid Artificial Neural Network and Multiple Regression Approach

2013 ◽  
Vol 2013 ◽  
pp. 1-9 ◽  
Author(s):  
Yuehjen E. Shao

Because the volume of currency issued by a country always affects its interest rate, price index, income levels, and many other important macroeconomic variables, the prediction of currency volume issued has attracted considerable attention in recent years. In contrast to the typical single-stage forecast model, this study proposes a hybrid forecasting approach to predict the volume of currency issued in Taiwan. The proposed hybrid models consist of artificial neural network (ANN) and multiple regression (MR) components. The MR component of the hybrid models is established for a selection of fewer explanatory variables, wherein the selected variables are of higher importance. The ANN component is then designed to generate forecasts based on those important explanatory variables. Subsequently, the model is used to analyze a real dataset of Taiwan's currency from 1996 to 2011 and twenty associated explanatory variables. The prediction results reveal that the proposed hybrid scheme exhibits superior forecasting performance for predicting the volume of currency issued in Taiwan.

2019 ◽  
Vol 245 (11) ◽  
pp. 2539-2547 ◽  
Author(s):  
J. Stangierski ◽  
D. Weiss ◽  
A. Kaczmarek

Abstract The aim of the study was to compare the ability of multiple linear regression (MLR) and Artificial Neural Network (ANN) to predict the overall quality of spreadable Gouda cheese during storage at 8 °C, 20 °C and 30 °C. The ANN used five factors selected by Principal Component Analysis, which was used as input data for the ANN calculation. The datasets were divided into three subsets: a training set, a validation set, and a test set. The multiple regression models were highly significant with high determination coefficients: R2 = 0.99, 0.87 and 0.87 for 8, 20 and 30 °C, respectively, which made them a useful tool to predict quality deterioration. Simultaneously, the artificial neural networks models with determination coefficient of R2 = 0.99, 0.96 and 0.96 for 8, 20 and 30 °C, respectively were built. The models based on ANNs with higher values of determination coefficients and lower RMSE values proved to be more accurate. The best fit of the model to the experimental data was found for processed cheese stored at 8 °C.


2019 ◽  
Vol 38 (4) ◽  
pp. 291-307
Author(s):  
Wei Kang Loo

Purpose The purpose of this paper is to determine if artificial neural network (ANN) works better than linear regression in predicting Hong Kong real estate investment trusts’ (REITs) excess return. Design/methodology/approach Both ANN and the regression were applied in this study to forecast the Hong Kong REITs’ (HK-REITs) return using the capital asset pricing model and Fama and French’s three-factor models. Each result was further split into annual time series as a measure to investigate the consistency of the performance across time. Findings ANN had produced a better forecasting results than the regression based on their trading performance. However, the forecasting performance varied across individual REITs and time periods. Practical implications ANN should be considered for use when one were to attempt forecasting the HK-REITs excess returns. However, the trading performance should be always compared with buy and hold strategy prior to make any investment decisions. Originality/value This paper tested the predicting power of ANN on the HK-REITs and the consistency of its predicting power.


2019 ◽  
Vol 12 (3) ◽  
pp. 145 ◽  
Author(s):  
Epyk Sunarno ◽  
Ramadhan Bilal Assidiq ◽  
Syechu Dwitya Nugraha ◽  
Indhana Sudiharto ◽  
Ony Asrarul Qudsi ◽  
...  

2020 ◽  
Vol 38 (4A) ◽  
pp. 510-514
Author(s):  
Tay H. Shihab ◽  
Amjed N. Al-Hameedawi ◽  
Ammar M. Hamza

In this paper to make use of complementary potential in the mapping of LULC spatial data is acquired from LandSat 8 OLI sensor images are taken in 2019.  They have been rectified, enhanced and then classified according to Random forest (RF) and artificial neural network (ANN) methods. Optical remote sensing images have been used to get information on the status of LULC classification, and extraction details. The classification of both satellite image types is used to extract features and to analyse LULC of the study area. The results of the classification showed that the artificial neural network method outperforms the random forest method. The required image processing has been made for Optical Remote Sensing Data to be used in LULC mapping, include the geometric correction, Image Enhancements, The overall accuracy when using the ANN methods 0.91 and the kappa accuracy was found 0.89 for the training data set. While the overall accuracy and the kappa accuracy of the test dataset were found 0.89 and 0.87 respectively.


2020 ◽  
Vol 38 (2A) ◽  
pp. 255-264
Author(s):  
Hanan A. R. Akkar ◽  
Sameem A. Salman

Computer vision and image processing are extremely necessary for medical pictures analysis. During this paper, a method of Bio-inspired Artificial Intelligent (AI) optimization supported by an artificial neural network (ANN) has been widely used to detect pictures of skin carcinoma. A Moth Flame Optimization (MFO) is utilized to educate the artificial neural network (ANN). A different feature is an extract to train the classifier. The comparison has been formed with the projected sample and two Artificial Intelligent optimizations, primarily based on classifier especially with, ANN-ACO (ANN training with Ant Colony Optimization (ACO)) and ANN-PSO (training ANN with Particle Swarm Optimization (PSO)). The results were assessed using a variety of overall performance measurements to measure indicators such as Average Rate of Detection (ARD), Average Mean Square error (AMSTR) obtained from training, Average Mean Square error (AMSTE) obtained for testing the trained network, the Average Effective Processing Time (AEPT) in seconds, and the Average Effective Iteration Number (AEIN). Experimental results clearly show the superiority of the proposed (ANN-MFO) model with different features.


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