scholarly journals Food Price Prediction Using Time Series Linear Ridge Regression with The Best Damping Factor

2021 ◽  
Vol 6 (2) ◽  
pp. 694-698
Author(s):  
Antoni Wibowo ◽  
Inten Yasmina ◽  
Antoni Wibowo
Keyword(s):  
Time Series ◽  
Ridge Regression ◽  
Food Price ◽  
Damping Factor ◽  
Price Prediction ◽  
Linear Ridge

scholarly journals Research on GDP Forecast Analysis Combining BP Neural Network and ARIMA Model

2021 ◽  
Vol 2021 ◽  
pp. 1-10
Author(s):  
Shaobo Lu
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Prediction Model ◽  
Error Correction ◽  
Relative Error ◽  
Bp Neural Network ◽  
Arima Model ◽  
Forecast Model ◽  
Price Prediction ◽  
The Neural Network

Based on the BP neural network and the ARIMA model, this paper predicts the nonlinear residual of GDP and adds the predicted values of the two models to obtain the final predicted value of the model. First, the focus is on the ARMA model in the univariate time series. However, in real life, forecasts are often affected by many factors, so the following introduces the ARIMAX model in the multivariate time series. In the prediction process, the network structure and various parameters of the neural network are not given in a systematic way, so the operation of the neural network is affected by many factors. Each forecasting method has its scope of application and also has its own weaknesses caused by the characteristics of its own model. Secondly, this paper proposes an effective combination method according to the GDP characteristics and builds an improved algorithm BP neural network price prediction model, the research on the combination of GDP prediction model is currently mostly focused on the weighted form, and this article proposes another combination, namely, error correction. According to the price characteristics, we determine the appropriate number of hidden layer nodes and build a BP neural network price prediction model based on the improved algorithm. Validation of examples shows that the error-corrected GDP forecast model is also better than the weighted GDP forecast model, which shows that error correction is also a better combination of forecasting methods. The forecast results of BP neural network have lower errors and monthly prices. The relative error of prediction is about 2.5%. Through comparison with the prediction results of the ARIMA model, in the daily price prediction, the relative error of the BP neural network prediction is 1.5%, which is lower than the relative error of the ARIMA model of 2%.

Evolving deep neural networks for Time Series Forecasting

2021 ◽  
Vol 18 (2) ◽  
pp. 40-55
Author(s):  
Lídio Mauro Lima Campos ◽  
◽  
Jherson Haryson Almeida Pereira ◽  
Danilo Souza Duarte ◽  
Roberto Célio Limão Oliveira ◽  
...  
Keyword(s):  
Genetic Algorithm ◽  
Neural Networks ◽  
Time Series ◽  
Deep Neural Networks ◽  
Good Prediction ◽  
Biologically Inspired ◽  
Price Prediction ◽  
Error Measures ◽  
Good Ability ◽  
Proposed Model

The aim of this paper is to introduce a biologically inspired approach that can automatically generate Deep Neural networks with good prediction capacity, smaller error and large tolerance to noises. In order to do this, three biological paradigms were used: Genetic Algorithm (GA), Lindenmayer System and Neural Networks (DNNs). The final sections of the paper present some experiments aimed at investigating the possibilities of the method in the forecast the price of energy in the Brazilian market. The proposed model considers a multi-step ahead price prediction (12, 24, and 36 weeks ahead). The results for MLP and LSTM networks show a good ability to predict peaks and satisfactory accuracy according to error measures comparing with other methods.

A Time Series Cryptocurrency Price Prediction Using LSTM

2021 ◽  
pp. 653-662
Author(s):  
B. Aditya Pai ◽  
Lavanya Devareddy ◽  
Supriya Hegde ◽  
B. S. Ramya
Keyword(s):  
Time Series ◽  
Price Prediction

scholarly journals Modelling House Price Using Ridge Regression and Lasso Regression

2018 ◽  
Vol 7 (4.30) ◽  
pp. 498 ◽  
Author(s):  
Seng Jia Xin ◽  
Kamil Khalid
Keyword(s):  
Multivariate Analysis ◽  
Regression Model ◽  
Ridge Regression ◽  
House Price ◽  
Lasso Regression ◽  
Price Prediction ◽  
Real Estate Sector ◽  
Finance Company ◽  
The Government ◽  
House Condition

House price prediction is important for the government, finance company, real estate sector and also the house owner.  The data of the house price at Ames, Iowa in United State which from the year 2006 to 2010 is used for multivariate analysis. However, multicollinearity is commonly occurred in the multivariate analysis and gives a serious effect to the model. Therefore, in this study investigates the performance of the Ridge regression model and Lasso regression model as both regressions can deal with multicollinearity. Ridge regression model and Lasso regression model are constructed and compared. The root mean square error (RMSE) and adjusted R-squared are used to evaluate the performance of the models. This comparative study found that the Lasso regression model is performing better compared to the Ridge regression model. Based on this analysis, the selected variables includes the aspect of  house size, age of house, condition of house and also the location of the house.

scholarly journals Failure in Stock Price Prediction: A Comparison bettwen the Curve-Shape-Feature and Non-Curve-Shape-Feature Modes of Existing Machine Learning Algorithms

2021 ◽  
Vol 16 (6) ◽  
Author(s):  
Ping Zhang ◽  
Jia-Yao Yang ◽  
Hao Zhu ◽  
Yue-Jie Hou ◽  
Yi Liu ◽  
...  
Keyword(s):  
Machine Learning ◽  
Time Series ◽  
Stock Price ◽  
Financial Time Series ◽  
Learning Algorithms ◽  
Shape Feature ◽  
Curve Shape ◽  
Stock Price Prediction ◽  
Price Prediction ◽  
Financial Time

In the era of artificial intelligence, machine learning methods are successfully used in various fields. Machine learning has attracted extensive attention from investors in the financial market, especially in stock price prediction. However, one argument for the machine learning methods used in stock price prediction is that they are black-box models which are difficult to interpret. In this paper, we focus on the future stock price prediction with the historical stock price by machine learning and deep learning methods, such as support vector machine (SVM), random forest (RF), Bayesian classifier (BC), decision tree (DT), multilayer perceptron (MLP), convolutional neural network (CNN), bi-directional long-short term memory (BiLSTM), the embedded CNN, and the embedded BiLSTM. Firstly, we manually design several financial time series where the future price correlates with the historical stock prices in pre-designed modes, namely the curve-shape-feature (CSF) and the non-curve-shape-feature (NCSF) modes. In the CSF mode, the future prices can be extracted from the curve shapes of the historical stock prices. Conversely, in the NCSF mode, they can’t. Secondly, we apply various algorithms to those pre-designed and real financial time series. We find that the existing machine learning and deep learning algorithms fail in stock price prediction because in the real financial time series, less information of future prices is contained in the CSF mode, and perhaps more information is contained in the NCSF. Various machine learning and deep learning algorithms are good at handling the CSF in historical data, which are successfully applied in image recognition and natural language processing. However, they are inappropriate for stock price prediction on account of the NCSF. Therefore, accurate stock price prediction is the key to successful investment, and new machine learning algorithms handling the NCSF series are needed.

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