scholarly journals Do Machine Learning Techniques and Dynamic Methods Help Forecast US Natural Gas Crises?

Energies ◽  
2020 ◽  
Vol 13 (9) ◽  
pp. 2371
Author(s):  
Wenting Zhang ◽  
Shigeyuki Hamori

Our study combines machine learning techniques and dynamic moving window and expanding window methods to predict crises in the US natural gas market. Specifically, as machine learning models, we employ extreme gradient boosting (XGboost), support vector machines (SVMs), a logistic regression (LogR), random forests (RFs), and neural networks (NNs). The data set used to develop the model covers the period 1994 to 2019 and contains 121 explanatory variables, including those related to crude oil, stock markets, US bond and gold futures, the CBOE Volatility Index (VIX) index, and agriculture futures. To the best of our knowledge, this study is the first to combine machine learning techniques with dynamic approaches to predict US natural gas crises. To improve the model’s prediction accuracy, we applied a suite of parameter-tuning methods (e.g., grid-search) to select the best-performing hyperparameters for each model. Our empirical results demonstrated very good prediction accuracy for US natural gas crises when combining the XGboost model with the dynamic moving window method. We believe our findings will be useful to investors wanting to diversify their portfolios, as well as to policymakers wanting to take preemptive action to reduce losses.

2018 ◽  
Vol 34 (3) ◽  
pp. 569-581 ◽  
Author(s):  
Sujata Rani ◽  
Parteek Kumar

Abstract In this article, an innovative approach to perform the sentiment analysis (SA) has been presented. The proposed system handles the issues of Romanized or abbreviated text and spelling variations in the text to perform the sentiment analysis. The training data set of 3,000 movie reviews and tweets has been manually labeled by native speakers of Hindi in three classes, i.e. positive, negative, and neutral. The system uses WEKA (Waikato Environment for Knowledge Analysis) tool to convert these string data into numerical matrices and applies three machine learning techniques, i.e. Naive Bayes (NB), J48, and support vector machine (SVM). The proposed system has been tested on 100 movie reviews and tweets, and it has been observed that SVM has performed best in comparison to other classifiers, and it has an accuracy of 68% for movie reviews and 82% in case of tweets. The results of the proposed system are very promising and can be used in emerging applications like SA of product reviews and social media analysis. Additionally, the proposed system can be used in other cultural/social benefits like predicting/fighting human riots.


Author(s):  
Hesham M. Al-Ammal

Detection of anomalies in a given data set is a vital step in several applications in cybersecurity; including intrusion detection, fraud, and social network analysis. Many of these techniques detect anomalies by examining graph-based data. Analyzing graphs makes it possible to capture relationships, communities, as well as anomalies. The advantage of using graphs is that many real-life situations can be easily modeled by a graph that captures their structure and inter-dependencies. Although anomaly detection in graphs dates back to the 1990s, recent advances in research utilized machine learning methods for anomaly detection over graphs. This chapter will concentrate on static graphs (both labeled and unlabeled), and the chapter summarizes some of these recent studies in machine learning for anomaly detection in graphs. This includes methods such as support vector machines, neural networks, generative neural networks, and deep learning methods. The chapter will reflect the success and challenges of using these methods in the context of graph-based anomaly detection.


2019 ◽  
Vol 11 (16) ◽  
pp. 1943 ◽  
Author(s):  
Omid Rahmati ◽  
Saleh Yousefi ◽  
Zahra Kalantari ◽  
Evelyn Uuemaa ◽  
Teimur Teimurian ◽  
...  

Mountainous areas are highly prone to a variety of nature-triggered disasters, which often cause disabling harm, death, destruction, and damage. In this work, an attempt was made to develop an accurate multi-hazard exposure map for a mountainous area (Asara watershed, Iran), based on state-of-the art machine learning techniques. Hazard modeling for avalanches, rockfalls, and floods was performed using three state-of-the-art models—support vector machine (SVM), boosted regression tree (BRT), and generalized additive model (GAM). Topo-hydrological and geo-environmental factors were used as predictors in the models. A flood dataset (n = 133 flood events) was applied, which had been prepared using Sentinel-1-based processing and ground-based information. In addition, snow avalanche (n = 58) and rockfall (n = 101) data sets were used. The data set of each hazard type was randomly divided to two groups: Training (70%) and validation (30%). Model performance was evaluated by the true skill score (TSS) and the area under receiver operating characteristic curve (AUC) criteria. Using an exposure map, the multi-hazard map was converted into a multi-hazard exposure map. According to both validation methods, the SVM model showed the highest accuracy for avalanches (AUC = 92.4%, TSS = 0.72) and rockfalls (AUC = 93.7%, TSS = 0.81), while BRT demonstrated the best performance for flood hazards (AUC = 94.2%, TSS = 0.80). Overall, multi-hazard exposure modeling revealed that valleys and areas close to the Chalous Road, one of the most important roads in Iran, were associated with high and very high levels of risk. The proposed multi-hazard exposure framework can be helpful in supporting decision making on mountain social-ecological systems facing multiple hazards.


The prediction of price for a vehicle has been more popular in research area, and it needs predominant effort and information about the experts of this particular field. The number of different attributes is measured and also it has been considerable to predict the result in more reliable and accurate. To find the price of used vehicles a well defined model has been developed with the help of three machine learning techniques such as Artificial Neural Network, Support Vector Machine and Random Forest. These techniques were used not on the individual items but for the whole group of data items. This data group has been taken from some web portal and that same has been used for the prediction. The data must be collected using web scraper that was written in PHP programming language. Distinct machine learning algorithms of varying performances had been compared to get the best result of the given data set. The final prediction model was integrated into Java application


2021 ◽  
Vol 8 (1) ◽  
pp. 28
Author(s):  
S. L. Ávila ◽  
H. M. Schaberle ◽  
S. Youssef ◽  
F. S. Pacheco ◽  
C. A. Penz

The health of a rotating electric machine can be evaluated by monitoring electrical and mechanical parameters. As more information is available, it easier can become the diagnosis of the machine operational condition. We built a laboratory test bench to study rotor unbalance issues according to ISO standards. Using the electric stator current harmonic analysis, this paper presents a comparison study among Support-Vector Machines, Decision Tree classifies, and One-vs-One strategy to identify rotor unbalance kind and severity problem – a nonlinear multiclass task. Moreover, we propose a methodology to update the classifier for dealing better with changes produced by environmental variations and natural machinery usage. The adaptative update means to update the training data set with an amount of recent data, saving the entire original historical data. It is relevant for engineering maintenance. Our results show that the current signature analysis is appropriate to identify the type and severity of the rotor unbalance problem. Moreover, we show that machine learning techniques can be effective for an industrial application.


Energies ◽  
2021 ◽  
Vol 14 (18) ◽  
pp. 5781
Author(s):  
Jiwon Lee ◽  
Midam An ◽  
Yongku Kim ◽  
Jung-In Seo

Currently, more than 30% of the fine dust generated in the Seoul metropolitan area is a pollutant emitted from automobiles such as diesel vehicles, and air pollution caused by this is becoming increasingly serious. In addition, the importance of electric vehicle distribution is increasing due to the strengthening of international environmental regulations on automobile exhaust gas and increasing the possibility of depletion of petroleum resources. This manuscript proposes a method for selecting an optimal electric vehicle charging station location in expanding charging facilities to activate electric vehicle distribution. For the sake of illustration, directions will be provided on how to select the best location for electric vehicle charging stations using data from Seoul, which has the best access. As the features, the number of living population and work force people and the number of guest facilities, which are determined to affect demand for quick charging, are considered. The missing values of the observed data are imputed based on the kriging technique from spatial correlation, and by segmenting the data through clustering, a representative technique of unsupervised learning, the characteristics of each cluster are examined and the characteristics of the clusters are identified. In addition, machine learning techniques such as the elastic net, random forest, support vector machine, and extreme gradient boosting are applied to examine the influence of the features used in predicting classes of data. In clustering analysis, the optimal number of clusters was determined to be 3 based on the heuristic and information-theoretic methods, and all the machine learning techniques considered showed that the number of work force population is the most important feature in predicting classes of data. All things considered from our results, it is reasonable to install quick electric vehicle charging stations in the places with the highest concentration of work force population and guest facility.


2013 ◽  
Vol 2013 ◽  
pp. 1-9 ◽  
Author(s):  
Md Rahat Hossain ◽  
Amanullah Maung Than Oo ◽  
A. B. M. Shawkat Ali

This paper empirically shows that the effect of applying selected feature subsets on machine learning techniques significantly improves the accuracy for solar power prediction. Experiments are performed using five well-known wrapper feature selection methods to obtain the solar power prediction accuracy of machine learning techniques with selected feature subsets. For all the experiments, the machine learning techniques, namely, least median square (LMS), multilayer perceptron (MLP), and support vector machine (SVM), are used. Afterwards, these results are compared with the solar power prediction accuracy of those same machine leaning techniques (i.e., LMS, MLP, and SVM) but without applying feature selection methods (WAFS). Experiments are carried out using reliable and real life historical meteorological data. The comparison between the results clearly shows that LMS, MLP, and SVM provide better prediction accuracy (i.e., reduced MAE and MASE) with selected feature subsets than without selected feature subsets. Experimental results of this paper facilitate to make a concrete verdict that providing more attention and effort towards the feature subset selection aspect (e.g., selected feature subsets on prediction accuracy which is investigated in this paper) can significantly contribute to improve the accuracy of solar power prediction.


2021 ◽  
Author(s):  
Simarjeet Kaur ◽  
Meenakshi Bansal ◽  
Ashok Kumar Bathla

Due to the rise in the use of messaging and mailing services, spam detection tasks are of much greater importance than before. In such a set of communications, efficient classification is a comparatively onerous job. For an addressee or any email that the user does not want to have in his inbox, spam can be defined as redundant or trash email. After pre-processing and feature extraction, various machine learning algorithms were applied to a Spam base dataset from the UCI Machine Learning repository in order to classify incoming emails into two categories: spam and non-spam. The outcomes of various algorithms have been compared. This paper used random forest, naive bayes, support vector machine (SVM), logistic regression, and the k nearest (KNN) machine learning algorithm to successfully classify email spam messages. The main goal of this study is to improve the prediction accuracy of spam email filters.


2021 ◽  
Vol 2021 ◽  
pp. 1-9
Author(s):  
Demeke Endalie ◽  
Getamesay Haile

For decades, machine learning techniques have been used to process Amharic texts. The potential application of deep learning on Amharic document classification has not been exploited due to a lack of language resources. In this paper, we present a deep learning model for Amharic news document classification. The proposed model uses fastText to generate text vectors to represent semantic meaning of texts and solve the problem of traditional methods. The text vectors matrix is then fed into the embedding layer of a convolutional neural network (CNN), which automatically extracts features. We conduct experiments on a data set with six news categories, and our approach produced a classification accuracy of 93.79%. We compared our method to well-known machine learning algorithms such as support vector machine (SVM), multilayer perceptron (MLP), decision tree (DT), XGBoost (XGB), and random forest (RF) and achieved good results.


2022 ◽  
Vol 15 (1) ◽  
pp. 35
Author(s):  
Shekar Shetty ◽  
Mohamed Musa ◽  
Xavier Brédart

In this study, we apply several advanced machine learning techniques including extreme gradient boosting (XGBoost), support vector machine (SVM), and a deep neural network to predict bankruptcy using easily obtainable financial data of 3728 Belgian Small and Medium Enterprises (SME’s) during the period 2002–2012. Using the above-mentioned machine learning techniques, we predict bankruptcies with a global accuracy of 82–83% using only three easily obtainable financial ratios: the return on assets, the current ratio, and the solvency ratio. While the prediction accuracy is similar to several previous models in the literature, our model is very simple to implement and represents an accurate and user-friendly tool to discriminate between bankrupt and non-bankrupt firms.


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