Search results

Conventional time series modeling may not satisfy the model validity for short-period time series data. In this study, we apply the Kernel Variant Multi-Way Principal Component Analysis (KMPCA) to cluster multivariate time series data which havemultiple dimensions with auto- and cross-correlations. We then check whether this method works well in clustering those data by employing simulation for generalization. Two simulation studies with two different mean structures with nine combinations of auto- and cross-correlations were conducted. The results showed that KMPCA cluster two different mean structure groups over 90% success rates with an appropriate kernel function. We also found that when the mean structures are the same, auto-correlation, the number of temporal points, and the kernel function parameter have the statistically significant effects on clustering performance. The second and third order interaction effects with each of those factors also have effects on clustering success rates. Among the effects of the main factors, the kernel function parameter is the most critical factor to consider for obtaining better performance. A similar error structure may obstruct the clustering performance: strong cross-correlation, weak auto-correlation, and a larger number of temporal points. The paper also discussed some limitations of the KMPCA model and suggested directions for future research that could improve the model.

This study constructs time series model, artificial neural networks (ANNs) and statistical topologies to examine the volatility and forecast foreign exchange rates. The Mauritian forex market has been utilized as a case study, and daily data for nominal spot rate (during a time period of five years spanning from 2014 to 2018) for EUR/MUR, GBP/MUR, CAD/MUR and AUD/MUR have been applied for the predictions.

Autoregressive integrated moving average (ARIMA) and generalized autoregressive conditional heteroskedasticity (GARCH) models are used as a basis for time series modelling for the analysis, along with the non-linear autoregressive network with exogenous inputs (NARX) neural network backpropagation algorithm utilizing different training functions, namely, Levenberg–Marquardt (LM), Bayesian regularization and scaled conjugate gradient (SCG) algorithms. The study also features a hybrid kernel principal component analysis (KPCA) using the support vector regression (SVR) algorithm as an additional statistical tool to conduct financial market forecasting modelling. Mean squared error (MSE) and root mean square error (RMSE) are employed as indicators for the performance of the models.

The results demonstrated that the GARCH model performed better in terms of volatility clustering and prediction compared to the ARIMA model. On the other hand, the NARX model indicated that LM and Bayesian regularization training algorithms are the most appropriate method of forecasting the different currency exchange rates as the MSE and RMSE seemed to be the lowest error compared to the other training functions. Meanwhile, the results reported that NARX and KPCA–SVR topologies outperformed the linear time series models due to the theory based on the structural risk minimization principle. Finally, the comparison between the NARX model and KPCA–SVR illustrated that the NARX model outperformed the statistical prediction model. Overall, the study deduced that the NARX topology achieves better prediction performance results compared to time series and statistical parameters.

The foreign exchange market is considered to be instable owing to uncertainties in the economic environment of any country and thus, accurate forecasting of foreign exchange rates is crucial for any foreign exchange activity. The study has an important economic implication as it will help researchers, investors, traders, speculators and financial analysts, users of financial news in banking and financial institutions, money changers, non-banking financial companies and stock exchange institutions in Mauritius to take investment decisions in terms of international portfolios. Moreover, currency rates instability might raise transaction costs and diminish the returns in terms of international trade. Exchange rate volatility raises the need to implement a highly organized risk management measures so as to disclose future trend and movement of the foreign currencies which could act as an essential guidance for foreign exchange participants. By this way, they will be more alert before conducting any forex transactions including hedging, asset pricing or any speculation activity, take corrective actions, thus preventing them from making any potential losses in the future and gain more profit.

This is one of the first studies applying artificial intelligence (AI) while making use of time series modelling, the NARX neural network backpropagation algorithm and hybrid KPCA–SVR to predict forex using multiple currencies in the foreign exchange market in Mauritius.

Monitoring of a process leading to the detection of faults and determination of the root causes are essential for the production of consistent good quality end products with improved yield. The history of process monitoring fault detection (PMFD) strategies can be traced back to 1930s. Thereafter various tools, techniques and approaches were developed along with their application in diversified fields. The purpose of this paper is to make a review to categorize, describe and compare the various PMFD strategies.

Taxonomy was developed to categorize PMFD strategies. The basis for the categorization was the type of techniques being employed for devising the PMFD strategies. Further, PMFD strategies were discussed in detail along with emphasis on the areas of applications. Comparative evaluations of the PMFD strategies based on some commonly identified issues were also carried out. A general framework common to all the PMFD has been presented. And lastly a discussion into future scope of research was carried out.

The techniques employed for PMFD are primarily of three types, namely data driven techniques such as statistical model based and artificial intelligent based techniques, priori knowledge based techniques, and hybrid models, with a huge dominance of the first type. The factors that should be considered in developing a PMFD strategy are ease in development, diagnostic ability, fault detection speed, robustness to noise, generalization capability, and handling of nonlinearity. The review reveals that there is no single strategy that can address all aspects related to process monitoring and fault detection efficiently and there is a need to mesh the different techniques from various PMFD strategies to devise a more efficient PMFD strategy.

The review documents the existing strategies for PMFD with an emphasis on finding out the nature of the strategies, data requirements, model building steps, applicability and scope for amalgamation. The review helps future researchers and practitioners to choose appropriate techniques for PMFD studies for a given situation. Further, future researchers will get a comprehensive but precise report on PMFD strategies available in the literature to date.

The review starts with identifying key indicators of PMFD for review and taxonomy was proposed. An analysis was conducted to identify the pattern of published articles on PMFD followed by evolution of PMFD strategies. Finally, a general framework is given for PMFD strategies for future researchers and practitioners.

The purpose of this paper is to provide a review of the issues related to cluster analysis, one of the most important and primitive activities of human beings, and of the advances made in recent years.

The paper investigates the clustering algorithms rooted in machine learning, computer science, statistics, and computational intelligence.

The paper reviews the basic issues of cluster analysis and discusses the recent advances of clustering algorithms in scalability, robustness, visualization, irregular cluster shape detection, and so on.

The paper presents a comprehensive and systematic survey of cluster analysis and emphasizes its recent efforts in order to meet the challenges caused by the glut of complicated data from a wide variety of communities.

Estimation of (in)efficiency became a popular practice that witnessed applications in virtually any sector of the economy over the last few decades. Many different models were deployed for such endeavors, with Stochastic Frontier Analysis (SFA) models dominating the econometric literature. Among the most popular variants of SFA are Aigner, Lovell, and Schmidt (1977), which launched the literature, and Kumbhakar, Ghosh, and McGuckin (1991), which pioneered the branch taking account of the (in)efficiency term via the so-called environmental variables or determinants of inefficiency. Focusing on these two prominent approaches in SFA, the goal of this chapter is to try to understand the production inefficiency of public hospitals in Queensland. While doing so, a recognized yet often overlooked phenomenon emerges where possible dramatic differences (and consequently very different policy implications) can be derived from different models, even within one paradigm of SFA models. This emphasizes the importance of exploring many alternative models, and scrutinizing their assumptions, before drawing policy implications, especially when such implications may substantially affect people’s lives, as is the case in the hospital sector.

The purpose of this paper is to discover the most important genes generated by the gene expression arrays, responsible for the recognition of particular types of cancer.

The paper presents the analysis of different techniques of gene selection, including correlation, statistical hypothesis, clusterization and linear support vector machine (SVM).

The correctness of the gene selection is proved by mapping the distribution of selected genes on the two‐coordinate system formed by two most important principal components of the PCA transformation. Final confirmation of this approach are the classification results of recognition of several types of cancer, performed using Gaussian kernel SVM.

The results of selection of the most significant genes used for the SVM recognition of seven types of cancer have confirmed good accuracy of results. The presented methodology is of potential use in practical application in bioinformatics.

This work studies automated user classification on Twitter in the public health domain, a task that is essential to many public health-related research works on social media but has not been addressed. The purpose of this paper is to obtain empirical knowledge on how to optimise the classifier performance on this task.

A sample of 3,100 Twitter users who tweeted about different health conditions were manually coded into six most common stakeholders. The authors propose new, simple features extracted from the short Twitter profiles of these users, and compare a large set of classification models (including state-of-the-art) that use more complex features and with different algorithms on this data set.

The authors show that user classification in the public health domain is a very challenging task, as the best result the authors can obtain on this data set is only 59 per cent in terms of F1 score. Compared to state-of-the-art, the methods can obtain significantly better (10 percentage points in F1 on a “best-against-best” basis) results when using only a small set of 40 features extracted from the short Twitter user profile texts.

The work is the first to study the different types of users that engage in health-related communication on social media, applicable to a broad range of health conditions rather than specific ones studied in the previous work. The methods are implemented as open source tools, and together with data, are the first of this kind. The authors believe these will encourage future research to further improve this important task.

Prediction is a critical task in targeted online advertising, where predictions better than random guessing can translate to real economic return. This study aims to use machine learning (ML) methods to identify individuals who respond well to certain linguistic styles/persuasion techniques based on Aristotle’s means of persuasion, rhetorical devices, cognitive theories and Cialdini’s principles, given their psychometric profile.

A total of 1,022 individuals took part in the survey; participants were asked to fill out the ten item personality measure questionnaire to capture personality traits and the dysfunctional attitude scale (DAS) to measure dysfunctional beliefs and cognitive vulnerabilities. ML classification models using participant profiling information as input were developed to predict the extent to which an individual was influenced by statements that contained different linguistic styles/persuasion techniques. Several ML algorithms were used including support vector machine, LightGBM and Auto-Sklearn to predict the effect of each technique given each individual’s profile (personality, belief system and demographic data).

The findings highlight the importance of incorporating emotion-based variables as model input in predicting the influence of textual statements with embedded persuasion techniques. Across all investigated models, the influence effect could be predicted with an accuracy ranging 53%–70%, indicating the importance of testing multiple ML algorithms in the development of a persuasive communication (PC) system. The classification ability of models was highest when predicting the response to statements using rhetorical devices and flattery persuasion techniques. Contrastingly, techniques such as authority or social proof were less predictable. Adding DAS scale features improved model performance, suggesting they may be important in modelling persuasion.

In this study, the survey was limited to English-speaking countries and largely Western society values. More work is needed to ascertain the efficacy of models for other populations, cultures and languages. Most PC efforts are targeted at groups such as users, clients, shoppers and voters with this study in the communication context of education – further research is required to explore the capability of predictive ML models in other contexts. Finally, long self-reported psychological questionnaires may not be suitable for real-world deployment and could be subject to bias, thus a simpler method needs to be devised to gather user profile data such as using a subset of the most predictive features.

The findings of this study indicate that leveraging richer profiling data in conjunction with ML approaches may assist in the development of enhanced persuasive systems. There are many applications such as online apps, digital advertising, recommendation systems, chatbots and e-commerce platforms which can benefit from integrating persuasion communication systems that tailor messaging to the individual – potentially translating into higher economic returns.

This study integrates sets of features that have heretofore not been used together in developing ML-based predictive models of PC. DAS scale data, which relate to dysfunctional beliefs and cognitive vulnerabilities, were assessed for their importance in identifying effective persuasion techniques. Additionally, the work compares a range of persuasion techniques that thus far have only been studied separately. This study also demonstrates the application of various ML methods in predicting the influence of linguistic styles/persuasion techniques within textual statements and show that a robust methodology comparing a range of ML algorithms is important in the discovery of a performant model.

Diagnosing pain in neonates is difficult but critical. Although approximately thirty manual pain instruments have been developed for neonatal pain diagnosis, most are complex, multifactorial, and geared toward research. The goals of this work are twofold: 1) to develop a new video dataset for automatic neonatal pain detection called iCOPEvid (infant Classification Of Pain Expressions videos), and 2) to present a classification system that sets a challenging comparison performance on this dataset. The iCOPEvid dataset contains 234 videos of 49 neonates experiencing a set of noxious stimuli, a period of rest, and an acute pain stimulus. From these videos 20 s segments are extracted and grouped into two classes: pain (49) and nopain (185), with the nopain video segments handpicked to produce a highly challenging dataset. An ensemble of twelve global and local descriptors with a Bag-of-Features approach is utilized to improve the performance of some new descriptors based on Gaussian of Local Descriptors (GOLD). The basic classifier used in the ensembles is the Support Vector Machine, and decisions are combined by sum rule. These results are compared with standard methods, some deep learning approaches, and 185 human assessments. Our best machine learning methods are shown to outperform the human judges.

Decision-making in human beings is affected by emotions and sentiments. The affective computing takes this into account, intending to tailor decision support to the emotional states of people. However, the representation and classification of emotions is a very challenging task. The study used customized methods of deep learning models to aid in the accurate classification of emotions and sentiments.

The present study presents affective computing model using both text and image data. The text-based affective computing was conducted on four standard datasets using three deep learning customized models, namely LSTM, GRU and CNN. The study used four variants of deep learning including the LSTM model, LSTM model with GloVe embeddings, Bi-directional LSTM model and LSTM model with attention layer.

The result suggests that the proposed method outperforms the earlier methods. For image-based affective computing, the data was extracted from Instagram, and Facial emotion recognition was carried out using three deep learning models, namely CNN, transfer learning with VGG-19 model and transfer learning with ResNet-18 model. The results suggest that the proposed methods for both text and image can be used for affective computing and aid in decision-making.

The study used deep learning for affective computing. Earlier studies have used machine learning algorithms for affective computing. However, the present study uses deep learning for affective computing.