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Swedish Stock and Index Price Prediction Using Machine LearningWik, Henrik January 2023 (has links)
Machine learning is an area of computer science that only grows as time goes on, and there are applications in areas such as finance, biology, and computer vision. Some common applications are stock price prediction, data analysis of DNA expressions, and optical character recognition. This thesis uses machine learning techniques to predict prices for different stocks and indices on the Swedish stock market. These techniques are then compared to see which performs best and why. To accomplish this, we used some of the most popular models with sets of historical stock and index data. Our best-performing models are linear regression and neural networks, this is because they are the best at handling the big spikes in price action that occur in certain cases. However, all models are affected by overfitting, indicating that feature selection and hyperparameter optimization could be improved.
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Real-Time Automatic Price Prediction for eBay Online TradingRaykhel, Ilya Igorevitch 30 November 2008 (has links) (PDF)
While Machine Learning is one of the most popular research areas in Computer Science, there are still only a few deployed applications intended for use by the general public. We have developed an exemplary application that can be directly applied to eBay trading. Our system predicts how much an item would sell for on eBay based on that item's attributes. We ran our experiments on the eBay laptop category, with prior trades used as training data. The system implements a feature-weighted k-Nearest Neighbor algorithm, using genetic algorithms to determine feature weights. Our results demonstrate an average prediction error of 16%; we have also shown that this application greatly reduces the time a reseller would need to spend on trading activities, since the bulk of market research is now done automatically with the help of the learned model.
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Assessing Machine Learning Algorithms to Develop Station-based Forecasting Models for Public Transport : Case Study of Bus Network in StockholmMovaghar, Mahsa January 2022 (has links)
Public transport is essential for both residents and city planners because of its environmentally and economically beneficial characteristics. During the past decade climatechange, coupled with fuel and energy crises have attracted significant attention toward public transportation. Increasing the demand for public transport on the one hand and its complexity on the other hand have made the optimum network design quite challenging for city planners. The ridership is affected by numerous variables and features like space and time. These fluctuations, coupled with inherent uncertaintiesdue to different travel behaviors, make this procedure challenging. Any demand and supply mismatching can result in great user dissatisfaction and waste of energy on the horizon. During the past years, due to recent technologies in recording and storing data and advances in data analysis techniques, finding patterns, and predicting ridership based on historical data have improved significantly. This study aims to develop forecasting models by regressing boardings toward population, time of day, month, and station. Using the available boarding dataset for blue bus line number 4 in Stockholm, Sweden, seven different machine learning algorithms were assessed for prediction: Multiple Linear Regression, Decision Tree, Random Forest, Bayesian Ridge Regression, Neural Networks, Support Vector Machines, K-Nearest Neighbors. The models were trained and tested on the dataset from 2012 to 2019, before the start of the pandemic. The best model, KNN, with an average R-squared of 0.65 in 10-fold cross-validation was accepted as the best model. This model is then used to predict reduced ridership during the pandemic in 2020 and 2021. The results showed a reduction of 48.93% in 2020 and 82.24% in 2021 for the studied bus line.
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Comparison of Recommendation Systems for Auto-scaling in the Cloud EnvironmentBoyapati, Sai Nikhil January 2023 (has links)
Background: Cloud computing’s rapid growth has highlighted the need for efficientresource allocation. While cloud platforms offer scalability and cost-effectiveness for a variety of applications, managing resources to match dynamic workloads remains a challenge. Auto-scaling, the dynamic allocation of resources in response to real-time demand and performance metrics, has emerged as a solution. Traditional rule-based methods struggle with the increasing complexity of cloud applications. Machine Learning models offer promising accuracy by learning from performance metrics and adapting resource allocations accordingly. Objectives: This thesis addresses the topic of cloud environments auto-scaling recommendations emphasizing the integration of Machine Learning models and significant application metrics. Its primary objectives are determining the critical metrics for accurate recommendations and evaluating the best recommendation techniques for auto-scaling. Methods: The study initially identifies the crucial metrics—like CPU usage and memory consumption that have a substantial impact on auto-scaling selections through thorough experimentation and analysis. Machine Learning(ML) techniques are selected based on literature review, and then further evaluated through thorough experimentation and analysis. These findings establish a foundation for the subsequent evaluation of ML techniques for auto-scaling recommendations. Results: The performance of Random Forests (RF), K-Nearest Neighbors (KNN), and Support Vector Machines (SVM) are investigated in this research. The results show that RF have higher accuracy, precision, and recall which is consistent with the significance of the metrics which are identified earlier. Conclusions: This thesis enhances the understanding of auto-scaling recommendations by combining the findings from metric importance and recommendation technique performance. The findings show the complex interactions between metrics and recommendation methods, establishing the way for the development of adaptive auto-scaling systems that improve resource efficiency and application functionality.
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Evaluation of Three Machine Learning Algorithms for the Automatic Classification of EMG Patterns in Gait DisordersFricke, Christopher, Alizadeh, Jalal, Zakhary, Nahrin, Woost, Timo B., Bogdan, Martin, Classen, Joseph 27 March 2023 (has links)
Gait disorders are common in neurodegenerative diseases and distinguishing between
seemingly similar kinematic patterns associated with different pathological entities is a
challenge even for the experienced clinician. Ultimately, muscle activity underlies the
generation of kinematic patterns. Therefore, one possible way to address this problem
may be to differentiate gait disorders by analyzing intrinsic features of muscle activations
patterns. Here, we examined whether it is possible to differentiate electromyography
(EMG) gait patterns of healthy subjects and patients with different gait disorders using
machine learning techniques. Nineteen healthy volunteers (9 male, 10 female, age 28.2
± 6.2 years) and 18 patients with gait disorders (10 male, 8 female, age 66.2 ± 14.7
years) resulting from different neurological diseases walked down a hallway 10 times at
a convenient pace while their muscle activity was recorded via surface EMG electrodes
attached to 5 muscles of each leg (10 channels in total). Gait disorders were classified
as predominantly hypokinetic (n = 12) or ataxic (n = 6) gait by two experienced raters
based on video recordings. Three different classification methods (Convolutional Neural
Network—CNN, Support Vector Machine—SVM, K-Nearest Neighbors—KNN) were
used to automatically classify EMG patterns according to the underlying gait disorder
and differentiate patients and healthy participants. Using a leave-one-out approach for
training and evaluating the classifiers, the automatic classification of normal and abnormal
EMG patterns during gait (2 classes: “healthy” and “patient”) was possible with a high
degree of accuracy using CNN (accuracy 91.9%), but not SVM (accuracy 67.6%) or
KNN (accuracy 48.7%). For classification of hypokinetic vs. ataxic vs. normal gait (3
classes) best results were again obtained for CNN (accuracy 83.8%) while SVM and
KNN performed worse (accuracy SVM 51.4%, KNN 32.4%). These results suggest that
machine learning methods are useful for distinguishing individuals with gait disorders
from healthy controls and may help classification with respect to the underlying disorder
even when classifiers are trained on comparably small cohorts. In our study, CNN
achieved higher accuracy than SVM and KNN and may constitute a promising method
for further investigation.
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Simulating ADS-B vulnerabilities by imitating aircrafts : Using an air traffic management simulator / Simulering av ADS-B sårbarheter genom imitering av flygplan : Med hjälp av en flyglednings simulatorBoström, Axel, Börjesson, Oliver January 2022 (has links)
Air traffic communication is one of the most vital systems for air traffic management controllers. It is used every day to allow millions of people to travel safely and efficiently across the globe. But many of the systems considered industry-standard are used without any sort of encryption and authentication meaning that they are vulnerable to different wireless attacks. In this thesis vulnerabilities within an air traffic management system called ADS-B will be investigated. The structure and theory behind this system will be described as well as the reasons why ADS-B is unencrypted. Two attacks will then be implemented and performed in an open-source air traffic management simulator called openScope. ADS-B data from these attacks will be gathered and combined with actual ADS-B data from genuine aircrafts. The collected data will be cleaned and used for machine learning purposes where three different algorithms will be applied to detect attacks. Based on our findings, where two out of the three machine learning algorithms used were able to detect 99.99% of the attacks, we propose that machine learning algorithms should be used to improve ADS-B security. We also think that educating air traffic controllers on how to detect and handle attacks is an important part of the future of air traffic management.
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Klassificering av refuger baserat på spatiala vektorpolygoner i vägnät : En fallstudie om utmaningar och lösningar till att klassificera företeelser till det norska vägnätet / Classifying traffic islands based on spatial vector polygons in a road network : A case study on challenges and solutions when classifying features to the Norwegian road networkAndersson, Jens, Berg, Marcus January 2022 (has links)
Geografiska informationssystems användning blir allt viktigare i dagens samhälle där spatiala data kan lagras, hämtas, analyseras och visualiseras. Genom att sammanställa spatiala data kan en bild av verkligheten abstraheras. Detaljerad information om vägnat och företeelser (refuger, bullerplank, skyltar etcetera) för analys leder till ett effektivare drift- och underhållsarbete. Vilket i sin tur ger en ökad framkomlighet för trafikanter. Teknikföretaget Triona har en kartapplikation där utmaningar har uppstått gällande algoritmisk knytning av inmätta refuger (benämnd Norge-datasamlingen) till det norska vägnatet. En refug ar en upphöjning i gatan som avgränsar körfalt och påminner om en trottoar i utseendet. Denna fallstudie behandlade ett delproblem där klassificering av refuger skulle kunna underlätta knytningen och förutsättningarna for analys. Syftet med studien kan sammanfattas till att presentera förslag på metoder for att klassificera refugerna med övervakad maskininlärning. Med algoritmerna K-nearest neighbors (KNN) och Decision tree studerades möjligheten att automatiskt klassificera refugerna. En refug bestod av en vektorpolygon vilket är en lista med koordinater. Polygonens hörn bestod av koordinatparen latitud och longitud. Norge-datasamlingen var inte i forväg kategoriserad till sina elva typer och kunde därfor inte anvandas. En datasamling med 2157 refuger med sju typer från Portland, USA tillämpades i stället. De spatiala vektorpolygonerna transformerades med Elliptical Fourier Descriptors (EFD). Maskinlärningsmodellerna tränades på att klassificera refugerna baserat på matematiska approximationer av dess konturer från EFD. Slutsatser kunde dras genom att refugtypernas konturer analyserades och prestationer observerades. Prestationer utvärderades utifrån traffsäkerhet med kompletterande mätvarden som precision och återkallelse på Portland-datasamlingen. Traffsäkerhet är andelen rätta klassificeringar av refugerna. KNN uppnådde 64 % och Decisiontree 69 % traffsäkerhet. Då båda datasamlingarna var verkliga exempel på refuger i vägnat kunde ett antagande göras att det inte skulle bli en mycket högre traffsäkerhet om studiens metod appliceras på Norge-datasamlingen. Modellernas prestationer bedömdes därmed inte vara tillrackligt bra for en rekommendation. / Geographical information systems are becoming increasingly important in today´s society where spatial data can be stored, collected, analysed, and visualized. By compiling spatial data reality can be abstracted. Detailed information on road networks and objects (traffic islands, noise barriers, signs, etcetera) for analysis leads to more efficient operation and maintenance work. Which in turn provides increased accessibility for road users. The technology company Triona has a map application where algorithmic connection of traffic islands (Norway-dataset) to the Norwegian road network has been challenging. A traffic island is an elevation in the street that delimits lanes and is reminiscent of a sidewalk in appearance. This case study addressed a sub-problem where classification of traffic islands could facilitate the connection and prerequisites for analysis. The aim was to present methods that could classify the traffic islands with supervised machine learning. With the algorithms K-nearest neighbors (KNN) and Decision tree, the possibility of automatically classifying the traffic islands was studied. A traffic island consisted of a vector polygon which is a list storing its corners (latitude and longitude). The Norway-dataset was not previously labelled into its eleven types. A data collection of 2157 refuges with seven types from Portland, USA was therefore applied instead. The traffic islands were transformed with Elliptical Fourier Descriptors which extracted an approximation of its contours to train the machine learning models on. Conclusions could be drawn by analysing the contours and observing performance. Performance was evaluated based on accuracy with precision and recall on the Port-land-dataset. Accuracy is the proportion of correct classifications. KNN achieved 64% and Decision Tree 69% accuracy. As both datasets contained real traffic islands in road networks, an assumption could be made that the accuracy would not be much higher if applied on the Norway-dataset. The result was not considered sufficient for a recommendation.
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Homotropic and Heterotropic Allostery in Homo-Oligomeric Proteins with a Statistical Thermodynamic FlavorLi, Weicheng 15 September 2022 (has links)
No description available.
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Real-Time Estimation of Traffic Stream Density using Connected Vehicle DataAljamal, Mohammad Abdulraheem 02 October 2020 (has links)
The macroscopic measure of traffic stream density is crucial in advanced traffic management systems. However, measuring the traffic stream density in the field is difficult since it is a spatial measurement. In this dissertation, several estimation approaches are developed to estimate the traffic stream density on signalized approaches using connected vehicle (CV) data. First, the dissertation introduces a novel variable estimation interval that allows for higher estimation precision, as the updating time interval always contains a fixed number of CVs. After that, the dissertation develops model-driven approaches, such as a linear Kalman filter (KF), a linear adaptive KF (AKF), and a nonlinear Particle filter (PF), to estimate the traffic stream density using CV data only. The proposed model-driven approaches are evaluated using empirical and simulated data, the former of which were collected along a signalized approach in downtown Blacksburg, VA. Results indicate that density estimates produced by the linear KF approach are the most accurate. A sensitivity of the estimation approaches to various factors including the level of market penetration (LMP) of CVs, the initial conditions, the number of particles in the PF approach, traffic demand levels, traffic signal control methods, and vehicle length is presented. Results show that the accuracy of the density estimate increases as the LMP increases. The KF is the least sensitive to the initial traffic density estimate, while the PF is the most sensitive to the initial traffic density estimate. The results also demonstrate that the proposed estimation approaches work better at higher demand levels given that more CVs exist for the same LMP scenario. For traffic signal control methods, the results demonstrate a higher estimation accuracy for fixed traffic signal timings at low traffic demand levels, while the estimation accuracy is better when the adaptive phase split optimizer is activated for high traffic demand levels. The dissertation also investigates the sensitivity of the KF estimation approach to vehicle length, demonstrating that the presence of longer vehicles (e.g. trucks) in the traffic link reduces the estimation accuracy. Data-driven approaches are also developed to estimate the traffic stream density, such as an artificial neural network (ANN), a k-nearest neighbor (k-NN), and a random forest (RF). The data-driven approaches also utilize solely CV data. Results demonstrate that the ANN approach outperforms the k-NN and RF approaches. Lastly, the dissertation compares the performance of the model-driven and the data-driven approaches, showing that the ANN approach produces the most accurate estimates. However, taking into consideration the computational time needed to train the ANN approach, the large amount of data needed, and the uncertainty in the performance when new traffic behaviors are observed (e.g., incidents), the use of the linear KF approach is highly recommended in the application of traffic density estimation due to its simplicity and applicability in the field. / Doctor of Philosophy / Estimating the number of vehicles (vehicle counts) on a road segment is crucial in advanced traffic management systems. However, measuring the number of vehicles on a road segment in the field is difficult because of the need for installing multiple detection sensors in that road segment. In this dissertation, several estimation approaches are developed to estimate the number of vehicles on signalized roadways using connected vehicle (CV) data. The CV is defined as the vehicle that can share its instantaneous location every time t. The dissertation develops model-driven approaches, such as a linear Kalman filter (KF), a linear adaptive KF (AKF), and a nonlinear Particle filter (PF), to estimate the number of vehicles using CV data only. The proposed model-driven approaches are evaluated using real and simulated data, the former of which were collected along a signalized roadway in downtown Blacksburg, VA. Results indicate that the number of vehicles produced by the linear KF approach is the most accurate. The results also show that the KF approach is the least sensitive approach to the initial conditions. Machine learning approaches are also developed to estimate the number of vehicles, such as an artificial neural network (ANN), a k-nearest neighbor (k-NN), and a random forest (RF). The machine learning approaches also use CV data only. Results demonstrate that the ANN approach outperforms the k-NN and RF approaches. Finally, the dissertation compares the performance of the model-driven and the machine learning approaches, showing that the ANN approach produces the most accurate estimates. However, taking into consideration the computational time needed to train the ANN approach, the huge amount of data needed, and the uncertainty in the performance when new traffic behaviors are observed (e.g., incidents), the use of the KF approach is highly recommended in the application of vehicle count estimation due to its simplicity and applicability in the field.
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MIMO block-fading channels with mismatched CSIAsyhari, A.Taufiq, Guillen i Fabregas, A. 23 August 2014 (has links)
Yes / We study transmission over multiple-input multiple-output (MIMO) block-fading channels with
imperfect channel state information (CSI) at both the transmitter and receiver. Specifically, based on
mismatched decoding theory for a fixed channel realization, we investigate the largest achievable rates
with independent and identically distributed inputs and a nearest neighbor decoder. We then study the
corresponding information outage probability in the high signal-to-noise ratio (SNR) regime and analyze
the interplay between estimation error variances at the transmitter and at the receiver to determine
the optimal outage exponent, defined as the high-SNR slope of the outage probability plotted in a
logarithmic-logarithmic scale against the SNR. We demonstrate that despite operating with imperfect
CSI, power adaptation can offer substantial gains in terms of outage exponent. / A. T. Asyhari was supported in part by the Yousef Jameel Scholarship, University of Cambridge, Cambridge, U.K., and the National Science Council of Taiwan under grant NSC 102-2218-E-009-001. A. Guillén i Fàbregas was supported in part by the European Research Council under ERC grant agreement 259663 and the Spanish Ministry of Economy and Competitiveness under grant TEC2012-38800-C03-03.
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