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time-series-prediction
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Optimization of Support Vector Regression Parameters Using Firefly Algorithm
, M.Sc. Thesis Sharif University of Technology ; Mahdavi-Amiri, Nezameddin (Supervisor)
Abstract
Support vector regression (SVR) in the field of machine learning attracted much attention because of its attractive features and high efficiency for high-dimensional and nonlinear data. Although support vector regression has shown to be very effective for prediction problems, it is necessary to adjust the parameters contained therein to obtain the desired output with error rates. In the past, this was done manually, by trial and error. Over time and by development of optimization algorithms, one of the newest methods to solve such problems is the meta-heuristic optimization algorithms. Therefore, in this thesis, we use the firefly optimization algorithm, which is a population-based...
Real Time Trend Forecasting of Noisy Signal Using Deep Recurrent LSTM Network
, M.Sc. Thesis Sharif University of Technology ; Vosoughi Vahdat, Bijan (Supervisor)
Abstract
Artificial neural networks are mathematical models inspired by the nervous system and brain. The types and applications of these networks are very widespread nowadays, and it seems that they can be used to track the signals well and estimate the data of the next. In this research, we try to present a model that can predict the future of the trend of noisy signals that have unpredictable behavior, or in other words, chaotic signals. Such research is also widely used in the medical sciences, including the diagnosis of epileptic seizures or heart attacks. In this research, a study with high volatility financial data has been done as an example on this issue and the proposed model tries to be...
A biologically plausible learning method for neurorobotic systems
, Article 2009 4th International IEEE/EMBS Conference on Neural Engineering, NER '09, Antalya, 29 April 2009 through 2 May 2009 ; 2009 , Pages 128-131 ; 9781424420735 (ISBN) ; Vosoughi Vahdat, B ; National Institutes of Health, NIH; National Institute of Neurological Disorders and Stroke, NINDS; National Science Foundation, NSF ; Sharif University of Technology
2009
Abstract
This paper introduces an incremental local learning algorithm inspired by learning in neurobiological systems. This algorithm has no training phase and learns the world during operation, in a lifetime manner. It is a semi-supervised algorithm which combines soft competitive learning in input space and linear regression with recursive update in output space. This method is also robust to negative interference and compromises bias-variance dilemma. These qualities make the learning method a good nonlinear function approximator having possible applications in neuro-robotic systems. Some simulations illustrate the effectiveness of the proposed algorithm in function approximation, time-series...
Network-based direction of movement prediction in financial markets
, Article Engineering Applications of Artificial Intelligence ; Volume 88 , February , 2020 ; Haratizadeh, S ; Shouraki, S. B ; Sharif University of Technology
Elsevier Ltd
2020
Abstract
Market prediction has been an important research problem for decades. Having better predictive models that are both more accurate and faster has been attractive for both researchers and traders. Among many approaches, semi-supervised graph-based prediction has been used as a solution in recent researches. Based on this approach, we present two prediction models. In the first model, a new network structure is introduced that can capture more information about markets’ direction of movements compared to the previous state of the art methods. Based on this novel network, a new algorithm for semi-supervised label propagation is designed that is able to prediction the direction of movement faster...
Spatial-temporal Variation of Urmia Lake Basin Using Artificial Intelligence Algorithms
, M.Sc. Thesis Sharif University of Technology ; Torkian, Ayoub (Supervisor)
Abstract
Water shortages resulting from macro-environmental climate changes as well as local inefficient agricultural practices and dam constructions activities have resulted in the gradual reduction of water level in Urmia Lake, located in the northwest of Iran. As such, restoration efforts were initiated to prevent further adverse impacts exacerbating the conditions and creating secondary problems such as regional salt dust generation and dispersion, resulting in health issues for the greater area population in the neighboring vicinities. The utilization of advanced forecast modeling based on deep learning algorithms can assist the authorities to manage better multi-dimensional issues affecting the...
Time series forecasting of bitcoin price based on autoregressive integrated moving average and machine learning approaches
, Article International Journal of Engineering, Transactions A: Basics ; Volume 33, Issue 7 , 2020 , Pages 1293-1303 ; Seifi, F ; Azizi, M. J ; Sharif University of Technology
Materials and Energy Research Center
2020
Abstract
Bitcoin as the current leader in cryptocurrencies is a new asset class receiving significant attention in the financial and investment community and presents an interesting time series prediction problem. In this paper, some forecasting models based on classical like ARIMA and machine learning approaches including Kriging, Artificial Neural Network (ANN), Bayesian method, Support Vector Machine (SVM) and Random Forest (RF) are proposed and analyzed for modelling and forecasting the Bitcoin price. While some of the proposed models are univariate, the other models are multivariate and as a result, the maximum, minimum and the opening daily price of Bitcoin are also used in these models. The...
Comparative study of application of different supervised learning methods in forecasting future states of NPPs operating parameters
, Article Annals of Nuclear Energy ; Volume 132 , 2019 , Pages 87-99 ; 03064549 (ISSN) ; Sharif University of Technology
Elsevier Ltd
2019
Abstract
In this paper, some important operating parameters of nuclear power plants (NPPs) transients are forecasted using different supervised learning methods including feed-forward back propagation (FFBP) neural networks such as cascade feed-forward neural network (CFFNN), statistical methods such as support vector regression (SVR), and localized networks such as radial basis network (RBN). Different learning algorithms, including gradient descent (GD), gradient descent with momentum (GDM), scaled conjugate gradient (SCG), Levenberg-Marquardt (LM), and Bayesian regularization (BR) are used in CFFNN method. SVR method is used with different kernel functions including Gaussian, polynomial, and...