Computational Intelligence Prediction Model Integrating Empirical Mode Decomposition,Principal Component Analysis,and Weighted k-Nearest Neighbor

On the basis of machine leaning,suitable algorithms can make advanced time series analysis.This paper proposes a complex k-nearest neighbor(KNN)model for predicting financial time series.This model uses a complex feature extraction process integrating a forward rolling empirical mode decomposition(EMD)for financial time series signal analysis and principal component analysis(PCA)for the dimension reduction.The information-rich features are extracted then input to a weighted KNN classifier where the features are weighted with PCA loading.Finally,prediction is generated via regression on the selected nearest neighbors.The structure of the model as a whole is original.The test results on real historical data sets confirm the effectiveness of the models for predicting the Chinese stock index,an individual stock,and the EUR/USD exchange rate.

FEW-NNN: A Fuzzy Entropy Weighted Natural Nearest Neighbor Method for Flow-Based Network Traffic Attack Detection

Attacks such as APT usually hide communication data in massive legitimate network traffic, and mining structurally complex and latent relationships among flow-based network traffic to detect attacks has become the focus of many initiatives. Effectively analyzing massive network security data with high dimensions for suspicious flow diagnosis is a huge challenge. In addition, the uneven distribution of network traffic does not fully reflect the differences of class sample features, resulting in the low accuracy of attack detection. To solve these problems, a novel approach called the fuzzy entropy weighted natural nearest neighbor(FEW-NNN) method is proposed to enhance the accuracy and efficiency of flowbased network traffic attack detection. First, the FEW-NNN method uses the Fisher score and deep graph feature learning algorithm to remove unimportant features and reduce the data dimension. Then, according to the proposed natural nearest neighbor searching algorithm(NNN_Searching), the density of data points, each class center and the smallest enclosing sphere radius are determined correspondingly. Finally, a fuzzy entropy weighted KNN classification method based on affinity is proposed, which mainly includes the following three steps: 1、 the feature weights of samples are calculated based on fuzzy entropy values, 2、 the fuzzy memberships of samples are determined based on affinity among samples, and 3、 K-neighbors are selected according to the class-conditional weighted Euclidean distance, the fuzzy membership value of the testing sample is calculated based on the membership of k-neighbors, and then all testing samples are classified according to the fuzzy membership value of the samples belonging to each class;that is, the attack type is determined. The method has been applied to the problem of attack detection and validated based on the famous KDD99 and CICIDS-2017 datasets. From the experimental results shown in this paper, it is observed that the FEW-NNN method improves the accuracy and efficiency of flow-based network traffic attack detection.

基于不规则区域划分方法的k-Nearest Neighbor查询算法

随着越来越多的数据累积,对数据处理能力和分析能力的要求也越来越高.传统k-Nearest Neighbor(k NN)查询算法由于其容易导致计算负载整体不均衡的规则区域划分方法及其单个进程或单台计算机运行环境的较低数据处理能力.本文提出并详细介绍了一种基于不规则区域划分方法的改进型k NN查询算法,并利用对大规模数据集进行分布式并行计算的模型Map Reduce对该算法加以实现.实验结果与分析表明,Map Reduce框架下基于不规则区域划分方法的k NN查询算法可以获得较高的数据处理效率,并可以较好的支持大数据环境下数据的高效查询.

Mapping aboveground biomass by integrating geospatial and forest inventory data through a k-nearest neighbor strategy in North Central Mexico

As climate change negotiations progress,monitoring biomass and carbon stocks is becoming an important part of the current forest research.Therefore,national governments are interested in developing forest-monitoring strategies using geospatial technology.Among statistical methods for mapping biomass,there is a nonparametric approach called k-nearest neighbor(kNN).We compared four variations of distance metrics of the kNN for the spatially-explicit estimation of aboveground biomass in a portion of the Mexican north border of the intertropical zone.Satellite derived,climatic,and topographic predictor variables were combined with the Mexican National Forest Inventory(NFI)data to accomplish the purpose.Performance of distance metrics applied into the kNN algorithm was evaluated using a cross validation leave-one-out technique.The results indicate that the Most Similar Neighbor(MSN)approach maximizes the correlation between predictor and response variables(r=0.9).Our results are in agreement with those reported in the literature.These findings confirm the predictive potential of the MSN approach for mapping forest variables at pixel level under the policy of Reducing Emission from Deforestation and Forest Degradation(REDD+).

Real-Time Spreading Thickness Monitoring of High-core Rockfill Dam Based on K-nearest Neighbor Algorithm

During the storehouse surface rolling construction of a core rockfilldam, the spreading thickness of dam face is an important factor that affects the construction quality of the dam storehouse' rolling surface and the overallquality of the entire dam. Currently, the method used to monitor and controlspreading thickness during the dam construction process is artificialsampling check after spreading, which makes it difficult to monitor the entire dam storehouse surface. In this paper, we present an in-depth study based on real-time monitoring and controltheory of storehouse surface rolling construction and obtain the rolling compaction thickness by analyzing the construction track of the rolling machine. Comparatively, the traditionalmethod can only analyze the rolling thickness of the dam storehouse surface after it has been compacted and cannot determine the thickness of the dam storehouse surface in realtime. To solve these problems, our system monitors the construction progress of the leveling machine and employs a real-time spreading thickness monitoring modelbased on the K-nearest neighbor algorithm. Taking the LHK core rockfilldam in Southwest China as an example, we performed real-time monitoring for the spreading thickness and conducted real-time interactive queries regarding the spreading thickness. This approach provides a new method for controlling the spreading thickness of the core rockfilldam storehouse surface.

A KNN-based two-step fuzzy clustering weighted algorithm for WLAN indoor positioning

Although k-nearest neighbors （KNN） is a popular fingerprint match algorithm for its simplicity and accuracy, because it is sensitive to the circumstances, a fuzzy c-means （FCM） clustering algorithm is applied to improve it. Thus, a KNN-based two-step FCM weighted （KTFW） algorithm for indoor positioning in wireless local area networks （WLAN） is presented in this paper. In KTFW algorithm, k reference points （RPs） chosen by KNN are clustered through FCM based on received signal strength （RSS） and location coordinates. The right clusters are chosen according to rules, so three sets of RPs are formed including the set of k RPs chosen by KNN and are given different weights. RPs supposed to have better contribution to positioning accuracy are given larger weights to improve the positioning accuracy. Simulation results indicate that KTFW generally outperforms KNN and its complexity is greatly reduced through providing initial clustering centers for FCM.

Pruned fuzzy K-nearest neighbor classifier for beat classification

Arrhythmia beat classification is an active area of research in ECG based clinical decision support systems. In this paper, Pruned Fuzzy K-nearest neighbor (PFKNN) classifier is proposed to classify six types of beats present in the MIT-BIH Arrhythmia database. We have tested our classifier on ~ 103100 beats for six beat types present in the database. Fuzzy KNN (FKNN) can be implemented very easily but large number of training examples used for classification can be very time consuming and requires large storage space. Hence, we have proposed a time efficient Arif-Fayyaz pruning algorithm especially suitable for FKNN which can maintain good classification accuracy with appropriate retained ratio of training data. By using Arif-Fayyaz pruning algorithm with Fuzzy KNN, we have achieved a beat classification accuracy of 97% and geometric mean of sensitivity of 94.5% with only 19% of the total training examples. The accuracy and sensitivity is comparable to FKNN when all the training data is used. Principal Component Analysis is used to further reduce the dimension of feature space from eleven to six without compromising the accuracy and sensitivity. PFKNN was found to robust against noise present in the ECG data.

A Short-Term Traffic Flow Forecasting Method Based on a Three-Layer K-Nearest Neighbor Non-Parametric Regression Algorithm

Short-term traffic flow is one of the core technologies to realize traffic flow guidance. In this article, in view of the characteristics that the traffic flow changes repeatedly, a short-term traffic flow forecasting method based on a three-layer K-nearest neighbor non-parametric regression algorithm is proposed. Specifically, two screening layers based on shape similarity were introduced in K-nearest neighbor non-parametric regression method, and the forecasting results were output using the weighted averaging on the reciprocal values of the shape similarity distances and the most-similar-point distance adjustment method. According to the experimental results, the proposed algorithm has improved the predictive ability of the traditional K-nearest neighbor non-parametric regression method, and greatly enhanced the accuracy and real-time performance of short-term traffic flow forecasting.

Active learning accelerated Monte-Carlo simulation based on the modified K-nearest neighbors algorithm and its application to reliability estimations

This paper proposes an active learning accelerated Monte-Carlo simulation method based on the modified K-nearest neighbors algorithm.The core idea of the proposed method is to judge whether or not the output of a random input point can be postulated through a classifier implemented through the modified K-nearest neighbors algorithm.Compared to other active learning methods resorting to experimental designs,the proposed method is characterized by employing Monte-Carlo simulation for sampling inputs and saving a large portion of the actual evaluations of outputs through an accurate classification,which is applicable for most structural reliability estimation problems.Moreover,the validity,efficiency,and accuracy of the proposed method are demonstrated numerically.In addition,the optimal value of K that maximizes the computational efficiency is studied.Finally,the proposed method is applied to the reliability estimation of the carbon fiber reinforced silicon carbide composite specimens subjected to random displacements,which further validates its practicability.

GHM-FKNN:a generalized Heronian mean based fuzzy k-nearest neighbor classifier for the stock trend prediction

Stock trend prediction is a challenging problem because it involves many variables.Aiming at the problem that some existing machine learning techniques, such as random forest(RF), probabilistic random forest(PRF), k-nearest neighbor(KNN), and fuzzy KNN(FKNN), have difficulty in accurately predicting the stock trend(uptrend or downtrend) for a given date, a generalized Heronian mean(GHM) based FKNN predictor named GHM-FKNN was proposed.GHM-FKNN combines GHM aggregation function with the ideas of the classical FKNN approach.After evaluation, the comparison results elucidated that GHM-FKNN outperformed the other best existing methods RF, PRF, KNN and FKNN on independent test datasets corresponding to three stocks, namely AAPL, AMZN and NFLX.Compared with RF, PRF, KNN and FKNN, GHM-FKNN achieved the best performance with accuracy of 62.37% for AAPL, 58.25% for AMZN, and 64.10% for NFLX.

Diagnosis of Disc Space Variation Fault Degree of Transformer Winding Based on K-Nearest Neighbor Algorithm

Winding is one of themost important components in power transformers.Ensuring the health state of the winding is of great importance to the stable operation of the power system.To efficiently and accurately diagnose the disc space variation(DSV)fault degree of transformer winding,this paper presents a diagnostic method of winding fault based on the K-Nearest Neighbor(KNN)algorithmand the frequency response analysis(FRA)method.First,a laboratory winding model is used,and DSV faults with four different degrees are achieved by changing disc space of the discs in the winding.Then,a series of FRA tests are conducted to obtain the FRA results and set up the FRA dataset.Second,ten different numerical indices are utilized to obtain features of FRA curves of faulted winding.Third,the 10-fold cross-validation method is employed to determine the optimal k-value of KNN.In addition,to improve the accuracy of the KNN model,a comparative analysis is made between the accuracy of the KNN algorithm and k-value under four distance functions.After getting the most appropriate distance metric and kvalue,the fault classificationmodel based on theKNN and FRA is constructed and it is used to classify the degrees of DSV faults.The identification accuracy rate of the proposed model is up to 98.30%.Finally,the performance of the model is presented by comparing with the support vector machine(SVM),SVM optimized by the particle swarmoptimization(PSO-SVM)method,and randomforest(RF).The results show that the diagnosis accuracy of the proposed model is the highest and the model can be used to accurately diagnose the DSV fault degrees of the winding.

Propagation Path Loss Models at 28 GHz Using K-Nearest Neighbor Algorithm

In this paper,we develop and apply K-Nearest Neighbor algorithm to propagation pathloss regression.The path loss models present the dependency of attenuation value on distance using machine learning algorithms based on the experimental data.The algorithm is performed by choosing k nearest points and training dataset to find the optimal k value.The proposed method is applied to impove and adjust pathloss model at 28 GHz in Keangnam area,Hanoi,Vietnam.The experiments in both line-of-sight and non-line-of-sight scenarios used many combinations of transmit and receive antennas at different transmit antenna heights and random locations of receive antenna have been carried out using Wireless Insite Software.The results have been compared with 3GPP and NYU Wireless Path Loss Models in order to verify the performance of the proposed approach.

Wireless Communication Signal Strength Prediction Method Based on the K-nearest Neighbor Algorithm

Existing interference protection systems lack automatic evaluation methods to provide scientific, objective and accurate assessment results. To address this issue, this paper develops a layout scheme by geometrically modeling the actual scene, so that the hand-held full-band spectrum analyzer would be able to collect signal field strength values for indoor complex scenes. An improved prediction algorithm based on the K-nearest neighbor non-parametric kernel regression was proposed to predict the signal field strengths for the whole plane before and after being shield. Then the highest accuracy set of data could be picked out by comparison. The experimental results show that the improved prediction algorithm based on the K-nearest neighbor non-parametric kernel regression can scientifically and objectively predict the indoor complex scenes’ signal strength and evaluate the interference protection with high accuracy.

Efficient Parallel Processing of k-Nearest Neighbor Queries by Using a Centroid-based and Hierarchical Clustering Algorithm

The k-Nearest Neighbor method is one of the most popular techniques for both classification and regression purposes.Because of its operation,the application of this classification may be limited to problems with a certain number of instances,particularly,when run time is a consideration.However,the classification of large amounts of data has become a fundamental task in many real-world applications.It is logical to scale the k-Nearest Neighbor method to large scale datasets.This paper proposes a new k-Nearest Neighbor classification method(KNN-CCL)which uses a parallel centroid-based and hierarchical clustering algorithm to separate the sample of training dataset into multiple parts.The introduced clustering algorithm uses four stages of successive refinements and generates high quality clusters.The k-Nearest Neighbor approach subsequently makes use of them to predict the test datasets.Finally,sets of experiments are conducted on the UCI datasets.The experimental results confirm that the proposed k-Nearest Neighbor classification method performs well with regard to classification accuracy and performance.

EDGEWORTH EXPANSION FOR NEAREST NEIGHBOR- KERNEL ESTIMATE AND RANDOM WEIGHTING APPROXIMATION OF CONDITIONAL DENSITY

In this paper,Edgeworth expansion for the nearest neighbor\|kernel estimate and random weighting approximation of conditional density are given and the consistency and convergence rate are proved.

一种基于特征加权的K Nearest Neighbor算法

传统的KNN算法一般采用欧式距离公式度量两样本间的距离.由于在实际样本数据集合中每一个属性对样本的贡献作用是不尽相同的,通常采用加权欧式距离公式.笔者提出一种计算权重的方法,即基于特征加权KNN算法.经实验证明,该算法与经典的赋权算法相比具有较好的分类效果.

Support Vector Machine-Based Fault Diagnosis of Power Transformer Using k Nearest-Neighbor Imputed DGA Dataset

Missing values are prevalent in real-world datasets and they may reduce predictive performance of a learning algorithm. Dissolved Gas Analysis (DGA), one of the most deployable methods for detecting and predicting incipient faults in power transformers is one of the casualties. Thus, this paper proposes filling-in the missing values found in a DGA dataset using the k-nearest neighbor imputation method with two different distance metrics: Euclidean and Cityblock. Thereafter, using these imputed datasets as inputs, this study applies Support Vector Machine (SVM) to built models which are used to classify transformer faults. Experimental results are provided to show the effectiveness of the proposed approach.

Monitoring nearest neighbor queries with cache strategies

The problem of continuously monitoring multiple K-nearest neighbor (K-NN) queries with dynamic object and query dataset is valuable for many location-based applications. A practical method is to partition the data space into grid cells, with both object and query table being indexed by this grid structure, while solving the problem by periodically joining cells of objects with queries having their influence regions intersecting the cells. In the worst case, all cells of objects will be accessed once. Object and query cache strategies are proposed to further reduce the I/O cost. With object cache strategy, queries remaining static in current processing cycle seldom need I/O cost, they can be returned quickly. The main I/O cost comes from moving queries, the query cache strategy is used to restrict their search-regions, which uses current results of queries in the main memory buffer. The queries can share not only the accessing of object pages, but also their influence regions. Theoretical analysis of the expected I/O cost is presented, with the I/O cost being about 40% that of the SEA-CNN method in the experiment results.

Robust Dataset Classification Approach Based on Neighbor Searching and Kernel Fuzzy C-Means

Dataset classification is an essential fundament of computational intelligence in cyber-physical systems (CPS). Due to the complexity of CPS dataset classification and the uncertainty of clustering number, this paper focuses on clarifying the dynamic behavior of acceleration dataset which is achieved from micro electro mechanical systems (MEMS) and complex image segmentation. To reduce the impact of parameters uncertainties with dataset classification, a novel robust dataset classification approach is proposed based on neighbor searching and kernel fuzzy c-means (NSKFCM) methods. Some optimized strategies, including neighbor searching, controlling clustering shape and adaptive distance kernel function, are employed to solve the issues of number of clusters, the stability and consistency of classification, respectively. Numerical experiments finally demonstrate the feasibility and robustness of the proposed method. © 2014 Chinese Association of Automation.

Skin lesion classification system using a Knearest neighbor algorithm

One of the most critical steps in medical health is the proper diagnosis of the disease.Dermatology is one of the most volatile and challenging fields in terms of diagnosis.Dermatologists often require further testing,review of the patient’s history,and other data to ensure a proper diagnosis.Therefore,finding a method that can guarantee a proper trusted diagnosis quickly is essential.Several approaches have been developed over the years to facilitate the diagnosis based on machine learning.However,the developed systems lack certain properties,such as high accuracy.This study proposes a system developed in MATLAB that can identify skin lesions and classify them as normal or benign.The classification process is effectuated by implementing the K-nearest neighbor(KNN)approach to differentiate between normal skin and malignant skin lesions that imply pathology.KNN is used because it is time efficient and promises highly accurate results.The accuracy of the system reached 98%in classifying skin lesions.