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-n...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.展开更多
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...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.展开更多
For a semi-supervised classification system, with the increase of the training samples number, the system needs to be continually updated. As the size of samples set is increasing, many unreliable samples will also be...For a semi-supervised classification system, with the increase of the training samples number, the system needs to be continually updated. As the size of samples set is increasing, many unreliable samples will also be increased. In this paper, we use fuzzy c-means （FCM） clustering to take out some samples that are useless, and extract the intersection between the original training set and the cluster after using FCM clustering. The intersection between every class and cluster is reliable samples which we are looking for. The experiment result demonstrates that the superiority of the proposed algorithm is remarkable.展开更多
Objective To detect unknown network worm at its early propagation stage. Methods On the basis of characteristics of network worm attack, the concept of failed connection flow (FCT) was defined. Based on wavelet packet...Objective To detect unknown network worm at its early propagation stage. Methods On the basis of characteristics of network worm attack, the concept of failed connection flow (FCT) was defined. Based on wavelet packet analysis of FCT time series, this method computed the energy associated with each wavelet packet of FCT time series, transformed the FCT time series into a series of energy distribution vector on frequency domain, then a trained K-nearest neighbor (KNN) classifier was applied to identify the worm. Results The experiment showed that the method could identify network worm when the worm started to scan. Compared to theoretic value, the identification error ratio was 5.69%. Conclusion The method can detect unknown network worm at its early propagation stage effectively.展开更多
基金Supported by the National Key Research and Development Program (No.2019YFA0707201)the Key Work Program of Institute of Scientific and Technical Information of China (No.ZD2022-01,ZD2023-07)。
文摘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.
文摘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.
基金supported by the National Natural Science Foundation under Grant No.61175055 and No.61105059support of research funds of Sichuan Key Laboratory of Intelligent Network Information Processing under Grant No.SGXZD1002-10Si chuan Key Technology Research and Development Program under Grant No.2012GZ0019 and No.2011FZ0051
文摘For a semi-supervised classification system, with the increase of the training samples number, the system needs to be continually updated. As the size of samples set is increasing, many unreliable samples will also be increased. In this paper, we use fuzzy c-means （FCM） clustering to take out some samples that are useless, and extract the intersection between the original training set and the cluster after using FCM clustering. The intersection between every class and cluster is reliable samples which we are looking for. The experiment result demonstrates that the superiority of the proposed algorithm is remarkable.
基金This work was supported by National "863" programof China (No.2003AA148010) and National Torch Project of China (No.2005EB011484) .
文摘Objective To detect unknown network worm at its early propagation stage. Methods On the basis of characteristics of network worm attack, the concept of failed connection flow (FCT) was defined. Based on wavelet packet analysis of FCT time series, this method computed the energy associated with each wavelet packet of FCT time series, transformed the FCT time series into a series of energy distribution vector on frequency domain, then a trained K-nearest neighbor (KNN) classifier was applied to identify the worm. Results The experiment showed that the method could identify network worm when the worm started to scan. Compared to theoretic value, the identification error ratio was 5.69%. Conclusion The method can detect unknown network worm at its early propagation stage effectively.
