Chaotic time series prediction using fuzzy sigmoid kernel-based support vector machines

Support vector machines （SVM） have been widely used in chaotic time series predictions in recent years. In order to enhance the prediction efficiency of this method and implement it in hardware, the sigmoid kernel in SVM is drawn in a more natural way by using the fuzzy logic method proposed in this paper. This method provides easy hardware implementation and straightforward interpretability. Experiments on two typical chaotic time series predictions have been carried out and the obtained results show that the average CPU time can be reduced significantly at the cost of a small decrease in prediction accuracy, which is favourable for the hardware implementation for chaotic time series prediction.

Testing for Deterministic Components in Vector Seasonal Time Series

Certain locally optimal tests for deterministic components in vector time series have associated sampling distributions determined by a linear combination of Beta variates. Such distributions are nonstandard and must be tabulated by Monte Carlo simulation. In this paper, we provide closed form expressions for the mean and variance of several multivariate test statistics, moments that can be used to approximate unknown distributions. In particular, we find that the two-moment Inverse Gaussian approximation provides a simple and fast method to compute accurate quantiles and p-values in small and asymptotic samples. To illustrate the scope of this approximation we review some standard tests for deterministic trends and/or seasonal patterns in VARIMA and structural time series models.

Small-time scale network traffic prediction based on a local support vector machine regression model

In this paper we apply the nonlinear time series analysis method to small-time scale traffic measurement data. The prediction-based method is used to determine the embedding dimension of the traffic data. Based on the reconstructed phase space, the local support vector machine prediction method is used to predict the traffic measurement data, and the BIC-based neighbouring point selection method is used to choose the number of the nearest neighbouring points for the local support vector machine regression model. The experimental results show that the local support vector machine prediction method whose neighbouring points are optimized can effectively predict the small-time scale traffic measurement data and can reproduce the statistical features of real traffic measurements.

Prediction and analysis of chaotic time series on the basis of support vector

Based on discussion on the theories of support vector machines （SVM）, an one-step prediction model for time series prediction is presented, wherein the chaos theory is incorporated. Chaotic character of the time series is taken into account in the prediction procedure; parameters of reconstruction-detay and embedding-dimension for phase-space reconstruction are calculated in light of mutual-information and false-nearest-neighbor method, respectively. Precision and functionality have been demonstrated by the experimental results on the basis of the prediction of Lorenz chaotic time series.

Support Vector Regression for Bus Travel Time Prediction Using Wavelet Transform

In order to accurately predict bus travel time, a hybrid model based on combining wavelet transform technique with support vector regression(WT-SVR) model is employed. In this model, wavelet decomposition is used to extract important information of data at different levels and enhances the forecasting ability of the model. After wavelet transform different components are forecasted by their corresponding SVR predictors. The final prediction result is obtained by the summation of the predicted results for each component. The proposed hybrid model is examined by the data of bus route No.550 in Nanjing, China. The performance of WT-SVR model is evaluated by mean absolute error(MAE), mean absolute percent error(MAPE) and relative mean square error(RMSE), and also compared to regular SVR and ANN models. The results show that the prediction method based on wavelet transform and SVR has better tracking ability and dynamic behavior than regular SVR and ANN models. The forecasting performance is remarkably improved to obtain within 6% MAPE for testing section Ⅰ and 8% MAPE for testing section Ⅱ, which proves that the suggested approach is feasible and applicable in bus travel time prediction.

Configuration for Predicting Travel-Time Using Wavelet Packets and Support Vector Regression

Travel-time prediction has gained significance over the years especially in urban areas due to increasing traffic congestion. In this paper, the basic building blocks of the travel-time prediction models are discussed, with a small review of the previous work. A model for the travel-time prediction on freeways based on wavelet packet decomposition and support vector regression (WDSVR) is proposed, which used the multi-resolution and equivalent frequency distribution ability of the wavelet transform to train the support vector machines. The results are compared against the classical support vector regression (SVR) method. Our results indicated that the wavelet reconstructed coefficient when used as an input to the support vector machine for regression performed better (with selected wavelets only), when compared with the support vector regression model (without wavelet decomposition) with a prediction horizon of 45 minutes and more. The data used in this paper was taken from the California Department of Transportation (Caltrans) of District 12 with a detector density of 2.73, experiencing daily peak hours except most weekends. The data was stored for a period of 214 days accumulated over 5-minute intervals over a distance of 9.13 miles. The results indicated MAPE ranging from 12.35% to 14.75% against the classical SVR method with MAPE ranging from 12.57% to 15.84% with a prediction horizon of 45 minutes to 1 hour. The basic criteria for selection of wavelet basis for preprocessing the inputs of support vector machines are also explored to filter the set of wavelet families for the WDSVR model. Finally, a configuration of travel-time prediction on freeways is presented with interchangeable prediction methods.

Novel Real-Time Seam Tracking Algorithm Based on Vector Angle and Least Square Method

Real-time seam tracking can improve welding quality and enhance welding efficiency during the welding process in automobile manufacturing.However,the teaching-playing welding process,an off-line seam tracking method,is still dominant in automobile industry,which is less flexible when welding objects or situation change.A novel real-time algorithm consisting of seam detection and generation is proposed to track seam.Using captured 3D points,space vectors were created between two adjacent points along each laser line and then a vector angle based algorithm was developed to detect target points on the seam.Least square method was used to fit target points to a welding trajectory for seam tracking.Furthermore,the real-time seam tracking process was simulated in MATLAB/Simulink.The trend of joint angles vs.time was logged and a comparison between the off-line and the proposed seam tracking algorithm was conducted.Results show that the proposed real-time seam tracking algorithm can work in a real-time scenario and have high accuracy in welding point positioning.

Short-Term Financial Time Series Forecasting Integrating Principal Component Analysis and Independent Component Analysis with Support Vector Regression

Financial time series forecasting could be beneficial for individual as well as institutional investors. But, the high noise and complexity residing in the financial data make this job extremely challenging. Over the years, many researchers have used support vector regression (SVR) quite successfully to conquer this challenge. In this paper, an SVR based forecasting model is proposed which first uses the principal component analysis (PCA) to extract the low-dimensional and efficient feature information, and then uses the independent component analysis (ICA) to preprocess the extracted features to nullify the influence of noise in the features. Experiments were carried out based on 16 years’ historical data of three prominent stocks from three different sectors listed in Dhaka Stock Exchange (DSE), Bangladesh. The predictions were made for 1 to 4 days in advance targeting the short term prediction. For comparison, the integration of PCA with SVR (PCA-SVR), ICA with SVR (ICA-SVR) and single SVR approaches were applied to evaluate the prediction accuracy of the proposed approach. Experimental results show that the proposed model (PCA-ICA-SVR) outperforms the PCA-SVR, ICA-SVR and single SVR methods.

DIRECTIONAL DERIVATIVE OF VECTOR FIELD AND REGULAR CURVES ON TIME SCALES

The general idea in this paper is to study curves of the parametric equations where the parameter varies in a so-called time scale, which may be an arbitrary closed subset of the set of all real numbers. We introduce the directional derivative according to the vector fields.

Time series prediction of mining subsidence based on a SVM

In order to study dynamic laws of surface movements over coal mines due to mining activities,a dynamic prediction model of surface movements was established,based on the theory of support vector machines(SVM) and times-series analysis.An engineering application was used to verify the correctness of the model.Measurements from observation stations were analyzed and processed to obtain equal-time interval surface movement data and subjected to tests of stationary,zero means and normality.Then the data were used to train the SVM model.A time series model was established to predict mining subsidence by rational choices of embedding dimensions and SVM parameters.MAPE and WIA were used as indicators to evaluate the accuracy of the model and for generalization performance.In the end,the model was used to predict future surface movements.Data from observation stations in Huaibei coal mining area were used as an example.The results show that the maximum absolute error of subsidence is 9 mm,the maximum relative error 1.5%,the maximum absolute error of displacement 7 mm and the maximum relative error 1.8%.The accuracy and reliability of the model meet the requirements of on-site engineering.The results of the study provide a new approach to investigate the dynamics of surface movements.

Real-time crash prediction on freeways using data mining and emerging techniques

Recent advances in intelligent transportation system allow traffic safety studies to extend from historic data-based analyses to real-time applications. The study presents a new method to predict crash likelihood with traffic data collected by discrete loop detectors as well as the web-crawl weather data. Matched case-control method and support vector machines （SVMs） technique were employed to identify the risk status. The adaptive synthetic over-sampling technique was applied to solve the imbalanced dataset issues. Random forest technique was applied to select the contributing factors and avoid the over-fitting issues. The results indicate that the SVMs classifier could successfully classify 76.32% of the crashes on the test dataset and 87.52% of the crashes on the overall dataset, which were relatively satisfactory compared with the results of the previous studies. Compared with the SVMs classifier without the data, the SVMs classifier with the web-crawl weather data increased the crash prediction accuracy by 1.32% and decreased the false alarm rate by 1.72%, showing the potential value of the massive web weather data. Mean impact value method was employed to evaluate the variable effects, and the results are identical with the results of most of previous studies. The emerging technique based on the discrete traffic data and web weather data proves to be more applicable on real- time safety management on freeways.

Using a support vector machine method to predict the development indices of very high water cut oilfields

Because the oilfields in eastern China are in the very high water cut development stage, accurate forecast of oilfield development indices is important for exploiting the oilfields efficiently. Regarding the problems of the small number of samples collected for oilfield development indices, a new support vector regression prediction method for development indices is proposed in this paper. This method uses the principle of functional simulation to determine the input-output of a support vector machine prediction system based on historical oilfield development data. It chooses the kernel function of the support vector machine by analyzing time series characteristics of the development index; trains and tests the support vector machine network with historical data to construct the support vector regression prediction model of oilfield development indices; and predicts the development index. The case study shows that the proposed method is feasible, and predicted development indices agree well with the development performance of very high water cut oilfields.

Construction and evaluation of reference standards for detection and quantification of Klebsiella pneumoniae using real-time PCR

Objective To construct reference standards for detection and quantification of Klebsiella pneumoniae(K.pneumoniae)with SYBR Green I-based real-time PCR assay.Methods Primers were designed based on the published sequence of the phoE gene of K.pneumoniae.The standard was prepared by cell culture,PCR and T-A clone methods,and was identified by colony PCR and DNA sequencing.Results The standard curve showed a very good linear negative regression between threshold cycle(Ct)and Log starting quantity of copy number.The detection range was from 5.2 to 5.2×106 copies per reaction,and the detection limit was 6 copies per reaction.The coefficients of variance(CVs)of three parallel experiments were in the range of 0.05%-0.91%.Conclusion The reference standards have high stability and reproducibility.They can be used in the quantitative detection of K.pneumoniae.

Relevance vector machine technique for the inverse scattering problem

A novel method based on the relevance vector machine（RVM） for the inverse scattering problem is presented in this paper.The nonlinearity and the ill-posedness inherent in this problem are simultaneously considered.The nonlinearity is embodied in the relation between the scattered field and the target property,which can be obtained through the RVM training process.Besides,rather than utilizing regularization,the ill-posed nature of the inversion is naturally accounted for because the RVM can produce a probabilistic output.Simulation results reveal that the proposed RVM-based approach can provide comparative performances in terms of accuracy,convergence,robustness,generalization,and improved performance in terms of sparse property in comparison with the support vector machine（SVM） based approach.

On Fault Diagnosis of Rotating Machinery Using Wavelet Time-division Scale Level Moment

Based on an in-depth study of wavelet gray moment, we proposed a concept of a time-division scale level moment and gave the specific definition; ulteriorly, we discussed the factors which affected the fault diagnosis ability of a time-division scale level moment. The analysis results in the caculation of six typical fault signals show that the time-division scale level moment can be used to display the detailed information of a wavelet gray level image, extract the signal＇s characteristics effectively, and distinguish the vibration fault. Compared to the method of a wave gray moment vector, the method mentioned in this paper can provide higher calculation speed and higher capacity of fault identification, so it is more suitable for online fault diagnosis for rotating machinery.

Processing Time Prediction Method Based on SVR in Semiconductor Manufacturing

The prediction problem of the actual value of the dynamic parameters in the simulation model in semiconductor manufacturing was discussed. Considering the fact that the default value of processing time of one certain equipment in the simulation model was not the same as its actual value,a general data driven prediction model of the processing time was built based on support vector regression( SVR),with the utilization of manufacturing information in manufacturing execution system( MES). The processing time of one certain equipment was highly related to the status of the equipment itself and the wafers being processed. To uncover the relationship of the processing time with the information of historical products,process flow,technical standard of silicon wafers and manual intervention,data were extracted from MES and used to build a prediction model. This model was employed on an ion implantation equipment as a case, and the effectiveness of the proposed method was shown by comparing with other approaches.

Vehicle Density Prediction in Low Quality Videos with Transformer Timeseries Prediction Model(TTPM)

Recent advancement in low-cost cameras has facilitated surveillance in various developing towns in India.The video obtained from such surveillance are of low quality.Still counting vehicles from such videos are necessity to avoid traf-fic congestion and allows drivers to plan their routes more precisely.On the other hand,detecting vehicles from such low quality videos are highly challenging with vision based methodologies.In this research a meticulous attempt is made to access low-quality videos to describe traffic in Salem town in India,which is mostly an un-attempted entity by most available sources.In this work profound Detection Transformer(DETR)model is used for object(vehicle)detection.Here vehicles are anticipated in a rush-hour traffic video using a set of loss functions that carry out bipartite coordinating among estimated and information acquired on real attributes.Every frame in the traffic footage has its date and time which is detected and retrieved using Tesseract Optical Character Recognition.The date and time extricated and perceived from the input image are incorporated with the length of the recognized objects acquired from the DETR model.This furnishes the vehicles report with timestamp.Transformer Timeseries Prediction Model(TTPM)is proposed to predict the density of the vehicle for future prediction,here the regular NLP layers have been removed and the encoding temporal layer has been modified.The proposed TTPM error rate outperforms the existing models with RMSE of 4.313 and MAE of 3.812.

Approximate entropy and support vector machines for electroencephalogram signal classification

The automatic detection and identification of electroencephalogram waves play an important role in the prediction, diagnosis and treatment of epileptic seizures. In this study, a nonlinear dynamics index–approximate entropy and a support vector machine that has strong generalization ability were applied to classify electroencephalogram signals at epileptic interictal and ictal periods. Our aim was to verify whether approximate entropy waves can be effectively applied to the automatic real-time detection of epilepsy in the electroencephalogram, and to explore its generalization ability as a classifier trained using a nonlinear dynamics index. Four patients presenting with partial epileptic seizures were included in this study. They were all diagnosed with neocortex localized epilepsy and epileptic foci were clearly observed by electroencephalogram. The electroencephalogram data form the four involved patients were segmented and the characteristic values of each segment, that is, the approximate entropy, were extracted. The support vector machine classifier was constructed with the approximate entropy extracted from one epileptic case, and then electroencephalogram waves of the other three cases were classified, reaching a 93.33% accuracy rate. Our findings suggest that the use of approximate entropy allows the automatic real-time detection of electroencephalogram data in epileptic cases. The combination of approximate entropy and support vector machines shows good generalization ability for the classification of electroencephalogram signals for epilepsy.