Forecasting of Stock Returns by Using Manifold Wavelet Support Vector Machine

An admissible manifold wavelet kernel is proposed to construct manifold wavelet support vector machine(MWSVM) for stock returns forecasting.The manifold wavelet kernel is obtained by incorporating manifold theory into wavelet technique in support vector machine(SVM).Since manifold wavelet function can yield features that describe of the stock time series both at various locations and at varying time granularities,the MWSVM can approximate arbitrary nonlinear functions and forecast stock returns accurately.The applicability and validity of MWSVM for stock returns forecasting is confirmed through experiments on real-world stock data.

DDoS detection based on wavelet kernel support vector machine

To enhance the detection accuracy and deduce false positive rate of distributed denial of service （DDoS） attack detection, a new machine learning method was proposed. With the analysis of support vector machine （SVM） and the wavelet kernel function theory, an admissive support vector kernel, which is a wavelet kernel constructed in this article, implements the combination of the wavelet technique with SVM. Then, wavelet support vector machine （WSVM） is applied to DDoS attack detections and as a classifying means to test the validity of the wavelet kernel function. Simulation experiments show that under the same conditions, the predictive ability of WSVM is improved and the computation burden is alleviated. The detection accuracy of WSVM is higher than the traditional SVM by about 4%, while its false positive is lower than the traditional SVM. Thus, for DDoS detections, WSVM shows better detection performance and is more adaptive to the changing network environment.

Fault Diagnosis Model Based on Feature Compression with Orthogonal Locality Preserving Projection

Based on feature compression with orthogonal locality preserving projection（OLPP）,a novel fault diagnosis model is proposed in this paper to achieve automation and high-precision of fault diagnosis of rotating machinery.With this model,the original vibration signals of training and test samples are first decomposed through the empirical mode decomposition（EMD）,and Shannon entropy is constructed to achieve high-dimensional eigenvectors.In order to replace the traditional feature extraction way which does the selection manually,OLPP is introduced to automatically compress the high-dimensional eigenvectors of training and test samples into the low-dimensional eigenvectors which have better discrimination.After that,the low-dimensional eigenvectors of training samples are input into Morlet wavelet support vector machine（MWSVM） and a trained MWSVM is obtained.Finally,the low-dimensional eigenvectors of test samples are input into the trained MWSVM to carry out fault diagnosis.To evaluate our proposed model,the experiment of fault diagnosis of deep groove ball bearings is made,and the experiment results indicate that the recognition accuracy rate of the proposed diagnosis model for outer race crack、inner race crack and ball crack is more than 90%.Compared to the existing approaches,the proposed diagnosis model combines the strengths of EMD in fault feature extraction,OLPP in feature compression and MWSVM in pattern recognition,and realizes the automation and high-precision of fault diagnosis.

Fingerprint Liveness Detection Based on Multi-Scale LPQ and PCA

Fingerprint authentication system is used to verify users' identification according to the characteristics of their fingerprints.However,this system has some security and privacy problems.For example,some artificial fingerprints can trick the fingerprint authentication system and access information using real users' identification.Therefore,a fingerprint liveness detection algorithm needs to be designed to prevent illegal users from accessing privacy information.In this paper,a new software-based liveness detection approach using multi-scale local phase quantity(LPQ) and principal component analysis(PCA) is proposed.The feature vectors of a fingerprint are constructed through multi-scale LPQ.PCA technology is also introduced to reduce the dimensionality of the feature vectors and gain more effective features.Finally,a training model is gained using support vector machine classifier,and the liveness of a fingerprint is detected on the basis of the training model.Experimental results demonstrate that our proposed method can detect the liveness of users' fingerprints and achieve high recognition accuracy.This study also confirms that multi-resolution analysis is a useful method for texture feature extraction during fingerprint liveness detection.