Reconfiguring existing pollutant monitoring stations by increasing the value of the gathered information

The objective of this study is to provide a framework for relocating or reconfiguring existing pollution monitoring station networks by using feature selection and data mining techniques. This methodology enables a partial redesign based on the maximization of the available information that is gathered by the pollution networks by the optimal data mining technique. It also considers requirements of the decision makers, like potential target places, etc.Since this methodology is based on the quality of forecasting, it can also be useful for auditing and forecasting. A case study is included in this paper. In light of the prediction results, a new way to relocate the existing monitoring station is proposed.     

Incorporating feature selection method into support vector regression for stock index forecasting

Stock index forecasting is one of the most difficult tasks that financial organizations, firms and private investors have to face. Support vector regression (SVR) has become a popular alternative in stock index forecasting tasks due to its generalization capability in obtaining a unique solution. However, the major limitation of SVR is that it cannot capture the relative importance of independent variables to the dependent variable when many potential independent variables are considered. This study incorporates feature selection method and SVR for building stock index forecasting model. The proposed model uses multivariate adaptive regression splines (MARS), an effective nonlinear and nonparametric regression methodology, to identify important forecasting variables. The obtained significant predictor variables are then served as the inputs for the SVR model. Experimental results reveal that the obtained important variables from MARS can improve the forecasting performance of the SVR models. Moreover, the MARS results provide useful information about the relationship between the selected predictor variables and stock index through the obtained basis functions, important predictor variables and the MARS prediction function. Hence, the proposed stock index forecasting model can generate good forecasting performance and exhibits the capability of identifying significant predictor variables, which provide valuable information for further investment decisions/strategies.     

A novel soft computing framework for solar radiation forecasting

Accurate forecasting of renewable-energy sources plays a key role in their integration into the grid. This paper proposes a novel soft computing framework using a modified clustering technique, an innovative hourly time-series classification method, a new cluster selection algorithm and a multilayer perceptron neural network (MLPNN) to increase the solar radiation forecasting accuracy. The proposed clustering method is an improved version of K-means algorithm that provides more reliable results than the K-means algorithm. The time series classification method is specifically designed for solar data to better characterize its irregularities and variations. Several different solar radiation datasets for different states of U.S. are used to evaluate the performance of the proposed forecasting model. The proposed forecasting method is also compared with the existing state-of-the-art techniques. The comparison results show the higher accuracy performance of the proposed model.     

Performance evaluation of weights selection schemes for linear combination of multiple forecasts

Time series modeling and forecasting are essential in many domains of science and engineering. Extensive works in literature suggest that combining outputs of different forecasting methods substantially increases the overall accuracies as well as reduces the risk of model selection. The most popular method of forecasts combination is the weighted averaging of the constituent forecasts. The effectiveness of this method solely depends on appropriate selection of the combining weights. In this paper, we comprehensively evaluate a wide variety of benchmark weights selection techniques for linear combination of multiple forecasts in terms of their prediction accuracies. Nine real-world time series from different domains and five individual forecasting methods are used in our empirical work. A robust scheme is also suggested for fairly ranking the combination methods on the basis of their forecasting performances. Our study precisely demonstrates the relative strengths and weaknesses of various benchmark linear combination techniques which evidently can be of much practical importance.     

A new integrated methodology using modified Delphi-fuzzy AHP-PROMETHEE for Geospatial Business Intelligence selection

Geospatial Business Intelligence (Geospatial BI) is a system that combines multidimensional analysis and cartographic visualization. It plays an important role in decision making process for enterprises. Adopting such a comprehensive solution may result in the great investment decision for them, so great deal of attention should be given in the selection of the optimal system. As there are many impacting factors in the selection of Geospatial BI system, the same process is considered as a complex multi-criteria decision making problem. In this paper, we explore the application of an integrated methodology for the evaluation of various Geospatial BI alternatives. The proposed methodology integrates the three well-known decision-making techniques, namely Modified Delphi, fuzzy analytic hierarchical process (fuzzy-AHP), and preference ranking organization method for enrichment evaluations (PROMETHEE). In this respect, the modified Delphi is used to select the most impacting factors by a few decision-makers. The fuzzy-AHP is employed to analyze the structure of the problem and to obtain the weights of the qualitative and quantitative criteria, by incorporating the uncertainty values. Then, the PROMETHEE technique is used for optimal ranking of the alternative system choices. A step-by-step, numerical study is illustrated by using the proposed methodology on the decision making problem of a company that is faced to five Geospatial BI solutions. The results demonstrate that the proposed methodology can successfully accomplish our goal of this study.     

Structural feature-based evaluation method of binarization techniques for word retrieval in the degraded Arabic document images

One of the most important and necessary steps in the process of document analysis and recognition is the binarization, which allows extracting the foreground from the background. Several binarization techniques have been proposed in the literature, but none of them was reliable for all image types. This makes the selection of one method to apply in a given application very difficult. Thus, performance evaluation of binarization algorithms becomes therefore vital. In this paper, we are interested in the evaluation of binarization techniques for the purpose of retrieving words from the images of degraded Arabic documents. A new evaluation methodology is proposed. The proposed evaluation methodology is based on the comparison of the visual features extracted from the binarized document images with ground truth features instead of comparing images between themselves. The most appropriate thresholding method for each image is the one for which the visual features of the identified words in the image are “closer” to the features of the reference words. The proposed technique was used here to assess the performances of eleven algorithms based on different approaches on a collection of real and synthetic images.     

Design of a radial basis function neural network with a radius-modification algorithm using response surface methodology

A radial basis function (RBF) neural network was designed for time series forecasting using both an adaptive learning algorithm and response surface methodology (RSM). To improve the traditional RBF networks forecasting capability, the generalized delta rule learning method was employed to modify the radius of the kernel function. Then RSM was utilized to explore the mean square error response surface so that the appropriate combination of network parameters, such as the number of hidden nodes and the initial learning rates, could be found. Extensive studies were performed on the effect of the initial values of connection weights on the accuracy of the backpropagation learning method that was employed in the training of the RBF artificial neural network. The effectiveness of the neural network with the proposed radius-modification technique and the RSM method was demonstrated with an example of forecasting intensity pulsations of a laser. It was found that, by utilizing the proposed techniques, the neural network provided a more accurate prediction of the response.     

Camera space shadow maps for large virtual environments

This paper presents a new single-pass shadow mapping technique that achieves better quality than the approaches based on perspective warping, such as perspective, light-space, and trapezoidal shadow maps. The proposed technique is appropriate for real-time rendering of large virtual environments that include dynamic objects. By performing operations in camera space, this solution successfully handles the general and the dueling frustum cases and produces high-quality shadows even for extremely large scenes. This paper also presents a fast nonlinear projection technique for shadow map stretching that enables complete utilization of the shadow map by eliminating wastage. The application of stretching results in a significant reduction in unwanted perspective aliasing, commonly found in all shadow mapping techniques. Technique is compared with other shadow mapping techniques, and the benefits of the proposed method are presented. The proposed shadow mapping technique is simple and flexible enough to handle most of the special scenarios. An API for a generic shadow mapping solution is presented. This API simplifies the generation of fast and high-quality shadows.     

Intelligent forecasting of time series based on evolving distributed Neuro-Fuzzy network

An evolving methodology based on Neuro-Fuzzy Takagi-Sugeno network (NF-TS) for distributed forecasting of univariate time series, is proposed. First, the unobservable components, or hidden patterns, are extracted from experimental data of the time series. Then, a distributed forecasting is performed separately for each component, considering an evolving NF-TS associated with each extracted pattern. The evolving NF-TS uses components data to adapt and adjust its structure, as the number of fuzzy rules increases or decreases according the behavior of the unobservable components. A recursive version of singular spectral analysis (SSA) technique is formulated, as one of the main contributions of this article, and it is applied to extract the components. The efficiency of proposed methodology is illustrated from results of comparison to others state-of-the-art techniques for forecasting of various univariate time series.     

A hybrid procedure with feature selection for resolving stock/futures price forecasting problems

Stock/futures price forecasting is an important financial topic for individual investors, stock fund managers, and financial analysts and is currently receiving considerable attention from both researchers and practitioners. However, the inherent characteristics of stock/futures prices, namely, high volatility, complexity, and turbulence, make forecasting a challenging endeavor. In the past, various approaches have been proposed to deal with the problems of stock/futures price forecasting that are difficult to resolve by using only a single soft computing technique. In this study, a hybrid procedure based on a backpropagation (BP) neural network, a feature selection technique, and genetic programming (GP) is proposed to tackle stock/futures price forecasting problems with the use of technical indicators. The feasibility and effectiveness of this procedure are evaluated through a case study on forecasting the closing prices of Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX) futures of the spot month. Experimental results show that the proposed forecasting procedure is a feasible and effective tool for improving the performance of stock/futures price forecasting. Furthermore, the most important technical indicators can be determined by applying a feature selection method based on the proposed simulation technique, or solely on the preliminary GP forecast model.     

Logistics tool selection with two-phase fuzzy multi criteria decision making: A case study for personal digital assistant selection

Efficient logistics and supply chain management are enabled through the use of efficient information technologies (IT). The mobile logistics tools represent the IT interface in the supply chain. This paper aims to aid decision makers to identify the most appropriate mobile logistics tools and to achieve this aim, several evaluation criteria are identified to evaluate logistics tools, and a fuzzy axiomatic design (FAD) based group decision-making method is adopted to perform the evaluation in two phases. In the first phase of pre-assessment, alternatives that cannot meet basic requirements and the defined threshold are eliminated. In the second phase of selection, the remaining alternatives are more meticulously evaluated. Criteria weights are determined using fuzzy analytic hierarchy process (AHP) and another fuzzy multi-criteria decision-making (MCDM) technique, namely fuzzy technique for order preference by similarity to ideal solution (TOPSIS), is applied in the second phase to compare the outcome of FAD. A case study is provided in order to demonstrate the potential of the proposed methodology. Personal digital assistants (PDAs) with integrated barcode scanner that are available in the Turkish market are evaluated.     

Combining seasonal ARIMA models with computational intelligence techniques for time series forecasting

Seasonal autoregressive integrated moving average (SARIMA) models form one of the most popular and widely used seasonal time series models over the past three decades. However, in several researches it has been argued that they have two basic limitations that detract from their popularity for seasonal time series forecasting tasks. SARIMA models assume that future values of a time series have a linear relationship with current and past values as well as with white noise; therefore, approximations by SARIMA models may not be adequate for complex nonlinear problems. In addition, SARIMA models require a large amount of historical data to produce desired results. However, in real situations, due to uncertainty resulting from the integral environment and rapid development of new technology, future situations must be forecasted using small data sets over a short span of time. Using hybrid models or combining several models has become a common practice to overcome the limitations of single models and improve forecasting accuracy. In this paper, a new hybrid model, which combines the seasonal autoregressive integrated moving average (SARIMA) and computational intelligence techniques such as artificial neural networks and fuzzy models for seasonal time series forecasting is proposed. In the proposed model, these two techniques are applied to simultaneously overcome the linear and data limitations of SARIMA models and yield more accurate results. Empirical results of forecasting two well-known seasonal time series data sets indicate that the proposed model exhibits effectively improved forecasting accuracy, so that it can be used as an appropriate seasonal time series model.     

Adaptive potential active contours

In this paper potential active contours are presented as a new method of image segmentation. The concept of potential contour is a result of the relationship between active contour techniques and the methods of classifiers’ construction. The proposed method can be extended by the adaptation mechanism that allows changing the available class of the shapes dynamically. An original contribution is also the method of evaluation of segmentation results and methodology used for the parameters selection. The described method is illustrated by two examples.     

An alternative multiple attribute decision making methodology for solving optimal facility layout design selection problems

In the present work, a systematic and an alternative multiple attribute decision making methodology is presented for selection of facility layout design selection problems. The proposed methodology is based on Preference selection index (PSI) method. In the proposed methodology appropriate facility layout design is selected for a given application without considering relative importance between facility layout design selection attributes. Two different types of facility layout design selection problems are examined to demonstrate, validate, and to check the reliability of proposed methodology. In addition, subjective cost benefit analysis is performed to study the benefits to cost to the company. Finally, the study has concluded that the facility layout design selection methodology based on PSI method is simple, logical, and more appropriate for solving the facility layout design selection problems.     

Prediction of daily maximum ozone threshold exceedances by preprocessing and ensemble artificial intelligence techniques: Case study of Hong Kong

The objective of this study was to apply preprocessing and ensemble artificial intelligence classifiers to forecast daily maximum ozone threshold exceedances in the Hong Kong area. Preprocessing methods, including over-sampling, under-sampling, and the synthetic minority over-sampling technique, were employed to address the imbalance data problem. Ensemble algorithms are proposed to improve the classifier's accuracy. Moreover, a distance-based regional data set was generated to capture ozone transportation characteristics. The results show that a combination of preprocessing methods and ensemble algorithms can effectively forecast ozone threshold exceedances. Furthermore, this study advises on the relative importance of the different variables for ozone pollution prediction and confirms that regional data facilitate better forecasting. The results of this research can be promoted by the Hong Kong authorities for improving the existing forecasting tools. Moreover, the results can facilitate researchers' selection of the appropriate techniques in their future research.     

An integrated fuzzy multi criteria group decision making approach for ERP system selection

This paper aims to ease group decision-making by using an integration of fuzzy AHP (analytic hierarchy process) and fuzzy TOPSIS (technique for order preference by similarity to ideal solution) and its application to software selection of an electronic firm. Firstly, priority values of criteria in software selection problem have been determined by using fuzzy extension of AHP method. Fuzzy extension of AHP is suggested in this paper because of little computation time and much simpler than other fuzzy AHP procedures. Then, the result of the fuzzy TOPSIS model can be employed to define the most appropriate alternative with regard to this firm's goals in uncertain environment. Fuzzy numbers are presented in all phases in order to overcome any vagueness in decision making process. The final decision depends on the degree of importance of each decision maker so that wrong degree of importance causes the mistaken result. The researchers generally determine the degrees of importance of each decision maker according to special characteristics of each decision maker as subjectivity. In order to overcome this subjectivity in this paper, the judgments of decision makers are degraded to unique decision by using an attribute based aggregation technique. There is no study about software selection using integrated fuzzy AHP-fuzzy TOPSIS approach with group decision-making based on an attribute based aggregation technique. The results of the proposed approach and the other approaches are compared. Results indicate that our methodology allows decreasing the uncertainty and the information loss in group decision making and thus, ensures a robust solution to the firm.     

Construction of a new BRB based model for time series forecasting

It is important to predict the future behavior of complex systems. Currently there are no effective methods to solve time series forecasting problem by using the quantitative and qualitative information. Therefore, based on belief rule base (BRB), this paper focuses on developing a new model that can deal with the problem. Although it is difficult to obtain accurately and completely quantitative information, some qualitative information can be collected and represented by a BRB. As such, a new BRB based forecasting model is proposed when the quantitative and qualitative information exist simultaneously. The performance of the proposed model depends on the structure and belief degrees of BRB simultaneously. Moreover, the structure is determined by the delay step. In order to obtain the appropriate delay step using the available information, a model selection criterion is defined according to Akaike's information criterion (AIC). Based on the proposed model selection criterion and the optimal algorithm for training the belief degrees, an algorithm for constructing the BRB based forecasting model is developed. Experimental results show that the constructed BRB based forecasting model can not only predict the time series accurately, but also has the appropriate structure.     

Forecasting Financial Time Series with Grammar‐Guided Feature Generation

The application of machine learning techniques to forecast financial time series is not a recent development, yet it continues to attract considerable attention because of the difficulty of the problem that is compounded by the nonlinear and nonstationary nature of the time series. The choice of an appropriate set of features is crucial to improve forecasting accuracy of machine learning techniques. In this article, we propose a systematic way for generating rich features using context‐free grammars. Our proposed methodology identifies potential candidates for new technical indicators that consistently improve forecasts compared with some well‐known indicators. The notion of grammar families as a compact representation to generate a rich class of features is exploited, and implementation issues are discussed in detail. The proposed methodology is tested on closing price data of major stock market indices, and the forecasting performance is compared with some standard techniques. A comparison with the conventional approach using standard technical indicators and naive approaches is shown.     

Accurate multi-criteria decision making methodology for recommending machine learning algorithm

ObjectiveManual evaluation of machine learning algorithms and selection of a suitable classifier from the list of available candidate classifiers, is highly time consuming and challenging task. If the selection is not carefully and accurately done, the resulting classification model will not be able to produce the expected performance results. In this study, we present an accurate multi-criteria decision making methodology (AMD) which empirically evaluates and ranks classifiers’ and allow end users or experts to choose the top ranked classifier for their applications to learn and build classification models for them.Methods and materialExisting classifiers performance analysis and recommendation methodologies lack (a) appropriate method for suitable evaluation criteria selection, (b) relative consistent weighting mechanism, (c) fitness assessment of the classifiers’ performances, and (d) satisfaction of various constraints during the analysis process. To assist machine learning practitioners in the selection of suitable classifier(s), AMD methodology is proposed that presents an expert group-based criteria selection method, relative consistent weighting scheme, a new ranking method, called optimum performance ranking criteria, based on multiple evaluation metrics, statistical significance and fitness assessment functions, and implicit and explicit constraints satisfaction at the time of analysis. For ranking the classifiers performance, the proposed ranking method integrates Wgt.Avg.F-score, CPUTimeTesting, CPUTimeTraining, and Consistency measures using the technique for order performance by similarity to ideal solution (TOPSIS). The final relative closeness score produced by TOPSIS, is ranked and the practitioners select the best performance (top-ranked) classifier for their problems in-hand.FindingsBased on the extensive experiments performed on 15 publically available UCI and OpenML datasets using 35 classification algorithms from heterogeneous families of classifiers, an average Spearman's rank correlation coefficient of 0.98 is observed. Similarly, the AMD method has showed improved performance of 0.98 average Spearman's rank correlation coefficient as compared to 0.83 and 0.045 correlation coefficient of the state-of-the-art ranking methods, performance of algorithms (PAlg) and adjusted ratio of ratio (ARR).Conclusion and implicationThe evaluation, empirical analysis of results and comparison with state-of-the-art methods demonstrate the feasibility of AMD methodology, especially the selection and weighting of right evaluation criteria, accurate ranking and selection of optimum performance classifier(s) for the user's application's data in hand. AMD reduces expert's time and efforts and improves system performance by designing suitable classifier recommended by AMD methodology.     

Selection of significant input variables for time series forecasting

Appropriate selection of inputs for time series forecasting models is important because it not only has the potential to improve performance of forecasting models, but also helps reducing cost in data collection. This paper presents an investigation of selection performance of three input selection techniques, which include two model-free techniques, partial linear correlation (PLC) and partial mutual information (PMI) and a model-based technique based on genetic programming (GP). Four hypothetical datasets and two real datasets were used to demonstrate the performance of the three techniques. The results suggested that the model-free PLC technique due to its computational simplicity and the model-based GP technique due to its ability to detect non-linear relationships (demonstrated by its relatively good performance on a hypothetical complex non-linear dataset) are recommended for the input selection task. Candidate inputs which are selected by both these recommended techniques should be considered as significant inputs.