Forecasting of fast fluctuated and high-frequency financial data is always a challenging problem in the field of economics and modelling. In this study, a novel hybrid model with the strength of fractional order derivative is presented with their dynamical features of deep learning, long-short term memory (LSTM) networks, to predict the abrupt stochastic variation of the financial market. Stock market prices are dynamic, highly sensitive, nonlinear and chaotic. There are different techniques for forecast prices in the time-variant domain and due to variability and uncertain behavior in stock prices, traditional methods, such as data mining, statistical approaches, and non-deep neural networks models are not suited for prediction and generalized forecasting stock prices. While autoregressive fractional integrated moving average (ARFIMA) model provides a flexible tool for classes of long-memory models. The advancement of machine learningbased deep non-linear modelling confirms that the hybrid model efficiently extracts profound features and model non-linear functions. LSTM networks are a special kind of recurrent neural network (RNN) that map sequences of input observations to output observations with capabilities of long-term dependencies. A novel ARFIMA-LSTM hybrid recurrent network is presented in which ARFIMA model-based filters having the linear tendencies better than ARIMA model in the data and passes the residual to the LSTM model that captures nonlinearity in the residual values with the help of exogenous dependent variables. The model not only minimizes the volatility problem but also overcome the over fitting problem of neural networks. The model is evaluated using PSX company data of the stock market based on RMSE, MSE and MAPE along with a comparison of ARIMA, LSTM model and generalized regression radial basis neural network (GRNN) ensemble method independently. The forecasting performance indicates the effectiveness of the proposed AFRIMA-LSTM hybrid model to improve around 80% accuracy on RMSE as compared to traditional forecasting counterparts.
In this study, a novel application of neurocomputing technique is presented for solving nonlinear heat transfer and natural convection porous fin problems arising in almost all areas of engineering and technology, especially in mechanical engineering. The mathematical models of the problems are exploited by the intelligent strength of Euler polynomials based Euler neural networks (ENN’s), optimized with a generalized normal distribution optimization (GNDO) algorithm and Interior point algorithm (IPA). In this scheme, ENN’s based differential equation models are constructed in an unsupervised manner, in which the neurons are trained by GNDO as an effective global search technique and IPA, which enhances the local search convergence. Moreover, a temperature distribution of heat transfer and natural convection porous fin are investigated by using an ENN-GNDO-IPA algorithm under the influence of variations in specific heat, thermal conductivity, internal heat generation, and heat transfer rate, respectively. A large number of executions are performed on the proposed technique for different cases to determine the reliability and effectiveness through various performance indicators including Nash–Sutcliffe efficiency (NSE), error in Nash–Sutcliffe efficiency (ENSE), mean absolute error (MAE), and Thiel’s inequality coefficient (TIC). Extensive graphical and statistical analysis shows the dominance of the proposed algorithm with state-of-the-art algorithms and numerical solver RK-4.
In this study, the intelligent computational strength of neural networks (NNs) based on the backpropagated Levenberg-Marquardt (BLM) algorithm is utilized to investigate the numerical solution of nonlinear multiorder fractional differential equations (FDEs). The reference data set for the design of the BLM-NN algorithm for different examples of FDEs are generated by using the exact solutions. To obtain the numerical solutions, multiple operations based on training, validation, and testing on the reference data set are carried out by the design scheme for various orders of FDEs. The approximate solutions by the BLM-NN algorithm are compared with analytical solutions and performance based on mean square error (MSE), error histogram (EH), regression, and curve fitting. This further validates the accuracy, robustness, and efficiency of the proposed algorithm.
The object of this study was to demonstrate the ability of machine learning (ML) methods for the segmentation and classification of diabetic retinopathy (DR). Two-dimensional (2D) retinal fundus (RF) images were used. The datasets of DR—that is, the mild, moderate, non-proliferative, proliferative, and normal human eye ones—were acquired from 500 patients at Bahawal Victoria Hospital (BVH), Bahawalpur, Pakistan. Five hundred RF datasets (sized 256 × 256) for each DR stage and a total of 2500 (500 × 5) datasets of the five DR stages were acquired. This research introduces the novel clustering-based automated region growing framework. For texture analysis, four types of features—histogram (H), wavelet (W), co-occurrence matrix (COM) and run-length matrix (RLM)—were extracted, and various ML classifiers were employed, achieving 77.67%, 80%, 89.87%, and 96.33% classification accuracies, respectively. To improve classification accuracy, a fused hybrid-feature dataset was generated by applying the data fusion approach. From each image, 245 pieces of hybrid feature data (H, W, COM, and RLM) were observed, while 13 optimized features were selected after applying four different feature selection techniques, namely Fisher, correlation-based feature selection, mutual information, and probability of error plus average correlation. Five ML classifiers named sequential minimal optimization (SMO), logistic (Lg), multi-layer perceptron (MLP), logistic model tree (LMT), and simple logistic (SLg) were deployed on selected optimized features (using 10-fold cross-validation), and they showed considerably high classification accuracies of 98.53%, 99%, 99.66%, 99.73%, and 99.73%, respectively.
Optimisation problems arising in industry are some of the hardest, often because of the tight specifications of the products involved. They are almost invariably constrained and they involve highly nonlinear, and non-convex functions both in the objective and in the constraints. It is also often the case that the solutions required must be of high quality and obtained in realistic times. Although there are already a number of well performing optimisation algorithms for such problems, here we consider the novel Plant Propagation Algorithm (PPA) which on continuous problems seems to be very competitive. It is presented in a modified form to handle a selection of problems of interest. Comparative results obtained with PPA and state-of-the-art optimisation algorithms of the Nature-inspired type are presented and discussed. On this selection of problems, PPA is found to be as good as and in some cases superior to these algorithms.
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