Sentence similarity measures play an increasingly important role in textrelated research and applications in areas such as text mining, web page retrieval and dialogue systems. Existing methods for computing sentence similarity have been adopted from approaches used for long text documents. These methods process sentences in a very high dimensional space and are consequently inefficient, require human input and are not adaptable to some application domains. This paper focuses directly on computing the similarity between very short texts of sentence length. It presents an algorithm that takes account of semantic information and word order information implied in the sentences. The semantic similarity of two sentences is calculated using information from a structured lexical database and from corpus statistics. The use of a lexical database enables our method to model human common sense knowledge and the incorporation of corpus statistics allows our method to be adaptable to different domains. The proposed method can be used in a variety of applications that involve text knowledge representation and discovery. Experiments on two sets of selected sentence pairs demonstrate that the proposed method provides a similarity measure that shows a significant correlation to human intuition.
A common assumption in traditional supervised learning is the similar probability distribution of data between the training phase and the testing/operating phase. When transitioning from the training to testing phase, a shift in the probability distribution of input data is known as a covariate shift. Covariate shifts commonly arise in a wide range of real-world systems such as electroencephalogram-based brain-computer interfaces (BCIs). In such systems, there is a necessity for continuous monitoring of the process behavior, and tracking the state of the covariate shifts to decide about initiating adaptation in a timely manner. This paper presents a covariate shift-detection and -adaptation methodology, and its application to motor imagery-based BCIs. A covariate shift-detection test based on an exponential weighted moving average model is used to detect the covariate shift in the features extracted from motor imagery-based brain responses. Following the covariate shift-detection test, the methodology initiates an adaptation by updating the classifier during the testing/operating phase. The usefulness of the proposed method is evaluated using real-world BCI datasets (i.e. BCI competition IV dataset 2A and 2B). The results show a statistically significant improvement in the classification accuracy of the BCI system over traditional learning and semi-supervised learning methods.
-The creation of a predictive system that correctly forecasts future changes of a stock price is crucial for investment management and algorithmic trading. The use of technical analysis for financial forecasting has been successfully employed by many researchers. Input window length is a time frame parameter required to be set when calculating many technical indicators. This study explores how the performance of the predictive system depends on a combination of a forecast horizon and an input window length for forecasting variable horizons. Technical indicators are used as input features for machine learning algorithms to forecast future directions of stock price movements. The dataset consists of ten years daily price time series for fifty stocks. The highest prediction performance is observed when the input window length is approximately equal to the forecast horizon. This novel pattern is studied using multiple performance metrics: prediction accuracy, winning rate, return per trade and Sharpe ratio.
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