this paper presents the prediction of vehicle's velocity time series using neural networks. for this purpose, driving data is firstly collected in real world traffic conditions in the city of tehran using advance vehicle location devices installed on private cars. a multi-layer perceptron network is then designed for driving time series forecasting. in addition, the results of this study a...

The paper employs Artificial Neural Network (ANN) to forecast foreign exchange rate in India during 1992-2009. We used two types of data set (daily and monthly) for US dollar, British pound, euro and Japanese yen. The performance of forecasting is quantified by using various loss functions namely root mean square error (RMSE), mean absolute error (MAE), mean absolute deviation (MAD) and mean ab...

The problem of estimating the density-weighted average derivative of a regression function is considered. We present a new consistent estimator based on a plug-in approach and wavelet projections. Its performances are explored under various dependence structures on the observations: the independent case, the ρ-mixing case and the α-mixing case. More precisely, denoting n the number of observati...

In view of pollution prediction modeling, the study adopts homogenous (random forest, bagging, and additive regression) and heterogeneous (voting) ensemble classifiers to predict the atmospheric concentration of Sulphur dioxide. For model validation, results were compared against widely known single base classifiers such as support vector machine, multilayer perceptron, linear regression and re...

There is a need for knowledge, experience, laboratory, materials, and time to conduct chemical experiments. The results depend on the process and are also quite costly. For economic and rapid results, chemical processes can be modeled by utilizing data obtained in the past. In this paper, an artificial neural network model is proposed for predicting the removal efficiency of...

This study evaluated measures for making comparisons of errors across time series. We analyzed 90 annual and 101 quarterly economic time series. We judged error measures on reliability, construct validity, sensitivity to small changes, protection against outliers, and their relationship to decision making. The results lead us to recommend the Geometric Mean of the Relative Absolute Error (GMRAE...

This paper performs an experiment to forecast stock market movement in India using Artificial Neural Network (ANN) and Genetic Algorithm (GA). This model is named Genetically optimized Neural Network (GNN). We have tested this newly created model against traditional ARCH/GARCH models using hypothesis testing (z-test).We have used different error metrics like Average Absolute Error (AAE), Mean A...

In this paper, a novel noise-constrained least-squares (NCLS) method for online autoregressive (AR) parameter estimation is developed under blind Gaussian noise environments, and a discrete-time learning algorithm with a fixed step length is proposed. It is shown that the proposed learning algorithm converges globally to an AR optimal estimate. Compared with conventional second-order and high-o...