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Stock trend prediction is a challenging task due to the market’s noise, and machine learning techniques have recently been successful in coping with this challenge. In this research, we create a novel framework for stock prediction, Dynamic Advisor-Based Ensemble (dynABE). dynABE explores domain-specific areas based on the companies of interest, diversifies the feature set by creating different “advisors” that each handles a different area, follows an effective model ensemble procedure for each advisor, and combines the advisors together in a second-level ensemble through an online update strategy we developed. dynABE is able to adapt to price pattern changes of the market during the active trading period robustly, without needing to retrain the entire model. We test dynABE on three cobalt-related companies, and it achieves the best-case misclassification error of 31.12% and an annualized absolute return of 359.55% with zero maximum drawdown. dynABE also consistently outperforms the baseline models of support vector machine, neural network, and random forest in all case studies. [ABSTRACT FROM AUTHOR]

The importance of integrating research findings is incontrovertible and procedures for coordinate-based meta-analysis (CBMA) such as Activation Likelihood Estimation (ALE) have become a popular approach to combine results of fMRI studies when only peaks of activation are reported. As meta-analytical findings help building cumulative knowledge and guide future research, not only the quality of such analyses but also the way conclusions are drawn is extremely important. Like classical meta-analyses, coordinate-based meta-analyses can be subject to different forms of publication bias which may impact results and invalidate findings. The file drawer problem refers to the problem where studies fail to get published because they do not obtain anticipated results (e.g. due to lack of statistical significance). To enable assessing the stability of meta-analytical results and determine their robustness against the potential presence of the file drawer problem, we present an algorithm to determine the number of noise studies that can be added to an existing ALE fMRI meta-analysis before spatial convergence of reported activation peaks over studies in specific regions is no longer statistically significant. While methods to gain insight into the validity and limitations of results exist for other coordinate-based meta-analysis toolboxes, such as Galbraith plots for Multilevel Kernel Density Analysis (MKDA) and funnel plots and egger tests for seed-based d mapping, this procedure is the first to assess robustness against potential publication bias for the ALE algorithm. The method assists in interpreting meta-analytical results with the appropriate caution by looking how stable results remain in the presence of unreported information that may differ systematically from the information that is included. At the same time, the procedure provides further insight into the number of studies that drive the meta-analytical results. We illustrate the procedure through an example and test the effect of several parameters through extensive simulations. Code to generate noise studies is made freely available which enables users to easily use the algorithm when interpreting their results. [ABSTRACT FROM AUTHOR]

Proximal remote sensing is being used across a very wide range of research fields and by scientists, who are often without deep theoretical knowledge optical physics; the author of this article falls squarely in that category! This article highlights two optical phenomena, which may greatly influence the quality and robustness of proximal remote sensing: penetration and scattering. Penetration implies that acquired reflectance signals are associated with both physical and chemical properties of target objects from both the surface and internal tissues/structures. Scattering implies that reflectance signals acquired from one point or object are influenced by scattered radiometric energy from neighboring points or objects. Based on a series of laboratory experiments, penetration and scattering were discussed in the context of “robustness” (repeatability) of hyperspectral reflectance data. High robustness implies that it is possible to control imaging conditions and therefore: 1) obtain very similar radiometric signals from inert objects (objects that do not change) over time, and 2) be able to consistently distinguish objects that are otherwise highly similar in appearance (size, shape, and color) and in terms of biochemical composition. It was demonstrated that robustness of hyperspectral reflectance data (40 spectral bands from 385 to 1024 nm) were significantly influenced by penetration and scattering of radiometric energy. In addition, it was demonstrated that the influence of penetration and scattering varied across the examined spectrum. Characterization of how optical phenomena may affect the robustness of reflectance data is important when using proximal remote sensing technologies as tools used to classify engineering and biological objects. [ABSTRACT FROM AUTHOR]

The reconstruction of the topology of gene regulatory networks (GRNs) using high throughput genomic data such as microarray gene expression data is an important problem in systems biology. The main challenge in gene expression data is the high number of genes and low number of samples; also the data are often impregnated with noise. In this paper, in dealing with the noisy data, Kalman filter based method that has the ability to use prior knowledge on learning the network was used. In the proposed method namely (KFLR), in the first phase by using mutual information, the noisy regulations with low correlations were removed. The proposed method utilized a new closed form solution to compute the posterior probabilities of the edges from regulators to the target gene within a hybrid framework of Bayesian model averaging and linear regression methods. In order to show the efficiency, the proposed method was compared with several well know methods. The results of the evaluation indicate that the inference accuracy was improved by the proposed method which also demonstrated better regulatory relations with the noisy data. [ABSTRACT FROM AUTHOR]

Social and economic systems produce complex and nonlinear relationships in the indicator variables that describe them. We present a Bayesian methodology to analyze the dynamical relationships between indicator variables by identifying the nonlinear functions that best describe their interactions. We search for the ‘best’ explicit functions by fitting data using Bayesian linear regression on a vast number of models and then comparing their Bayes factors. The model with the highest Bayes factor, having the best trade-off between explanatory power and interpretability, is chosen as the ‘best’ model. To be able to compare a vast number of models, we use conjugate priors, resulting in fast computation times. We check the robustness of our approach by comparison with more prediction oriented approaches such as model averaging and neural networks. Our modelling approach is illustrated using the classical example of how democracy and economic growth relate to each other. We find that the best dynamical model for democracy suggests that long term democratic increase is only possible if the economic situation gets better. No robust model explaining economic development using these two variables was found. [ABSTRACT FROM AUTHOR]

Traffic congestion brings not only delay and inconvenience, but other associated national concerns, such as greenhouse gases, air pollutants, road safety issues and risks. Identification, measurement, tracking, and control of urban recurrent congestion are vital for building a livable and smart community. A considerable amount of works has made contributions to tackle the problem. Several methods, such as time-based approaches and level of service, can be effective for characterizing congestion on urban streets. However, studies with systemic perspectives have been minor in congestion quantification. Resilience, on the other hand, is an emerging concept that focuses on comprehensive systemic performance and characterizes the ability of a system to cope with disturbance and to recover its functionality. In this paper, we symbolized recurrent congestion as internal disturbance and proposed a modified metric inspired by the well-applied “R4” resilience-triangle framework. We constructed the metric with generic dimensions from both resilience engineering and transport science to quantify recurrent congestion based on spatial-temporal traffic patterns and made the comparison with other two approaches in freeway and signal-controlled arterial cases. Results showed that the metric can effectively capture congestion patterns in the study area and provides a quantitative benchmark for comparison. Also, it suggested not only a good comparative performance in measuring strength of proposed metric, but also its capability of considering the discharging process in congestion. The sensitivity tests showed that proposed metric possesses robustness against parameter perturbation in Robustness Range (RR), but the number of identified congestion patterns can be influenced by the existence of ϵ. In addition, the Elasticity Threshold (ET) and the spatial dimension of cell-based platform differ the congestion results significantly on both the detected number and intensity. By tackling this conventional problem with emerging concept, our metric provides a systemic alternative approach and enriches the toolbox for congestion assessment. Future work will be conducted on a larger scale with multiplex scenarios in various traffic conditions. [ABSTRACT FROM AUTHOR]

There are some practical factors, such as arm position change and donning/doffing, which prevent robust myoelectric control. The objective of this study is to precisely characterize the impacts of the two representative factors on myoelectric controllability in practical control situations, thereby providing useful references that can be potentially used to find better solutions for clinically reliable myoelectric control. To this end, a real-time target acquisition task was performed by fourteen subjects including one individual with congenital upper-limb deficiency, where the impacts of arm position change, donning/doffing and a combination of both factors on control performance was systematically evaluated. The changes in online performance were examined with seven different performance metrics to comprehensively evaluate various aspects of myoelectric controllability. As a result, arm position change significantly affects offline prediction accuracy, but not online control performance due to real-time feedback, thereby showing no significant correlation between offline and online performance. Donning/doffing was still problematic in online control conditions. It was further observed that no benefit was attained when using a control model trained with multiple position data in terms of arm position change, and the degree of electrode shift caused by donning/doffing was not severely associated with the degree of performance loss under practical conditions (around 1 cm electrode shift). Since this study is the first to concurrently investigate the impacts of arm position change and donning/doffing in practical myoelectric control situations, all findings of this study provide new insights into robust myoelectric control with respect to arm position change and donning/doffing. [ABSTRACT FROM AUTHOR]

This paper presents a robust satisficing decision-making method for Unmanned Aerial Vehicles (UAVs) executing complex missions in an uncertain environment. Motivated by the info-gap decision theory, we formulate this problem as a novel robust satisficing optimization problem, of which the objective is to maximize the robustness while satisfying some desired mission requirements. Specifically, a new info-gap based Markov Decision Process (IMDP) is constructed to abstract the uncertain UAV system and specify the complex mission requirements with the Linear Temporal Logic (LTL). A robust satisficing policy is obtained to maximize the robustness to the uncertain IMDP while ensuring a desired probability of satisfying the LTL specifications. To this end, we propose a two-stage robust satisficing solution strategy which consists of the construction of a product IMDP and the generation of a robust satisficing policy. In the first stage, a product IMDP is constructed by combining the IMDP with an automaton representing the LTL specifications. In the second, an algorithm based on robust dynamic programming is proposed to generate a robust satisficing policy, while an associated robustness evaluation algorithm is presented to evaluate the robustness. Finally, through Monte Carlo simulation, the effectiveness of our algorithms is demonstrated on an UAV search mission under severe uncertainty so that the resulting policy can maximize the robustness while reaching the desired performance level. Furthermore, by comparing the proposed method with other robust decision-making methods, it can be concluded that our policy can tolerate higher uncertainty so that the desired performance level can be guaranteed, which indicates that the proposed method is much more effective in real applications. [ABSTRACT FROM AUTHOR]

Bioimpedance spectroscopy (BIS) measurement errors may be caused by parasitic stray capacitance, impedance mismatch, cross-talking or their very likely combination. An accurate detection and identification is of extreme importance for further analysis because in some cases and for some applications, certain measurement artifacts can be corrected, minimized or even avoided. In this paper we present a robust method to detect the presence of measurement artifacts and identify what kind of measurement error is present in BIS measurements. The method is based on supervised machine learning and uses a novel set of generalist features for measurement characterization in different immittance planes. Experimental validation has been carried out using a database of complex spectra BIS measurements obtained from different BIS applications and containing six different types of errors, as well as error-free measurements. The method obtained a low classification error (0.33%) and has shown good generalization. Since both the features and the classification schema are relatively simple, the implementation of this pre-processing task in the current hardware of bioimpedance spectrometers is possible. [ABSTRACT FROM AUTHOR]

Reliably estimating wildlife abundance is fundamental to effective management. Aerial surveys are one of the only spatially robust tools for estimating large mammal populations, but statistical sampling methods are required to address detection biases that affect accuracy and precision of the estimates. Although various methods for correcting aerial survey bias are employed on large mammal species around the world, these have rarely been rigorously validated. Several populations of feral horses (Equus caballus) in the western United States have been intensively studied, resulting in identification of all unique individuals. This provided a rare opportunity to test aerial survey bias correction on populations of known abundance. We hypothesized that a hybrid method combining simultaneous double-observer and sightability bias correction techniques would accurately estimate abundance. We validated this integrated technique on populations of known size and also on a pair of surveys before and after a known number was removed. Our analysis identified several covariates across the surveys that explained and corrected biases in the estimates. All six tests on known populations produced estimates with deviations from the known value ranging from -8.5% to +13.7% and <0.7 standard errors. Precision varied widely, from 6.1% CV to 25.0% CV. In contrast, the pair of surveys conducted around a known management removal produced an estimated change in population between the surveys that was significantly larger than the known reduction. Although the deviation between was only 9.1%, the precision estimate (CV = 1.6%) may have been artificially low. It was apparent that use of a helicopter in those surveys perturbed the horses, introducing detection error and heterogeneity in a manner that could not be corrected by our statistical models. Our results validate the hybrid method, highlight its potentially broad applicability, identify some limitations, and provide insight and guidance for improving survey designs. [ABSTRACT FROM AUTHOR]

In a recent paper, Welsh, Lindenmayer and Donnelly (WLD) question the usefulness of models that estimate species occupancy while accounting for detectability. WLD claim that these models are difficult to fit and argue that disregarding detectability can be better than trying to adjust for it. We think that this conclusion and subsequent recommendations are not well founded and may negatively impact the quality of statistical inference in ecology and related management decisions. Here we respond to WLD's claims, evaluating in detail their arguments, using simulations and/or theory to support our points. In particular, WLD argue that both disregarding and accounting for imperfect detection lead to the same estimator performance regardless of sample size when detectability is a function of abundance. We show that this, the key result of their paper, only holds for cases of extreme heterogeneity like the single scenario they considered. Our results illustrate the dangers of disregarding imperfect detection. When ignored, occupancy and detection are confounded: the same naïve occupancy estimates can be obtained for very different true levels of occupancy so the size of the bias is unknowable. Hierarchical occupancy models separate occupancy and detection, and imprecise estimates simply indicate that more data are required for robust inference about the system in question. As for any statistical method, when underlying assumptions of simple hierarchical models are violated, their reliability is reduced. Resorting in those instances where hierarchical occupancy models do no perform well to the naïve occupancy estimator does not provide a satisfactory solution. The aim should instead be to achieve better estimation, by minimizing the effect of these issues during design, data collection and analysis, ensuring that the right amount of data is collected and model assumptions are met, considering model extensions where appropriate. [ABSTRACT FROM AUTHOR]

For swine dysentery, which is caused by Brachyspira hyodysenteriae infection and is an economically important disease in intensive pig production systems worldwide, a perfect or error-free diagnostic test (“gold standard”) is not available. In the absence of a gold standard, Bayesian latent class modelling is a well-established methodology for robust diagnostic test evaluation. In contrast to risk factor studies in food animals, where adjustment for within group correlations is both usual and required for good statistical practice, diagnostic test evaluation studies rarely take such clustering aspects into account, which can result in misleading results. The aim of the present study was to estimate test accuracies of a PCR originally designed for use as a confirmatory test, displaying a high diagnostic specificity, and cultural examination for B. hyodysenteriae. This estimation was conducted based on results of 239 samples from 103 herds originating from routine diagnostic sampling. Using Bayesian latent class modelling comprising of a hierarchical beta-binomial approach (which allowed prevalence across individual herds to vary as herd level random effect), robust estimates for the sensitivities of PCR and culture, as well as for the specificity of PCR, were obtained. The estimated diagnostic sensitivity of PCR (95% CI) and culture were 73.2% (62.3; 82.9) and 88.6% (74.9; 99.3), respectively. The estimated specificity of the PCR was 96.2% (90.9; 99.8). For test evaluation studies, a Bayesian latent class approach is well suited for addressing the considerable complexities of population structure in food animals. [ABSTRACT FROM AUTHOR]