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In recent years, trust-boundary protection has become a challenging problem in Industrial Internet of Things (IIoT) environments. Trust boundaries separate IIoT processes and data stores in different groups based on user access privilege. Points where dataflow intersects with the trust boundary are becoming entry points for attackers. Attackers use various model skewing and intelligent techniques to generate adversarial/noisy examples that are indistinguishable from natural data. Many of the existing machine-learning (ML)-based approaches attempt to circumvent this problem. However, owing to an extremely large attack surface in the IIoT network, capturing a true distribution during training is difficult. The standard generative adversarial network (GAN) commonly generates adversarial examples for training using randomly sampled noise. However, the distribution of noisy inputs of GAN largely differs from actual distribution of data in IIoT networks and shows less robustness against adversarial attacks. Therefore, in this article, we propose a downsampler-encoder-based cooperative data generator that is trained using an algorithm to ensure better capture of the actual distribution of attack models for the large IIoT attack surface. The proposed downsampler-based data generator is alternatively updated and verified during training using a deep neural network discriminator to ensure robustness. This guarantees the performance of the generator against input sets with a high noise level at time of training and testing. Various experiments are conducted on a real IIoT testbed data set. Experimental results show that the proposed approach outperforms conventional deep learning and other ML techniques in terms of robustness against adversarial/noisy examples in the IIoT environment.

A smart grid is an intelligent electricity network that allows efficient electricity distribution from the source to consumers through telecommunication technology. The legacy smart grid follows the centralized oligopoly marketplace for electricity trading. This research proposes a blockchain-based electricity marketplace for the smart grid environment to introduce a decentralized ledger in the electricity market for enabling trust and traceability among the stakeholders. The electricity prices in the smart grid are dynamic in nature. Therefore, price forecasting in smart grids has paramount importance for the service providers to ensure service level agreement and also to maximize profit. This research introduced a Stackelberg model-based dynamic retail price forecasting of electricity in a smart grid. The Stackelberg model considered two-stage pricing between electricity producers to retailers and retailers to customers. To enable adaptive and dynamic price forecasting, reinforcement learning is used. Reinforcement learning provides an optimal price forecasting strategy through the online learning process. The use of blockchain will connect the service providers and consumers in a more secure transaction environment. It will help tackle the centralized system’s vulnerability by performing transactions through customers’ smart contracts. Thus, the integration of blockchain will not only make the smart grid system more secure, but also price forecasting with reinforcement learning will make it more optimized and scalable.

With the continuous attempts to develop effective machine learning methods, information fusion approaches play an important role in integrating data from multiple sources and improving these methods' performance. Among the different fusion techniques, decision-level fusion has unique advantages to fuse the decisions of various classifiers and getting an effective outcome. In this paper, we propose a decision-level fusion method that combines three well-calibrated ensemble classifiers, namely, a random forest (RF), gradient boosting (GB), and extreme gradient boosting (XGB) methods. It is used to predict the COVID-19 patient health for early monitoring and efficient treatment. A soft voting technique is used to generate the final decision result from the predictions of these calibrated classifiers. The method uses the COVID-19 patient's health information, travel demographic, and geographical data to predict the possible outcome of the COVID-19 case, recovered, or death. A different set of experiments is conducted on a public novel Corona Virus 2019 dataset using a different ratio of test sets. The experimental results show that the proposed fusion method achieved an accuracy of 97.24% and an F1-score of 0.97, which is higher than the current related work that has an accuracy of 94% and an F1-score 0.86, on 20% test set taken from the dataset.

In this paper, we propose a new type of adaptive fuzzy inference system with a view to achieve improved performance for forecasting nonlinear time series data by dynamically adapting the fuzzy rules with arrival of new data. The structure of the fuzzy model utilized in the proposed system is developed based on the log-likelihood value of each data vector generated by a trained Hidden Markov Model. As part of its adaptation process, our system checks and computes the parameter values and generates new fuzzy rules as required, in response to new observations for obtaining better performance. In addition, it can also identify the most appropriate fuzzy rule in the system that covers the new data; and thus requires to adapt the parameters of the corresponding rule only, while keeping the rest of the model unchanged. This intelligent adaptive behavior enables our adaptive fuzzy inference system (FIS) to outperform standard FISs. We evaluate the performance of the proposed approach for forecasting stock price indices. The experimental results demonstrate that our approach can predict a number of stock indices, e.g., Dow Jones Industrial (DJI) index, NASDAQ index, Standard and Poor500 (S&P500) index and few other indices from UK (FTSE100), Germany (DAX) , Australia (AORD) and Japan (NIKKEI) stock markets, accurately compared with other existing computational and statistical methods.

In this paper, we introduce a new hybrid of Hidden Markov Model (HMM), Fuzzy Logic and multiobjective Evolutionary Algorithm (EA) for building a fuzzy model to predict non-linear time series data. In this hybrid approach, the HMM's log-likelihood score for each data pattern is used to rank the data and fuzzy rules are generated using the ranked data. We use multiobjective EA to find a range of trade-off solutions between the number of fuzzy rules and the prediction accuracy. The model is tested on a number of benchmark and more recent financial time series data. The experimental results clearly demonstrate that our model is able to generate a reduced number of fuzzy rules with similar (and in some cases better) performance compared with typical data driven fuzzy models reported in the literature.

This paper presents a novel combination of the hidden Markov model (HMM) and the fuzzy models for forecasting stock market data. In a previous study we used an HMM to identify similar data patterns from the historical data and then used a weighted average to generate a 'one-day-ahead' forecast. This paper uses a similar approach to identify data patterns by using the HMM and then uses fuzzy logic to obtain a forecast value. The HMM's log-likelihood for each of the input data vectors is used to partition the dataspace. Each of the divided dataspaces is then used to generate a fuzzy rule. The fuzzy model developed from this approach is tested on stock market data drawn from different sectors. Experimental results clearly show an improved forecasting accuracy compared to other forecasting models such as, ARIMA, artificial neural network (ANN) and another HMM-based forecasting model.

In this paper we propose and implement a fusion model by combining the Hidden Markov Model (HMM), Artificial Neural Networks (ANN) and Genetic Algorithms (GA) to forecast financial market behaviour. The developed tool can be used for in depth analysis of the stock market. Using ANN, the daily stock prices are transformed to independent sets of values that become input to HMM. We draw on GA to optimize the initial parameters of HMM. The trained HMM is used to identify and locate similar patterns in the historical data. The price differences between the matched days and the respective next day are calculated. Finally, a weighted average of the price differences of similar patterns is obtained to prepare a forecast for the required next day. Forecasts are obtained for a number of securities in the IT sector and are compared with a conventional forecast method.

This paper presents an ensemble of feature selection and classification technique for classifying two types of breast lesion, benign and malignant. Features are selected based on their area under the ROC curves (AUC) which are then classified using a hybrid hidden Markov model (HMM)-fuzzy approach. HMM generated log-likelihood values are used to generate minimized fuzzy rules which are further optimized using gradient descent algorithms in order to enhance classification performance. The developed model is applied to Wisconsin breast cancer dataset to test its performance. The results indicate that a combination of selected features and the HMM-fuzzy approach can classify effectively the lesion types using only two fuzzy rules. Our experimental results also indicate that the proposed model can produce better classification accuracy when compared to most other computational tools.