Prediction with limited advice and multiarmed bandits with paid observations

We study two problems of online learning under restricted information access. In the first problem, prediction with limited advice, we consider a game of prediction with expert advice, where on each round of the game we query the advice of a subset of M out of N experts. We present an algorithm that achieves O(√(N/M)TlnN ) regret on T rounds of this game. The second problem, the multiarmed bandit with paid observations, is a variant of the adversarial N-armed bandit game, where on round t of the game we can observe the reward of any number of arms, but each observation has a cost c. We present an algorithm that achieves O((cNlnN) 1/3 T2/3+√TlnN ) regret on T rounds of this game in the worst case. Furthermore, we present a number of refinements that treat arm- and time-dependent observation costs and achieve lower regret under benign conditions. We present lower bounds that show that, apart from the logarithmic factors, the worst-case regret bounds cannot be improved.

Comparing different approach and avoidance models of learning and personality in the prediction of work, university, and leadership outcomes

Jackson (2005) developed a hybrid model of personality and learning, known as the learning styles profiler (LSP) which was designed to span biological, socio-cognitive, and experiential research foci of personality and learning research. The hybrid model argues that functional and dysfunctional learning outcomes can be best understood in terms of how cognitions and experiences control, discipline, and re-express the biologically based scale of sensation-seeking. In two studies with part-time workers undertaking tertiary education (N equals 137 and 58), established models of approach and avoidance from each of the three different research foci were compared with Jackson's hybrid model in their predictiveness of leadership, work, and university outcomes using self-report and supervisor ratings. Results showed that the hybrid model was generally optimal and, as hypothesized, that goal orientation was a mediator of sensation-seeking on outcomes (work performance, university performance, leader behaviours, and counterproductive work behaviour). Our studies suggest that the hybrid model has considerable promise as a predictor of work and educational outcomes as well as dysfunctional outcomes.

Traffic incident clearance time and arrival time prediction based on hazard models

Accurate prediction of incident duration is not only important information of Traffic Incident Management System, but also an ffective input for travel time prediction. In this paper, the hazard based prediction odels are developed for both incident clearance time and arrival time. The data are obtained from the Queensland Department of Transport and Main Roads’ STREAMS Incident Management System (SIMS) for one year ending in November 2010. The best fitting distributions are drawn for both clearance and arrival time for 3 types of incident: crash, stationary vehicle, and hazard. The results show that Gamma, Log-logistic, and Weibull are the best fit for crash, stationary vehicle, and hazard incident, respectively. The obvious impact factors are given for crash clearance time and arrival time. The quantitative influences for crash and hazard incident are presented for both clearance and arrival. The model accuracy is analyzed at the end.

Predictive validity of accelerometer prediction equations for energy expenditure (EE) during overland walking and running in children and adolescents

Purpose The aim of this study was to assess the predictive validity of three accelerometer prediction equations (Freedson et aL, 1997; Trost et aL, 1998; Puyau et al., 2002) for energy expenditure (EE) during overland walking and running in children and adolescents. Methods 45 healthy children and adolescents aged 10-18 completed the following protocol, each task 5-mins in duration, with a 5-min rest period in between; walking normally; walking briskly; running easily and running fast. During each task participants wore MTI (WAM 7164) Actigraphs on the left and right hips. VO2 was monitored breath by breath using the Cosmed K4b2 portable indirect calorimetry system. For each prediction equation, difference scores were calculated as EE measured minus EE predicted. The percentage of 1-min epochs correctly categorized as light (<3 METs), moderate (3-5.9 METs), and vigorous (≥6 METS) was also calculated. Results The Freedson and Trost equations consistently overestimated MET level. The level of overestimation was statistically significant across all tasks for the Freedson equation, and was significant for only the walking tasks for the Trost equation. The Puyau equation consistently underestimated AEE with the exception of the walking normally task. In terms of categorisation, the Freedson equation (72.8% agreement) demonstrated better agreement than the Puyau (60.6%). Conclusions These data suggest that the three accelerometer prediction equations do not accurately predict EE on a minute-by-minute basis in children and adolescents during overland walking and running. However, the cut points generated by these equations maybe useful for classifying activity as either, light, moderate, or vigorous.

Spatial prediction on a river network

This article develops methods for spatially predicting daily change of dissolved oxygen (Dochange) at both sampled locations (134 freshwater sites in 2002 and 2003) and other locations of interest throughout a river network in South East Queensland, Australia. In order to deal with the relative sparseness of the monitoring locations in comparison to the number of locations where one might want to make predictions, we make a classification of the river and stream locations. We then implement optimal spatial prediction (ordinary and constrained kriging) from geostatistics. Because of their directed-tree structure, rivers and streams offer special challenges. A complete approach to spatial prediction on a river network is given, with special attention paid to environmental exceedances. The methodology is used to produce a map of Dochange predictions for 2003. Dochange is one of the variables measured as part of the Ecosystem Health Monitoring Program conducted within the Moreton Bay Waterways and Catchments Partnership.

Beyond point forecasting : evaluation of alternative prediction intervals for tourist arrivals

This paper evaluates the performances of prediction intervals generated from alternative time series models, in the context of tourism forecasting. The forecasting methods considered include the autoregressive (AR) model, the AR model using the bias-corrected bootstrap, seasonal ARIMA models, innovations state space models for exponential smoothing, and Harvey’s structural time series models. We use thirteen monthly time series for the number of tourist arrivals to Hong Kong and Australia. The mean coverage rates and widths of the alternative prediction intervals are evaluated in an empirical setting. It is found that all models produce satisfactory prediction intervals, except for the autoregressive model. In particular, those based on the biascorrected bootstrap perform best in general, providing tight intervals with accurate coverage rates, especially when the forecast horizon is long.

Arterial short-term travel time prediction using Bluetooth data

This project recognized lack of data analysis and travel time prediction on arterials as the main gap in the current literature. For this purpose it first investigated reliability of data gathered by Bluetooth technology as a new cost effective method for data collection on arterial roads. Then by considering the similarity among varieties of daily travel time on different arterial routes, created a SARIMA model to predict future travel time values. Based on this research outcome, the created model can be applied for online short term travel time prediction in future.

Enhanced stochastic mobility prediction with multi-output Gaussian processes

Outdoor robots such as planetary rovers must be able to navigate safely and reliably in order to successfully perform missions in remote or hostile environments. Mobility prediction is critical to achieving this goal due to the inherent control uncertainty faced by robots traversing natural terrain. We propose a novel algorithm for stochastic mobility prediction based on multi-output Gaussian process regression. Our algorithm considers the correlation between heading and distance uncertainty and provides a predictive model that can easily be exploited by motion planning algorithms. We evaluate our method experimentally and report results from over 30 trials in a Mars-analogue environment that demonstrate the effectiveness of our method and illustrate the importance of mobility prediction in navigating challenging terrain.

Prediction of thermal expansion properties of carbon nanotubes using molecular dynamics simulations

The axial coefficients of thermal expansion (CTE) of various carbon nanotubes (CNTs), i.e., single-wall carbon nanotubes (SWCNTs), and some multi-wall carbon nanotubes (MWCNTs), were predicted using molecular dynamics (MDs) simulations. The effects of two parameters, i.e., temperature and the CNT diameter, on CTE were investigated extensively. For all SWCNTs and MWCNTs, the obtained results clearly revealed that within a wide low temperature range, their axial CTEs are negative. As the diameter of CNTs decreases, this temperature range for negative axial CTEs becomes narrow, and positive axial CTEs appear in high temperature range. It was found that the axial CTEs vary nonlinearly with the temperature, however, they decrease linearly as the CNT diameter increases. Moreover, within a wide temperature range, a set of empirical formulations was proposed for evaluating the axial CTEs of armchair and zigzag SWCNTs using the above two parameters. Finally, it was found that the absolute value of the negative axial CTE of any MWCNT is much smaller than those of its constituent SWCNTs, and the average value of the CTEs of its constituent SWCNTs. The present fundamental study is very important for understanding the thermal behaviors of CNTs in such as nanocomposite temperature sensors, or nanoelectronics devices using CNTs.

Learned stochastic mobility prediction for planning with control uncertainty on unstructured terrain

Motion planning for planetary rovers must consider control uncertainty in order to maintain the safety of the platform during navigation. Modelling such control uncertainty is difficult due to the complex interaction between the platform and its environment. In this paper, we propose a motion planning approach whereby the outcome of control actions is learned from experience and represented statistically using a Gaussian process regression model. This mobility prediction model is trained using sample executions of motion primitives on representative terrain, and predicts the future outcome of control actions on similar terrain. Using Gaussian process regression allows us to exploit its inherent measure of prediction uncertainty in planning. We integrate mobility prediction into a Markov decision process framework and use dynamic programming to construct a control policy for navigation to a goal region in a terrain map built using an on-board depth sensor. We consider both rigid terrain, consisting of uneven ground, small rocks, and non-traversable rocks, and also deformable terrain. We introduce two methods for training the mobility prediction model from either proprioceptive or exteroceptive observations, and report results from nearly 300 experimental trials using a planetary rover platform in a Mars-analogue environment. Our results validate the approach and demonstrate the value of planning under uncertainty for safe and reliable navigation.

Corporate credit risk prediction under stochastic volatility and jumps

This paper examines the impact of allowing for stochastic volatility and jumps (SVJ) in a structural model on corporate credit risk prediction. The results from a simulation study verify the better performance of the SVJ model compared with the commonly used Merton model, and three sources are provided to explain the superiority. The empirical analysis on two real samples further ascertains the importance of recognizing the stochastic volatility and jumps by showing that the SVJ model decreases bias in spread prediction from the Merton model, and better explains the time variation in actual CDS spreads. The improvements are found particularly apparent in small firms or when the market is turbulent such as the recent financial crisis.

Frequency-motivated observer design for the prediction of parametric roll resonance control applications in marine systems

This work deals with estimators for predicting when parametric roll resonance is going to occur in surface vessels. The roll angle of the vessel is modeled as a second-order linear oscillatory system with unknown parameters. Several algorithms are used to estimate the parameters and eigenvalues of the system based on data gathered experimentally on a 1:45 scale model of a tanker. Based on the estimated eigenvalues, the system predicts whether or not parametric roll occurred. A prediction accuracy of 100% is achieved for regular waves, and up to 87.5% for irregular waves.