Short-term electricity price forecasting using wavelet and SVM techniques

In deregulated electricity market, modeling and forecasting the spot price present a number of challenges. By applying wavelet and support vector machine techniques, a new time series model for short term electricity price forecasting has been developed in this paper. The model employs both historical price and other important information, such as load capacity and weather (temperature), to forecast the price of one or more time steps ahead. The developed model has been evaluated with the actual data from Australian National Electricity Market. The simulation results demonstrated that the forecast model is capable of forecasting the electricity price with a reasonable forecasting accuracy.

The specification of vector autoregressive moving average models

In this paper we propose a new identification method based on the residual white noise autoregressive criterion (Pukkila et al. , 1990) to select the order of VARMA structures. Results from extensive simulation experiments based on different model structures with varying number of observations and number of component series are used to demonstrate the performance of this new procedure. We also use economic and business data to compare the model structures selected by this order selection method with those identified in other published studies.

Machine learning for matching astronomy catalogues

An emerging issue in the field of astronomy is the integration, management and utilization of databases from around the world to facilitate scientific discovery. In this paper, we investigate application of the machine learning techniques of support vector machines and neural networks to the problem of amalgamating catalogues of galaxies as objects from two disparate data sources: radio and optical. Formulating this as a classification problem presents several challenges, including dealing with a highly unbalanced data set. Unlike the conventional approach to the problem (which is based on a likelihood ratio) machine learning does not require density estimation and is shown here to provide a significant improvement in performance. We also report some experiments that explore the importance of the radio and optical data features for the matching problem.

Microarray expression profiling in melanoma reveals a BRAF mutation signature

We have used microarray gene expression pro. ling and machine learning to predict the presence of BRAF mutations in a panel of 61 melanoma cell lines. The BRAF gene was found to be mutated in 42 samples (69%) and intragenic mutations of the NRAS gene were detected in seven samples (11%). No cell line carried mutations of both genes. Using support vector machines, we have built a classifier that differentiates between melanoma cell lines based on BRAF mutation status. As few as 83 genes are able to discriminate between BRAF mutant and BRAF wild-type samples with clear separation observed using hierarchical clustering. Multidimensional scaling was used to visualize the relationship between a BRAF mutation signature and that of a generalized mitogen-activated protein kinase ( MAPK) activation ( either BRAF or NRAS mutation) in the context of the discriminating gene list. We observed that samples carrying NRAS mutations lie somewhere between those with or without BRAF mutations. These observations suggest that there are gene-specific mutation signals in addition to a common MAPK activation that result from the pleiotropic effects of either BRAF or NRAS on other signaling pathways, leading to measurably different transcriptional changes.

Prediction of protein B-factor profiles

The polypeptide backbones and side chains of proteins are constantly moving due to thermal motion and the kinetic energy of the atoms. The B-factors of protein crystal structures reflect the fluctuation of atoms about their average positions and provide important information about protein dynamics. Computational approaches to predict thermal motion are useful for analyzing the dynamic properties of proteins with unknown structures. In this article, we utilize a novel support vector regression (SVR) approach to predict the B-factor distribution (B-factor profile) of a protein from its sequence. We explore schemes for encoding sequences and various settings for the parameters used in SVR. Based on a large dataset of high-resolution proteins, our method predicts the B-factor distribution with a Pearson correlation coefficient (CC) of 0.53. In addition, our method predicts the B-factor profile with a CC of at least 0.56 for more than half of the proteins. Our method also performs well for classifying residues (rigid vs. flexible). For almost all predicted B-factor thresholds, prediction accuracies (percent of correctly predicted residues) are greater than 70%. These results exceed the best results of other sequence-based prediction methods. (C) 2005 Wiley-Liss, Inc.

Genes for the majority of group A streptococcal virulence factors and extracellular surface proteins do not confer an increased propensity to cause invasive disease

Background. The factors behind the reemergence of severe, invasive group A streptococcal (GAS) diseases are unclear, but it could be caused by altered genetic endowment in these organisms. However, data from previous studies assessing the association between single genetic factors and invasive disease are often conflicting, suggesting that other, as-yet unidentified factors are necessary for the development of this class of disease. Methods. In this study, we used a targeted GAS virulence microarray containing 226 GAS genes to determine the virulence gene repertoires of 68 GAS isolates (42 associated with invasive disease and 28 associated with noninvasive disease) collected in a defined geographic location during a contiguous time period. We then employed 3 advanced machine learning methods (genetic algorithm neural network, support vector machines, and classification trees) to identify genes with an increased association with invasive disease. Results. Virulence gene profiles of individual GAS isolates varied extensively among these geographically and temporally related strains. Using genetic algorithm neural network analysis, we identified 3 genes with a marginal overrepresentation in invasive disease isolates. Significantly, 2 of these genes, ssa and mf4, encoded superantigens but were only present in a restricted set of GAS M-types. The third gene, spa, was found in variable distributions in all M-types in the study. Conclusions. Our comprehensive analysis of GAS virulence profiles provides strong evidence for the incongruent relationships among any of the 226 genes represented on the array and the overall propensity of GAS to cause invasive disease, underscoring the pathogenic complexity of these diseases, as well as the importance of multiple bacteria and/ or host factors.

Rule extraction from technology IPOs in the US stock market

Machine learning techniques for prediction and rule extraction from artificial neural network methods are used. The hypothesis that market sentiment and IPO specific attributes are equally responsible for first-day IPO returns in the US stock market is tested. Machine learning methods used are Bayesian classifications, support vector machines, decision tree techniques, rule learners and artificial neural networks. The outcomes of the research are predictions and rules associated With first-day returns of technology IPOs. The hypothesis that first-day returns of technology IPOs are equally determined by IPO specific and market sentiment is rejected. Instead lower yielding IPOs are determined by IPO specific and market sentiment attributes, while higher yielding IPOs are largely dependent on IPO specific attributes.