A framework for electricity price spike analysis with advanced data mining methods

There are many techniques for electricity market price forecasting. However, most of them are designed for expected price analysis rather than price spike forecasting. An effective method of predicting the occurrence of spikes has not yet been observed in the literature so far. In this paper, a data mining based approach is presented to give a reliable forecast of the occurrence of price spikes. Combined with the spike value prediction techniques developed by the same authors, the proposed approach aims at providing a comprehensive tool for price spike forecasting. In this paper, feature selection techniques are firstly described to identify the attributes relevant to the occurrence of spikes. A simple introduction to the classification techniques is given for completeness. Two algorithms: support vector machine and probability classifier are chosen to be the spike occurrence predictors and are discussed in details. Realistic market data are used to test the proposed model with promising results.

Exploiting sequence dependencies in the prediction of peroxisomal proteins

Prediction of peroxisomal matrix proteins generally depends on the presence of one of two distinct motifs at the end of the amino acid sequence. PTS1 peroxisomal proteins have a well conserved tripeptide at the C-terminal end. However, the preceding residues in the sequence arguably play a crucial role in targeting the protein to the peroxisome. Previous work in applying machine learning to the prediction of peroxisomal matrix proteins has failed W capitalize on the full extent of these dependencies. We benchmark a range of machine learning algorithms, and show that a classifier - based on the Support Vector Machine - produces more accurate results when dependencies between the conserved motif and the preceding section are exploited. We publish an updated and rigorously curated data set that results in increased prediction accuracy of most tested models.

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.

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.

Real-Time Gene-Expression Extraction with Fast Classification (FC) Networks

Fast Classification (FC) networks were inspired by a biologically plausible mechanism for short term memory where learning occurs instantaneously. Both weights and the topology for an FC network are mapped directly from the training samples by using a prescriptive training scheme. Only two presentations of the training data are required to train an FC network. Compared with iterative learning algorithms such as Back-propagation (which may require many hundreds of presentations of the training data), the training of FC networks is extremely fast and learning convergence is always guaranteed. Thus FC networks may be suitable for applications where real-time classification is needed. In this paper, the FC networks are applied for the real-time extraction of gene expressions for Chlamydia microarray data. Both the classification performance and learning time of the FC networks are compared with the Multi-Layer Proceptron (MLP) networks and support-vector-machines (SVM) in the same classification task. The FC networks are shown to have extremely fast learning time and comparable classification accuracy.

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.

Tuning pattern classifier parameters using a genetic algorithm with an application in mobile robotics

Support vector machines (SVMs) have recently emerged as a powerful technique for solving problems in pattern classification and regression. Best performance is obtained from the SVM its parameters have their values optimally set. In practice, good parameter settings are usually obtained by a lengthy process of trial and error. This paper describes the use of genetic algorithm to evolve these parameter settings for an application in mobile robotics.

Selection bias in gene extraction on the basis of microarray gene-expression data

In the context of cancer diagnosis and treatment, we consider the problem of constructing an accurate prediction rule on the basis of a relatively small number of tumor tissue samples of known type containing the expression data on very many (possibly thousands) genes. Recently, results have been presented in the literature suggesting that it is possible to construct a prediction rule from only a few genes such that it has a negligible prediction error rate. However, in these results the test error or the leave-one-out cross-validated error is calculated without allowance for the selection bias. There is no allowance because the rule is either tested on tissue samples that were used in the first instance to select the genes being used in the rule or because the cross-validation of the rule is not external to the selection process; that is, gene selection is not performed in training the rule at each stage of the cross-validation process. We describe how in practice the selection bias can be assessed and corrected for by either performing a cross-validation or applying the bootstrap external to the selection process. We recommend using 10-fold rather than leave-one-out cross-validation, and concerning the bootstrap, we suggest using the so-called. 632+ bootstrap error estimate designed to handle overfitted prediction rules. Using two published data sets, we demonstrate that when correction is made for the selection bias, the cross-validated error is no longer zero for a subset of only a few genes.

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.

Prediction of subcellular localization using sequence-biased recurrent networks

Motivation: Targeting peptides direct nascent proteins to their specific subcellular compartment. Knowledge of targeting signals enables informed drug design and reliable annotation of gene products. However, due to the low similarity of such sequences and the dynamical nature of the sorting process, the computational prediction of subcellular localization of proteins is challenging. Results: We contrast the use of feed forward models as employed by the popular TargetP/SignalP predictors with a sequence-biased recurrent network model. The models are evaluated in terms of performance at the residue level and at the sequence level, and demonstrate that recurrent networks improve the overall prediction performance. Compared to the original results reported for TargetP, an ensemble of the tested models increases the accuracy by 6 and 5% on non-plant and plant data, respectively.

Predicting the solvent accessibility of transmembrane residues from protein sequence

In this study, we propose a novel method to predict the solvent accessible surface areas of transmembrane residues. For both transmembrane alpha-helix and beta-barrel residues, the correlation coefficients between the predicted and observed accessible surface areas are around 0.65. On the basis of predicted accessible surface areas, residues exposed to the lipid environment or buried inside a protein can be identified by using certain cutoff thresholds. We have extensively examined our approach based on different definitions of accessible surface areas and a variety of sets of control parameters. Given that experimentally determining the structures of membrane proteins is very difficult and membrane proteins are actually abundant in nature, our approach is useful for theoretically modeling membrane protein tertiary structures, particularly for modeling the assembly of transmembrane domains. This approach can be used to annotate the membrane proteins in proteomes to provide extra structural and functional information.

Interactive email filtering: Learning from misclassified examples

Learning from mistakes has proven to be an effective way of learning in the interactive document classifications. In this paper we propose an approach to effectively learning from mistakes in the email filtering process. Our system has employed both SVM and Winnow machine learning algorithms to learn from misclassified email documents and refine the email filtering process accordingly. Our experiments have shown that the training of an email filter becomes much effective and faster

Vector Error-Correction Models in a consumer packaged goods category forecasting decision support system

A framework for developing marketing category management decision support systems (DSS) based upon the Bayesian Vector Autoregressive (BVAR) model is extended. Since the BVAR model is vulnerable to permanent and temporary shifts in purchasing patterns over time, a form that can correct for the shifts and still provide the other advantages of the BVAR is a Bayesian Vector Error-Correction Model (BVECM). We present the mechanics of extending the DSS to move from a BVAR model to the BVECM model for the category management problem. Several additional iterative steps are required in the DSS to allow the decision maker to arrive at the best forecast possible. The revised marketing DSS framework and model fitting procedures are described. Validation is conducted on a sample problem.