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Sector-Based Stock Price Prediction with Machine Learning Models 基于行业的股票价格预测与机器学习模型
Pub Date : 2022-11-30 DOI: 10.35377/saucis...1200151
Doğangün Kocaoğlu, Korhan Turgut, M. Z. Konyar
Stock price prediction is an important topic for investors and companies. The increasing effect of machine learning methods in every field also applies to stock forecasting. In this study, it is aimed to predict the future prices of the stocks of companies in different sectors traded on the Borsa Istanbul (BIST) 30 Index. For the study, the data of two companies selected as examples from each of the holding, white goods, petrochemical, iron and steel, transportation and communication sectors were analyzed. In the study, in addition to the share analysis of the sectors, the price prediction performances of the machine learning algorithm on a sectoral basis were examined. For these tests, XGBoost, Support Vector Machines (SVM), K-nearest neighbors (KNN) and Random Forest (RF) algorithms were used. The obtained results were analyzed with mean absolute error (MAE), mean absolute percent error (MAPE), mean squared error (MSE), and R2 correlation metrics. The best estimations on a sectoral basis were made for companies in the Iron and Steel and Petroleum field. One of the most important innovations in the study is the examination of the effect of current macro changes on the forecasting model. As an example, the effect of the changes in the Central Bank Governors, which took place three times in the 5-year period, on the forecast was investigated. The results showed that the unpredictable effects on the policies after the change of Governors also negatively affected the forecast performance
股票价格预测是投资者和公司的一个重要课题。机器学习方法在各个领域的作用越来越大,这也适用于股票预测。在本研究中,它的目的是预测不同行业的公司股票在伊斯坦布尔(BIST) 30指数交易的未来价格。在本研究中,从控股、白色家电、石化、钢铁、交通和通信等行业中选择了两家公司作为例子,对其数据进行了分析。在本研究中,除了对行业的份额分析外,还研究了机器学习算法在行业基础上的价格预测性能。在这些测试中,使用了XGBoost、支持向量机(SVM)、k近邻(KNN)和随机森林(RF)算法。采用平均绝对误差(MAE)、平均绝对百分比误差(MAPE)、均方误差(MSE)和R2相关指标对所得结果进行分析。在行业基础上对钢铁和石油领域的公司做出了最好的估计。本研究最重要的创新之一是检验当前宏观变化对预测模型的影响。作为一个例子,研究了中央银行行长的变动对预测的影响。中央银行行长在5年期间发生了三次变动。结果表明,央行行长换届后对政策的不可预测影响也对预测绩效产生了负面影响
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引用次数: 0
A Deep Transfer Learning-Based Comparative Study for Detection of Malaria Disease 基于深度迁移学习的疟疾疾病检测比较研究
Pub Date : 2022-11-30 DOI: 10.35377/saucis...1197119
Emel Soylu
Malaria is a disease caused by a parasite. The parasite is transmitted to humans through the bite of infected mosquitoes. Thousands of people die every year due to malaria. When this disease is diagnosed early, it can be fully treated with medication. Diagnosis of malaria can be made according to the presence of parasites in the blood taken from the patient. In this study, malaria detection and diagnosis study were performed using The Malaria dataset containing a total of 27,558 cell images with samples of equally parasitized and uninfected cells from thin blood smear slide images of segmented cells. It is possible to detect malaria from microscopic blood smear images via modern deep learning techniques. In this study, 5 of the popular convolutional neural network architectures for malaria detection from cell images were retrained to find the best combination of architecture and learning algorithm. AlexNet, GoogLeNet, ResNet-50, MobileNet-v2, VGG-16 architectures from pre-trained networks were used, their hyperparameters were adjusted and their performances were compared. In this study, a maximum 96.53% accuracy rate was achieved with MobileNet-v2 architecture using the adam learning algorithm
疟疾是一种由寄生虫引起的疾病。这种寄生虫通过受感染蚊子的叮咬传播给人类。每年有成千上万的人死于疟疾。当这种疾病被早期诊断出来时,它可以用药物完全治疗。疟疾的诊断可以根据从病人身上采集的血液中是否存在寄生虫来确定。在本研究中,使用疟疾数据集进行疟疾检测和诊断研究,该数据集包含27,558个细胞图像,其中包括来自分段细胞的薄血涂片图像的同等寄生和未感染细胞样本。通过现代深度学习技术,可以从显微镜下的血液涂片图像中检测疟疾。在本研究中,对5种流行的用于细胞图像疟疾检测的卷积神经网络架构进行了重新训练,以找到架构和学习算法的最佳组合。使用预训练网络中的AlexNet、GoogLeNet、ResNet-50、MobileNet-v2、VGG-16架构,调整其超参数并比较其性能。在本研究中,使用adam学习算法,在MobileNet-v2架构下,准确率最高达到96.53%
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引用次数: 0
Simulation of Cargo Unloading Problem: A Case study on estimating the optimal number of trucks and cranes 货物卸载问题的仿真:以汽车和起重机最优数量估算为例
Pub Date : 2022-11-22 DOI: 10.35377/saucis...1173791
A. Zengin, Waseem Hamdoon
For studying operational and organizational systems, modeling and simulation tools are becoming increasingly relevant. It is possible to build a lot of systems and study their behavior, which saves a lot of effort, time, and cost, where it cannot or difficult to study its behavior in the real world. There are many frameworks to implement modeling and simulation using a computer. in this paper DEVS-Suite for discrete events is used to implement a simulation of cargo unloading problem which represents a study on estimating the optimal number of trucks and cranes required in process of unloading goods and according to some determinants. The duration of the simulation is one month which is equivalent to 43,200 minutes. Based on the performance measures that were adopted in this study, the optimal number of trucks and cranes is 5 out of three assumptions of 3, 5, and 10, where the work will be in a permanent state of work and high productivity.
为了研究操作和组织系统,建模和仿真工具变得越来越重要。构建许多系统并研究它们的行为是可能的,这节省了大量的精力、时间和成本,而在现实世界中无法或难以研究其行为。有许多框架可以使用计算机实现建模和仿真。本文利用离散事件的DEVS-Suite软件实现了货物卸载问题的仿真,该仿真研究了根据某些决定因素估计货物卸载过程中所需的最优卡车和起重机数量。模拟的持续时间为一个月,相当于43,200分钟。根据本研究中采用的性能指标,卡车和起重机的最佳数量是3、5和10三个假设中的5个,其中工作将处于永久工作状态和高生产率。
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引用次数: 0
Pseudo-Supervised Defect Detection Using Robust Deep Convolutional Autoencoders 基于鲁棒深度卷积自编码器的伪监督缺陷检测
Pub Date : 2022-11-22 DOI: 10.35377/saucis...1196381
Mahmut Nedim Alpdemi̇r
Robust Autoencoders separate the input image into a Signal(L) and a Noise(S) part which, intuitively speaking, roughly corresponds to a more stable background scene (L) and an undesired anomaly (or defect) (S). This property of the method provides a convenient theoretical basis for divorcing intermittent anomalies that happen to clutter a relatively consistent background image. In this paper, we illustrate the use of Robust Deep Convolutional Autoencoders (RDCAE) for defect detection, via a pseudo-supervised training process. Our method introduces synthetic simulated defects (or structured noise) to the training process, that alleviates the scarcity of true (real-life) anomalous samples. As such, we offer a pseudo-supervised training process to devise a well-defined mechanism for deciding that the defect-normal discrimination capability of the autoencoders has reached to an acceptable point at training time. The experiment results illustrate that pseudo supervised Robust Deep Convolutional Autoencoders are very effective in identifying surface defects in an efficient way, compared to state of the art anomaly detection methods.
鲁棒自编码器将输入图像分离为信号(L)和噪声(S)部分,直观地说,大致对应于更稳定的背景场景(L)和不希望看到的异常(或缺陷)(S)。该方法的这一特性为分离相对一致的背景图像中的间歇性异常提供了方便的理论基础。在本文中,我们通过伪监督训练过程说明了鲁棒深度卷积自编码器(RDCAE)用于缺陷检测的使用。我们的方法在训练过程中引入了合成的模拟缺陷(或结构化噪声),从而缓解了真实(现实生活)异常样本的稀缺性。因此,我们提供了一个伪监督训练过程来设计一个定义良好的机制,以确定自编码器的缺陷-正常区分能力在训练时达到可接受的点。实验结果表明,与现有的异常检测方法相比,伪监督鲁棒深度卷积自编码器在识别表面缺陷方面非常有效。
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引用次数: 0
Using Multi-Label Classification Methods to Analyze Complaints Against Cargo Services During the COVID-19 Outbreak: Comparing Survey-Based and Word-Based Labeling 基于多标签分类方法的新冠肺炎疫情期间货物服务投诉分析——基于调查和基于文字标注的比较
Pub Date : 2022-11-21 DOI: 10.35377/saucis...1121830
Tolga Kuyucuk, Levent Çallı
This study investigates how cargo companies, with a significant market share in Turkey's service sector, managed their last-mile activities during the Covid-19 outbreak and suggests the solution to the adverse outcomes. The data used in the study included complaints made for cargo companies from an online complaint management website called sikayetvar.com from the start of the pandemic to the date of the research, which contained words related to the pandemic and was collected using Python language and the Scrapy module web scraping methods. Multilabel classification algorithms were used to categorize complaints based on assessments of training data obtained according to the topics. Results showed that parcel delivery-related themes were the most often complained about, and a considerable portion were delay issues.
本研究调查了在土耳其服务业占有重要市场份额的货运公司在2019冠状病毒病爆发期间如何管理其最后一英里的活动,并提出了应对不利后果的解决方案。研究中使用的数据包括从大流行开始到研究之日,货运公司在一个名为sikayetvar.com的在线投诉管理网站上收到的投诉,其中包含与大流行相关的单词,并使用Python语言和Scrapy模块网络抓取方法收集。使用多标签分类算法对投诉进行分类,基于对根据主题获得的培训数据的评估。结果显示,与包裹递送相关的主题是最常被抱怨的,其中相当一部分是延误问题。
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引用次数: 2
Software Development for the Use of Generalized Parabolic Blending in Data Prediction Processes 数据预测过程中使用广义抛物混合的软件开发
Pub Date : 2022-11-18 DOI: 10.35377/saucis...1122506
Hakan Üstünel
Parabolic blending (PB) is one of the important topics in applied mathematics and computer graphics. The use of generalized parabolic blending (GPB) for different scenarios adds flexibility to the polynomial. Overhauser (OVR) elements is a special case in GPB (r=0.5, s=0.5). GPB can also be used in estimation. In this study, data obtained from thickness distribution of a 3mm thick high impact polystyrene product after thermoforming using a mold was used for data estimation. For this purpose, software has been developed. The software development steps and formula usages are explained. Using the developed software, polynomials for GPB and default PB (OVR) were created. The data set was compared with the y values produced by the polynomials for certain x values. At the end of the research, it was determined that the results obtained from the GPB were 0.1728 percent more accurate than the data obtained from the PB for the default values.
抛物混合是应用数学和计算机图形学中的一个重要课题。在不同情况下使用广义抛物混合(GPB)增加了多项式的灵活性。Overhauser (OVR)元素是GPB中的一种特殊情况(r=0.5, s=0.5)。GPB也可以用于估计。在本研究中,使用模具热成型后3mm厚高冲击聚苯乙烯产品的厚度分布数据进行数据估计。为此,开发了软件。说明了软件的开发步骤和公式用法。利用开发的软件,建立了GPB和默认PB (OVR)的多项式。将数据集与多项式对某些x值产生的y值进行比较。在研究结束时,确定从GPB获得的结果比从PB获得的默认值的数据准确0.1728%。
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引用次数: 0
Process Mining in Manufacturing: A Literature Review 制造业过程挖掘:文献综述
Pub Date : 2022-11-17 DOI: 10.35377/saucis...1134293
Yuksel Yurtay
Process mining in manufacturing is a newly expanding field of research in the application of data mining and machine learning techniques and the focus of business processes. Although it is an exciting subject of the recent past and business processes, sufficient research has not been done. Decision support systems such as enterprise resource planning, customer relationship management, and management information systems store the most valuable resource data of process details and event logs. In the advanced information systems of tomorrow, the process management, analysis, and modelling functions of modern enterprises will take their place as a necessity. As a requirement, the fundamental purpose of process mining in production is to refine data from event logs, automatically create process models, compare models with event logs, and improve and make development continuous. Our work is to contribute to application and research studies by drawing attention to process mining in the context of production. It is based on the literature review and primary stages of business process mining publications in the last decade with a production focus. An overview is discussed as a roadmap for future research with meaningful results.
制造过程挖掘是数据挖掘和机器学习技术应用的一个新兴研究领域,也是业务过程研究的热点。尽管它是最近的一个令人兴奋的主题和业务流程,但还没有做足够的研究。决策支持系统,如企业资源规划、客户关系管理和管理信息系统,存储最有价值的流程细节和事件日志资源数据。在未来的先进信息系统中,现代企业的流程管理、分析和建模功能将作为一种必需品取代它们。作为一种需求,流程挖掘在生产中的根本目的是从事件日志中提炼数据,自动创建流程模型,将模型与事件日志进行比较,改进并使开发持续进行。我们的工作是通过提请注意生产背景下的过程采矿来促进应用和研究。它是基于过去十年的文献综述和业务流程挖掘出版物的初级阶段,重点是生产。本文概述了未来研究的路线图,并给出了有意义的结果。
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引用次数: 1
The Effect of Numerical Mapping Techniques on Performance in Genomic Research 数字制图技术对基因组研究绩效的影响
Pub Date : 2022-11-01 DOI: 10.35377/saucis...1191850
Seda Nur Gülocak, Bihter Das
In genomic signal processing applications, digitization of these signals is needed to process and analyze DNA signals. In the digitization process, the mapping technique to be chosen greatly affects the performance of the system for the genomic domain to be studied. The purpose of this review is to analyze how numerical mapping techniques used in digitizing DNA sequences affect performance in genomic studies. For this purpose, all digital coding techniques presented in the literature in the studies conducted in the last 10 years have been examined, and the numerical representations of these techniques are given in a sample DNA sequence. In addition, the frequency of use of these coding techniques in four popular genomic areas such as exon region identification, exon-intron classification, phylogenetic analysis, gene detection, and the min-max range of the performances obtained by using these techniques in that area are also given. This study is thought to be a guide for researchers who want to work in the field of bioinformatics.
在基因组信号处理应用中,需要对这些信号进行数字化处理,以处理和分析DNA信号。在数字化过程中,所选择的基因组图谱绘制技术对系统的性能影响很大。这篇综述的目的是分析在数字化DNA序列中使用的数字制图技术如何影响基因组研究的表现。为此,在过去10年进行的研究中,文献中提出的所有数字编码技术都进行了检查,并在样本DNA序列中给出了这些技术的数字表示。此外,还给出了这些编码技术在四个流行的基因组领域的使用频率,如外显子区域识别、外显子-内含子分类、系统发育分析、基因检测,以及在该领域使用这些技术获得的性能的最小-最大范围。这项研究被认为是想要在生物信息学领域工作的研究人员的指南。
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引用次数: 0
FA-AODV: Flooding Attacks Detection Based Ad Hoc On-Demand Distance Vector Routing Protocol for VANET FA-AODV:基于泛洪攻击检测的VANET自组织按需距离矢量路由协议
Pub Date : 2022-10-24 DOI: 10.35377/saucis...1175613
B. A. Tosunoglu, C. Koçak
Vehicular Ad-Hoc Networks (VANET) is anticipated to be the most effective way of increasing performance and safety in transportation in the near future. VANETs are the sub-branch of Ad-Hoc Networks which provide safety and comfort features together with related services for the vehicle operators. RREQ flood attack mostly encountered in the literature for security of VANET. Due to the nature of the reactive protocols, the AODV routing protocol is quite open to attack types such as flood attack. Flood attacks occur in the network layer. The impact of flood attacks is not about victim nodes, it can be also affect the whole network. A malicious attack that could be carried out in VANET could cause accidents that would cause a serious disaster. A malicious node could penetrate into the IP addresses on a Flood Attack based User Datagram Protocol (UDP) to breakdown the data communication between two vehicles. The main purpose of this paper is to detect and prevent the flood attack, during the operation of the routing protocol and to decrease the end-to-end delay on the network.
在不久的将来,车辆自组织网络(VANET)有望成为提高交通性能和安全性的最有效方式。vanet是Ad-Hoc网络的分支,为车辆操作员提供安全和舒适的功能以及相关服务。RREQ洪水攻击在文献中主要是针对VANET的安全攻击。由于响应式协议的性质,AODV路由协议对洪水攻击等攻击类型是相当开放的。Flood攻击主要发生在网络层。洪水攻击的影响不仅仅是受害节点,它还可以影响整个网络。在VANET中进行的恶意攻击可能会导致导致严重灾难的事故。恶意节点可以渗透到基于用户数据报协议(UDP)的洪水攻击的IP地址中,从而破坏两辆车之间的数据通信。本文的主要目的是在路由协议运行过程中检测和防止洪水攻击,降低网络的端到端时延。
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引用次数: 1
A Review of Recent Developments on Secure Authentication Using RF Fingerprints Techniques 射频指纹技术安全认证研究进展综述
Pub Date : 2022-10-11 DOI: 10.35377/saucis...1084024
Huseyin Parmaksiz, C. Karakuzu
The Internet of Things (IoT) concept is widely used today. As IoT becomes more widely adopted, the number of devices communicating wirelessly (using various communication standards) grows. Due to resource constraints, customized security measures are not possible on IoT devices. As a result, security is becoming increasingly important in IoT. It is proposed in this study to use the physical layer properties of wireless signals as an effective method of increasing IoT security. According to the literature, radio frequency (RF) fingerprinting (RFF) techniques are used as an additional layer of security for wireless devices. To prevent spoofing or spoofing attacks, unique fingerprints appear to be used to identify wireless devices for security purposes (due to manufacturing defects in the devices' analog components). To overcome the difficulties in RFF, different parts of the transmitted signals (transient/preamble/steady-state) are used. This review provides an overview of the most recent RFF technique developments. It discusses various solution methods as well as the challenges that researchers face when developing effective RFFs. It takes a step towards the discovery of the wireless world in this context by drawing attention to the existence of software-defined radios (SDR) for signal capture. It also demonstrates how and what features can be extracted from captured RF signals from various wireless communication devices. All of these approaches' methodologies, classification algorithms, and feature classification are explained. In addition, this study discusses how deep learning, neural networks, and machine learning algorithms, in addition to traditional classifiers, can be used. Furthermore, the review gives researchers easy access to sample datasets in this field.
物联网(IoT)概念在当今被广泛使用。随着物联网被更广泛地采用,无线通信(使用各种通信标准)的设备数量也在增长。由于资源限制,在物联网设备上无法定制安全措施。因此,安全在物联网中变得越来越重要。本研究提出利用无线信号的物理层特性作为提高物联网安全性的有效方法。根据文献,射频(RF)指纹(RFF)技术被用作无线设备的额外安全层。为了防止欺骗或欺骗攻击,出于安全目的,似乎使用唯一的指纹来识别无线设备(由于设备模拟组件的制造缺陷)。为了克服RFF中的困难,使用了传输信号的不同部分(瞬态/前置/稳态)。本文综述了RFF技术的最新发展。它讨论了各种解决方法以及研究人员在开发有效的RFFs时面临的挑战。它通过引起人们对用于信号捕获的软件定义无线电(SDR)的存在的注意,向在这种背景下发现无线世界迈出了一步。它还演示了如何以及哪些特征可以从各种无线通信设备捕获的射频信号中提取。解释了所有这些方法的方法、分类算法和特征分类。此外,本研究还讨论了除了传统分类器之外,如何使用深度学习、神经网络和机器学习算法。此外,该综述使研究人员可以轻松访问该领域的样本数据集。
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引用次数: 2
期刊
Sakarya University Journal of Computer and Information Sciences
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