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Deep learning architectures in dental diagnostics: a systematic comparison of techniques for accurate prediction of dental disease through x-ray imaging 牙科诊断中的深度学习架构:通过x射线成像准确预测牙科疾病的技术的系统比较
Q3 COMPUTER SCIENCE, CYBERNETICS Pub Date : 2023-10-30 DOI: 10.1108/ijicc-08-2023-0230
Muhammad Adnan Hasnain, Hassaan Malik, Muhammad Mujtaba Asad, Fahad Sherwani
Purpose The purpose of the study is to classify the radiographic images into three categories such as fillings, cavity and implant to identify dental diseases because dental disease is a very common dental health problem for all people. The detection of dental issues and the selection of the most suitable method of treatment are both determined by the results of a radiological examination. Dental x-rays provide important information about the insides of teeth and their surrounding cells, which helps dentists detect dental issues that are not immediately visible. The analysis of dental x-rays, which is typically done by dentists, is a time-consuming process that can become an error-prone technique due to the wide variations in the structure of teeth and the dentist's lack of expertise. The workload of a dental professional and the chance of misinterpretation can be decreased by the availability of such a system, which can interpret the result of an x-ray automatically. Design/methodology/approach This study uses deep learning (DL) models to identify dental diseases in order to tackle this issue. Four different DL models, such as ResNet-101, Xception, DenseNet-201 and EfficientNet-B0, were evaluated in order to determine which one would be the most useful for the detection of dental diseases (such as fillings, cavity and implant). Findings Loss and accuracy curves have been used to analyze the model. However, the EfficientNet-B0 model performed better compared to Xception, DenseNet-201 and ResNet-101. The accuracy, recall, F1-score and AUC values for this model were 98.91, 98.91, 98.74 and 99.98%, respectively. The accuracy rates for the Xception, ResNet-101 and DenseNet-201 are 96.74, 93.48 and 95.65%, respectively. Practical implications The present study can benefit dentists from using the DL model to more accurately diagnose dental problems. Originality/value This study is conducted to evaluate dental diseases using Convolutional neural network (CNN) techniques to assist dentists in selecting the most effective technique for a particular clinical condition.
本研究的目的是将x线摄影图像分为填充物,腔体和种植体三类,以识别牙齿疾病,因为牙齿疾病是所有人非常常见的牙齿健康问题。牙齿问题的发现和选择最合适的治疗方法都是由放射检查的结果决定的。牙科x光提供了关于牙齿内部和周围细胞的重要信息,这有助于牙医发现不能立即看到的牙齿问题。牙科x光片的分析通常由牙医完成,这是一个耗时的过程,由于牙齿结构的巨大差异和牙医缺乏专业知识,这一过程容易出错。这种可以自动解释x光结果的系统的可用性可以减少牙科专业人员的工作量和误解的机会。设计/方法/方法本研究使用深度学习(DL)模型来识别牙齿疾病,以解决这一问题。我们对ResNet-101、Xception、DenseNet-201和EfficientNet-B0四种不同的深度学习模型进行了评估,以确定哪一种模型对牙齿疾病(如填充物、空腔和种植体)的检测最有用。损失曲线和准确度曲线对模型进行了分析。然而,与Xception、DenseNet-201和ResNet-101相比,EfficientNet-B0模型表现更好。该模型的准确率为98.91,召回率为98.91,f1得分为98.74,AUC为99.98%。Xception、ResNet-101和DenseNet-201的准确率分别为96.74、93.48和95.65%。实际意义本研究可以帮助牙医使用DL模型更准确地诊断牙齿问题。原创性/价值本研究使用卷积神经网络(CNN)技术来评估牙病,以帮助牙医针对特定的临床情况选择最有效的技术。
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引用次数: 0
Improved particle swarm optimization based on multi-strategy fusion for UAV path planning 基于多策略融合的改进粒子群优化无人机路径规划
Q3 COMPUTER SCIENCE, CYBERNETICS Pub Date : 2023-10-24 DOI: 10.1108/ijicc-06-2023-0140
Zijing Ye, Huan Li, Wenhong Wei
Purpose Path planning is an important part of UAV mission planning. The main purpose of this paper is to overcome the shortcomings of the standard particle swarm optimization (PSO) such as easy to fall into the local optimum, so that the improved PSO applied to the UAV path planning can enable the UAV to plan a better quality path. Design/methodology/approach Firstly, the adaptation function is formulated by comprehensively considering the performance constraints of the flight target as well as the UAV itself. Secondly, the standard PSO is improved, and the improved particle swarm optimization with multi-strategy fusion (MFIPSO) is proposed. The method introduces class sigmoid inertia weight, adaptively adjusts the learning factors and at the same time incorporates K-means clustering ideas and introduces the Cauchy perturbation factor. Finally, MFIPSO is applied to UAV path planning. Findings Simulation experiments are conducted in simple and complex scenarios, respectively, and the quality of the path is measured by the fitness value and straight line rate, and the experimental results show that MFIPSO enables the UAV to plan a path with better quality. Originality/value Aiming at the standard PSO is prone to problems such as premature convergence, MFIPSO is proposed, which introduces class sigmoid inertia weight and adaptively adjusts the learning factor, balancing the global search ability and local convergence ability of the algorithm. The idea of K-means clustering algorithm is also incorporated to reduce the complexity of the algorithm while maintaining the diversity of particle swarm. In addition, the Cauchy perturbation is used to avoid the algorithm from falling into local optimum. Finally, the adaptability function is formulated by comprehensively considering the performance constraints of the flight target as well as the UAV itself, which improves the accuracy of the evaluation model.
路径规划是无人机任务规划的重要组成部分。本文的主要目的是克服标准粒子群算法容易陷入局部最优的缺点,将改进粒子群算法应用于无人机路径规划中,使无人机能够规划出质量更好的路径。首先,综合考虑飞行目标和无人机本身的性能约束,制定自适应函数;其次,对标准粒子群算法进行改进,提出了基于多策略融合的改进粒子群算法(MFIPSO)。该方法引入类s型惯性权值,自适应调整学习因子,同时结合K-means聚类思想,引入柯西摄动因子。最后,将MFIPSO应用于无人机路径规划。分别在简单和复杂场景下进行了仿真实验,并通过适应度值和直线率来衡量路径质量,实验结果表明,MFIPSO能够使无人机规划出质量更好的路径。针对标准粒子群算法容易出现过早收敛的问题,提出了MFIPSO算法,引入类s型惯性权值,自适应调整学习因子,平衡了算法的全局搜索能力和局部收敛能力。在保持粒子群多样性的同时,还引入了k均值聚类算法的思想,降低了算法的复杂度。此外,利用柯西摄动避免了算法陷入局部最优。最后,综合考虑飞行目标和无人机本身的性能约束,建立了自适应函数,提高了评估模型的准确性。
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引用次数: 0
Improving social interaction of the visually impaired individuals through conversational assistive technology 透过对话辅助技术,改善视障人士的社交互动
Q3 COMPUTER SCIENCE, CYBERNETICS Pub Date : 2023-10-20 DOI: 10.1108/ijicc-06-2023-0147
Komal Ghafoor, Tauqir Ahmad, Muhammad Aslam, Samyan Wahla
Purpose Assistive technology has been developed to assist the visually impaired individuals in their social interactions. Specifically designed to enhance communication skills, facilitate social engagement and improve the overall quality of life, conversational assistive technologies include speech recognition APIs, text-to-speech APIs and various communication tools that are real. Enable real-time interaction. Using natural language processing (NLP) and machine learning algorithms, the technology analyzes spoken language and provides appropriate responses, offering an immersive experience through voice commands, audio feedback and vibration alerts. Design/methodology/approach These technologies have demonstrated their ability to promote self-confidence and self-reliance in visually impaired individuals during social interactions. Moreover, they promise to improve social competence and foster better relationships. In short, assistive technology in conversation stands as a promising tool that empowers the visually impaired individuals, elevating the quality of their social engagement. Findings The main benefit of assistive communication technology is that it will help visually impaired people overcome communication barriers in social contexts. This technology helps them communicate effectively with acquaintances, family, co-workers and even strangers in public places. By enabling smoother and more natural communication, it works to reduce feelings of isolation and increase overall quality of life. Originality/value Research findings include successful activity recognition, aligning with activities on which the VGG-16 model was trained, such as hugging, shaking hands, talking, walking, waving and more. The originality of this study lies in its approach to address the challenges faced by the visually impaired individuals in their social interactions through modern technology. Research adds to the body of knowledge in the area of assistive technologies, which contribute to the empowerment and social inclusion of the visually impaired individuals.
辅助技术的发展是为了帮助视障人士进行社会交往。会话辅助技术是专门为提高沟通技巧、促进社交参与和提高整体生活质量而设计的,它包括语音识别api、文本到语音api和各种真实的通信工具。启用实时交互。该技术使用自然语言处理(NLP)和机器学习算法,分析口语并提供适当的响应,通过语音命令、音频反馈和振动警报提供身临其境的体验。设计/方法/方法这些技术已经证明了它们在社会交往中促进视障人士自信和自立的能力。此外,他们承诺提高社交能力,培养更好的人际关系。简而言之,对话中的辅助技术是一种很有前途的工具,可以增强视障人士的能力,提高他们的社会参与质量。辅助沟通技术的主要好处是它将帮助视障人士克服社会环境中的沟通障碍。这项技术帮助他们在公共场所与熟人、家人、同事甚至陌生人有效沟通。通过实现更顺畅、更自然的交流,它可以减少孤独感,提高整体生活质量。独创性/价值研究发现包括成功的活动识别,与VGG-16模型训练的活动一致,如拥抱、握手、说话、走路、挥手等等。本研究的创新之处在于它通过现代技术来解决视障人士在社会交往中所面临的挑战。研究增加了辅助技术领域的知识体系,这有助于视障人士的赋权和社会包容。
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引用次数: 0
MBC-Net: long-range enhanced feature fusion for classifying remote sensing images 遥感图像分类的远程增强特征融合
Q3 COMPUTER SCIENCE, CYBERNETICS Pub Date : 2023-10-19 DOI: 10.1108/ijicc-07-2023-0198
Huaxiang Song
Purpose Classification of remote sensing images (RSI) is a challenging task in computer vision. Recently, researchers have proposed a variety of creative methods for automatic recognition of RSI, and feature fusion is a research hotspot for its great potential to boost performance. However, RSI has a unique imaging condition and cluttered scenes with complicated backgrounds. This larger difference from nature images has made the previous feature fusion methods present insignificant performance improvements. Design/methodology/approach This work proposed a two-convolutional neural network (CNN) fusion method named main and branch CNN fusion network (MBC-Net) as an improved solution for classifying RSI. In detail, the MBC-Net employs an EfficientNet-B3 as its main CNN stream and an EfficientNet-B0 as a branch, named MC-B3 and BC-B0, respectively. In particular, MBC-Net includes a long-range derivation (LRD) module, which is specially designed to learn the dependence of different features. Meanwhile, MBC-Net also uses some unique ideas to tackle the problems coming from the two-CNN fusion and the inherent nature of RSI. Findings Extensive experiments on three RSI sets prove that MBC-Net outperforms the other 38 state-of-the-art (STOA) methods published from 2020 to 2023, with a noticeable increase in overall accuracy (OA) values. MBC-Net not only presents a 0.7% increased OA value on the most confusing NWPU set but also has 62% fewer parameters compared to the leading approach that ranks first in the literature. Originality/value MBC-Net is a more effective and efficient feature fusion approach compared to other STOA methods in the literature. Given the visualizations of grad class activation mapping (Grad-CAM), it reveals that MBC-Net can learn the long-range dependence of features that a single CNN cannot. Based on the tendency stochastic neighbor embedding (t-SNE) results, it demonstrates that the feature representation of MBC-Net is more effective than other methods. In addition, the ablation tests indicate that MBC-Net is effective and efficient for fusing features from two CNNs.
目的遥感图像分类是计算机视觉领域的一个具有挑战性的课题。近年来,研究者们提出了多种新颖的RSI自动识别方法,其中特征融合因其具有极大的提升性能的潜力而成为研究热点。然而,RSI成像条件独特,场景杂乱,背景复杂。这种与自然图像的较大差异使得之前的特征融合方法的性能提升并不明显。本文提出了一种双卷积神经网络(CNN)融合方法,命名为主分支CNN融合网络(MBC-Net),作为RSI分类的改进解决方案。具体来说,MBC-Net采用了一个高效率网络b3作为其主要的CNN流,一个高效率网络b0作为分支,分别命名为MC-B3和BC-B0。特别是,MBC-Net包含了一个远程派生(LRD)模块,专门用于学习不同特征之间的依赖关系。同时,MBC-Net也运用了一些独特的思路来解决两cnn融合和RSI的固有特性所带来的问题。在三个RSI集上进行的大量实验证明,MBC-Net优于2020年至2023年发表的其他38种最先进(STOA)方法,总体精度(OA)值显着提高。MBC-Net不仅在最令人困惑的NWPU集上呈现出0.7%的OA值增加,而且与文献中排名第一的领先方法相比,其参数减少了62%。与文献中的其他STOA方法相比,独创性/价值MBC-Net方法是一种更为有效和高效的特征融合方法。通过对研究生类激活映射(grad - cam)的可视化,我们发现MBC-Net可以学习到单个CNN无法学习到的特征的长期依赖关系。基于趋势随机邻居嵌入(t-SNE)的结果表明,MBC-Net的特征表示比其他方法更有效。此外,烧蚀实验表明,MBC-Net对两个cnn的特征融合是有效和高效的。
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引用次数: 0
An adaptive dynamic community detection algorithm based on multi-objective evolutionary clustering 一种基于多目标进化聚类的自适应动态社区检测算法
Q3 COMPUTER SCIENCE, CYBERNETICS Pub Date : 2023-10-13 DOI: 10.1108/ijicc-07-2023-0188
Wenxue Wang, Qingxia Li, Wenhong Wei
Purpose Community detection of dynamic networks provides more effective information than static network community detection in the real world. The mainstream method for community detection in dynamic networks is evolutionary clustering, which uses temporal smoothness of community structures to connect snapshots of networks in adjacent time intervals. However, the error accumulation issues limit the effectiveness of evolutionary clustering. While the multi-objective evolutionary approach can solve the issue of fixed settings of the two objective function weight parameters in the evolutionary clustering framework, the traditional multi-objective evolutionary approach lacks self-adaptability. Design/methodology/approach This paper proposes a community detection algorithm that integrates evolutionary clustering and decomposition-based multi-objective optimization methods. In this approach, a benchmark correction procedure is added to the evolutionary clustering framework to prevent the division results from drifting. Findings Experimental results demonstrate the superior accuracy of this method compared to similar algorithms in both real and synthetic dynamic datasets. Originality/value To enhance the clustering results, adaptive variances and crossover probabilities are designed based on the relative change amounts of the subproblems decomposed by MOEA/D (A Multiobjective Optimization Evolutionary Algorithm based on Decomposition) to dynamically adjust the focus of different evolutionary stages.
目的动态网络社区检测比静态网络社区检测提供更有效的信息。动态网络中社区检测的主流方法是进化聚类,它利用社区结构的时间平滑性来连接相邻时间间隔内的网络快照。然而,误差累积问题限制了进化聚类的有效性。多目标进化方法可以解决进化聚类框架中两个目标函数权参数设置固定的问题,但传统的多目标进化方法缺乏自适应性。本文提出了一种融合了进化聚类和基于分解的多目标优化方法的群体检测算法。该方法在进化聚类框架中加入基准校正过程,防止分割结果漂移。实验结果表明,与同类算法相比,该方法在真实动态数据集和合成动态数据集上都具有更高的精度。为了提高聚类效果,根据基于分解的多目标优化进化算法(MOEA/D)分解的子问题的相对变化量设计自适应方差和交叉概率,动态调整不同进化阶段的焦点。
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引用次数: 0
A robust twin support vector machine based on fuzzy systems 基于模糊系统的鲁棒双支持向量机
Q3 COMPUTER SCIENCE, CYBERNETICS Pub Date : 2023-09-18 DOI: 10.1108/ijicc-08-2023-0208
Jianxiang Qiu, Jialiang Xie, Dongxiao Zhang, Ruping Zhang
Purpose Twin support vector machine (TSVM) is an effective machine learning technique. However, the TSVM model does not consider the influence of different data samples on the optimal hyperplane, which results in its sensitivity to noise. To solve this problem, this study proposes a twin support vector machine model based on fuzzy systems (FSTSVM). Design/methodology/approach This study designs an effective fuzzy membership assignment strategy based on fuzzy systems. It describes the relationship between the three inputs and the fuzzy membership of the sample by defining fuzzy inference rules and then exports the fuzzy membership of the sample. Combining this strategy with TSVM, the FSTSVM is proposed. Moreover, to speed up the model training, this study employs a coordinate descent strategy with shrinking by active set. To evaluate the performance of FSTSVM, this study conducts experiments designed on artificial data sets and UCI data sets. Findings The experimental results affirm the effectiveness of FSTSVM in addressing binary classification problems with noise, demonstrating its superior robustness and generalization performance compared to existing learning models. This can be attributed to the proposed fuzzy membership assignment strategy based on fuzzy systems, which effectively mitigates the adverse effects of noise. Originality/value This study designs a fuzzy membership assignment strategy based on fuzzy systems that effectively reduces the negative impact caused by noise and then proposes the noise-robust FSTSVM model. Moreover, the model employs a coordinate descent strategy with shrinking by active set to accelerate the training speed of the model.
目的双支持向量机(TSVM)是一种有效的机器学习技术。然而,TSVM模型没有考虑不同数据样本对最优超平面的影响,导致其对噪声比较敏感。为了解决这个问题,本研究提出了一种基于模糊系统的双支持向量机模型(FSTSVM)。本研究设计了一种有效的基于模糊系统的模糊隶属度分配策略。它通过定义模糊推理规则来描述三个输入与样本模糊隶属度之间的关系,然后导出样本的模糊隶属度。将该策略与TSVM相结合,提出了FSTSVM。此外,为了加快模型的训练速度,本研究采用了主动集收缩的坐标下降策略。为了评估FSTSVM的性能,本研究在人工数据集和UCI数据集上进行了实验设计。实验结果证实了FSTSVM在解决带噪声的二值分类问题上的有效性,与现有的学习模型相比,FSTSVM具有更好的鲁棒性和泛化性能。这主要得益于本文提出的基于模糊系统的模糊隶属度分配策略,有效地减轻了噪声的不利影响。本研究设计了一种基于模糊系统的模糊隶属度分配策略,有效降低了噪声带来的负面影响,并提出了具有噪声鲁棒性的FSTSVM模型。此外,该模型采用主动集收缩的坐标下降策略,加快了模型的训练速度。
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引用次数: 0
Natural evolutionary gradient descent strategy for variational quantum algorithms 变分量子算法的自然进化梯度下降策略
IF 4.3 Q3 COMPUTER SCIENCE, CYBERNETICS Pub Date : 2023-08-24 DOI: 10.34133/icomputing.0042
Jianshe Xie, Chenhong Xu, Chenhao Yin, Yumin Dong
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引用次数: 0
A novel consensus reaching method for the preference-approval structure based on regret theory and its application in evaluating pension institutions 一种基于后悔理论的偏好核准结构共识达成方法及其在养老机构评估中的应用
IF 4.3 Q3 COMPUTER SCIENCE, CYBERNETICS Pub Date : 2023-08-18 DOI: 10.1108/ijicc-02-2023-0023
Qinggang Shi, Peng Li, Zhi-Wei-Lin Xu
PurposeThe purpose of this paper is to propose a consensus method for multi-attribute group decision-making (MAGDM) problems based on preference-approval structure and regret theory, which can improve the efficiency of decision-making and promote the consensus level among individuals.Design/methodology/approachFirst, a new method to obtain the reference points based on regret theory and expert weighting method is proposed. Second, a consensus reaching method based on preference-approval structure is proposed. Then, an adjustment mechanism to further improve the consensus level between individuals is designed. Finally, an example of the assessment of elderly care institutions is used to illustrate the feasibility and effectiveness of the proposed method.FindingsThe feasibility and validity of the proposed method are verified by comparing with the advanced two-stage minimum adjustment method. The compared results show that the proposed method is more consistent with the actual situation.Research limitations/implicationsThis paper presents a consensus reaching method for MAGDM based on preference-approval structure, which considers the avoidance behaviors of individuals and reference points. Decision makers (DMs) can use this approach to rank and categorize alternatives while further increasing the level of consensus among them. This can further help determine the optimal alternative more efficiently.Originality/valueA new MAGDM problem based on the combination of regret theory and individual reference points is proposed. Besides, a new method of obtaining experts' weights and a consensus reaching method for MAGDM based on preference-approval structure are designed.
目的提出一种基于偏好-赞同结构和后悔理论的多属性群体决策(MAGDM)问题的一致性方法,以提高决策效率,提高个体间的一致性水平。设计/方法论/方法首先,提出了一种基于后悔理论和专家加权法的参考点获取新方法。其次,提出了一种基于偏好核准结构的共识达成方法。然后,设计了一种调整机制,以进一步提高个体之间的共识水平。最后,以养老机构评估为例说明了该方法的可行性和有效性。通过与先进的两阶段最小平差法的比较,验证了该方法的可行性和有效性。对比结果表明,该方法更符合实际情况。研究局限性/含义本文提出了一种基于偏好-批准结构的MAGDM共识达成方法,该方法考虑了个体和参考点的回避行为。决策者(DM)可以使用这种方法对备选方案进行排名和分类,同时进一步提高他们之间的共识水平。这可以进一步帮助更有效地确定最佳替代方案。独创性/价值基于后悔理论和个体参考点的结合,提出了一个新的MAGDM问题。此外,还设计了一种新的专家权重获取方法和一种基于偏好核准结构的MAGDM共识达成方法。
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引用次数: 0
Multiobjective network security dynamic assessment method based on Bayesian network attack graph 基于贝叶斯网络攻击图的多目标网络安全动态评估方法
IF 4.3 Q3 COMPUTER SCIENCE, CYBERNETICS Pub Date : 2023-08-16 DOI: 10.1108/ijicc-05-2023-0121
Jialiang Xie, Shanliang Zhang, Honghui Wang, Ming-zhu Chen
PurposeWith the rapid development of Internet technology, cybersecurity threats such as security loopholes, data leaks, network fraud, and ransomware have become increasingly prominent, and organized and purposeful cyberattacks have increased, posing more challenges to cybersecurity protection. Therefore, reliable network risk assessment methods and effective network security protection schemes are urgently needed.Design/methodology/approachBased on the dynamic behavior patterns of attackers and defenders, a Bayesian network attack graph is constructed, and a multitarget risk dynamic assessment model is proposed based on network availability, network utilization impact and vulnerability attack possibility. Then, the self-organizing multiobjective evolutionary algorithm based on grey wolf optimization is proposed. And the authors use this algorithm to solve the multiobjective risk assessment model, and a variety of different attack strategies are obtained.FindingsThe experimental results demonstrate that the method yields 29 distinct attack strategies, and then attacker's preferences can be obtained according to these attack strategies. Furthermore, the method efficiently addresses the security assessment problem involving multiple decision variables, thereby providing constructive guidance for the construction of security network, security reinforcement and active defense.Originality/valueA method for network risk assessment methods is given. And this study proposed a multiobjective risk dynamic assessment model based on network availability, network utilization impact and the possibility of vulnerability attacks. The example demonstrates the effectiveness of the method in addressing network security risks.
随着互联网技术的快速发展,安全漏洞、数据泄露、网络诈骗、勒索软件等网络安全威胁日益突出,有组织、有目的的网络攻击增多,给网络安全防护带来了更多挑战。因此,迫切需要可靠的网络风险评估方法和有效的网络安全防护方案。基于攻击者和防御者的动态行为模式,构建了贝叶斯网络攻击图,提出了基于网络可用性、网络利用影响和漏洞攻击可能性的多目标风险动态评估模型。然后,提出了基于灰狼优化的自组织多目标进化算法。并利用该算法求解多目标风险评估模型,得到了多种不同的攻击策略。实验结果表明,该方法可以得到29种不同的攻击策略,并根据这些攻击策略得到攻击者的偏好。该方法有效地解决了涉及多决策变量的安全评估问题,为安全网络建设、安全加固和主动防御提供了建设性的指导。给出了网络风险评估方法的独创性/价值法。提出了基于网络可用性、网络利用影响和漏洞攻击可能性的多目标风险动态评估模型。实例验证了该方法在解决网络安全风险方面的有效性。
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引用次数: 0
Stock price prediction using a novel approach in Gaussian mixture model-hidden Markov model 基于高斯混合模型的股票价格预测新方法——隐马尔可夫模型
IF 4.3 Q3 COMPUTER SCIENCE, CYBERNETICS Pub Date : 2023-08-11 DOI: 10.1108/ijicc-03-2023-0050
Kala Nisha Gopinathan, P. Murugesan, Joshua Jebaraj Jeyaraj
PurposeThis study aims to provide the best estimate of a stock's next day's closing price for a given day with the help of the hidden Markov model–Gaussian mixture model (HMM-GMM). The results were compared with Hassan and Nath’s (2005) study using HMM and artificial neural network (ANN).Design/methodology/approachThe study adopted an initialization approach wherein the hidden states of the HMM are modelled as GMM using two different approaches. Training of the HMM-GMM model is carried out using two methods. The prediction was performed by taking the closest closing price (having a log-likelihood within the tolerance range) to that of the present one as the closing price for the next day. Mean absolute percentage error (MAPE) has been used to compare the proposed GMM-HMM model against the models of the research study (Hassan and Nath, 2005).FindingsComparing this study with Hassan and Nath (2005) reveals that the proposed model outperformed in 66 out of the 72 different test cases. The results affirm that the model can be used for more accurate time series prediction. Further, compared with the results of the ANN model from Hassan's study, the proposed HMM model outperformed 24 of the 36 test cases.Originality/valueThe study introduced a novel initialization and two training/prediction approaches for the HMM-GMM model. It is to be noted that the study has introduced a GMM-HMM-based closing price estimator for stock price prediction. The proposed method of forecasting the stock prices using GMM-HMM is explainable and has a solid statistical foundation.
本研究旨在利用隐马尔可夫模型-高斯混合模型(HMM-GMM)提供给定日股票次日收盘价的最佳估计。使用HMM和人工神经网络(ANN)将结果与Hassan和Nath(2005)的研究进行比较。设计/方法/方法本研究采用初始化方法,其中HMM的隐藏状态使用两种不同的方法建模为GMM。HMM-GMM模型的训练采用两种方法进行。预测是通过将与当前收盘价最接近的收盘价(在容忍范围内具有对数似然)作为第二天的收盘价来执行的。平均绝对百分比误差(MAPE)被用来比较提出的GMM-HMM模型与研究的模型(Hassan and Nath, 2005)。将这项研究与Hassan和Nath(2005)进行比较,发现所提出的模型在72个不同的测试用例中的66个中表现出色。结果表明,该模型可用于更准确的时间序列预测。此外,与Hassan研究中的人工神经网络模型的结果相比,所提出的HMM模型在36个测试用例中表现优于24个。本研究为HMM-GMM模型引入了一种新的初始化方法和两种训练/预测方法。值得注意的是,本研究引入了一个基于gmm - hmm的收盘价估计器来进行股价预测。本文提出的基于GMM-HMM的股票价格预测方法具有可解释性和坚实的统计基础。
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引用次数: 0
期刊
International Journal of Intelligent Computing and Cybernetics
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