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Articles 31 - 32 of 32
Full-Text Articles in Statistical Models
Deep Machine Learning For Mechanical Performance And Failure Prediction, Elijah Reber, Nickolas D. Winovich, Guang Lin
Deep Machine Learning For Mechanical Performance And Failure Prediction, Elijah Reber, Nickolas D. Winovich, Guang Lin
The Summer Undergraduate Research Fellowship (SURF) Symposium
Deep learning has provided opportunities for advancement in many fields. One such opportunity is being able to accurately predict real world events. Ensuring proper motor function and being able to predict energy output is a valuable asset for owners of wind turbines. In this paper, we look at how effective a deep neural network is at predicting the failure or energy output of a wind turbine. A data set was obtained that contained sensor data from 17 wind turbines over 13 months, measuring numerous variables, such as spindle speed and blade position and whether or not the wind turbine experienced …
Predicting Intraday Financial Market Dynamics Using Takens' Vectors; Incorporating Causality Testing And Machine Learning Techniques, Abubakar-Sadiq Bouda Abdulai
Predicting Intraday Financial Market Dynamics Using Takens' Vectors; Incorporating Causality Testing And Machine Learning Techniques, Abubakar-Sadiq Bouda Abdulai
Electronic Theses and Dissertations
Traditional approaches to predicting financial market dynamics tend to be linear and stationary, whereas financial time series data is increasingly nonlinear and non-stationary. Lately, advances in dynamical systems theory have enabled the extraction of complex dynamics from time series data. These developments include theory of time delay embedding and phase space reconstruction of dynamical systems from a scalar time series. In this thesis, a time delay embedding approach for predicting intraday stock or stock index movement is developed. The approach combines methods of nonlinear time series analysis with those of causality testing, theory of dynamical systems and machine learning (artificial …