The accurate estimation of the remaining useful life (RUL) for aircraft engines is essential for ensuring safety and uninterrupted operations in the aviation industry. Numerous investigations have leveraged the success of the attention-based Transformer architecture in sequence modeling tasks, particularly in its application to RUL prediction. These studies primarily focus on utilizing onboard sensor readings as input predictors. While various Transformer-based approaches have demonstrated improvement in RUL predictions, their exclusive focus on temporal attention within multivariate time series sensor readings, without considering sensor-wise attention, raises concerns about potential inaccuracies in RUL predictions. To address this concern, our paper proposes a novel solution in the form of a two-stage attention-based hierarchical Transformer (STAR) framework. This approach incorporates a two-stage attention mechanism, systematically addressing both temporal and sensor-wise attentions. Furthermore, we enhance the STAR RUL prediction framework by integrating hierarchical encoder–decoder structures to capture valuable information across different time scales. By conducting extensive numerical experiments with the CMAPSS datasets, we demonstrate that our proposed STAR framework significantly outperforms the current state-of-the-art models for RUL prediction.
8 February 2019 in IEEE Transactions on Aerospace and Electronic Systems
Only a few publications exist at present on heterogeneous track-to-track fusion (T2TF). A common limitation of current work on heterogeneous T2TF is that the cross-covariance due to common process noise cannot be computed. This is due to the fact that two local trackers use different dynamic models and hence it is difficult to account for the common process noise. We consider a heterogeneous T2TF problem in 3D using a passive infrared search and track (IRST) sensor and an active air moving target indicator (AMTI) radar with the nearly constant velocity (NCV) motion of the target.
Phishing attacks represent a significant and growing threat in the digital world, affecting individuals and organizations globally. Understanding the various factors that influence susceptibility to phishing is essential for developing more effective strategies to combat this pervasive cybersecurity challenge. Machine learning has become a prevalent method in the study of phishing susceptibility. Most studies in this area have taken one of two approaches: either they explore statistical associations between various factors and susceptibility, or they use complex models such as deep neural networks to predict phishing behavior. However, these approaches have limitations in terms of providing practical insights for individuals to avoid future phishing attacks and delivering personalized explanations regarding their susceptibility to phishing. In this paper, we propose a machine-learning approach that leverages explainable artificial intelligence techniques to examine the influence of human and demographic factors on susceptibility to phishing attacks. The machine learning model yielded an accuracy of 78%, with a recall of 71%, and a precision of 57%. Our analysis reveals that psychological factors such as impulsivity and conscientiousness, as well as appropriate online security habits, significantly affect an individual’s susceptibility to phishing attacks. Furthermore, our individualized case-by-case approach offers personalized recommendations on mitigating the risk of falling prey to phishing exploits, considering the specific circumstances of each individual.
We propose a portfolio rebalance framework that integrates machine learning models into the mean-risk portfolios in multi-period settings with risk-aversion adjustment. In each period, the risk-aversion coefficient is adjusted automatically according to market trend movements predicted by machine learning models. We employ Gini’s Mean Difference (GMD) to specify the risk of a portfolio and use a set of technical indicators generated from a market index (e.g., S&P 500 index) to feed the machine learning models to predict market movements. Using a rolling-horizon approach, we conduct a series of computational tests with real financial data to evaluate the performance of the machine learning integrated portfolio rebalance framework. The empirical results show that the XGBoost model provides the best prediction of market movement, while the proposed portfolio rebalance strategy generates portfolios with superior out-of-sample performances in terms of average returns, time-series cumulative returns, and annualized returns compared to the benchmarks.