Predicting copper price is essential for making decisions that can affect companies and governments dependent on the copper mining industry. Copper prices follow a time series that is nonlinear and non-stationary, and that has periods that change as a result of potential growth, cyclical fluctuation and errors. Sometimes, the trend and cyclical components together are referred to as a trend-cycle. In order to make predictions, it is necessary to consider the different characteristics of a trend-cycle. In this paper, we study a copper price prediction method using support vector regression (SVR). This work explores the potential of the SVR with external recurrences to make predictions at 5, 10, 15, 20 and 30 days into the future in the copper closing price at the London Metal Exchange. The best model for each forecast interval is performed using a grid search and balanced cross-validation. In experiments on real data sets, our results obtained indicate that the parameters (C, , ) of the model support vector regression do not differ between the different prediction intervals. Additionally, the amount of preceding values used to make the estimates does not vary according to the predicted interval. Results show that the support vector regression model has a lower prediction error and is more robust. Our results show that the presented model is able to predict copper price volatilities near reality, as the root-mean-square error (RMSE) was equal to or less than the for prediction periods of 5 and 10 days.
Cerebral blood flow (CBF) is normally controlled by myogenic and metabolic mechanisms that can be impaired in different cerebrovascular conditions. Modeling the influences of arterial blood pressure (ABP) and arterial CO(2) (PaCO(2)) on CBF is an essential step to shed light on regulatory mechanisms and extract clinically relevant parameters. Support Vector Machines (SVM) were used to model the influences of ABP and PaCO(2) on CBFV in two different conditions: baseline and during breathing of 5% CO(2) in air, in a group of 16 healthy subjects. Different model structures were considered, including innovative non-linear multivariate autoregressive (AR) models. Results showed that AR models are significantly superior to finite impulse response models and that non-linear models provide better performance for both structures. Correlation coefficients for multivariate AR non-linear models were 0.71 ± 0.11 at baseline, reaching 0.91 ± 0.06 during 5% CO(2). These results warrant further work to investigate the performance of autoregressive SVM in patients with cerebrovascular conditions.
Landslides represent one of the main geological hazards, especially in Chile. The main purpose of this study is to evaluate the application of machine learning algorithms (SVM, RF, XGBoost and logistic regression) and compare the results for the modeling of landslide susceptibility in the province of Chañaral, III region, Chile. A total of 86 sites are identified using various sources, in addition to 86 non-landslide sites. This spatial data management and analysis are conducted using QGIS software. The sites are randomly divided, and then a cross-validation process is applied to calculate the accuracy of the models. After that, from 22 conditioning factors, 12 are chosen based on the information gain ratio (IGR). Subsequently, five factors are excluded by the correlation criterion. After this analysis, two indices not previously utilized in the literature, the NDGI (normalized difference glacier index) and EVI (enhanced vegetation index), are employed for the final model. The performance of the models is evaluated through the area under the ROC (receiver operating characteristic) curve (AUC). To study the statistical behavior of the model, the Friedman nonparametric test is performed to compare the performance with the other algorithms and the Nemenyi test for pairwise comparison. Of the algorithms used, RF (AUC = 0.957) and XGBoost (AUC = 0.955) have the highest accuracy values measured in AUC compared to the other models and can be used for the same purpose in other geographic areas with similar characteristics. The findings of this investigation have the potential to assist in land use planning, landslide risk reduction, and informed decision making in the surrounding zones.
The classic dynamic autoregulatory index (ARI), proposed by Aaslid and Tiecks, is one of the most widely used methods to assess the efficiency of dynamic cerebral autoregulation. Although this index is often used in clinical research and is also included in some commercial equipment, it exhibits considerable intra-subject variability, and has the tendency to produce false positive results in clinical applications. An alternative index of dynamic cerebral autoregulation is proposed, which overcomes most of the limitations of the classic method and also has the advantage of being model-free. This new index uses two parameters that are obtained directly from the response signal of the cerebral blood flow velocity to a transient decrease in arterial blood pressure provoked by the sudden release of bilateral thigh cuffs, and a third parameter measuring the difference in slope of this response and the change in arterial blood pressure achieved. With the values of these parameters, a corresponding classic autoregulatory index value could be calculated by using a linear regression model built from theoretical curves generated with the Aaslid-Tiecks model. In 16 healthy subjects who underwent repeated thigh-cuff manoeuvres, the model-free approach exhibited significantly lower intra-subject variability, as measured by the unbiased coefficient of variation, than the classic autoregulatory index (p = 0.032) and the Rate of Return (p<0.001), another measure of cerebral autoregulation used for this type of systemic pressure stimulus, from 39.23%±41.91% and 55.31%±31.27%, respectively, to 15.98%±7.75%.
The ability to discriminate between normal and impaired dynamic cerebral autoregulation (CA), based on measurements of spontaneous fluctuations in arterial blood pressure (BP) and cerebral blood flow (CBF), has considerable clinical relevance. We studied 45 normal subjects at rest and under hypercapnia induced by breathing a mixture of carbon dioxide and air. Non-linear models with BP as input and CBF velocity (CBFV) as output, were implemented with support vector machines (SVM) using separate recordings for learning and validation. Dynamic SVM implementations used either moving average or autoregressive structures. The efficiency of dynamic CA was estimated from the model’s derived CBFV response to a step change in BP as an autoregulation index for both linear and non-linear models. Non-linear models with recurrences (autoregressive) showed the best results, with CA indexes of 5.9 ± 1.5 in normocapnia, and 2.5 ± 1.2 for hypercapnia with an area under the receiver-operator curve of 0.955. The high performance achieved by non-linear SVM models to detect deterioration of dynamic CA should encourage further assessment of its applicability to clinical conditions where CA might be impaired.