{"title":"Study and Analysis of Deep Learning Techniques for Solving Financial Problems","authors":"Wendell Avila, R. Salgado","doi":"10.21528/lnlm-vol21-no2-art4","DOIUrl":"https://doi.org/10.21528/lnlm-vol21-no2-art4","url":null,"abstract":"Financial markets are competitive environments influenced by several variables and sectors. Wrong decisions can compromise several areas and cause chain reactions that could disrupt various sectors of the economy. In recent years, intelligent models have been used as tools to aid decision-making in financial markets. Deep learning models stand out among them, as they can achieve good generalization with large datasets. The main goal of this paper is to introduce and evaluate deep learning for solving financial problems. We document the process and present the techniques employed to develop models using a dataset containing over 2 million financial data observations. We believe this paper could guide researchers working on similar problems by suggesting resources that can be used and steps that can be followed in similar scenarios, narrowing down the search for efficient financial machine learning models.","PeriodicalId":386768,"journal":{"name":"Learning and Nonlinear Models","volume":"87 3","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-01-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139612966","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Lucas Cabral, Victor Farias, Lucas Sena, Iago Chaves, J. P. Gomes, João Pedro Santiago, Diego Sá, Javam Machado, João Paulo Madeiro
{"title":"An Active Learning Approach for Detecting Customer Induced Damages in Motherboards with Deep Neural Networks","authors":"Lucas Cabral, Victor Farias, Lucas Sena, Iago Chaves, J. P. Gomes, João Pedro Santiago, Diego Sá, Javam Machado, João Paulo Madeiro","doi":"10.21528/lnlm-vol21-no2-art3","DOIUrl":"https://doi.org/10.21528/lnlm-vol21-no2-art3","url":null,"abstract":"Identifying Customer Induced Damage (CID) is a key part in warranty programs of electronics manufacturers. CID is defined as any damage in the unit performed by an unauthorized person including the customer in a Printed Circuit Board (PCB). In such cases, damaged units are not covered by warranty. The inspection of CIDs is usually performed by humans which may be costly and error prone. Modern computer vision techniques for object detection using deep neural networks can automatically and accurately detect CIDs on PCBs. The training of such networks requires a large labeled dataset of image examples of CIDs. Daily, hardware factories and repair centers generate hundreds of unlabeled images. Labeling them manually is laborious and time-consuming. Therefore, it is crucial to label the minimum amount of images such that the trained neural network can achieve comparable accuracy as if it were trained with the whole dataset. To this end, we propose an active learning approach that selects the most informative images for the object detector. For that, our approach is based on the uncertainty of the object detector, i.e., it selects new images based on class probability distribution given by the object detector. Also, we tackle some challenges that are intrinsic to this problem: i) it is a multiclass object detection problem since there are many types of defects; ii) there is a class accuracy imbalance; iii) there is a focus on recall, e.g. false positives are less harmful than false negatives, and iv) there are many images with no object which should not be selected for labeling. We evaluate this approach by using it to iteratively sample data, train and evaluate a model, and compare it with randomly sampled data. The results show that our method consistently outperforms random sampling by an average margin of 21.6%, proving to be a viable alternative for reducing the labeling cost and increasing detection accuracy in this domain.","PeriodicalId":386768,"journal":{"name":"Learning and Nonlinear Models","volume":"65 9","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-01-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139613390","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Igor Caetano Silva, Ricardo Menezes Salgado, Igor Mattos Varejão, F. M. Varejão
{"title":"Analysis and Improvement of Machine Learning Models for Detecting Street Lighting Lamps","authors":"Igor Caetano Silva, Ricardo Menezes Salgado, Igor Mattos Varejão, F. M. Varejão","doi":"10.21528/lnlm-vol21-no2-art2","DOIUrl":"https://doi.org/10.21528/lnlm-vol21-no2-art2","url":null,"abstract":"The Brazilian public lighting network is maintained by city halls. To bill the energy provided to city halls, energy distribution companies should maintain an updated database of network poles, their lamp types, and wattages. However, it is common to encounter issues with misinformation, where the company is not notified about changes in the public lighting network by city halls and cannot update its database appropriately. To mitigate commercial losses, companies have resorted to sending teams for manual infrastructure checks, which is an expensive, time-consuming, and unreliable process. In this regard, this work aims to optimize the models proposed in the literature capable of accurately classifying the type and wattage of lamps on public lighting poles based on data collected from radiometric sensors and a professional camera. Data is processed using traditional machine learning and deep learning algorithms, along with more sophisticated validation techniques such as data transformation and hyperparameter optimization to achieve improved results. Based on this methodology, the results demonstrate that models employing more robust algorithms (Support Vector Machine, XGBoost, Random Forest, and Multilayer Perceptron) can attain a final average accuracy of 80-86%. This confirms the usefulness of this methodology as an alternative solution to address the issue of public lighting billing.","PeriodicalId":386768,"journal":{"name":"Learning and Nonlinear Models","volume":"5 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-11-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139247081","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Local Rule-Based Explanations Method Based on Genetic Algorithms with Fitness Sharing","authors":"Daniel A. Santos, J. A. Baranauskas, Renato Tinós","doi":"10.21528/lnlm-vol21-no2-art1","DOIUrl":"https://doi.org/10.21528/lnlm-vol21-no2-art1","url":null,"abstract":"The Local Rule Based Explanations method (LORE) explains decisions of black-box classifiers by using an interpretable model (Decision Tree – DT). The DT is trained with an artificial dataset generated by Genetic Algorithms (GAs). The primary objective of this approach is to replicate the decision boundaries of the black-box model in proximity to the instance under explanation. We show that the artificial examples generated by the GAs in LORE are not necessarily diverse. Consequently, we propose the integration of GAs with fitness sharing in LORE to generate a more diversified subset of artificial examples. The underlying motivation is to ensure that the local decision boundaries of the DT more closely resemble those of the black-box classifier. Experimental results with two classifiers (Multilayer Perceptron and Random Forests), and four classification problems, indicate that LORE with fitness sharing yields more diverse GA populations, consequently leading to improved local explanations. These findings underscore the effectiveness of incorporating fitness sharing into the LORE methodology for enhancing the explainability of black-box classifiers.","PeriodicalId":386768,"journal":{"name":"Learning and Nonlinear Models","volume":"111 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132820285","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Tiago Silva, Amauri Holanda Souza Junior, Diego Parente Paiva Mesquita
{"title":"Uma Introdução Amigável às Redes Neurais para Grafos","authors":"Tiago Silva, Amauri Holanda Souza Junior, Diego Parente Paiva Mesquita","doi":"10.21528/lnlm-vol19-no2-art5","DOIUrl":"https://doi.org/10.21528/lnlm-vol19-no2-art5","url":null,"abstract":"Graph neural networks have driven a series of recent developments in, e.g., drug discovery, recommender systems, and social network analysis. At their core, GNNs are designed to extract numerical representations for each node in a graph, recursively combining representations of neighboring nodes. This tutorial paper covers some popular and influential GNN models, and discusses their applications in different disciplines. We hope this work will help popularize GNNs in the local community, and foster scientific advances in machine learning and data science.","PeriodicalId":386768,"journal":{"name":"Learning and Nonlinear Models","volume":"110 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114244759","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Robson Rosserrani Lima, A. Cerqueira, P. F. Ribeiro
{"title":"A Statistical Signal Processing Approach to Islanding Detection","authors":"Robson Rosserrani Lima, A. Cerqueira, P. F. Ribeiro","doi":"10.21528/lnlm-vol21-no1-art5","DOIUrl":"https://doi.org/10.21528/lnlm-vol21-no1-art5","url":null,"abstract":"The integration of distributed generation (DG) sources in the electric energy systems may bring new problems that need attention, one of these problems is the occurrence of unintentional islanding. Islanding is a condition in which part of the distribution network is disconnected from the system, and consumer units are still powered by one or more DGs, which can cause damage to equipment and pose risks to the safety of technicians. This paper shows an islanding detection method (IDM) in Power Systems with DG based on statistical signal processing. We used a MathWorks Simulink model of a grid-connected 250 kW photovoltaic (PV) array to simulate the behavior of the three-phase voltage signal in the point of common coupling (PCC) under the nominal operation, islanding condition, and fault condition using different load compositions. Principal Component Analysis (PCA) was used to extract the transitory events from the voltage signals, and then we used second-, third-, and fourth-order cumulants to generate features and the best ones were selected using the Fisher’s Discriminant Ratio (FDR). A Radial Basis Function Network (RBFN) makes the classification of the events. We found that, for this setup, we can achieve detection rates of 99% for both islanding condition detection and fault occurrence classification, no matter the power mismatch between the load and the DG.","PeriodicalId":386768,"journal":{"name":"Learning and Nonlinear Models","volume":"31 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-02-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124929454","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Features Extraction and Selection with the Scattering Transform for Electrical Load Classification","authors":"E. L. Aguiar, A. Lazzaretti, D. Pipa","doi":"10.21528/lnlm-vol21-no1-art2","DOIUrl":"https://doi.org/10.21528/lnlm-vol21-no1-art2","url":null,"abstract":"The Scattering Transform (ST) presents itself as an alternative approach to the classic methods that involve neural networks and deep learning techniques for the feature extraction and classification of electrical signals. Among its main advantages, one can emphasize that the coefficients of the ST are determined analytically and do not need to be learned, as typically performed in Convolutional Neural Networks (CNNs). Additionally, ST has time-shifting and small time-warping invariance, which reduces the need for precise temporal localization (detection) for subsequent classification. This paper originally proposes six feature extraction and selection methods applied to classification of Non-intrusive Load Monitoring (NILM) high-frequency signals. We visually analyze the separability among classes for the proposed Feature Extractors and validate the performance of the proposed methods varying several parameters for ST calculation, such as signal length, number of examples, and sampling frequency. The results outperform other state-of-the-art feature extraction techniques, reaching up to 100% of FScore for a publicly available dataset, demonstrating the feasibility and promising aspects of the ST for NILM problems.","PeriodicalId":386768,"journal":{"name":"Learning and Nonlinear Models","volume":"18 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-02-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134148819","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Estimation of Kautz Poles in Wiener-Volterra Models Using Levenberg-Marquardt Algorithm","authors":"Higor de Souza Serafin, E. Oroski, A. Lazzaretti","doi":"10.21528/lnlm-vol21-no1-art1","DOIUrl":"https://doi.org/10.21528/lnlm-vol21-no1-art1","url":null,"abstract":"This work approaches the problem of estimating the Kautz optimal poles in kernel expansion in Wiener-Volterra models. The analytical solution for the suboptimal case is already established in the literature. However, the solution for the two parameters that compose the poles is still open. In this paper, an optimization strategy using the Levenberg-Marquardt is presented. This algorithm is used to find kernel expansion parameters, with the same base for all dimensions. The construction of bases using digital filter is considered. To validate the implemented algorithm, data collected from the excitation of an electrically coupled drive system was used to analyze the impact of the search space thresholds and the behavior of Levenberg-Marquardt’s parameters. It was also analyzed the impact on the model accuracy, as the number of functions in the base is increased. As a result, the models determined have achieved better results than the works found in the literature.","PeriodicalId":386768,"journal":{"name":"Learning and Nonlinear Models","volume":"5 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-02-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131332686","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Harold Dias Mello Junior, Karla Figueiredo, Marcos C. R. Seruffo, F. Costa, F. R. T. Moura, Fausto Marques Rodrigues Junior, Guilherme Baptista Bastos
{"title":"Consumption Forecasting and Economic-Financial Evaluation of a Brazilian Company in the Free Market","authors":"Harold Dias Mello Junior, Karla Figueiredo, Marcos C. R. Seruffo, F. Costa, F. R. T. Moura, Fausto Marques Rodrigues Junior, Guilherme Baptista Bastos","doi":"10.21528/lnlm-vol21-no1-art6","DOIUrl":"https://doi.org/10.21528/lnlm-vol21-no1-art6","url":null,"abstract":"The essential difference between the Free Contracting Environment (FCE) and the Regulated Contracting Environment (RCE) is the possibility of freely negotiating energy terms and prices with suppliers. Disconnected from the tariffs regulated by the government, in the FCE, consumers bear the costly difference between the contracted energy and that consumed. This cost can be reduced with accurate knowledge of the consumer profile, based on the analysis of historical data. In this article, a methodology is proposed to evaluate the migration of consumers to the FCE. In a case study, graphical statistical techniques help identify the profile of a consumer in the city of Rio de Janeiro, subgroup A4 and with green tariff modality, in the period from 2016 to 2019. Then, classical and artificial neural network-based methods are used for consumption forecasting twelve months ahead. In particular, Long and Short Term Memories (LSTM) networks performed better than Autoregressive Integrated Moving Average (ARIMA) models. At the end, it is demonstrated with economic and financial indicators, the right decision of this consumer to migrate to the FCE, prior to the analysis performed in this case study.","PeriodicalId":386768,"journal":{"name":"Learning and Nonlinear Models","volume":"4 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-02-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133043938","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Development of a Low-Cost Relay Prototype for Real-Time Power Protection Functions","authors":"Pablo Rodrigues Lopes, Rui Bertho Junior","doi":"10.21528/lnlm-vol21-no1-art7","DOIUrl":"https://doi.org/10.21528/lnlm-vol21-no1-art7","url":null,"abstract":"This paper presents a Raspberry Pi 3B+ based low-cost universal relay able to run power protection functions in real-time. The configurations necessary for this single-board computer to be able to provide real-time response are shown, as for latency tests to verify its response time. An experimental circuit was built to send three-phase fault signals from a Relay tester to the low-cost relay, in order to evaluate its response time to clear faults in comparison to a commercial relay. A neural networks algorithm was developed and executed in real-time by the proposed low-cost relay, which is able to differentiate three-phase faults from transient signals created from large load variations. The results show that the low-cost relay is capable of running simple and complex protection functions within a pre-defined runtime and acceptable precision, compared to a commercial protection relay. However, the sampling frequency the low-cost relay is able to handle is limited. The results have also shown that the low-cost relay meet the requirements for a soft real-time system, which is not ideal for practical power protection systems that require hard real-time systems.","PeriodicalId":386768,"journal":{"name":"Learning and Nonlinear Models","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-02-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125722724","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}