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Genetic Programming in Prediction Tasks
Machač, Michal ; Mrázek, Vojtěch (referee) ; Sekanina, Lukáš (advisor)
This thesis introduces various machine learning algorithms which can be used in prediction tasks based on regression. Tree genetic programming and linear genetic programming are explained more thoroughly. Selected machine learning algorithms (linear regression, random forest, multilayer perceptron and tree genetic programming) are compared on publicly available datasets with the use of scikit-learn and gplearn libraries. A core part of this project is a new implementation of linear genetic programming which was developed in C++, tested on common symbolic regression problems and then evaluated on real datasets. Results obtained with the proposed system are compared with the results obtained with gplearn.
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Counting People Using a PIR Sensor
Beneš, Martin ; Kempter, Guido (referee) ; Drahanský, Martin (advisor)
PIR (pasivní infračervený) senzor se používá zejména pro detekci přítomnosti osoby a oznámení systému pro příslušnou reakci. Cílem této práce je užití PIR senzorů pro lokalizaci osoby a návrh způsobu pro určení počtu lidí ve snímaném prostoru. Pro tento účel je navržen způsob zpracování jeho výstupního analogového signálu, počínající extrakcí příznaků pomocí spojité vlnkové transformace, klasifikačního modelu založeném na fuzzy logice a lineární regresi. Na konci jsou představeny a vyhodnoceny experimentálně získané výsledky.
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Big Data Processing from Large IoT Networks
Benkő, Krisztián ; Podivínský, Jakub (referee) ; Krčma, Martin (advisor)
The goal of this diploma thesis is to design and develop a system for collecting, processing and storing data from large IoT networks. The developed system introduces a complex solution able to process data from various IoT networks using Apache Hadoop ecosystem. The data are real-time processed and stored in a NoSQL database, but the data are also stored in the file system for a potential later processing. The system is optimized and tested using data from IQRF network. The data stored in the NoSQL database are visualized and the system periodically generates derived predictions. Users are connected to this system via an information system, which is able to automatically generate notifications when monitored values are out of range.
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A Nonparametric Bootstrap Comparison of Variances of Robust Regression Estimators.
Kalina, Jan ; Tobišková, Nicole ; Tichavský, Jan
While various robust regression estimators are available for the standard linear regression model, performance comparisons of individual robust estimators over real or simulated datasets seem to be still lacking. In general, a reliable robust estimator of regression parameters should be consistent and at the same time should have a relatively small variability, i.e. the variances of individual regression parameters should be small. The aim of this paper is to compare the variability of S-estimators, MM-estimators, least trimmed squares, and least weighted squares estimators. While they all are consistent under general assumptions, the asymptotic covariance matrix of the least weighted squares remains infeasible, because the only available formula for its computation depends on the unknown random errors. Thus, we take resort to a nonparametric bootstrap comparison of variability of different robust regression estimators. It turns out that the best results are obtained either with MM-estimators, or with the least weighted squares with suitable weights. The latter estimator is especially recommendable for small sample sizes.
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How to down-weight observations in robust regression: A metalearning study
Kalina, Jan ; Pitra, Z.
Metalearning is becoming an increasingly important methodology for extracting knowledge from a data base of available training data sets to a new (independent) data set. The concept of metalearning is becoming popular in statistical learning and there is an increasing number of metalearning applications also in the analysis of economic data sets. Still, not much attention has been paid to its limitations and disadvantages. For this purpose, we use various linear regression estimators (including highly robust ones) over a set of 30 data sets with economic background and perform a metalearning study over them as well as over the same data sets after an artificial contamination.
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How to down-weight observations in robust regression: A metalearning study
Kalina, Jan ; Pitra, Zbyněk
Metalearning is becoming an increasingly important methodology for extracting knowledge from a data base of available training data sets to a new (independent) data set. The concept of metalearning is becoming popular in statistical learning and there is an increasing number of metalearning applications also in the analysis of economic data sets. Still, not much attention has been paid to its limitations and disadvantages. For this purpose, we use various linear regression estimators (including highly robust ones) over a set of 30 data sets with economic background and perform a metalearning study over them as well as over the same data sets after an artificial contamination. We focus on comparing the prediction performance of the least weighted squares estimator with various weighting schemes. A broader spectrum of classification methods is applied and a support vector machine turns out to yield the best results. While results of a leave-1-out cross validation are very different from results of autovalidation, we realize that metalearning is highly unstable and its results should be interpreted with care. We also focus on discussing all possible limitations of the metalearning methodology in general.
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Statistical Methods for Regression Models With Missing Data
Nekvinda, Matěj ; Kulich, Michal (advisor) ; Omelka, Marek (referee)
The aim of this thesis is to describe and further develop estimation strategies for data obtained by stratified sampling. Estimation of the mean and linear regression model are discussed. The possible inclusion of auxiliary variables in the estimation is exam- ined. The auxiliary variables can be transformed rather than used in their original form. A transformation minimizing the asymptotic variance of the resulting estimator is pro- vided. The estimator using an approach from this thesis is compared to the doubly robust estimator and shown to be asymptotically equivalent.
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ADVANCED REGRESSION MODELS
Rosecký, Martin ; Popela, Pavel (referee) ; Bednář, Josef (advisor)
This thesis summarizes latest findings about municipal solid waste (MSW) modelling. These are used to solve multivariable version of inverse prediction problem. It is not possible to solve such problem analytically, so heuristic framework using regression models and data reconciliation was developed. As a side product, models for MSW modelling using PCA (Principal Component Analysis) and LM (Linear Model) were created. These were compared with heuristic model called RF (Random Forest). Both of these models were also used for per capita MSW modelling. Theoretical parts about generalized linear models, data reconciliation and nonlinear programming are also included.
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Computational tasks for Parallel data processing course
Horečný, Peter ; Rajnoha, Martin (referee) ; Mašek, Jan (advisor)
The goal of this thesis was to create laboratory excercises for subject „Parallel data processing“, which will introduce options and capabilities of Apache Spark technology to the students. The excercises focus on work with basic operations and data preprocessing, work with concepts and algorithms of machine learning. By following the instructions, the students will solve real world situations problems by using algorithms for linear regression, classification, clustering and frequent patterns. This will show them the real usage and advantages of Spark. As an input data, there will be databases of czech and slovak companies with a lot of information provided, which need to be prepared, filtered and sorted for next processing in the first excercise. The students will also get known with functional programming, because the are not whole programs in excercises, but just the pieces of instructions, which are not repeated in the following excercises. They will get a comprehensive overview about possibilities of Spark by getting over all the excercices.
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Impact of Terrorism on Stock Markets
Koščo, Marek ; Červinka, Michal (advisor) ; Nevrla, Matěj (referee)
Terrorism generally induces negative mood in the society. Financial markets performance exhibits the contingency on the mood of their trading parti- cipants. The thesis enhances the understanding of this interrelated entities by analysing the situation from 2000 to 2015 at the 20 world largest mar- kets. Their composite indices are put under scrutiny employing a multifactor model, a difference equation and a logit model. The impact is confirmed and further discussed, while the logit model provides a simple framework for forecasting index returns just after an attack with more than 25 casualties. Keywords global financial markets, terrorism, multifactor model, difference equation, logit model
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