paper-with-me

홈 › Papers

Machine learning model to cluster and map tribocorrosion regimes in feature space

2020-06-11 · Rahul Ramachandran

Tribocorrosion maps serve the purpose of identifying operating conditions for acceptable rate of degradation. This paper proposes a machine learning based approach to generate tribocorrosion maps, which can be used to predict tribosystem performance. First, unsupervised machine learning is used to identify and label clusters from tribocorrosion experimental data. The identified clusters are then used to train a support vector classification model. The trained SVM is used to generate tribocorrosion maps. The generated maps are compared with the standard maps from literature.

📄 PDF Abstract BibTeX arXiv:2006.06252

Code (0)

등록된 구현이 없습니다.

Tasks

BIG-bench Machine Learning

Methods 이 논문이 사용한 방법론

SVM A Support Vector Machine, or SVM, is a non-parametric supervised learning model. For non-linear classification and regression, they utilise the kernel trick to map inputs…

Similar Papers 제목 키워드 기반

Clustering Commodity Markets in Space and Time: Clarifying Returns, Volatility, and Trading Regimes Through Unsupervised Machine Learning

2021-03-31 · SSRN 2021 3 · James Ming Chen, Mobeen Ur Rehman, Xuan Vinh Vo

Unsupervised machine learning can interpret logarithmic returns and conditional volatility in commodity markets. k-means and hierarchical clustering can generate a financial ontology of markets for fuels, precious and ba…

Clustering

Partitioned Active Learning for Heterogeneous Systems

2021-05-14 · Cheolhei Lee, Kaiwen Wang, Jianguo Wu, Wenjun Cai 외

Active learning is a subfield of machine learning that focuses on improving the data collection efficiency of expensive-to-evaluate systems. Especially, active learning integrated surrogate modeling has shown remarkable …

Active LearningComputational Efficiency

Clustering Market Regimes using the Wasserstein Distance

2021-10-22 · Blanka Horvath, Zacharia Issa, Aitor Muguruza

The problem of rapid and automated detection of distinct market regimes is a topic of great interest to financial mathematicians and practitioners alike. In this paper, we outline an unsupervised learning algorithm for c…

ClusteringTime SeriesTime Series Analysis

Cluster-based Regression using Variational Inference and Applications in Financial Forecasting

2022-05-02 · Udai Nagpal, Krishan Nagpal

This paper describes an approach to simultaneously identify clusters and estimate cluster-specific regression parameters from the given data. Such an approach can be useful in learning the relationship between input and …

Computational EfficiencyregressionVariational Inference

Learning Interpretable Hierarchical Dynamical Systems Models from Time Series Data

2024-10-07 · Manuel Brenner, Elias Weber, Georgia Koppe, Daniel Durstewitz

In science, we are often interested in obtaining a generative model of the underlying system dynamics from observed time series. While powerful methods for dynamical systems reconstruction (DSR) exist when data come from…

Time SeriesTransfer Learning